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api.ticks取得的期貨資料異常 #164

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email81227 opened this issue Aug 3, 2024 · 1 comment
Open

api.ticks取得的期貨資料異常 #164

email81227 opened this issue Aug 3, 2024 · 1 comment

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@email81227
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email81227 commented Aug 3, 2024

當嘗試取的2024-03-28大台近月(TXF/TXFR1)資料時出現兩個異常點

  1. 時間經過pd.to_datetime還原後竟然是3/11-12
    image

  2. 另外上圖的總資料筆數僅有2514筆

對比上週五8/2:

image

@q10242
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q10242 commented Dec 24, 2024

當嘗試取的2024-03-28大台近月(TXF/TXFR1)資料時出現兩個異常點

  1. 時間經過pd.to_datetime還原後竟然是3/11-12
    image
  2. 另外上圖的總資料筆數僅有2514筆

對比上週五8/2:

image

我也遇到ㄧ樣的問題
我是今天抓tick 時間是下午四點抓的但最後一筆時間是2024-12-24 13:44:59.455
contract 是 TMFR1

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