【历史行情数据】郑商所品种在非交易日存在bar数据？ - 掘金量化社区

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【历史行情数据】郑商所品种在非交易日存在bar数据？Pinned highlighted

496605122@qq.com 发表在掘金2 2017-09-28 04:44:07

掘金2

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如图，2016年端午节，1minbar线获取数据，当日有两根bar线，但行情软件和交易所的历史行情里没有该天。

exchange: 'CZCE'
sec_id: 'MA'
strtime: '2016-06-09T10:01:00+08:00'
strendtime: '2016-06-09T10:02:00+08:00'
bar_type: 60
utc_time: 1.4654e+09
utc_endtime: 1.4654e+09
open: 1898
close: 1898
high: 1898
low: 1898
volume: 8
amount: 151840
pre_close: 0
position: 447480
adj_factor: 0
flag: 0

   exchange: &#39;CZCE&#39;
     sec_id: &#39;MA&#39;
    strtime: &#39;2016-06-09T10:14:00+08:00&#39;
 strendtime: &#39;2016-06-09T10:15:00+08:00&#39;
   bar_type: 60
   utc_time: 1.4654e+09
utc_endtime: 1.4654e+09
       open: 1924
      close: 1924
       high: 1924
        low: 1924
     volume: 2
     amount: 38480
  pre_close: 0
   position: 447480
 adj_factor: 0
       flag: 0

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