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guohua.lu
253 lines
7.1 KiB
Markdown
253 lines
7.1 KiB
Markdown
---
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sidebar_position: 2
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id: quote_object
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title: 行情命名詞典
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slug: objects
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---
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### TradeStatus - 交易狀態
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交易狀態
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| ID | 描述 |
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| --- | --------------- |
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| 0 | 正常交易 |
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| 1 | 停牌 |
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| 2 | 退市 |
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| 3 | 熔斷 |
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| 4 | 新股待上市 |
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| 5 | 代碼變更 |
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| 6 | 待開盤 |
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| 7 | 拆合股暫停交易 |
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| 8 | 已到期 (衍生品) |
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| 9 | 輪證待上市 |
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| 10 | 終止交易 |
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#### Protobuf
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```protobuf
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enum TradeStatus {
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NORMAL = 0;
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HALTED = 1;
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DELISTED = 2;
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FUSE = 3;
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PREPARE_LIST = 4;
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CODE_MOVED = 5;
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TO_BE_OPENED = 6;
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SPLIT_STOCK_HALTS = 7;
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EXPIRED = 8;
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WARRANT_PREPARE_LIST = 9;
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SUSPEND_TRADE = 10;
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}
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```
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### TradeSession - 交易時段
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交易時段
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| ID | 描述 |
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| --- | -------- |
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| 0 | 盤中交易 |
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| 1 | 盤前交易 |
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| 2 | 盤後交易 |
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#### Protobuf
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```protobuf
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enum TradeSession {
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NORMAL_TRADE = 0;
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PRE_TRADE = 1;
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POST_TRADE = 2;
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}
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```
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### Period - K 線週期
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| ID | 描述 |
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| ---- | ------------- |
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| 1 | 一分鐘 k 線 |
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| 5 | 五分鐘 k 線 |
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| 15 | 十五分鐘 k 線 |
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| 30 | 三十分鐘 k 線 |
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| 60 | 六十分鐘 k 線 |
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| 1000 | 日 k 線 |
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| 2000 | 週 k 線 |
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| 3000 | 月 k 線 |
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| 4000 | 年 k 線 |
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#### Protobuf
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```protobuf
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enum Period {
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UNKNOWN_PERIOD = 0;
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ONE_MINUTE = 1;
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FIVE_MINUTE = 5;
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FIFTEEN_MINUTE = 15;
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THIRTY_MINUTE = 30;
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SIXTY_MINUTE = 60;
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DAY = 1000;
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WEEK = 2000;
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MONTH = 3000;
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YEAR = 4000;
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}
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```
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### AdjustType - K 線復權類型
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| ID | 描述 |
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| --- | ------ |
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| 0 | 除權 |
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| 1 | 前復權 |
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#### Protobuf
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```protobuf
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enum AdjustType {
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NO_ADJUST = 0;
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FORWARD_ADJUST = 1;
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}
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```
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### SubType - 訂閱數據的類型
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| ID | 描述 |
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| --- | -------- |
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| 1 | 價格 |
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| 2 | 買賣盤口 |
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| 3 | 經紀隊列 |
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| 4 | 逐筆明細 |
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#### Protobuf
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```protobuf
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enum SubType {
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UNKNOWN_TYPE = 0;
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QUOTE = 1;
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DEPTH = 2;
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BROKERS = 3;
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TRADE = 4;
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}
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```
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### CalcIndex - 計算指標
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| ID | 描述 | 支持的標的類型 |
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| --- | ------------ | ---------------- |
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| 1 | 最新價 | 所有類型 |
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| 2 | 漲跌額 | 所有類型 |
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| 3 | 漲跌幅 | 所有類型 |
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| 4 | 成交量 | 所有類型 |
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| 5 | 成交額 | 所有類型 |
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| 6 | 年初至今漲幅 | 期權、輪證無數據 |
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| 7 | 換手率 | 期權、輪證無數據 |
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| 8 | 總市值 | 期權、輪證無數據 |
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| 9 | 資金流向 | 期權、輪證無數據 |
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| 10 | 振幅 | 期權、輪證無數據 |
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| 11 | 量比 | 期權、輪證無數據 |
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| 12 | 市盈率 (TTM) | 期權、輪證無數據 |
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| 13 | 市淨率 | 期權、輪證無數據 |
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| 14 | 股息率 (TTM) | 期權、輪證無數據 |
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| 15 | 五日漲幅 | 期權、輪證無數據 |
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| 16 | 十日漲幅 | 期權、輪證無數據 |
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| 17 | 半年漲幅 | 期權、輪證無數據 |
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| 18 | 五分鐘漲幅 | 期權、輪證無數據 |
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| 19 | 到期日 | 僅期權、輪證適用 |
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| 20 | 行權價 | 僅期權、輪證適用 |
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| 21 | 上限價 | 僅輪證適用 |
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| 22 | 下限價 | 僅輪證適用 |
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| 23 | 街貨量 | 僅輪證適用 |
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| 24 | 街貨比 | 僅輪證適用 |
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| 25 | 溢價率 | 僅期權、輪證適用 |
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| 26 | 價內/價外 | 僅輪證適用 |
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| 27 | 隱含波動率 | 僅期權、輪證適用 |
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| 28 | 對沖值 | 僅輪證適用 |
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| 29 | 收回價 | 僅輪證適用 |
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| 30 | 距收回價 | 僅輪證適用 |
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| 31 | 有效槓桿 | 僅輪證適用 |
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| 32 | 槓桿比率 | 僅輪證適用 |
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| 33 | 換股比率 | 僅輪證適用 |
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| 34 | 打和點 | 僅輪證適用 |
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| 35 | 未平倉數 | 僅期權適用 |
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| 36 | Delta | 僅期權適用 |
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| 37 | Gamma | 僅期權適用 |
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| 38 | Theta | 僅期權適用 |
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| 39 | Vega | 僅期權適用 |
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| 40 | Rho | 僅期權適用 |
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#### Protobuf
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```protobuf
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enum CalcIndex {
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CALCINDEX_UNKNOWN = 0;
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CALCINDEX_LAST_DONE = 1;
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CALCINDEX_CHANGE_VAL = 2;
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CALCINDEX_CHANGE_RATE = 3;
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CALCINDEX_VOLUME = 4;
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CALCINDEX_TURNOVER = 5;
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CALCINDEX_YTD_CHANGE_RATE = 6;
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CALCINDEX_TURNOVER_RATE = 7;
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CALCINDEX_TOTAL_MARKET_VALUE = 8;
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CALCINDEX_CAPITAL_FLOW = 9;
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CALCINDEX_AMPLITUDE = 10;
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CALCINDEX_VOLUME_RATIO = 11;
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CALCINDEX_PE_TTM_RATIO = 12;
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CALCINDEX_PB_RATIO = 13;
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CALCINDEX_DIVIDEND_RATIO_TTM = 14;
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CALCINDEX_FIVE_DAY_CHANGE_RATE = 15;
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CALCINDEX_TEN_DAY_CHANGE_RATE = 16;
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CALCINDEX_HALF_YEAR_CHANGE_RATE = 17;
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CALCINDEX_FIVE_MINUTES_CHANGE_RATE = 18;
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CALCINDEX_EXPIRY_DATE = 19;
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CALCINDEX_STRIKE_PRICE = 20;
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CALCINDEX_UPPER_STRIKE_PRICE = 21;
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CALCINDEX_LOWER_STRIKE_PRICE = 22;
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CALCINDEX_OUTSTANDING_QTY = 23;
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CALCINDEX_OUTSTANDING_RATIO = 24;
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CALCINDEX_PREMIUM = 25;
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CALCINDEX_ITM_OTM = 26;
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CALCINDEX_IMPLIED_VOLATILITY = 27;
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CALCINDEX_WARRANT_DELTA = 28;
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CALCINDEX_CALL_PRICE = 29;
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CALCINDEX_TO_CALL_PRICE = 30;
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CALCINDEX_EFFECTIVE_LEVERAGE = 31;
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CALCINDEX_LEVERAGE_RATIO = 32;
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CALCINDEX_CONVERSION_RATIO = 33;
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CALCINDEX_BALANCE_POINT = 34;
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CALCINDEX_OPEN_INTEREST = 35;
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CALCINDEX_DELTA = 36;
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CALCINDEX_GAMMA = 37;
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CALCINDEX_THETA = 38;
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CALCINDEX_VEGA = 39;
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CALCINDEX_RHO = 40;
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}
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```
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### Board - 標的板塊
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| 板塊 | 描述 |
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| ---------------- | -------------------------------- |
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| USMain | 美股主板 |
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| USPink | 粉單市場 |
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| USDJI | 道瓊斯指數 |
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| USNSDQ | 納斯達克指數 |
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| USSector | 美股行業概念 |
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| USOption | 美股期權 |
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| USOptionS | 美股特殊期權（收盤時間為 16:15）|
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| HKEquity | 港股股本證券 |
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| HKPreIPO | 港股暗盤 |
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| HKWarrant | 港股輪證 |
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| HKHS | 恆生指數 |
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| HKSector | 港股行業概念 |
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| SHMainConnect | 上證主板 - 互聯互通 |
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| SHMainNonConnect | 上證主板 - 非互聯互通 |
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| SHSTAR | 科創板 |
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| CNIX | 滬深指數 |
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| CNSector | 滬深行業概念 |
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| SZMainConnect | 深證主板 - 互聯互通 |
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| SZMainNonConnect | 深證主板 - 非互聯互通 |
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| SZGEMConnect | 創業板 - 互聯互通 |
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| SZGEMNonConnect | 創業板 - 非互聯互通 |
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| SGMain | 新加坡主板 |
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| STI | 新加坡海峽指數 |
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| SGSector | 新加坡行業概念 |
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