目前於RMDS上的應用架構通常為 ( <--- 箭頭方向為由Client連線Server ) 路透主機 <---...--- [ RMDS-Proxy <--- PatsEmu-RMDS ] <--- 各種應用 其中 PatsEmu-RMDS 透過 YTSetFile 的設定作商品代碼轉碼規劃, 產生路透代碼描述的 DataSetFile , 之後轉交 RMDS-Proxy 將所需要的商品代碼註冊至路透主機, 透過RMDS-Proxy接收所有行情訊息提供DTS服務內容, 而PatsEmu輸出的信息是仿PATS應用所需要的各種資訊 於相同的架構模式下也可使用TSHS-RMDS來運作提供TSHS服務, 輸出的信息則是完整的RMDS的所有FID資訊, 只是TSHS-RMDS僅設計使用路透代碼描述的 DataSetFile 的設定方式, 一樣的把 DataSetFile 設定內容轉交 RMDS-Proxy 將所需要的商品代碼註冊至路透主機, 透過RMDS-Proxy接收所有行情訊息 現在則是要說明其實架構是可以這樣運用的, 在一個運作中的PatsEmu-RMDS系統下, 資訊持續運作的情形下, 可以旁接API小程式或是TSHS-RMDS 去連結 RMDS-Proxy, 而RMDS-Proxy會把原本輸出給 PatsEmu-RMDS 的資訊 同時輸出給連上來的其他連線, 那麼就等同能在不影響原本的運作之下, 擷取路透當前輸出的所有訊息 圖中 RproxyTest 就是用API(PktEvCdll.dll)的範例,將所有路透的資訊直接秀出來 (於TSHS的說明頁中有 PktEvCdll API 連線 RMDS-Proxy 的處理範例 )  雖然API也可要求註冊商品, 不過這裏著重在側接資料, 因此以不發出任何要求的方式為主, 圖中可以看到 RproxyTest 與 PatsEmu-RMDS 都是連往 port 15306 現在改用現成的 TSHS-RMDS 直接當作側接工具, 可以複製執行檔到一個空的資料夾, 直接執行後會產生一個預設的 RMDS_DataSetFile.txt 設定, 因為是想要用作側接, 並沒有要要求註冊任何商品, 可把內容中的 '+' 改成 '-' 即可, -IDN_SELECTFEED/NQH1,NQM1,NQU1,NQZ1 -IDN_SELECTFEED/NQH1m,NQM1m,NQU1m,NQZ1m 或者把內容刪除成空的檔案也行(檔案要留著) 幫 TSHS-RMDS 建立捷徑, 設定執行參數 /Host 127.0.0.1:15306 就可連上指定 RMDS-Proxy 這樣就能透過 TSHS-RMDS 的介面直接檢視所有商品的FID欄位內容了~  而TSHS架構的好處就是能把資料流完整分時保存下來, 不僅可供作即時架構中斷後的回補機能, 也能作為模擬與重複使用等其他應用, 所以於捷徑上可再增加執行參數 /Log 15306\ 便可以開始紀錄保存由 RMDS-Proxy 的所有訊息於工作路徑下指定的 15306\ 資料夾中 之後使用相同的 PktEvCdll API 連線, 不過要改連 TSHS-RMDS, 稍微設計一些篩選功能 以2017-11-20的 STWX7 為例, 想對早上08:45(am盤開盤)開始交易的過程進行分析,可從08:00作為進入點 pktevcapi 127.0.0.1:30031 20171120080000,00000000 獲得這樣的資料(每一行路透商品FID資訊 對應一行有解到的想看欄位) STWX7 :1067=00:30:00,25=403.70,441=403.70,31=1,735=1,3386=20 NOV 2017,3855=1800110,4147=1800110, 賣: 403.70 STWX7 :3855=1800111,22=402.30,436=402.30,30=1,730=1,4150=1800111, 買: 402.30 STWX7 :25=403.50,441=403.50,31=1,735=1,3855=1800112,4147=1800112, 賣: 403.50 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1800114,4147=1800114, 賣: 376.90 STWX7 :3855=1800138,22=411.00,436=411.00,30=8,730=8,4150=1800138, 買: 411.00 STWX7 :1067=00:30:02,25=375.90,441=375.90,31=6,735=6,3855=1802138,4147=1802138, 賣: 375.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1802677,4147=1802677, 賣: 376.90 STWX7 :25=374.90,441=374.90,31=6,735=6,3855=1802678,4147=1802678, 賣: 374.90 STWX7 :3855=1803018,1067=00:30:03,22=415.00,436=415.00,30=3,730=3,4150=1803018, 買: 415.00 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1803209,4147=1803209, 賣: 376.90 STWX7 :25=373.90,441=373.90,31=6,735=6,3855=1803210,4147=1803210, 賣: 373.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1803742,4147=1803742, 賣: 376.90 STWX7 :25=372.90,441=372.90,31=6,735=6,3855=1803744,4147=1803744, 賣: 372.90 STWX7 :1067=00:30:04,25=376.90,441=376.90,31=40,735=40,3855=1804288,4147=1804288, 賣: 376.90 STWX7 :25=371.90,441=371.90,31=6,735=6,3855=1804289,4147=1804289, 賣: 371.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1804832,4147=1804832, 賣: 376.90 STWX7 :25=370.90,441=370.90,31=6,735=6, 賣: 370.90 STWX7 :1067=00:30:05,25=376.90,441=376.90,31=40,735=40,3855=1805017,4147=1805017, 賣: 376.90 STWX7 :25=369.90,441=369.90,31=6,735=6,3855=1805018,4147=1805018, 賣: 369.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1805358,4147=1805358, 賣: 376.90 STWX7 :25=368.90,441=368.90,31=6,735=6, 賣: 368.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1805887,4147=1805887, 賣: 376.90 STWX7 :25=367.90,441=367.90,31=6,735=6,3855=1805889,4147=1805889, 賣: 367.90 STWX7 :1067=00:30:06,25=376.90,441=376.90,31=40,735=40,3855=1806438,4147=1806438, 賣: 376.90 STWX7 :25=366.90,441=366.90,31=6,735=6,3855=1806440,4147=1806440, 賣: 366.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1806983,4147=1806983, 賣: 376.90 STWX7 :25=365.90,441=365.90,31=6,735=6,3855=1806984,4147=1806984, 賣: 365.90 STWX7 :1067=00:30:07,25=376.90,441=376.90,31=40,735=40,3855=1807520,4147=1807520, 賣: 376.90 STWX7 :25=364.90,441=364.90,31=6,735=6,3855=1807521,4147=1807521, 賣: 364.90 STWX7 :1067=00:30:08,25=376.90,441=376.90,31=40,735=40,3855=1808067,4147=1808067, 賣: 376.90 STWX7 :25=363.90,441=363.90,31=6,735=6,3855=1808069,4147=1808069, 賣: 363.90 STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1808592,4147=1808592, 賣: 376.90 STWX7 :25=362.90,441=362.90,31=6,735=6,3855=1808594,4147=1808594, 賣: 362.90 STWX7 :1067=00:30:09,25=376.90,441=376.90,31=40,735=40,3855=1809151,4147=1809151, 賣: 376.90 STWX7 :25=362.80,441=362.80,31=6,735=6,3855=1809152,4147=1809152, 賣: 362.80 STWX7 :1067=00:31:30,25=376.90,441=376.90,31=20,735=20,3855=1890035,4147=1890035, 賣: 376.90 STWX7 :25=362.80,441=362.80,31=3,735=3,3855=1890037,4147=1890037, 賣: 362.80 STWX7 :3855=2285781,1067=00:38:05,22=431.30,436=431.30,4150=2285781,5=00:38, 買: 431.30 STWX7 :3855=2287478,22=415.00,436=415.00,4150=2287478, 買: 415.00 STWX7 :11809=n/a,1704=00:45,7084=3,14260=n/a,3404=403.46,372=403.46,9227=n/a,3132=6696,9994=n/a,9258=n/a,32743=n/a,32=6696,32691=n/a,100=2701546.90,373=146,7085=18,6947=146,8672=692259671968332150,8273=403.10,32741=n/a,5387=3,32694=n/a,11786=n/a, *總量* 6696 STWX7 :7084=1,3132=6697,32=6697,100=2701950.00,373=147,7085=19,6947=147,8672=692259671968332151,5387=1, *總量* 6697 STWX7 :7084=2,3132=6699,32=6699,100=2702756.20,373=149,7085=20,6947=149,8672=692259671968332152,5387=2, *總量* 6699 STWX7 :7084=3,3132=6702,32=6702,100=2703965.50,373=152,7085=21,6947=152,8672=692259671968332153,5387=3, *總量* 6702 STWX7 :3132=6705,32=6705,100=2705174.80,373=155,7085=22,6947=155,8672=692259671968332154, *總量* 6705 STWX7 :7084=9,3132=6714,32=6714,100=2708802.70,373=164,7085=23,6947=164,8672=692259671968332155,5387=9, *總量* 6714 STWX7 :7084=3,3132=6717,32=6717,100=2710012.00,373=167,7085=24,6947=167,8672=692259671968332156,5387=3, *總量* 6717 STWX7 :3132=6720,32=6720,100=2711221.30,373=170,7085=25,6947=170,8672=692259671968332157, *總量* 6720 STWX7 :7084=2,3132=6722,32=6722,100=2712027.50,373=172,7085=26,6947=172,8672=692259671968332158,5387=2, *總量* 6722 STWX7 :7084=5,3132=6727,32=6727,100=2714043.00,373=177,7085=27,6947=177,8672=692259671968332159,5387=5, *總量* 6727 STWX7 :7084=8,3404=403.45,372=403.45,3132=6735,32=6735,100=2717267.80,373=185,7085=28,6947=185,8672=692259671968332160,5387=8, *總量* 6735 STWX7 :7084=4,3132=6739,32=6739,100=2718880.20,373=189,7085=29,6947=189,8672=692259671968332161,5387=4, *總量* 6739 STWX7 :7084=1,3132=6740,32=6740,100=2719283.30,373=190,7085=30,6947=190,8672=692259671968332162,5387=1, *總量* 6740 STWX7 :25=376.90,441=376.90,31=20,735=20, 賣: 376.90 STWX7 :22=407.30,436=407.30, 買: 407.30 STWX7 :25=390.00,441=390.00,31=17,735=17, 賣: 390.00 STWX7 :22=407.20,436=407.20,30=9,730=9, 買: 407.20 STWX7 :22=407.10,436=407.10,30=3,730=3, 買: 407.10 STWX7 :3855=2700185,22=407.00,436=407.00,4150=2700185, 買: 407.00 STWX7 :22=405.70,436=405.70,30=7,730=7, 買: 405.70 STWX7 :22=405.00,436=405.00,30=8,730=8, 買: 405.00 STWX7 :25=400.00,441=400.00,31=1,735=1,4147=2700185, 賣: 400.00 STWX7 :3132=6741,32=6741,100=2719686.40,373=191,7085=31,6947=191,8672=692259671968332163, *總量* 6741 STWX7 :22=404.30,436=404.30,30=7,730=7, 買: 404.30 STWX7 :22=404.00,436=404.00, 買: 404.00 STWX7 :25=400.50,441=400.50, 賣: 400.50 STWX7 :25=401.80,441=401.80,31=7,735=7, 賣: 401.80 STWX7 :25=401.90,441=401.90, 賣: 401.90 STWX7 :22=403.80,436=403.80,30=14,730=14, 買: 403.80 STWX7 :25=402.20,441=402.20,31=22,735=22,3855=2700186,4147=2700186, 賣: 402.20 STWX7 :22=403.20,436=403.20,30=8,730=8, 買: 403.20 STWX7 :22=403.10,436=403.10,30=13,730=13, 買: 403.10 STWX7 :3132=6742,32=6742,100=2720089.50,373=192,7085=32,6947=192,8672=692259671968332164, *總量* 6742 STWX7 :25=403.40,441=403.40,31=7,735=7, 賣: 403.40 STWX7 :7084=6,3132=6748,32=6748,100=2722508.10,373=198,7085=33,6947=198,8672=692259671968332165,5387=6, *總量* 6748 STWX7 :7084=1,3132=6749,32=6749,100=2722911.20,373=199,7085=34,6947=199,8672=692259671968332166,5387=1, *總量* 6749 STWX7 :7084=6,3132=6755,32=6755,100=2725329.80,373=205,7085=35,6947=205,8672=692259671968332167,5387=6, *總量* 6755 STWX7 :7084=1,3132=6756,32=6756,100=2725732.90,373=206,7085=36,6947=206,8672=692259671968332168,5387=1, *總量* 6756 STWX7 :7084=7,3132=6763,32=6763,100=2728554.60,373=213,7085=37,6947=213,8672=692259671968332169,5387=7, *總量* 6763 STWX7 :7084=1,3132=6764,32=6764,100=2728957.70,373=214,7085=38,6947=214,8672=692259671968332170,5387=1, *總量* 6764 STWX7 :7084=7,3132=6771,32=6771,100=2731779.40,373=221,7085=39,6947=221,8672=692259671968332171,5387=7, *總量* 6771 STWX7 :7084=5,3132=6776,32=6776,100=2733794.90,373=226,7085=40,6947=226,8672=692259671968332172,5387=5, *總量* 6776 STWX7 :7084=1,3132=6777,32=6777,100=2734198.00,373=227,7085=41,6947=227,8672=692259671968332173,5387=1, *總量* 6777 STWX7 :3854=2700170,3900=692259671968332176,18=00:45,4756=1,56=0.00,11=0.00,379=00:45:00,77=4537,3132=6778,12770=n/a,16=20 NOV 2017,178=1,100=2734601.10,6=403.10,32=6778,32696=n/a,14=1, -- 00:45:00 -- 成交: 403.10 *總量* 6778 STWX7 :178=2,3900=692259671968332177,3132=6780,77=4538,32=6780,100=2735407.30, *總量* 6780 STWX7 :3900=692259671968332178,3854=2700177,56=0.07,11=0.30,3132=6782,77=4539,32=6782,100=2736214.10,6=403.40, *總量* 6782 成交: 403.40 STWX7 :25=403.30,441=403.30,31=2,735=2,3855=2700233,4147=2700233, 賣: 403.30 STWX7 :178=1,3900=692259671968332179,3854=2700336,56=0.00,11=0.00,3132=6783,77=4540,32=6783,100=2736617.20,6=403.10,14=2, *總量* 6783 成交: 403.10 可以搜尋log中文字內容 ",6=" 就能找到成交價的部分, 第一筆是發生在路透提供成交時間為 GMT 00:45:00 的地方, 相同的方式分析 STWamX7 所獲得的資料除了總量有固定的差距外, 其於資料幾乎都是一模一樣的, 只是STWam早上會清盤,如果都沒有來成交價,以系統時間與成交量紀錄到的tick在08:45:00之前會是空的成交價之原因, 而STW則是延續pm盤繼續交易,沒有清盤的動作,所以成交價維持在pm盤最後一筆成交的價位 (也因此前面的STWX7的資料並沒有發現 FID 19 或 47 的開盤價) 如果直接觀察 STWamX7 , 就可以發現與STWX7對應的同一筆有 FID 19 的資料, 提供了開盤價位 (與當筆成交價位是一致的) STWamX7 :1067=00:30:00,25=403.70,441=403.70,31=1,735=1,3386=20 NOV 2017,3855=1800110,4147=1800110, 賣: 403.70 STWamX7 :3855=1800111,22=402.30,436=402.30,30=1,730=1,4150=1800111, 買: 402.30 STWamX7 :25=403.50,441=403.50,31=1,735=1,3855=1800112,4147=1800112, 賣: 403.50 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1800114,4147=1800114, 賣: 376.90 STWamX7 :3855=1800138,22=411.00,436=411.00,30=8,730=8,4150=1800138, 買: 411.00 STWamX7 :1067=00:30:02,25=375.90,441=375.90,31=6,735=6,3855=1802138,4147=1802138, 賣: 375.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1802677,4147=1802677, 賣: 376.90 STWamX7 :25=374.90,441=374.90,31=6,735=6,3855=1802678,4147=1802678, 賣: 374.90 STWamX7 :3855=1803018,1067=00:30:03,22=415.00,436=415.00,30=3,730=3,4150=1803018, 買: 415.00 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1803209,4147=1803209, 賣: 376.90 STWamX7 :25=373.90,441=373.90,31=6,735=6,3855=1803210,4147=1803210, 賣: 373.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1803742,4147=1803742, 賣: 376.90 STWamX7 :25=372.90,441=372.90,31=6,735=6,3855=1803744,4147=1803744, 賣: 372.90 STWamX7 :1067=00:30:04,25=376.90,441=376.90,31=40,735=40,3855=1804288,4147=1804288, 賣: 376.90 STWamX7 :25=371.90,441=371.90,31=6,735=6,3855=1804289,4147=1804289, 賣: 371.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1804832,4147=1804832, 賣: 376.90 STWamX7 :25=370.90,441=370.90,31=6,735=6, 賣: 370.90 STWamX7 :1067=00:30:05,25=376.90,441=376.90,31=40,735=40,3855=1805017,4147=1805017, 賣: 376.90 STWamX7 :25=369.90,441=369.90,31=6,735=6,3855=1805018,4147=1805018, 賣: 369.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1805358,4147=1805358, 賣: 376.90 STWamX7 :25=368.90,441=368.90,31=6,735=6, 賣: 368.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1805887,4147=1805887, 賣: 376.90 STWamX7 :25=367.90,441=367.90,31=6,735=6,3855=1805889,4147=1805889, 賣: 367.90 STWamX7 :1067=00:30:06,25=376.90,441=376.90,31=40,735=40,3855=1806438,4147=1806438, 賣: 376.90 STWamX7 :25=366.90,441=366.90,31=6,735=6,3855=1806440,4147=1806440, 賣: 366.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1806983,4147=1806983, 賣: 376.90 STWamX7 :25=365.90,441=365.90,31=6,735=6,3855=1806984,4147=1806984, 賣: 365.90 STWamX7 :1067=00:30:07,25=376.90,441=376.90,31=40,735=40,3855=1807520,4147=1807520, 賣: 376.90 STWamX7 :25=364.90,441=364.90,31=6,735=6,3855=1807521,4147=1807521, 賣: 364.90 STWamX7 :1067=00:30:08,25=376.90,441=376.90,31=40,735=40,3855=1808067,4147=1808067, 賣: 376.90 STWamX7 :25=363.90,441=363.90,31=6,735=6,3855=1808069,4147=1808069, 賣: 363.90 STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1808592,4147=1808592, 賣: 376.90 STWamX7 :25=362.90,441=362.90,31=6,735=6,3855=1808594,4147=1808594, 賣: 362.90 STWamX7 :1067=00:30:09,25=376.90,441=376.90,31=40,735=40,3855=1809151,4147=1809151, 賣: 376.90 STWamX7 :25=362.80,441=362.80,31=6,735=6,3855=1809152,4147=1809152, 賣: 362.80 STWamX7 :1067=00:31:30,25=376.90,441=376.90,31=20,735=20,3855=1890035,4147=1890035, 賣: 376.90 STWamX7 :25=362.80,441=362.80,31=3,735=3,3855=1890037,4147=1890037, 賣: 362.80 STWamX7 :3855=2285781,1067=00:38:05,22=431.30,436=431.30,4150=2285781,5=00:38, 買: 431.30 STWamX7 :3855=2287478,22=415.00,436=415.00,4150=2287478, 買: 415.00 STWamX7 :1704=00:45,7084=3,3404=403.10,372=403.10,3132=3,32=3,100=1209.30,373=3,7085=1,6947=3,8672=692259671968332150,8273=403.10,5387=3, *總量* 3 STWamX7 :7084=1,3132=4,32=4,100=1612.40,373=4,7085=2,6947=4,8672=692259671968332151,5387=1, *總量* 4 STWamX7 :7084=2,3132=6,32=6,100=2418.60,373=6,7085=3,6947=6,8672=692259671968332152,5387=2, *總量* 6 STWamX7 :7084=3,3132=9,32=9,100=3627.90,373=9,7085=4,6947=9,8672=692259671968332153,5387=3, *總量* 9 STWamX7 :3132=12,32=12,100=4837.20,373=12,7085=5,6947=12,8672=692259671968332154, *總量* 12 STWamX7 :7084=9,3132=21,32=21,100=8465.10,373=21,7085=6,6947=21,8672=692259671968332155,5387=9, *總量* 21 STWamX7 :7084=3,3132=24,32=24,100=9674.40,373=24,7085=7,6947=24,8672=692259671968332156,5387=3, *總量* 24 STWamX7 :3132=27,32=27,100=10883.70,373=27,7085=8,6947=27,8672=692259671968332157, *總量* 27 STWamX7 :7084=2,3132=29,32=29,100=11689.90,373=29,7085=9,6947=29,8672=692259671968332158,5387=2, *總量* 29 STWamX7 :7084=5,3132=34,32=34,100=13705.40,373=34,7085=10,6947=34,8672=692259671968332159,5387=5, *總量* 34 STWamX7 :7084=8,3132=42,32=42,100=16930.20,373=42,7085=11,6947=42,8672=692259671968332160,5387=8, *總量* 42 STWamX7 :7084=4,3132=46,32=46,100=18542.60,373=46,7085=12,6947=46,8672=692259671968332161,5387=4, *總量* 46 STWamX7 :7084=1,3132=47,32=47,100=18945.70,373=47,7085=13,6947=47,8672=692259671968332162,5387=1, *總量* 47 STWamX7 :25=376.90,441=376.90,31=20,735=20,4147=2700183, 賣: 376.90 STWamX7 :22=407.30,436=407.30, 買: 407.30 STWamX7 :25=390.00,441=390.00,31=17,735=17, 賣: 390.00 STWamX7 :22=407.20,436=407.20,30=9,730=9, 買: 407.20 STWamX7 :22=407.10,436=407.10,30=3,730=3, 買: 407.10 STWamX7 :22=407.00,436=407.00, 買: 407.00 STWamX7 :22=405.70,436=405.70,30=7,730=7, 買: 405.70 STWamX7 :22=405.00,436=405.00,30=8,730=8, 買: 405.00 STWamX7 :25=400.00,441=400.00,31=1,735=1, 賣: 400.00 STWamX7 :3132=48,32=48,100=19348.80,373=48,7085=14,6947=48,8672=692259671968332163, *總量* 48 STWamX7 :22=404.30,436=404.30,30=7,730=7, 買: 404.30 STWamX7 :22=404.00,436=404.00, 買: 404.00 STWamX7 :25=400.50,441=400.50, 賣: 400.50 STWamX7 :25=401.80,441=401.80,31=7,735=7, 賣: 401.80 STWamX7 :25=401.90,441=401.90,3855=2700184,4147=2700184, 賣: 401.90 STWamX7 :22=403.80,436=403.80,30=14,730=14,4150=2700184, 買: 403.80 STWamX7 :25=402.20,441=402.20,31=22,735=22, 賣: 402.20 STWamX7 :22=403.20,436=403.20,30=8,730=8, 買: 403.20 STWamX7 :22=403.10,436=403.10,30=13,730=13, 買: 403.10 STWamX7 :3132=49,32=49,100=19751.90,373=49,7085=15,6947=49,8672=692259671968332164, *總量* 49 STWamX7 :204=403.10,59=403.40,57=403.10,735=7,3514=403.40,203=403.10,31=7,3512=403.40,25=403.40,441=403.40, 賣: 403.40 STWamX7 :7084=6,3132=55,32=55,100=22170.50,373=55,7085=16,6947=55,8672=692259671968332165,5387=6, *總量* 55 STWamX7 :7084=1,3132=56,32=56,100=22573.60,373=56,7085=17,6947=56,8672=692259671968332166,5387=1, *總量* 56 STWamX7 :7084=6,3132=62,32=62,100=24992.20,373=62,7085=18,6947=62,8672=692259671968332167,5387=6, *總量* 62 STWamX7 :7084=1,3132=63,32=63,100=25395.30,373=63,7085=19,6947=63,8672=692259671968332168,5387=1, *總量* 63 STWamX7 :7084=7,3132=70,32=70,100=28217.00,373=70,7085=20,6947=70,8672=692259671968332169,5387=7, *總量* 70 STWamX7 :7084=1,3132=71,32=71,100=28620.10,373=71,7085=21,6947=71,8672=692259671968332170,5387=1, *總量* 71 STWamX7 :7084=7,3132=78,32=78,100=31441.80,373=78,7085=22,6947=78,8672=692259671968332171,5387=7, *總量* 78 STWamX7 :7084=5,3132=83,32=83,100=33457.30,373=83,7085=23,6947=83,8672=692259671968332172,5387=5, *總量* 83 STWamX7 :7084=1,3132=84,32=84,100=33860.40,373=84,7085=24,6947=84,8672=692259671968332173,5387=1, *總量* 84 STWamX7 :19=403.10,6258=2700170,12=403.10,285=00:45,379=00:45:00,32=85,286=00:45,6259=2700170,13=403.10,3854=2700170,3900=692259671968332176,11=0.00,287=00:45,3132=85,77=1,6=403.10,100=34263.50,18=00:45,6260=2700170,56=0.00,4756=1,16=20 NOV 2017,178=1, 開盤: 403.10 -- 00:45:00 -- *總量* 85 成交: 403.10 STWamX7 :178=2,3900=692259671968332177,3132=87,77=2,32=87,100=35069.70, *總量* 87 STWamX7 :6259=2700177,12=403.40,372=403.11,11=0.30,3132=89,77=3,56=0.07,3404=403.11,3854=2700177,3900=692259671968332178,32=89,100=35876.50,6=403.40,14=1, *總量* 89 成交: 403.40 STWamX7 :4147=2700233,3855=2700233,3514=403.30,25=403.30,441=403.30,31=2,735=2, 賣: 403.30 STWamX7 :178=1,3900=692259671968332179,3854=2700336,56=0.00,11=0.00,3132=90,77=4,32=90,100=36279.60,6=403.10,14=2, *總量* 90 成交: 403.10 最後比對SGX提供的Tick明細(WEBPXTICK_DT-20171120.zip) 可以發現 08:30:00~ 08:45:00 只有買賣價, 並且有穿價狀態的現象 (因為非交易時段不會成交) 084501才有成交,就是開盤價 403.10 Message Code B : Bid A : Ask T : Traded Time,Price,Msg_Code,Volume 083000,0000037690,A,00040 083000,0000041100,B,00008 083002,0000037490,A,00006 083003,0000037290,A,00006 083003,0000041500,B,00009 083004,0000037090,A,00006 083005,0000036790,A,00006 083006,0000036590,A,00006 083007,0000036490,A,00006 083008,0000036290,A,00006 083009,0000036280,A,00006 083010,0000036280,A,00006 083012,0000036280,A,00006 083014,0000036280,A,00006 083015,0000036280,A,00006 083016,0000036280,A,00006 083017,0000036280,A,00006 083018,0000036280,A,00006 083020,0000036280,A,00006 083031,0000036280,A,00006 083031,0000041500,B,00009 083033,0000041500,B,00009 083035,0000041500,B,00009 083038,0000036280,A,00006 083040,0000041500,B,00009 083043,0000041500,B,00009 083048,0000036280,A,00006 083055,0000041500,B,00009 083100,0000036280,A,00006 083106,0000036280,A,00006 083107,0000036280,A,00006 083108,0000036280,A,00006 083109,0000036280,A,00006 083110,0000036280,A,00006 083110,0000041500,B,00009 083111,0000036280,A,00006 083113,0000036280,A,00006 083114,0000041500,B,00009 083116,0000036280,A,00006 083117,0000036280,A,00006 083118,0000036280,A,00006 083121,0000041500,B,00009 083123,0000036280,A,00006 083124,0000036280,A,00006 083125,0000036280,A,00006 083126,0000036280,A,00006 083126,0000041500,B,00009 083127,0000036280,A,00006 083128,0000036280,A,00006 083129,0000036280,A,00006 083130,0000036280,A,00003 083130,0000041500,B,00009 083131,0000036280,A,00003 083131,0000041500,B,00009 083132,0000041500,B,00009 083133,0000041500,B,00009 083135,0000041500,B,00009 083141,0000036280,A,00003 083141,0000041500,B,00009 083142,0000041500,B,00009 083145,0000036280,A,00003 083145,0000041500,B,00009 083146,0000041500,B,00009 083148,0000036280,A,00003 083151,0000041500,B,00009 083157,0000036280,A,00003 083157,0000041500,B,00009 083158,0000036280,A,00003 083200,0000041500,B,00009 083201,0000036280,A,00003 083201,0000041500,B,00009 083204,0000036280,A,00003 083210,0000036280,A,00003 083210,0000041500,B,00009 083215,0000041500,B,00009 083217,0000041500,B,00009 083218,0000036280,A,00003 083220,0000041500,B,00009 083229,0000036280,A,00003 083229,0000041500,B,00009 083230,0000036280,A,00003 083233,0000036280,A,00003 083233,0000041500,B,00009 083234,0000036280,A,00003 083235,0000041500,B,00009 083238,0000036280,A,00003 083238,0000041500,B,00009 083239,0000036280,A,00003 083239,0000041500,B,00009 083240,0000036280,A,00003 083241,0000036280,A,00003 083241,0000041500,B,00009 083242,0000036280,A,00003 083243,0000036280,A,00003 083244,0000041500,B,00009 083245,0000036280,A,00003 083246,0000036280,A,00003 083246,0000041500,B,00009 083247,0000036280,A,00003 083248,0000041500,B,00009 083249,0000041500,B,00009 083250,0000041500,B,00009 083251,0000041500,B,00009 083253,0000041500,B,00009 083256,0000041500,B,00009 083257,0000036280,A,00003 083258,0000041500,B,00009 083259,0000041500,B,00009 083301,0000041500,B,00009 083302,0000041500,B,00009 083303,0000041500,B,00009 083304,0000041500,B,00009 083305,0000041500,B,00009 083307,0000041500,B,00009 083308,0000041500,B,00009 083309,0000041500,B,00009 083313,0000041500,B,00009 083314,0000041500,B,00009 083315,0000041500,B,00009 083316,0000041500,B,00009 083317,0000036280,A,00003 083317,0000041500,B,00009 083318,0000036280,A,00003 083318,0000041500,B,00009 083319,0000036280,A,00003 083319,0000041500,B,00009 083320,0000036280,A,00003 083320,0000041500,B,00009 083321,0000036280,A,00003 083321,0000041500,B,00009 083322,0000036280,A,00003 083322,0000041500,B,00009 083323,0000036280,A,00003 083323,0000041500,B,00009 083324,0000036280,A,00003 083325,0000036280,A,00003 083326,0000036280,A,00003 083327,0000036280,A,00003 083327,0000041500,B,00009 083328,0000036280,A,00003 083328,0000041500,B,00009 083329,0000036280,A,00003 083329,0000041500,B,00009 083330,0000036280,A,00003 083330,0000041500,B,00009 083331,0000041500,B,00009 083332,0000041500,B,00009 083333,0000041500,B,00009 083334,0000041500,B,00009 083335,0000041500,B,00009 083344,0000036280,A,00003 083358,0000041500,B,00009 083404,0000041500,B,00009 083417,0000036280,A,00003 083417,0000041500,B,00009 083418,0000036280,A,00003 083418,0000041500,B,00009 083426,0000036280,A,00003 083427,0000036280,A,00003 083433,0000036280,A,00003 083435,0000036280,A,00003 083435,0000041500,B,00009 083436,0000041500,B,00009 083437,0000041500,B,00009 083438,0000041500,B,00009 083439,0000041500,B,00009 083440,0000036280,A,00003 083440,0000041500,B,00009 083442,0000036280,A,00003 083443,0000036280,A,00003 083444,0000036280,A,00003 083445,0000036280,A,00003 083446,0000036280,A,00003 083446,0000041500,B,00009 083447,0000036280,A,00003 083449,0000036280,A,00003 083455,0000036280,A,00003 083500,0000036280,A,00003 083501,0000036280,A,00003 083503,0000041500,B,00009 083504,0000036280,A,00003 083504,0000041500,B,00009 083506,0000036280,A,00003 083507,0000036280,A,00003 083508,0000036280,A,00003 083514,0000036280,A,00003 083522,0000036280,A,00003 083530,0000036280,A,00003 083530,0000041500,B,00009 083531,0000041500,B,00009 083532,0000041500,B,00009 083533,0000041500,B,00009 083536,0000036280,A,00003 083541,0000036280,A,00007 083542,0000036280,A,00007 083554,0000036280,A,00007 083556,0000036280,A,00007 083556,0000041500,B,00009 083557,0000036280,A,00007 083557,0000041500,B,00009 083559,0000036280,A,00007 083600,0000036280,A,00007 083601,0000036280,A,00007 083602,0000036280,A,00007 083606,0000036280,A,00007 083607,0000036280,A,00007 083608,0000036280,A,00007 083609,0000036280,A,00007 083610,0000036280,A,00007 083611,0000036280,A,00007 083612,0000036280,A,00007 083614,0000036280,A,00007 083615,0000036280,A,00007 083618,0000036280,A,00007 083619,0000036280,A,00007 083620,0000036280,A,00007 083624,0000036280,A,00007 083628,0000036280,A,00007 083629,0000036280,A,00007 083630,0000036280,A,00007 083631,0000041500,B,00009 083633,0000036280,A,00007 083647,0000036280,A,00007 083655,0000041500,B,00009 083657,0000036280,A,00008 083701,0000036280,A,00008 083702,0000036280,A,00008 083703,0000036280,A,00008 083706,0000036280,A,00008 083710,0000036280,A,00008 083712,0000036280,A,00008 083717,0000041500,B,00009 083719,0000036280,A,00008 083722,0000041500,B,00009 083725,0000036280,A,00008 083727,0000041500,B,00009 083731,0000036280,A,00008 083733,0000036280,A,00008 083737,0000036280,A,00008 083738,0000041500,B,00009 083745,0000041500,B,00009 083752,0000041500,B,00009 083753,0000041500,B,00009 083759,0000041500,B,00009 083802,0000041500,B,00009 083804,0000036280,A,00008 083805,0000043130,B,00018 083807,0000041500,B,00009 083809,0000041500,B,00009 083812,0000041500,B,00009 083814,0000041500,B,00009 083815,0000036280,A,00008 083817,0000041500,B,00009 083818,0000036280,A,00008 083824,0000041500,B,00009 083839,0000041500,B,00009 083842,0000041500,B,00009 083850,0000041500,B,00009 083851,0000041500,B,00009 083854,0000041500,B,00009 083855,0000041500,B,00009 083856,0000036280,A,00010 083857,0000041500,B,00009 083858,0000036280,A,00010 083859,0000036280,A,00010 083902,0000036280,A,00010 083902,0000041500,B,00009 083903,0000041500,B,00009 083904,0000036280,A,00010 083908,0000041500,B,00009 083911,0000041500,B,00009 083913,0000036280,A,00010 083915,0000036280,A,00010 083917,0000041500,B,00009 083920,0000041500,B,00009 083925,0000041500,B,00009 083934,0000036280,A,00010 083936,0000041500,B,00009 083939,0000036280,A,00010 083939,0000041500,B,00009 083944,0000036280,A,00010 083949,0000036280,A,00010 083949,0000041500,B,00009 084003,0000036280,A,00010 084005,0000036280,A,00010 084005,0000041500,B,00009 084006,0000041500,B,00009 084008,0000041500,B,00009 084009,0000041500,B,00009 084010,0000041500,B,00009 084011,0000041500,B,00009 084014,0000041500,B,00009 084015,0000041500,B,00009 084016,0000041500,B,00009 084019,0000041500,B,00009 084020,0000041500,B,00009 084021,0000041500,B,00009 084023,0000041500,B,00009 084026,0000041500,B,00009 084027,0000041500,B,00009 084028,0000041500,B,00009 084029,0000041500,B,00009 084032,0000041500,B,00009 084033,0000041500,B,00009 084034,0000036280,A,00010 084034,0000041500,B,00009 084035,0000041500,B,00009 084039,0000041500,B,00009 084042,0000041500,B,00009 084046,0000041500,B,00009 084053,0000041500,B,00009 084054,0000041500,B,00009 084056,0000041500,B,00009 084059,0000036280,A,00010 084059,0000041500,B,00009 084104,0000036280,A,00010 084110,0000041500,B,00009 084112,0000036280,A,00008 084149,0000041500,B,00009 084152,0000041500,B,00009 084154,0000041500,B,00009 084159,0000041500,B,00009 084200,0000041500,B,00009 084201,0000041500,B,00009 084202,0000036280,A,00008 084203,0000041500,B,00009 084209,0000041500,B,00009 084211,0000041500,B,00009 084214,0000041500,B,00009 084215,0000041500,B,00009 084216,0000041500,B,00009 084217,0000041500,B,00009 084222,0000041500,B,00009 084223,0000041500,B,00009 084235,0000036280,A,00008 084236,0000036280,A,00008 084237,0000036280,A,00008 084241,0000036280,A,00008 084242,0000036280,A,00008 084243,0000036280,A,00008 084251,0000041500,B,00009 084252,0000041500,B,00009 084253,0000036280,A,00004 084253,0000041500,B,00009 084254,0000036280,A,00009 084257,0000036280,A,00009 084257,0000041500,B,00009 084258,0000041500,B,00009 084301,0000041500,B,00009 084304,0000041500,B,00009 084305,0000041500,B,00009 084313,0000041500,B,00009 084316,0000041500,B,00009 084317,0000036280,A,00009 084318,0000041500,B,00009 084319,0000041500,B,00009 084321,0000041500,B,00009 084324,0000041500,B,00009 084328,0000036280,A,00009 084328,0000041500,B,00009 084330,0000036280,A,00009 084331,0000036280,A,00009 084332,0000036280,A,00009 084334,0000036280,A,00009 084336,0000036280,A,00009 084336,0000041500,B,00009 084337,0000036280,A,00009 084342,0000041500,B,00009 084343,0000036280,A,00009 084344,0000041500,B,00009 084347,0000036280,A,00009 084353,0000036280,A,00009 084356,0000036280,A,00009 084356,0000041500,B,00009 084357,0000036280,A,00009 084400,0000041500,B,00009 084401,0000041500,B,00009 084404,0000036280,A,00009 084405,0000036280,A,00009 084406,0000036280,A,00009 084412,0000041500,B,00009 084416,0000036280,A,00009 084417,0000041500,B,00009 084420,0000041500,B,00009 084421,0000041500,B,00009 084422,0000036280,A,00009 084425,0000036280,A,00009 084426,0000041500,B,00009 084429,0000041500,B,00009 084431,0000036280,A,00009 084431,0000041500,B,00009 084432,0000041500,B,00009 084433,0000036280,A,00009 084434,0000041500,B,00009 084435,0000041500,B,00009 084436,0000041500,B,00009 084437,0000036280,A,00009 084437,0000041500,B,00009 084438,0000041500,B,00009 084439,0000036280,A,00009 084439,0000041500,B,00009 084441,0000041500,B,00009 084443,0000041500,B,00009 084444,0000041500,B,00009 084445,0000041500,B,00009 084447,0000036280,A,00009 084448,0000041500,B,00009 084449,0000041500,B,00009 084451,0000036280,A,00009 084452,0000036280,A,00009 084452,0000041500,B,00009 084453,0000036280,A,00009 084453,0000041500,B,00009 084454,0000036280,A,00009 084454,0000041500,B,00009 084455,0000036280,A,00009 084455,0000041500,B,00009 084456,0000036280,A,00009 084456,0000041500,B,00009 084457,0000041500,B,00009 084458,0000036280,A,00009 084458,0000041500,B,00009 084459,0000041500,B,00009 084500,0000040340,A,00015 084500,0000040320,B,00004 084501,0000040340,A,00021 084501,0000040330,B,00004 084501,0000040310,T,00003 <== 成交價 403.10 (開盤價) 084501,0000040310,T,00001 084501,0000040310,T,00002 084501,0000040310,T,00003 084501,0000040310,T,00003 084501,0000040310,T,00009 084501,0000040310,T,00003 |
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