Introduction¶
Overview¶
The OHLCV is a represented trade for specific timeframe of specific security.
Specification¶
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Collect for: Security (Common Stock), Future, Index (specially VNINDEX)
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Supported the relax mode of price and volume (which can be null)
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Can handle through the Data Operation Portal
Component¶
ERD¶
The OHLCV represented for
Schema:
| column | type | description |
|---|---|---|
| open | number | The close price for the symbol in the given time period. |
| high | number | The highest price for the symbol in the given time period. |
| low | number | The lowest price for the symbol in the given time period. |
| close | number | The open price for the symbol in the given time period. |
Data Structure:
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Currenly detect
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The stricted rule:
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High >= Open, Close, Low
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Low <= High, Close, Open
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Any([Open, High, Low, Close]) > 0
Providers¶
Quote: security
Quote: Index + VNIDNEX (special case)
For common stock¶
Daily: From HSC streaming
Historical: Vietstock
For index¶
Provider: HSX, HNX
https://www.hsx.vn/Modules/Cms/Web/ViewArticle/8a56cad1-edf4-475d-9d1d-9fb0e872860b
https://hnx.vn/co-phieu-etfs/chi-so-top-bieu-do-chi-so-top.html
For Future¶
Daily: HNX