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外汇 日线聚合 · Flat Files

外汇日线数据文件。以每日可下载的 S3 文件形式,提供覆盖 1750 多个货币对的日频开盘价、最高价、最低价、收盘价与成交量 K 线数据。

S3 /forex/day-aggregates
上游时效说明

美东时间上午 11 点更新,包含前一日数据

上游历史范围

数据可追溯至 2009 年 9 月 25 日

接入地址与凭据以实际开通时下发为准。下面是上游字段定义与响应示例,文档收录不等于本站已开放全部能力。

字段列表

列名类型说明
closenumber该标的在给定时间段内的收盘价。
highnumber该标的在给定时间段内的最高价。
lownumber该标的在给定时间段内的最低价。
opennumber该标的在给定时间段内的开盘价。
tickerstring该标的在交易所使用的交易代码。
transactionsinteger聚合窗口内的成交笔数。
volumenumber该标的在给定时间段内的成交量。
window_starttimestamp - integer聚合窗口起始的 Unix 纳秒时间戳。

示例数据

ticker,volume,open,close,high,low,window_start,transactions
C:THBZAR,65503,0.5315684,0.5291029,0.5344774,0.5282698,1680047999999000000,65503
C:AUDCAD,151816,0.90929,0.9116132,0.9136431,0.9082,1680047999999000000,151816
C:USDIDR,4467,15106.5,15061,15114.8,15027.9,1680047999999000000,4467
C:KRWSGD,172820,0.00102673,0.00102365,0.00102746,0.00102024,1680047999999000000,172820
C:CZKCAD,151701,0.0620206,0.06231085,0.06260732,0.061752,1680047999999000000,151701
C:TRYSGD,181691,0.06963392,0.06938305,0.06983544,0.06783,1680047999999000000,181691
C:GBPMXN,144610,22.536167,22.46372,22.607866,22.427,1680047999999000000,144610
C:CHFUSD,253862,1.0926091,1.0862589,1.094515,1.0839627,1680047999999000000,253862
C:EURHUF,64334,385.607,380.961,386.1,378.63,1680047999999000000,64334
C:ZARCYP,65495,0.02956824,0.02968438,0.02978944,0.02953257,1680047999999000000,65495

原文:Massive 文档 ↗