衍生性金融商品
在台股衍生性商品資料，我們擁有 13 種資料集，如下:
- 期貨、選擇權日成交資訊總覽 TaiwanOptionFutureInfo
- 期貨日成交資訊 TaiwanFuturesDaily
- 選擇權日成交資訊 TaiwanOptionDaily
- 期貨交易明細表 TaiwanFuturesTick
- 選擇權交易明細表 TaiwanOptionTick
- 期貨三大法人買賣 TaiwanFuturesInstitutionalInvestors
- 選擇權三大法人買賣 TaiwanOptionInstitutionalInvestors
- 期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours
- 選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours
- 期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily
- 選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily
- 期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders
- 選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders
期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futopt_daily_info()
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFutOptDailyInfo",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFutOptDailyInfo",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)
Output
| code | type | name | |
|---|---|---|---|
| 0 | AAA | TaiwanOptionDaily | 南亞1000股選擇權 |
| 1 | AAO | TaiwanOptionDaily | 南亞選擇權 |
| 2 | ABA | TaiwanOptionDaily | 中鋼1000股選擇權 |
| 3 | ABO | TaiwanOptionDaily | 中鋼選擇權 |
| 4 | ACA | TaiwanOptionDaily | 聯電選擇權 |
{
code: str,
type: str,
name: str
}
期貨日成交資訊 TaiwanFuturesDaily¶
- 資料區間：1998-07-01 ~ now
- 資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_daily(
futures_id='TX',
start_date='2020-04-01',
end_date='2020-04-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesDaily",
"data_id":"TX",
"start_date": "2020-04-01",
"end_date": "2020-04-12",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesDaily",
data_id="TX",
start_date= "2020-04-01",
end_date= "2020-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)
Output
| date | futures_id | contract_date | open | max | min | close | spread | spread_per | volume | settlement_price | open_interest | trading_session | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2020-04-01 | TX | 202004 | 9588 | 9650 | 9551 | 9552 | -43 | -0.45 | 116273 | 9555 | 83725 | position |
| 1 | 2020-04-01 | TX | 202004 | 9630 | 9665 | 9551 | 9575 | -20 | -0.21 | 73771 | 0 | 0 | after_market |
| 2 | 2020-04-01 | TX | 202005 | 9523 | 9580 | 9484 | 9486 | -43 | -0.45 | 1266 | 9486 | 6435 | position |
| 3 | 2020-04-01 | TX | 202005 | 9565 | 9595 | 9486 | 9526 | -3 | -0.03 | 452 | 0 | 0 | after_market |
| 4 | 2020-04-01 | TX | 202006 | 9452 | 9508 | 9415 | 9419 | -36 | -0.38 | 106 | 9419 | 5547 | position |
{
date: str,
futures_id: str,
contract_date: str,
open: float32,
max: float32,
min: float32,
close: float32,
spread: float32,
spread_per: float32,
volume: float64,
settlement_price: float32,
open_interest: float64,
trading_session: str
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_daily(
start_date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesDaily",
"start_date": "2020-04-01",
"end_date": "2020-04-12",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesDaily",
start_date= "2020-04-01",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| date | futures_id | contract_date | open | max | min | close | spread | spread_per | volume | settlement_price | open_interest | trading_session | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2020-04-01 | BRF | 202005 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 681 | 381 | position |
| 1 | 2020-04-01 | BRF | 202005 | 690 | 704 | 681 | 681 | -9 | -1.3 | 45 | 0 | 0 | after_market |
| 2 | 2020-04-01 | BRF | 202006 | 795 | 799 | 774 | 774 | -30 | -3.73 | 63 | 774 | 435 | position |
| 3 | 2020-04-01 | BRF | 202006 | 818 | 833 | 789.5 | 791 | -13 | -1.62 | 77 | 0 | 0 | after_market |
| 4 | 2020-04-01 | BRF | 202007 | 881 | 881 | 874.5 | 874.5 | 7 | 0.81 | 3 | 874.5 | 3 | position |
{
date: str,
futures_id: str,
contract_date: str,
open: float32,
max: float32,
min: float32,
close: float32,
spread: float32,
spread_per: float32,
volume: float64,
settlement_price: float32,
open_interest: float64,
trading_session: str
}
選擇權日成交資訊 TaiwanOptionDaily¶
- 資料區間：2001-12-01 ~ now
- 資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_daily(
option_id='TXO',
start_date='2020-04-01',
end_date='2020-04-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionDaily",
"data_id":"TXO",
"start_date": "2020-04-01",
"end_date": "2020-04-12",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionDaily",
data_id="TXO",
start_date= "2020-04-01",
end_date= "2020-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
Output
| date | futures_id | contract_date | open | max | min | close | spread | spread_per | volume | settlement_price | open_interest | trading_session | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2020-04-01 | BRF | 202005 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 681 | 381 | position |
| 1 | 2020-04-01 | BRF | 202005 | 690 | 704 | 681 | 681 | -9 | -1.3 | 45 | 0 | 0 | after_market |
| 2 | 2020-04-01 | BRF | 202006 | 795 | 799 | 774 | 774 | -30 | -3.73 | 63 | 774 | 435 | position |
| 3 | 2020-04-01 | BRF | 202006 | 818 | 833 | 789.5 | 791 | -13 | -1.62 | 77 | 0 | 0 | after_market |
| 4 | 2020-04-01 | BRF | 202007 | 881 | 881 | 874.5 | 874.5 | 7 | 0.81 | 3 | 874.5 | 3 | position |
{
date: str,
futures_id: str,
contract_date: str,
open: float32,
max: float32,
min: float32,
close: float32,
spread: float32,
spread_per: float32,
volume: float64,
settlement_price: float32,
open_interest: float64,
trading_session: str
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_daily(
start_date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionDaily",
"start_date": "2020-04-01",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionDaily",
start_date= "2020-04-01",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| date | option_id | contract_date | strike_price | call_put | open | max | min | close | volume | settlement_price | open_interest | trading_session | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2020-04-01 | CAO | 202004 | 55 | put | 2.22 | 2.22 | 2.22 | 2.22 | 5 | 2.48 | 15 | position |
| 1 | 2020-04-01 | CAO | 202004 | 40 | call | 0 | 0 | 0 | 0 | 0 | 13.7 | 0 | position |
| 2 | 2020-04-01 | CAO | 202004 | 40 | put | 0 | 0 | 0 | 0 | 0 | 0.01 | 0 | position |
| 3 | 2020-04-01 | CAO | 202004 | 41 | call | 0 | 0 | 0 | 0 | 0 | 12.7 | 0 | position |
| 4 | 2020-04-01 | CAO | 202004 | 41 | put | 0 | 0 | 0 | 0 | 0 | 0.01 | 0 | position |
{
date: str,
option_id: str,
contract_date: str,
strike_price: float32,
call_put: str,
open: float32,
max: float32,
min: float32,
close: float32,
volume: float64,
settlement_price: float32,
open_interest: float64,
trading_session: str
}
期貨交易明細表 TaiwanFuturesTick (只限 backer、sponsor 會員使用)¶
- 由於資料量過大，單次請求只提供一天資料
- 資料區間：2011-01-03 ~ now
- 資料更新時間 星期一至五 6:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_tick(
futures_id='MTX',
date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesTick",
"data_id": "MTX",
"start_date": "2020-04-01",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanFuturesTick",
data_id="MTX",
start_date= "2020-01-02",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| contract_date | date | futures_id | price | volume | |
|---|---|---|---|---|---|
| 0 | 202004 | 2020-04-01 00:00:01 | MTX | 9641 | 2 |
| 1 | 202004 | 2020-04-01 00:00:01 | MTX | 9641 | 2 |
| 2 | 202004 | 2020-04-01 00:00:01 | MTX | 9641 | 6 |
| 3 | 202004 | 2020-04-01 00:00:02 | MTX | 9640 | 2 |
| 4 | 202004 | 2020-04-01 00:00:02 | MTX | 9640 | 2 |
{
ExercisePrice: float32,
PutCall: str,
contract_date: str,
date: str,
futures_id: str,
price: float32,
volume: int32
}
選擇權交易明細表 TaiwanOptionTick (只限 backer、sponsor 會員使用)¶
- 由於資料量過大，單次請求只提供一天資料
- 資料區間：2011-01-03 ~ now ( 2019-01-16~2019-06-30 缺少部分資料，不完整 )
- 資料更新時間 星期一至五 6:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_tick(
option_id='OCO',
date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionTick",
"data_id": "OCO",
"start_date": "2019-09-05",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanOptionTick",
data_id="OCO",
start_date= "2019-09-05",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| ExercisePrice | PutCall | contract_date | date | option_id | price | volume | |
|---|---|---|---|---|---|---|---|
| 0 | 20.5 | P | 202004 | 2020-04-01 10:26:58 | OCO | 0.29 | 1 |
| 1 | 20.5 | P | 202004 | 2020-04-01 10:26:58 | OCO | 0.29 | 1 |
| 2 | 21 | P | 202004 | 2020-04-01 10:26:58 | OCO | 0.44 | 2 |
| 3 | 21 | P | 202004 | 2020-04-01 10:26:58 | OCO | 0.44 | 2 |
| 4 | 21 | P | 202004 | 2020-04-01 10:26:58 | OCO | 0.44 | 4 |
{
ExercisePrice: float32,
PutCall: str,
contract_date: str,
date: str,
option_id: str,
price: float32,
volume: int32
}
期貨三大法人買賣 TaiwanFuturesInstitutionalInvestors¶
- 資料區間：2018-06-01 ~ now
- 資料更新時間 星期一至五 18:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_institutional_investors(
data_id='TX',
start_date='2020-04-01',
end_date='2020-04-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestors",
"data_id": "TX",# "TXO"
"start_date": "2020-04-01",
"end_date": "2020-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestors",
data_id="TX",
start_date= "2020-04-01",
end_date= "2020-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| name | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | long_open_interest_balance_volume | long_open_interest_balance_amount | short_open_interest_balance_volume | short_open_interest_balance_amount | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | TX | 2020-04-01 | 自營商 | 15050 | 28875620 | 15325 | 29415959 | 19022 | 36062632 | 15962 | 30209225 |
| 1 | TX | 2020-04-01 | 外資 | 79042 | 151832089 | 75938 | 145876617 | 65435 | 124990394 | 14318 | 27292956 |
| 2 | TX | 2020-04-01 | 投信 | 30 | 57341 | 1313 | 2510881 | 3770 | 7204470 | 37345 | 71365191 |
| 3 | TX | 2020-04-06 | 自營商 | 15412 | 29817592 | 14569 | 28153648 | 19528 | 38087211 | 15628 | 30423409 |
| 4 | TX | 2020-04-06 | 投信 | 1135 | 2226831 | 53 | 102477 | 3800 | 7465480 | 36293 | 71299930 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futopt_institutional_investors(
start_date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestors",
"start_date": "2019-04-03",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestors",
start_date= "2019-04-03",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| name | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | long_open_interest_balance_volume | long_open_interest_balance_amount | short_open_interest_balance_volume | short_open_interest_balance_amount | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | ETF | 2020-04-01 | 外資 | 782 | 492994 | 840 | 541759 | 4462 | 3167434 | 2552 | 846756 |
| 1 | ETF | 2020-04-01 | 投信 | 0 | 0 | 0 | 0 | 2702 | 1071881 | 4079 | 2791150 |
| 2 | ETF | 2020-04-01 | 自營商 | 405 | 151407 | 431 | 161203 | 4493 | 2209637 | 4931 | 2386376 |
| 3 | ETO | 2020-04-01 | 投信 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 4 | ETO | 2020-04-01 | 外資 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
選擇權三大法人買賣 TaiwanOptionInstitutionalInvestors¶
- 資料區間：2018-06-01 ~ now
- 資料更新時間 星期一至五 16:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_institutional_investors(
data_id='TXO',
start_date='2020-04-01',
end_date='2020-04-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestors",
"data_id": "TXO",
"start_date": "2020-04-01",
"end_date": "2020-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestors",
data_id="TX",# "TXO"
start_date= "2020-04-01",
end_date= "2020-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| name | date | call_put | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | long_open_interest_balance_volume | long_open_interest_balance_amount | short_open_interest_balance_volume | short_open_interest_balance_amount | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | TXO | 2020-04-01 | 買權 | 自營商 | 139973 | 370181 | 163094 | 356201 | 58152 | 504601 | 81614 | 517097 |
| 1 | TXO | 2020-04-01 | 買權 | 投信 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2020-04-01 | 買權 | 外資 | 69409 | 214529 | 61586 | 224112 | 75953 | 630438 | 55645 | 586723 |
| 3 | TXO | 2020-04-06 | 買權 | 自營商 | 124528 | 453602 | 132575 | 475720 | 67677 | 646018 | 99186 | 671818 |
| 4 | TXO | 2020-04-06 | 賣權 | 投信 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futopt_institutional_investors(
data_id='TXO',
start_date='2020-04-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestors",
"start_date": "2019-04-03",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestors",
start_date= "2019-04-03",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| name | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | long_open_interest_balance_volume | long_open_interest_balance_amount | short_open_interest_balance_volume | short_open_interest_balance_amount | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | TXO | 2020-04-01 | 自營商 | 139973 | 370181 | 163094 | 356201 | 58152 | 504601 | 81614 | 517097 |
| 1 | TXO | 2020-04-01 | 投信 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2020-04-01 | 外資 | 69409 | 214529 | 61586 | 224112 | 75953 | 630438 | 55645 | 586723 |
| 3 | TXO | 2020-04-06 | 自營商 | 124528 | 453602 | 132575 | 475720 | 67677 | 646018 | 99186 | 671818 |
| 4 | TXO | 2020-04-06 | 投信 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours¶
- 資料區間：2021-10-12 ~ now
- 資料更新時間 星期一至六 05:00，實際更新時間以 API 資料為主
Example
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
"data_id": "TX",
"start_date": "2021-10-12",
"end_date": "2024-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
data_id="TX",
start_date= "2021-10-12",
end_date= "2024-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| futures_id | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | |
|---|---|---|---|---|---|---|---|
| 0 | TX | 2021-10-12 | 自營商 | 1690 | 5615098 | 1516 | 5034732 |
| 1 | TX | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
| 2 | TX | 2021-10-12 | 外資 | 16315 | 54215114 | 14737 | 48973486 |
| 3 | TX | 2021-10-13 | 自營商 | 2307 | 7608759 | 2252 | 7427497 |
| 4 | TX | 2021-10-13 | 投信 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
"start_date": "2021-10-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
start_date= "2021-10-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| futures_id | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | |
|---|---|---|---|---|---|---|---|
| 0 | F1F | 2021-10-12 | 自營商 | 39 | 13769 | 41 | 14477 |
| 1 | F1F | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
| 2 | F1F | 2021-10-12 | 外資 | 83 | 29320 | 35 | 12349 |
| 3 | MTX | 2021-10-12 | 自營商 | 2454 | 2037796 | 2761 | 2292564 |
| 4 | MTX | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours¶
- 資料區間：2021-10-12 ~ now
- 資料更新時間 星期一至六 05:00，實際更新時間以 API 資料為主
Example
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
"data_id": "TXO",
"start_date": "2021-10-12",
"end_date": "2024-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
data_id="TXO",
start_date= "2021-10-12",
end_date= "2024-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| option_id | date | call_put | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | |
|---|---|---|---|---|---|---|---|---|
| 0 | TXO | 2021-10-12 | CALL | 自營商 | 14018 | 45608 | 14478 | 48062 |
| 1 | TXO | 2021-10-12 | CALL | 投信 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2021-10-12 | CALL | 外資 | 16060 | 78585 | 14961 | 68018 |
| 3 | TXO | 2021-10-12 | PUT | 自營商 | 12802 | 50821 | 15570 | 66005 |
| 4 | TXO | 2021-10-12 | PUT | 投信 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
"start_date": "2021-10-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
start_date= "2021-10-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| option_id | date | call_put | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount | |
|---|---|---|---|---|---|---|---|---|
| 0 | TXO | 2021-10-12 | CALL | 自營商 | 14018 | 45608 | 14478 | 48062 |
| 1 | TXO | 2021-10-12 | CALL | 投信 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2021-10-12 | CALL | 外資 | 16060 | 78585 | 14961 | 68018 |
| 3 | TXO | 2021-10-12 | PUT | 自營商 | 12802 | 50821 | 15570 | 66005 |
| 4 | TXO | 2021-10-12 | PUT | 投信 | 0 | 0 | 0 | 0 |
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily¶
- 資料區間：2021-04-01 ~ now
- 資料更新時間 星期一至五 19:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_dealer_trading_volume_daily(
futures_id='TX',
start_date='2020-07-01'
end_date='2020-07-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesDealerTradingVolumeDaily",
"data_id": "TX",
"start_date": "2020-07-01",
"end_date": "2020-10-02",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanFuturesDealerTradingVolumeDaily",
data_id="TX",
start_date="2020-07-01",
end_date="2020-10-02",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| date | dealer_code | dealer_name | futures_id | volume | is_after_hour | |
|---|---|---|---|---|---|---|
| 0 | 2020-07-01 | B224999 | 中國信託商業銀行自營 | TX | 1500 | False |
| 1 | 2020-07-01 | F001000 | 國泰期貨 | TX | 1789 | False |
| 2 | 2020-07-01 | F002000 | 永豐期貨 | TX | 9664 | False |
| 3 | 2020-07-01 | F002999 | 永豐期貨自營 | TX | 0 | False |
| 4 | 2020-07-01 | F004000 | 凱基期貨 | TX | 43882 | False |
{
date: str,
dealer_code: str,
dealer_name: str,
futures_id: str,
volume: int32,
is_after_hour: int32
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_dealer_trading_volume_daily(
start_date='2021-07-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesDealerTradingVolumeDaily",
"start_date": "2020-07-01",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesDealerTradingVolumeDaily",
start_date="2020-07-01",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| date | dealer_code | dealer_name | futures_id | volume | is_after_hour | |
|---|---|---|---|---|---|---|
| 0 | 2021-07-01 | F021000 | 元大期貨 | BRF | 0 | True |
| 1 | 2021-07-01 | F004000 | 凱基期貨 | BRF | 0 | True |
| 2 | 2021-07-01 | F020000 | 群益期貨 | BRF | 0 | True |
| 3 | 2021-07-01 | F002000 | 永豐期貨 | BRF | 0 | True |
| 4 | 2021-07-01 | F008000 | 統一期貨 | BRF | 1 | True |
{
date: str,
dealer_code: str,
dealer_name: str,
futures_id: str,
volume: int32,
is_after_hour: int32
}
選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily¶
- 資料區間：2021-04-01 ~ now
- 資料更新時間 星期一至五 18:00，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_dealer_trading_volume_daily(
option_id='TXO',
start_date='2020-07-01',
end_date='2020-07-12',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionDealerTradingVolumeDaily",
"data_id": "TXO",
"start_date": "2020-07-01",
"end_date": "2020-10-02",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanOptionDealerTradingVolumeDaily",
data_id="TXO",
start_date="2020-07-01",
end_date="2020-10-02",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| date | dealer_code | dealer_name | option_id | volume | is_after_hour | |
|---|---|---|---|---|---|---|
| 0 | 2020-07-01 | B224999 | 中國信託商業銀行自營 | TXO | 13390 | False |
| 1 | 2020-07-01 | F001000 | 國泰期貨 | TXO | 17478 | False |
| 2 | 2020-07-01 | F002000 | 永豐期貨 | TXO | 75395 | False |
| 3 | 2020-07-01 | F002999 | 永豐期貨自營 | TXO | 98 | False |
| 4 | 2020-07-01 | F004000 | 凱基期貨 | TXO | 159164 | False |
{
date: str,
dealer_code: str,
dealer_name: str,
option_id: str,
volume: int32,
is_after_hour: int32
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_dealer_trading_volume_daily(
start_date='2021-07-01'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionDealerTradingVolumeDaily",
"start_date": "2021-07-01",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionDealerTradingVolumeDaily",
start_date="2021-07-01",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| date | dealer_code | dealer_name | option_id | volume | is_after_hour | |
|---|---|---|---|---|---|---|
| 0 | 2021-07-01 | F021000 | 元大期貨 | ETC | 1 | False |
| 1 | 2021-07-01 | F034999 | 澳帝華期貨自營 | ETC | 42 | False |
| 2 | 2021-07-01 | F004000 | 凱基期貨 | ETC | 0 | False |
| 3 | 2021-07-01 | S890999 | 法銀巴黎證券自營 | ETC | 83 | False |
| 4 | 2021-07-01 | F002000 | 永豐期貨 | ETC | 0 | False |
{
date: str,
dealer_code: str,
dealer_name: str,
option_id: str,
volume: int32,
is_after_hour: int32
}
期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders¶
- 資料區間：1998-07-01 ~ now
- 資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_open_interest_large_traders(
futures_id='TJF',
start_date='2024-09-01',
end_date='2024-09-02',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesOpenInterestLargeTraders",
"data_id":"TJF",
"start_date": "2024-09-01",
"end_date": "2024-09-02",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesOpenInterestLargeTraders",
data_id="TJF",
start_date= "2024-09-01",
end_date= "2024-09-02",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)
Output
| name | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | futures_id | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 東證期貨 | 202409 | 93 | 74.4 | 113 | 90.4 | 102 | 81.6 | 118 | 94.4 | 125 | 16 | 12.8 | 16 | 12.8 | 14 | 11.2 | 14 | 11.2 | 2024-09-02 | TJF |
| 1 | 東證期貨 | 202409 | 133 | 62.7 | 170 | 80.2 | 172 | 81.1 | 194 | 91.5 | 212 | 16 | 7.5 | 16 | 7.5 | 42 | 19.8 | 42 | 19.5 | 2024-09-02 | TJF |
{
name: str,
contract_type: str,
buy_top5_trader_open_interest: int32,
buy_top5_trader_open_interest_per: float32,
buy_top10_trader_open_interest: int32,
buy_top10_trader_open_interest_per: float32,
sell_top5_trader_open_interest: int32,
sell_top5_trader_open_interest_per: float32,
sell_top10_trader_open_interest: int32,
sell_top10_trader_open_interest_per: float32,
market_open_interest: int32,
buy_top5_specific_open_interest: int32,
buy_top5_specific_open_interest_per: float32,
buy_top10_specific_open_interest: int32,
buy_top10_specific_open_interest_per: float32,
sell_top5_specific_open_interest: int32,
sell_top5_specific_open_interest_per: float32,
sell_top10_specific_open_interest: int32,
sell_top10_specific_open_interest_per: float32,
date: str,
futures_id: str
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futures_open_interest_large_traders(
start_date='2024-09-02'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesOpenInterestLargeTraders",
"start_date": "2024-09-02",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesOpenInterestLargeTraders",
start_date= "2024-09-02",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| name | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | futures_id | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 布蘭特原油期貨 | 202411 | 40 | 100 | 40 | 100 | 40 | 100 | 40 | 100 | 40 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BRF |
| 1 | 布蘭特原油期貨 | all | 155 | 96.9 | 160 | 100 | 160 | 100 | 160 | 100 | 160 | 0 | 0 | 0 | 0 | 120 | 75 | 120 | 75 | 2024-09-02 | BRF |
| 2 | 臺灣生技期貨 | 202409 | 15 | 78.9 | 19 | 100 | 19 | 100 | 19 | 100 | 19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BTF |
| 3 | 臺灣生技期貨 | all | 16 | 80 | 20 | 100 | 20 | 100 | 20 | 100 | 20 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BTF |
| 4 | 南亞期貨 | 202409 | 231 | 30.3 | 332 | 43.6 | 512 | 67.2 | 655 | 86 | 762 | 127 | 16.7 | 127 | 16.7 | 438 | 57.5 | 532 | 69.8 | 2024-09-02 | CA |
{
name: str,
contract_type: str,
buy_top5_trader_open_interest: int32,
buy_top5_trader_open_interest_per: float32,
buy_top10_trader_open_interest: int32,
buy_top10_trader_open_interest_per: float32,
sell_top5_trader_open_interest: int32,
sell_top5_trader_open_interest_per: float32,
sell_top10_trader_open_interest: int32,
sell_top10_trader_open_interest_per: float32,
market_open_interest: int32,
buy_top5_specific_open_interest: int32,
buy_top5_specific_open_interest_per: float32,
buy_top10_specific_open_interest: int32,
buy_top10_specific_open_interest_per: float32,
sell_top5_specific_open_interest: int32,
sell_top5_specific_open_interest_per: float32,
sell_top10_specific_open_interest: int32,
sell_top10_specific_open_interest_per: float32,
date: str,
futures_id: str
}
選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders¶
- 資料區間：1998-07-01 ~ now
- 資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_open_interest_large_traders(
futures_id='CA',
start_date='2024-09-01',
end_date='2024-09-02',
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionOpenInterestLargeTraders",
"data_id":"CA",
"start_date": "2024-09-01",
"end_date": "2024-09-02",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionOpenInterestLargeTraders",
data_id="CA",
start_date= "2024-09-01",
end_date= "2024-09-02",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)
Output
| contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | put_call | name | option_id | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA |
| 1 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA |
| 2 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA |
| 3 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA |
{
contract_type: str,
buy_top5_trader_open_interest: int32,
buy_top5_trader_open_interest_per: float32,
buy_top10_trader_open_interest: int32,
buy_top10_trader_open_interest_per: float32,
sell_top5_trader_open_interest: int32,
sell_top5_trader_open_interest_per: float32,
sell_top10_trader_open_interest: int32,
sell_top10_trader_open_interest_per: float32,
market_open_interest: int32,
buy_top5_specific_open_interest: int32,
buy_top5_specific_open_interest_per: float32,
buy_top10_specific_open_interest: int32,
buy_top10_specific_open_interest_per: float32,
sell_top5_specific_open_interest: int32,
sell_top5_specific_open_interest_per: float32,
sell_top10_specific_open_interest: int32,
sell_top10_specific_open_interest_per: float32,
date: str,
put_call: str,
name: str,
option_id: str
}
一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_option_open_interest_large_traders(
start_date='2024-09-02'
)
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionOpenInterestLargeTraders",
"start_date": "2024-09-02",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionOpenInterestLargeTraders",
start_date= "2024-09-02",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
Output
| contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | put_call | name | option_id | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA |
| 1 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA |
| 2 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA |
| 3 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA |
| 4 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 中鋼 | CB |
{
contract_type: str,
buy_top5_trader_open_interest: int32,
buy_top5_trader_open_interest_per: float32,
buy_top10_trader_open_interest: int32,
buy_top10_trader_open_interest_per: float32,
sell_top5_trader_open_interest: int32,
sell_top5_trader_open_interest_per: float32,
sell_top10_trader_open_interest: int32,
sell_top10_trader_open_interest_per: float32,
market_open_interest: int32,
buy_top5_specific_open_interest: int32,
buy_top5_specific_open_interest_per: float32,
buy_top10_specific_open_interest: int32,
buy_top10_specific_open_interest_per: float32,
sell_top5_specific_open_interest: int32,
sell_top5_specific_open_interest_per: float32,
sell_top10_specific_open_interest: int32,
sell_top10_specific_open_interest_per: float32,
date: str,
put_call: str,
name: str,
option_id: str
}