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 |
|---|---|---|
close | number | 该标的在给定时间段内的收盘价。 |
high | number | 该标的在给定时间段内的最高价。 |
low | number | 该标的在给定时间段内的最低价。 |
open | number | 该标的在给定时间段内的开盘价。 |
ticker | string | 该标的在交易所使用的交易代码。 |
transactions | integer | 聚合窗口内的成交笔数。 |
volume | number | 该标的在给定时间段内的成交量。 |
window_start | timestamp - 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 ↗