インタラクティブ・ブローカーズ証券（IB証券）でマーケットデータを安く済ませたい方向けに月1ドルで購読できるCboe Oneを紹介しました。
今回はCboe Oneを使って取得できるヒストリカルデータを使って、データとしての精度を見ていきたいと思います。
さくっとした比較を行っていますが、得意不得意がありそうなことが分かります。
比較データ
NYSEから2銘柄（JMIA、UAL）、NASDAQから2銘柄（TSLA、FLGT）を選んで、過去100日分（2020年9月22日～2021年2月22日）の始値、高値、安値、終値を比較しました。
サンプルデータ数は、4銘柄×4株価×100日=1,600個です。
時間ごとなどでも比較してみたかったですが、日ごとの株価データしか見つからなかったので日ごとでの比較としています。過去の株価データはMarketWatchからダウンロードしたものを使いました。
Yahoo Financeのデータではまれに小数点処理がうまくいっていないデータが混じっていたのでMarketWatchのデータの方がよかったです。（出来高データもMarketWatchの方が粒度が高いです）
比較結果
主観込みですが、結果を簡単にまとめると以下のようになります。数字は後程紹介します。
- 誤差が発生する確率は低くはないが、誤差は小さい
- 始値での誤差は多く、大きい
- 終値の誤差はほぼない
用途にもよりますが、使用に耐えられるのではないかと思います。
誤差が少ないとはいえ、シストレのバックテストで利用したりする場合はお金を多少払ってでもちゃんとしたデータで行った方がベターだと思います。
全銘柄
| 全銘柄 | すべての値 | 始値 | 高値 | 安値 | 終値 |
|---|---|---|---|---|---|
| 平均誤差 | 0.0140% | 0.0458% | 0.0039% | 0.0064% | 0.0001% |
| 最大誤差 | 1.7467% | 1.7467% | 0.6560% | 1.4701% | 0.0125% |
| 誤差0データの割合 | 86.6% | 62.0% | 93.0% | 92.3% | 99.3% |
各銘柄データ
物置のごとくただただデータを置いておきます。バックデータはCboe Oneを利用して取得したデータと誤差を記載しています。
| JMIA | すべての値 | 始値 | 高値 | 安値 | 終値 |
|---|---|---|---|---|---|
| 平均誤差 | 0.0174% | 0.0414% | 0.0107% | 0.0177% | 0.0000% |
| 最大誤差 | 1.7467% | 1.7467% | 0.6560% | 1.4701% | 0.0000% |
| 誤差0データの割合 | 94.3% | 89.0% | 94.0% | 94.0% | 100.0% |
| date | open | high | low | close |
|---|---|---|---|---|
| 2020/09/22 | 7.99 (0%) | 8.38 (0%) | 7.72 (0%) | 8.27 (0%) |
| 2020/09/23 | 8.13 (0%) | 8.23 (0.1217%) | 7.17 (0%) | 7.26 (0%) |
| 2020/09/24 | 7 (0%) | 7.59 (0%) | 7 (0%) | 7.35 (0%) |
| 2020/09/25 | 7.42 (0%) | 7.94 (0%) | 7.41 (0%) | 7.77 (0%) |
| 2020/09/28 | 8.06 (0%) | 8.06 (0%) | 7.55 (0%) | 7.76 (0%) |
| 2020/09/29 | 7.76 (0%) | 8.66 (0%) | 7.76 (0%) | 8.15 (0%) |
| 2020/09/30 | 8.26 (0%) | 8.68 (0%) | 7.78 (0%) | 7.99 (0%) |
| 2020/10/01 | 8.14 (0%) | 8.17 (0%) | 7.65 (0%) | 8.08 (0%) |
| 2020/10/02 | 7.7 (0%) | 8.13 (0%) | 7.66 (0%) | 8.08 (0%) |
| 2020/10/05 | 8.13 (0%) | 8.28 (0%) | 7.81 (0%) | 8.14 (0%) |
| 2020/10/06 | 8.11 (0%) | 8.42 (0%) | 7.86 (0%) | 7.92 (0%) |
| 2020/10/07 | 8.06 (0%) | 8.65 (0%) | 7.98 (0.1252%) | 8.53 (0%) |
| 2020/10/08 | 9.08 (0%) | 10.64 (0%) | 8.72 (0%) | 10.52 (0%) |
| 2020/10/09 | 10.35 (0%) | 11.8 (0%) | 10.18 (0%) | 10.36 (0%) |
| 2020/10/12 | 10.62 (0%) | 12.4 (0%) | 10.5 (0%) | 12.26 (0%) |
| 2020/10/13 | 12.5 (0%) | 12.78 (0%) | 11.51 (0%) | 12.36 (0%) |
| 2020/10/14 | 12.78 (0%) | 13.69 (0%) | 12.41 (0%) | 12.87 (0%) |
| 2020/10/15 | 12.02 (0%) | 12.99 (0%) | 11.63 (0%) | 12.91 (0%) |
| 2020/10/16 | 13.57 (0%) | 15.88 (0%) | 13.27 (0%) | 15.22 (0%) |
| 2020/10/19 | 14.85 (0%) | 15.76 (0%) | 14.34 (0%) | 15.32 (0%) |
| 2020/10/20 | 15.36 (0%) | 17.13 (0%) | 15 (0%) | 15.37 (0%) |
| 2020/10/21 | 15.75 (0%) | 15.87 (0%) | 14.15 (0%) | 15.54 (0%) |
| 2020/10/22 | 15.33 (0%) | 16.88 (0%) | 15.33 (0%) | 16.49 (0%) |
| 2020/10/23 | 16.68 (0.1802%) | 17.94 (0.2225%) | 16.32 (0%) | 17.87 (0%) |
| 2020/10/26 | 18.97 (0%) | 19.6 (0%) | 17.46 (0.0572%) | 18.03 (0%) |
| 2020/10/27 | 18.35 (0.2185%) | 18.58 (0%) | 16.8 (0%) | 17.71 (0%) |
| 2020/10/28 | 16.6 (0%) | 17.9 (0%) | 15.25 (0%) | 17.66 (0%) |
| 2020/10/29 | 17 (0%) | 17.56 (0%) | 16.2 (0%) | 17.27 (0%) |
| 2020/10/30 | 16.68 (0%) | 17.3 (0%) | 14.7 (0%) | 14.96 (0%) |
| 2020/11/02 | 15.41 (0%) | 16.47 (0%) | 15.05 (0%) | 16.05 (0%) |
| 2020/11/03 | 16.56 (0%) | 17.65 (0%) | 16.31 (0%) | 17.26 (0%) |
| 2020/11/04 | 17.75 (0%) | 18.08 (0%) | 17.14 (0%) | 17.64 (0%) |
| 2020/11/05 | 17.95 (0%) | 19.61 (0%) | 17.75 (0%) | 19.34 (0%) |
| 2020/11/06 | 19.25 (0%) | 19.3 (0%) | 18.25 (0%) | 18.95 (0%) |
| 2020/11/09 | 17.83 (0%) | 17.85 (0%) | 15.81 (0%) | 16 (0%) |
| 2020/11/10 | 13.1 (0%) | 15 (0%) | 11.7 (0%) | 12.91 (0%) |
| 2020/11/11 | 13.61 (0%) | 13.79 (0%) | 12.96 (0%) | 12.96 (0%) |
| 2020/11/12 | 13.15 (0%) | 14.45 (0%) | 13.07 (0%) | 13.57 (0%) |
| 2020/11/13 | 13.72 (0%) | 14.71 (0%) | 13.62 (0%) | 14.69 (0%) |
| 2020/11/16 | 14.75 (0%) | 15.58 (0%) | 14.44 (0%) | 15.4 (0%) |
| 2020/11/17 | 15.31 (0%) | 17.64 (0%) | 14.81 (0%) | 17.22 (0%) |
| 2020/11/18 | 17.76 (0%) | 20.75 (0%) | 17.76 (0%) | 20.47 (0%) |
| 2020/11/19 | 20.26 (0%) | 24.23 (0.6560%) | 20.26 (0%) | 24.23 (0%) |
| 2020/11/20 | 24.1 (0%) | 25.79 (0%) | 22.1 (0%) | 24.74 (0%) |
| 2020/11/23 | 25.71 (0%) | 31.19 (0%) | 25.67 (0%) | 30.14 (0%) |
| 2020/11/24 | 32 (0%) | 33.42 (0%) | 28.18 (0%) | 30.4 (0%) |
| 2020/11/25 | 29.73 (0.0672%) | 38.86 (0%) | 29.73 (0.0672%) | 37.61 (0%) |
| 2020/11/27 | 40.71 (0%) | 40.9 (0%) | 35.3 (0%) | 36.89 (0%) |
| 2020/11/30 | 33.31 (0%) | 34.56 (0%) | 30.36 (0%) | 32.17 (0%) |
| 2020/12/01 | 32.76 (0%) | 32.76 (0%) | 27.57 (0%) | 27.81 (0%) |
| 2020/12/02 | 26.67 (0%) | 33.28 (0%) | 24.53 (0%) | 32.7 (0%) |
| 2020/12/03 | 33.46 (0%) | 35.11 (0%) | 31.55 (0%) | 33.34 (0%) |
| 2020/12/04 | 33.39 (0%) | 33.95 (0%) | 30.3 (0%) | 31.54 (0%) |
| 2020/12/07 | 31.5 (1.7467%) | 35.79 (0%) | 31.5 (1.4701%) | 33.25 (0%) |
| 2020/12/08 | 34.08 (0.0293%) | 36.47 (0%) | 32.56 (0%) | 35.5 (0%) |
| 2020/12/09 | 35.85 (0.3639%) | 37.62 (0%) | 32.52 (0%) | 33.47 (0%) |
| 2020/12/10 | 32.03 (0.4970%) | 38.23 (0.0262%) | 31.91 (0%) | 37.81 (0%) |
| 2020/12/11 | 38.1 (0.2632%) | 40.78 (0%) | 36.07 (0%) | 38.13 (0%) |
| 2020/12/14 | 39.26 (0%) | 39.8 (0%) | 36.42 (0%) | 37.03 (0%) |
| 2020/12/15 | 36.83 (0%) | 38.44 (0%) | 35.15 (0%) | 36.29 (0%) |
| 2020/12/16 | 36.2 (0%) | 41 (0%) | 36.02 (0%) | 39.29 (0%) |
| 2020/12/17 | 39.34 (0%) | 40.92 (0%) | 38.52 (0%) | 39.14 (0%) |
| 2020/12/18 | 39.36 (0%) | 43.71 (0%) | 37.7 (0%) | 42.51 (0%) |
| 2020/12/21 | 41.9 (0%) | 44.48 (0%) | 41.03 (0%) | 41.76 (0%) |
| 2020/12/22 | 42.62 (0%) | 48.16 (0%) | 42.25 (0%) | 47.67 (0%) |
| 2020/12/23 | 48.37 (0%) | 49 (0%) | 44.13 (0%) | 46.44 (0%) |
| 2020/12/24 | 47.13 (0%) | 47.5 (0%) | 41.7 (0%) | 43.62 (0%) |
| 2020/12/28 | 44.02 (0%) | 44.3 (0%) | 38.05 (0%) | 40.36 (0%) |
| 2020/12/29 | 40.81 (0%) | 41.68 (0%) | 38.47 (0%) | 39.92 (0%) |
| 2020/12/30 | 40.23 (0%) | 44 (0%) | 40.06 (0%) | 42.56 (0%) |
| 2020/12/31 | 42.5 (0%) | 42.6 (0%) | 39.83 (0.0251%) | 40.35 (0%) |
| 2021/01/04 | 39.94 (0%) | 40.57 (0%) | 35.52 (0%) | 35.68 (0%) |
| 2021/01/05 | 34.35 (0%) | 37.44 (0%) | 34.11 (0%) | 36.24 (0%) |
| 2021/01/06 | 35.8 (0%) | 36.69 (0%) | 33 (0%) | 33.21 (0%) |
| 2021/01/07 | 34.82 (0%) | 39.36 (0.0254%) | 34.59 (0%) | 37.85 (0%) |
| 2021/01/08 | 39.29 (0%) | 39.99 (0%) | 35.68 (0%) | 37.22 (0%) |
| 2021/01/11 | 35.86 (0.2226%) | 38.26 (0%) | 35.44 (0%) | 36.48 (0%) |
| 2021/01/12 | 37.05 (0%) | 40.99 (0%) | 36.26 (0%) | 40.43 (0%) |
| 2021/01/13 | 40.35 (0%) | 45.96 (0%) | 38.8 (0%) | 43.3 (0%) |
| 2021/01/14 | 44.92 (0%) | 47.88 (0%) | 44.51 (0%) | 46.86 (0%) |
| 2021/01/15 | 46.83 (0%) | 48 (0%) | 42.02 (0%) | 43.47 (0%) |
| 2021/01/19 | 44.86 (0%) | 45.75 (0%) | 42.22 (0%) | 45.56 (0%) |
| 2021/01/20 | 45.87 (0%) | 47.65 (0%) | 42.62 (0%) | 43.69 (0%) |
| 2021/01/21 | 43.83 (0%) | 46.55 (0%) | 41.26 (0%) | 45.57 (0%) |
| 2021/01/22 | 45.07 (0%) | 57.43 (0%) | 45.01 (0.0222%) | 56.96 (0%) |
| 2021/01/25 | 58.01 (0%) | 60.68 (0.0165%) | 48.12 (0%) | 58.79 (0%) |
| 2021/01/26 | 59.06 (0%) | 62.72 (0%) | 56.31 (0%) | 57.91 (0%) |
| 2021/01/27 | 56 (0%) | 65.5 (0%) | 54.25 (0%) | 57.37 (0%) |
| 2021/01/28 | 57.35 (0%) | 62 (0%) | 54.5 (0%) | 56.45 (0%) |
| 2021/01/29 | 57.5 (0%) | 62.38 (0%) | 54.8 (0%) | 57.55 (0%) |
| 2021/02/01 | 59.5 (0%) | 64.88 (0%) | 56.4 (0%) | 62.8 (0%) |
| 2021/02/02 | 66.01 (0%) | 67.67 (0%) | 61.08 (0%) | 61.39 (0%) |
| 2021/02/03 | 62.59 (0%) | 66.25 (0%) | 61.59 (0%) | 64.18 (0%) |
| 2021/02/04 | 65 (0%) | 67.48 (0%) | 63.83 (0%) | 64.24 (0%) |
| 2021/02/05 | 65.56 (0%) | 65.7 (0%) | 60.56 (0%) | 61.23 (0%) |
| 2021/02/08 | 62.03 (0%) | 64.5 (0%) | 61.25 (0%) | 61.28 (0%) |
| 2021/02/09 | 62.36 (0.1285%) | 66.45 (0%) | 61.8 (0%) | 65.49 (0%) |
| 2021/02/10 | 65.79 (0.4274%) | 69.89 (0%) | 63.62 (0%) | 65.51 (0%) |
| 2021/02/11 | 67 (0%) | 67.47 (0%) | 61.8 (0%) | 62.79 (0%) |
| 2021/02/12 | 62.3 (0%) | 65.16 (0%) | 60.04 (0%) | 62.43 (0%) |
| UAL | すべての値 | 始値 | 高値 | 安値 | 終値 |
|---|---|---|---|---|---|
| 平均誤差 | 0.0179% | 0.0657% | 0.0009% | 0.0050% | 0.0002% |
| 最大誤差 | 0.4844% | 0.4844% | 0.0227% | 0.1857% | 0.0125% |
| 誤差0データの割合 | 81.0% | 42.0% | 96.0% | 88.0% | 98.0% |
| date | open | high | low | close |
|---|---|---|---|---|
| 2020/09/22 | 34.15 (0%) | 34.65 (0%) | 33.56 (0%) | 34.07 (0%) |
| 2020/09/23 | 34.29 (0.0292%) | 35.05 (0%) | 33.05 (0%) | 33.08 (0%) |
| 2020/09/24 | 32.78 (0.0305%) | 33.4 (0%) | 31.22 (0%) | 32.74 (0%) |
| 2020/09/25 | 32.57 (0.0307%) | 34.27 (0%) | 32.49 (0%) | 34.2 (0%) |
| 2020/09/28 | 35.33 (0.0283%) | 36.9 (0%) | 34.66 (0%) | 35.94 (0%) |
| 2020/09/29 | 35.59 (0.1125%) | 35.61 (0%) | 34.24 (0%) | 34.51 (0%) |
| 2020/09/30 | 34.95 (0%) | 36.22 (0%) | 34.54 (0%) | 34.75 (0%) |
| 2020/10/01 | 35.27 (0.1135%) | 35.49 (0%) | 34.56 (0.0289%) | 35.18 (0%) |
| 2020/10/02 | 33.36 (0%) | 36.77 (0%) | 33.27 (0%) | 36.01 (0%) |
| 2020/10/05 | 36.42 (0.0274%) | 36.58 (0%) | 35.42 (0%) | 36.2 (0%) |
| 2020/10/06 | 36.73 (0%) | 37.09 (0%) | 34.84 (0%) | 34.88 (0%) |
| 2020/10/07 | 36.51 (0%) | 37.22 (0%) | 35.88 (0%) | 36.38 (0%) |
| 2020/10/08 | 37.1 (0.1615%) | 37.69 (0%) | 35.85 (0%) | 37 (0%) |
| 2020/10/09 | 37.1 (0.1350%) | 37.8 (0%) | 36.27 (0%) | 37.12 (0%) |
| 2020/10/12 | 36.7 (0%) | 36.99 (0%) | 36.26 (0%) | 36.38 (0%) |
| 2020/10/13 | 35.66 (0.0280%) | 35.95 (0%) | 35.21 (0.0284%) | 35.26 (0%) |
| 2020/10/14 | 35.27 (0.0284%) | 36.33 (0%) | 35.17 (0%) | 35.61 (0%) |
| 2020/10/15 | 35.26 (0.2274%) | 35.38 (0%) | 33.63 (0.0297%) | 34.25 (0%) |
| 2020/10/16 | 34.36 (0.1457%) | 34.58 (0%) | 33.81 (0.0296%) | 34.16 (0%) |
| 2020/10/19 | 34.45 (0%) | 36.55 (0%) | 34.44 (0%) | 35.5 (0%) |
| 2020/10/20 | 36.16 (0%) | 36.59 (0%) | 35.2 (0%) | 36.06 (0%) |
| 2020/10/21 | 35.98 (0.1949%) | 36.14 (0%) | 35.21 (0%) | 35.54 (0%) |
| 2020/10/22 | 35.94 (0.1114%) | 37.45 (0%) | 35.65 (0%) | 37.24 (0%) |
| 2020/10/23 | 37.09 (0.0270%) | 38.1 (0%) | 36.52 (0%) | 38.01 (0%) |
| 2020/10/26 | 37.37 (0%) | 37.4 (0%) | 34.67 (0%) | 35.34 (0%) |
| 2020/10/27 | 35.11 (0%) | 35.65 (0%) | 34.15 (0%) | 34.17 (0%) |
| 2020/10/28 | 33.15 (0.1208%) | 33.66 (0%) | 32.16 (0%) | 32.6 (0%) |
| 2020/10/29 | 32.62 (0.0306%) | 33.75 (0%) | 32.43 (0%) | 33.57 (0%) |
| 2020/10/30 | 33.15 (0%) | 34.02 (0%) | 32.83 (0%) | 33.86 (0%) |
| 2020/11/02 | 34.08 (0%) | 34.1 (0%) | 32.95 (0%) | 33.78 (0%) |
| 2020/11/03 | 34.33 (0.0291%) | 34.68 (0%) | 33.76 (0%) | 34.02 (0%) |
| 2020/11/04 | 33.98 (0.0588%) | 34.25 (0%) | 32.96 (0%) | 33.34 (0%) |
| 2020/11/05 | 33.7 (0%) | 35.46 (0%) | 33.57 (0%) | 35.35 (0%) |
| 2020/11/06 | 34.96 (0.1719%) | 35.15 (0%) | 34.2 (0%) | 34.68 (0%) |
| 2020/11/09 | 41.9 (0%) | 44.06 (0%) | 39.13 (0%) | 41.32 (0%) |
| 2020/11/10 | 40.44 (0.0247%) | 41.63 (0%) | 39.48 (0%) | 40.05 (0%) |
| 2020/11/11 | 40.07 (0%) | 40.16 (0%) | 38.19 (0%) | 38.51 (0%) |
| 2020/11/12 | 37.46 (0.0267%) | 38.71 (0%) | 36.56 (0%) | 36.85 (0%) |
| 2020/11/13 | 37.24 (0%) | 39.1 (0%) | 37.08 (0%) | 38.99 (0%) |
| 2020/11/16 | 42.18 (0%) | 42.78 (0%) | 40.05 (0%) | 41 (0%) |
| 2020/11/17 | 40.03 (0.0750%) | 41.1 (0%) | 39.57 (0.0253%) | 40.6 (0%) |
| 2020/11/18 | 41.38 (0.2651%) | 42.89 (0%) | 41.05 (0%) | 41.05 (0%) |
| 2020/11/19 | 41 (0%) | 41.44 (0%) | 40.19 (0%) | 40.94 (0%) |
| 2020/11/20 | 40.74 (0.0737%) | 40.97 (0%) | 39.67 (0%) | 39.9 (0%) |
| 2020/11/23 | 40.18 (0%) | 41.18 (0%) | 40.04 (0.0250%) | 40.93 (0%) |
| 2020/11/24 | 42.71 (0%) | 45 (0%) | 42.45 (0%) | 44.96 (0%) |
| 2020/11/25 | 44.44 (0.1124%) | 45.91 (0%) | 43.65 (0%) | 45.64 (0%) |
| 2020/11/27 | 46.17 (0.0649%) | 46.76 (0%) | 45.14 (0%) | 45.3 (0%) |
| 2020/11/30 | 46.47 (0%) | 46.5 (0%) | 44.2 (0%) | 45.05 (0%) |
| 2020/12/01 | 45.94 (0.2400%) | 46.57 (0%) | 45.23 (0%) | 45.32 (0%) |
| 2020/12/02 | 45.24 (0.3104%) | 46.73 (0%) | 44.52 (0%) | 46.73 (0%) |
| 2020/12/03 | 47.67 (0%) | 50.97 (0%) | 47.66 (0%) | 49.91 (0%) |
| 2020/12/04 | 50.47 (0.0396%) | 51.31 (0%) | 48.77 (0%) | 49.24 (0%) |
| 2020/12/07 | 49.3 (0.0406%) | 50.36 (0.0199%) | 48.71 (0%) | 49.2 (0%) |
| 2020/12/08 | 49.02 (0%) | 50.4 (0%) | 48.72 (0%) | 49.04 (0%) |
| 2020/12/09 | 49.84 (0%) | 50.09 (0%) | 46.73 (0%) | 48.02 (0%) |
| 2020/12/10 | 46.81 (0.1498%) | 49.71 (0%) | 46.6 (0%) | 49.64 (0%) |
| 2020/12/11 | 49.24 (0.1831%) | 49.89 (0%) | 47.64 (0%) | 48.36 (0%) |
| 2020/12/14 | 49.5 (0.2016%) | 49.65 (0%) | 46.7 (0%) | 46.72 (0%) |
| 2020/12/15 | 47.2 (0%) | 47.56 (0%) | 45.8 (0%) | 47.46 (0%) |
| 2020/12/16 | 46.5 (0%) | 46.91 (0%) | 45.55 (0%) | 46 (0%) |
| 2020/12/17 | 46.29 (0.0216%) | 46.4 (0%) | 45.46 (0%) | 45.88 (0%) |
| 2020/12/18 | 45.75 (0%) | 45.95 (0%) | 44.56 (0%) | 44.74 (0%) |
| 2020/12/21 | 43.14 (0.4844%) | 44.42 (0%) | 42.63 (0%) | 44.055 (0.0113%) |
| 2020/12/22 | 44.65 (0%) | 44.79 (0%) | 42.43 (0%) | 42.97 (0%) |
| 2020/12/23 | 43 (0.2320%) | 44.69 (0%) | 43 (0.1857%) | 44.11 (0%) |
| 2020/12/24 | 44.4 (0%) | 44.42 (0%) | 43.01 (0%) | 43.26 (0%) |
| 2020/12/28 | 44.02 (0.0454%) | 44.63 (0%) | 43.75 (0%) | 43.92 (0%) |
| 2020/12/29 | 44.41 (0.0900%) | 44.65 (0%) | 43.55 (0%) | 43.74 (0%) |
| 2020/12/30 | 43.66 (0.0458%) | 44.76 (0%) | 43.46 (0%) | 44.65 (0%) |
| 2020/12/31 | 44.47 (0.1351%) | 44.57 (0.0224%) | 43.11 (0%) | 43.25 (0%) |
| 2021/01/04 | 43.61 (0.1603%) | 43.7 (0%) | 41.43 (0%) | 41.63 (0%) |
| 2021/01/05 | 41.58 (0%) | 43.6 (0%) | 41.5 (0%) | 43.4 (0%) |
| 2021/01/06 | 43.58 (0.0459%) | 44.28 (0%) | 42.86 (0%) | 43.54 (0%) |
| 2021/01/07 | 43.85 (0.1142%) | 44.84 (0%) | 43.61 (0%) | 43.62 (0%) |
| 2021/01/08 | 43.6 (0.0459%) | 44 (0%) | 43.02 (0%) | 43.29 (0%) |
| 2021/01/11 | 42.81 (0.3281%) | 43.26 (0%) | 42.25 (0%) | 42.7 (0%) |
| 2021/01/12 | 42.81 (0%) | 44.17 (0%) | 42.46 (0%) | 44.08 (0%) |
| 2021/01/13 | 44.1 (0.1585%) | 44.64 (0%) | 43.44 (0%) | 44.43 (0%) |
| 2021/01/14 | 45.31 (0.0221%) | 46.8 (0%) | 45.31 (0.0221%) | 46.29 (0%) |
| 2021/01/15 | 45.85 (0%) | 45.98 (0%) | 43.88 (0%) | 43.89 (0%) |
| 2021/01/19 | 44.6 (0%) | 44.9 (0%) | 43.77 (0%) | 44.75 (0%) |
| 2021/01/20 | 45.04 (0%) | 45.65 (0%) | 44.41 (0%) | 45.18 (0%) |
| 2021/01/21 | 43.8 (0%) | 43.98 (0%) | 41.71 (0.0240%) | 42.59 (0%) |
| 2021/01/22 | 41.95 (0%) | 42.29 (0%) | 41.61 (0%) | 42.14 (0%) |
| 2021/01/25 | 41.54 (0%) | 41.73 (0%) | 39.9 (0%) | 40.38 (0%) |
| 2021/01/26 | 40.8 (0%) | 41.39 (0%) | 40.56 (0%) | 41.25 (0%) |
| 2021/01/27 | 40.76 (0.0491%) | 41.65 (0%) | 40.31 (0%) | 40.91 (0%) |
| 2021/01/28 | 42.76 (0.1634%) | 44.2 (0%) | 41.62 (0%) | 42.55 (0%) |
| 2021/01/29 | 42.18 (0.1662%) | 42.5 (0%) | 39.77 (0%) | 39.99 (0%) |
| 2021/02/01 | 40.41 (0.1487%) | 40.41 (0%) | 39.17 (0.0255%) | 39.935 (0.0125%) |
| 2021/02/02 | 40.63 (0%) | 40.91 (0%) | 39.94 (0%) | 40.83 (0%) |
| 2021/02/03 | 41.02 (0%) | 42.2 (0%) | 40.52 (0%) | 42.04 (0%) |
| 2021/02/04 | 42.2 (0.1186%) | 42.61 (0%) | 41.83 (0.0239%) | 42.41 (0%) |
| 2021/02/05 | 42.88 (0%) | 42.94 (0%) | 41.94 (0%) | 42.14 (0%) |
| 2021/02/08 | 42.52 (0.0471%) | 44.64 (0%) | 42.24 (0.0474%) | 44.35 (0%) |
| 2021/02/09 | 44.01 (0.1135%) | 44.1 (0.0227%) | 42.82 (0%) | 43.32 (0%) |
| 2021/02/10 | 43.86 (0%) | 44.22 (0%) | 43.36 (0%) | 43.78 (0%) |
| 2021/02/11 | 43.68 (0.0917%) | 43.84 (0%) | 42.99 (0%) | 43.44 (0%) |
| 2021/02/12 | 43.15 (0.0928%) | 44.48 (0.0225%) | 42.9 (0%) | 43.94 (0%) |
| TSLA | すべての値 | 始値 | 高値 | 安値 | 終値 |
|---|---|---|---|---|---|
| 平均誤差 | 0.0049% | 0.0179% | 0.0006% | 0.0012% | 0.0000% |
| 最大誤差 | 0.1170% | 0.1170% | 0.0318% | 0.0534% | 0.0000% |
| 誤差0データの割合 | 81.8% | 43.0% | 91.0% | 93.0% | 100.0% |
| date | open | high | low | close |
|---|---|---|---|---|
| 2020/09/22 | 429.6 (0%) | 437.76 (0%) | 417.6 (0%) | 424.23 (0%) |
| 2020/09/23 | 405.1 (0.0148%) | 412.15 (0%) | 375.88 (0%) | 380.36 (0%) |
| 2020/09/24 | 364 (0.0550%) | 399.5 (0%) | 351.3 (0%) | 387.79 (0%) |
| 2020/09/25 | 393.31 (0.0407%) | 408.74 (0.0024%) | 391.3 (0%) | 407.34 (0%) |
| 2020/09/28 | 424.79 (0.0400%) | 428.08 (0%) | 415.55 (0%) | 421.2 (0%) |
| 2020/09/29 | 415.85 (0.0361%) | 428.45 (0.0117%) | 411.6 (0%) | 419.07 (0%) |
| 2020/09/30 | 421.02 (0.0712%) | 433.93 (0%) | 420.47 (0%) | 429.01 (0%) |
| 2020/10/01 | 440.76 (0%) | 448.88 (0%) | 434.42 (0%) | 448.16 (0%) |
| 2020/10/02 | 421.21 (0.0427%) | 439.13 (0%) | 415 (0%) | 415.09 (0%) |
| 2020/10/05 | 423.35 (0%) | 433.64 (0%) | 419.33 (0%) | 425.68 (0%) |
| 2020/10/06 | 423.77 (0.0047%) | 428.78 (0%) | 406.05 (0%) | 413.98 (0%) |
| 2020/10/07 | 419.83 (0.0095%) | 429.9 (0%) | 413.85 (0%) | 425.3 (0%) |
| 2020/10/08 | 438.5 (0.0137%) | 439 (0%) | 425.3 (0%) | 425.92 (0%) |
| 2020/10/09 | 430.01 (0.0279%) | 434.59 (0%) | 426.46 (0%) | 434 (0%) |
| 2020/10/12 | 441.99 (0.0023%) | 448.74 (0%) | 438.58 (0%) | 442.3 (0%) |
| 2020/10/13 | 443.35 (0%) | 448.89 (0%) | 436.6 (0%) | 446.65 (0%) |
| 2020/10/14 | 449.8 (0.0044%) | 465.9 (0%) | 447.35 (0%) | 461.3 (0%) |
| 2020/10/15 | 450.31 (0%) | 456.57 (0%) | 442.5 (0%) | 448.88 (0%) |
| 2020/10/16 | 454.19 (0.0550%) | 455.95 (0%) | 438.85 (0%) | 439.67 (0%) |
| 2020/10/19 | 446.35 (0.0247%) | 447 (0%) | 428.87 (0%) | 430.83 (0%) |
| 2020/10/20 | 431.75 (0%) | 431.75 (0%) | 419.05 (0%) | 421.94 (0%) |
| 2020/10/21 | 422.89 (0.0449%) | 432.95 (0%) | 421.25 (0%) | 422.64 (0%) |
| 2020/10/22 | 442 (0.0181%) | 445.23 (0%) | 424.51 (0%) | 425.79 (0%) |
| 2020/10/23 | 421.61 (0.0545%) | 422.89 (0%) | 407.38 (0%) | 420.63 (0%) |
| 2020/10/26 | 411.63 (0%) | 425.76 (0%) | 410 (0%) | 420.28 (0%) |
| 2020/10/27 | 423.9 (0.0330%) | 430.5 (0%) | 420.1 (0%) | 424.68 (0%) |
| 2020/10/28 | 416.48 (0%) | 418.6 (0%) | 406 (0%) | 406.02 (0%) |
| 2020/10/29 | 409.91 (0.0122%) | 418.06 (0%) | 406.46 (0%) | 410.83 (0%) |
| 2020/10/30 | 406.89 (0.0025%) | 407.6 (0.0025%) | 379.11 (0%) | 388.04 (0%) |
| 2020/11/02 | 394 (0%) | 406.98 (0%) | 392.3 (0%) | 400.51 (0%) |
| 2020/11/03 | 409.76 (0.0073%) | 427.77 (0%) | 406.69 (0%) | 423.9 (0%) |
| 2020/11/04 | 430.62 (0%) | 435.4 (0%) | 417.1 (0%) | 420.98 (0%) |
| 2020/11/05 | 428.3 (0%) | 440 (0%) | 424 (0%) | 438.09 (0%) |
| 2020/11/06 | 436.1 (0%) | 436.57 (0%) | 424.28 (0%) | 429.95 (0%) |
| 2020/11/09 | 439.74 (0.0546%) | 452.5 (0%) | 421 (0%) | 421.26 (0%) |
| 2020/11/10 | 420.1 (0.0024%) | 420.1 (0.0024%) | 396.03 (0%) | 410.36 (0%) |
| 2020/11/11 | 416.45 (0%) | 418.7 (0%) | 410.58 (0%) | 417.13 (0%) |
| 2020/11/12 | 415.2 (0.0361%) | 423 (0%) | 409.52 (0%) | 411.76 (0%) |
| 2020/11/13 | 410.85 (0%) | 412.54 (0.0024%) | 401.66 (0%) | 408.5 (0%) |
| 2020/11/16 | 408.57 (0.0880%) | 412.45 (0%) | 404.08 (0.0025%) | 408.09 (0%) |
| 2020/11/17 | 460.26 (0.0196%) | 462 (0%) | 433.01 (0%) | 441.61 (0%) |
| 2020/11/18 | 448.05 (0.0669%) | 496 (0%) | 443.5 (0%) | 486.64 (0%) |
| 2020/11/19 | 492 (0%) | 508.62 (0.0020%) | 487.57 (0%) | 499.27 (0%) |
| 2020/11/20 | 497.99 (0%) | 502.5 (0%) | 489.06 (0%) | 489.61 (0%) |
| 2020/11/23 | 503.5 (0%) | 526 (0%) | 501.79 (0%) | 521.85 (0%) |
| 2020/11/24 | 540.42 (0.0037%) | 559.99 (0%) | 526.2 (0%) | 555.38 (0%) |
| 2020/11/25 | 550.16 (0.0182%) | 574 (0%) | 545.37 (0%) | 574 (0%) |
| 2020/11/27 | 581.84 (0.1170%) | 598.78 (0%) | 578.45 (0%) | 585.76 (0%) |
| 2020/11/30 | 602.21 (0%) | 607.8 (0%) | 554.51 (0%) | 567.6 (0%) |
| 2020/12/01 | 597.59 (0%) | 597.85 (0%) | 572.05 (0%) | 584.76 (0%) |
| 2020/12/02 | 556.2 (0.0431%) | 571.54 (0%) | 541.21 (0%) | 568.82 (0%) |
| 2020/12/03 | 590.02 (0%) | 598.97 (0%) | 582.43 (0%) | 593.38 (0%) |
| 2020/12/04 | 591.01 (0%) | 599.04 (0%) | 585.5 (0%) | 599.04 (0%) |
| 2020/12/07 | 605 (0.0132%) | 648.79 (0%) | 603.05 (0%) | 641.76 (0%) |
| 2020/12/08 | 625.38 (0.0208%) | 651.28 (0%) | 618.5 (0%) | 649.88 (0%) |
| 2020/12/09 | 653.69 (0%) | 654.32 (0%) | 588 (0%) | 604.48 (0%) |
| 2020/12/10 | 574.37 (0%) | 627.75 (0%) | 566.34 (0%) | 627.07 (0%) |
| 2020/12/11 | 615.62 (0.0992%) | 624 (0%) | 596.8 (0%) | 609.99 (0%) |
| 2020/12/14 | 619 (0%) | 642.75 (0%) | 610.2 (0%) | 639.83 (0%) |
| 2020/12/15 | 643.28 (0%) | 646.9 (0%) | 623.8 (0%) | 633.25 (0%) |
| 2020/12/16 | 628.28 (0.0080%) | 632.5 (0%) | 605 (0%) | 622.77 (0%) |
| 2020/12/17 | 628.35 (0.0255%) | 658.82 (0%) | 619.53 (0.0048%) | 655.9 (0%) |
| 2020/12/18 | 668.9 (0%) | 695 (0%) | 628.7 (0.0255%) | 695 (0%) |
| 2020/12/21 | 666.24 (0%) | 668.5 (0%) | 646.07 (0%) | 649.86 (0%) |
| 2020/12/22 | 647.9 (0.0154%) | 649.88 (0%) | 614.23 (0%) | 640.34 (0%) |
| 2020/12/23 | 632.2 (0%) | 651.5 (0%) | 622.57 (0%) | 645.98 (0%) |
| 2020/12/24 | 642.99 (0%) | 666.09 (0%) | 641 (0%) | 661.77 (0%) |
| 2020/12/28 | 674.42 (0.0133%) | 681.4 (0%) | 660.8 (0%) | 663.69 (0%) |
| 2020/12/29 | 661.02 (0.0030%) | 669.9 (0%) | 655 (0%) | 665.99 (0%) |
| 2020/12/30 | 672.11 (0.0164%) | 696.6 (0%) | 668.36 (0%) | 694.78 (0%) |
| 2020/12/31 | 699.99 (0%) | 718.72 (0%) | 691.12 (0%) | 705.67 (0%) |
| 2021/01/04 | 719.5 (0.0056%) | 744.49 (0%) | 717.18 (0.0014%) | 729.77 (0%) |
| 2021/01/05 | 723.66 (0%) | 740.84 (0%) | 719.2 (0%) | 735.11 (0%) |
| 2021/01/06 | 758.49 (0%) | 774 (0%) | 749.5 (0.0534%) | 755.98 (0%) |
| 2021/01/07 | 777.63 (0%) | 816.99 (0%) | 775.2 (0%) | 816.04 (0%) |
| 2021/01/08 | 856 (0%) | 884.49 (0%) | 838.39 (0%) | 880.02 (0%) |
| 2021/01/11 | 849.7 (0.0353%) | 854.43 (0%) | 803.62 (0%) | 811.19 (0%) |
| 2021/01/12 | 831 (0%) | 868 (0%) | 827.34 (0%) | 849.44 (0%) |
| 2021/01/13 | 852.41 (0.0410%) | 860.47 (0%) | 832 (0%) | 854.41 (0%) |
| 2021/01/14 | 843.49 (0.0119%) | 863 (0%) | 838.75 (0%) | 845 (0%) |
| 2021/01/15 | 852 (0%) | 859.9 (0%) | 819.1 (0%) | 826.16 (0%) |
| 2021/01/19 | 837.85 (0.0060%) | 850 (0%) | 833 (0%) | 844.55 (0%) |
| 2021/01/20 | 858.74 (0%) | 859.51 (0.0012%) | 837.28 (0%) | 850.45 (0%) |
| 2021/01/21 | 854.51 (0.0573%) | 855.72 (0%) | 841.42 (0%) | 844.99 (0%) |
| 2021/01/22 | 834.15 (0.0192%) | 848 (0%) | 828.62 (0%) | 846.64 (0%) |
| 2021/01/25 | 855.04 (0.0047%) | 900.4 (0%) | 838.82 (0%) | 880.8 (0%) |
| 2021/01/26 | 891.38 (0%) | 895.9 (0%) | 871.6 (0%) | 883.09 (0%) |
| 2021/01/27 | 870.56 (0.0241%) | 891.51 (0.0011%) | 858.66 (0%) | 864.16 (0%) |
| 2021/01/28 | 819.64 (0.0439%) | 848 (0%) | 801 (0%) | 835.43 (0%) |
| 2021/01/29 | 830 (0%) | 842.41 (0%) | 780.1 (0%) | 793.53 (0%) |
| 2021/02/01 | 813.64 (0.0798%) | 842 (0%) | 795.56 (0%) | 839.81 (0%) |
| 2021/02/02 | 845 (0.0379%) | 880.22 (0.0318%) | 842.2 (0%) | 872.79 (0%) |
| 2021/02/03 | 877.27 (0.0285%) | 878.08 (0%) | 853.06 (0%) | 854.69 (0%) |
| 2021/02/04 | 854.55 (0.0526%) | 856.5 (0%) | 833.42 (0%) | 849.99 (0%) |
| 2021/02/05 | 845 (0%) | 864.77 (0%) | 838.97 (0%) | 852.23 (0%) |
| 2021/02/08 | 869.65 (0.0023%) | 877.77 (0%) | 854.75 (0%) | 863.42 (0%) |
| 2021/02/09 | 855.12 (0%) | 859.8 (0%) | 842 (0.0297%) | 849.46 (0%) |
| 2021/02/10 | 843.15 (0.0581%) | 844.82 (0%) | 800.02 (0%) | 804.82 (0%) |
| 2021/02/11 | 812.44 (0%) | 829.88 (0%) | 801.79 (0.0075%) | 811.66 (0%) |
| 2021/02/12 | 801.26 (0%) | 817.33 (0%) | 785.33 (0%) | 816.12 (0%) |
| FLGT | すべての値 | 始値 | 高値 | 安値 | 終値 |
|---|---|---|---|---|---|
| 平均誤差 | 0.0158% | 0.0581% | 0.0034% | 0.0016% | 0.0001% |
| 最大誤差 | 0.8797% | 0.8797% | 0.1354% | 0.0554% | 0.0098% |
| 誤差0データの割合 | 89.5% | 74.0% | 91.0% | 94.0% | 99.0% |
| date | open | high | low | close |
|---|---|---|---|---|
| 2020/09/22 | 40.98 (0.5397%) | 44.41 (0.0225%) | 39.39 (0%) | 40.25 (0%) |
| 2020/09/23 | 39.61 (0%) | 40.69 (0%) | 38.69 (0%) | 39.86 (0%) |
| 2020/09/24 | 38.79 (0%) | 41.67 (0%) | 38.58 (0%) | 39.52 (0%) |
| 2020/09/25 | 39.53 (0%) | 40.22 (0%) | 38.01 (0%) | 39.38 (0%) |
| 2020/09/28 | 40 (0%) | 41.24 (0%) | 37.62 (0%) | 38.94 (0%) |
| 2020/09/29 | 39.04 (0%) | 42.58 (0%) | 39 (0%) | 41.81 (0%) |
| 2020/09/30 | 42.43 (0.8797%) | 42.87 (0%) | 39.7 (0%) | 40.04 (0%) |
| 2020/10/01 | 40.34 (0.0248%) | 40.92 (0%) | 38.84 (0%) | 40.62 (0%) |
| 2020/10/02 | 39.35 (0.1522%) | 40.81 (0%) | 39.25 (0%) | 39.97 (0%) |
| 2020/10/05 | 40.59 (0%) | 47.16 (0%) | 40.55 (0%) | 46.98 (0%) |
| 2020/10/06 | 47 (0%) | 47.19 (0%) | 43.51 (0%) | 44.52 (0%) |
| 2020/10/07 | 45 (0%) | 46 (0%) | 43.85 (0%) | 44.98 (0%) |
| 2020/10/08 | 45.9 (0%) | 46.4 (0%) | 44.19 (0%) | 44.87 (0%) |
| 2020/10/09 | 44.7 (0.0448%) | 44.7 (0.0448%) | 43.62 (0%) | 44 (0%) |
| 2020/10/12 | 45.38 (0%) | 45.45 (0%) | 43.52 (0%) | 43.68 (0%) |
| 2020/10/13 | 43.9 (0%) | 43.99 (0.0227%) | 41.15 (0%) | 41.92 (0%) |
| 2020/10/14 | 42 (0%) | 42.55 (0%) | 37.66 (0%) | 38.17 (0%) |
| 2020/10/15 | 37.71 (0%) | 38.02 (0%) | 36.38 (0%) | 36.97 (0%) |
| 2020/10/16 | 37.52 (0%) | 37.55 (0%) | 35.06 (0%) | 35.71 (0%) |
| 2020/10/19 | 36.12 (0.0554%) | 37.85 (0%) | 35.88 (0.0279%) | 36.82 (0%) |
| 2020/10/20 | 36.82 (0%) | 36.92 (0%) | 34.32 (0%) | 35.57 (0%) |
| 2020/10/21 | 35.57 (0%) | 36.99 (0%) | 35 (0%) | 35.29 (0%) |
| 2020/10/22 | 34.95 (0%) | 35.6 (0%) | 34.7 (0%) | 35.35 (0%) |
| 2020/10/23 | 35.8 (0%) | 35.94 (0%) | 34.6 (0%) | 35.85 (0%) |
| 2020/10/26 | 35.37 (0.2551%) | 36.46 (0%) | 33.51 (0%) | 34.35 (0%) |
| 2020/10/27 | 34.39 (0%) | 36.53 (0%) | 33.96 (0%) | 36.35 (0%) |
| 2020/10/28 | 35.25 (0.0852%) | 36.05 (0%) | 33.64 (0%) | 34.59 (0%) |
| 2020/10/29 | 34.68 (0%) | 34.93 (0.0286%) | 33.76 (0%) | 34.19 (0%) |
| 2020/10/30 | 34.02 (0%) | 34.43 (0.0291%) | 31.46 (0%) | 32.53 (0%) |
| 2020/11/02 | 32.59 (0%) | 34.3 (0%) | 32.04 (0%) | 34.24 (0%) |
| 2020/11/03 | 35 (0%) | 35.84 (0%) | 34 (0%) | 35.57 (0%) |
| 2020/11/04 | 36.88 (0%) | 38.2 (0%) | 35.88 (0%) | 37.02 (0%) |
| 2020/11/05 | 38.03 (0.2108%) | 38.88 (0%) | 36.52 (0%) | 38.72 (0%) |
| 2020/11/06 | 38.45 (0%) | 40.19 (0%) | 37.65 (0%) | 40.02 (0%) |
| 2020/11/09 | 34.4 (0.2899%) | 34.99 (0.0286%) | 30.05 (0%) | 31.01 (0%) |
| 2020/11/10 | 36 (0%) | 36 (0%) | 32.83 (0%) | 33.22 (0%) |
| 2020/11/11 | 34.18 (0.0292%) | 34.25 (0%) | 32 (0%) | 32.75 (0%) |
| 2020/11/12 | 32.75 (0%) | 40.68 (0%) | 32.31 (0.0309%) | 38.45 (0%) |
| 2020/11/13 | 40.65 (0%) | 45 (0%) | 39.7 (0%) | 42.8 (0%) |
| 2020/11/16 | 43 (0%) | 48.85 (0%) | 43 (0%) | 46.05 (0%) |
| 2020/11/17 | 46.81 (0.0214%) | 46.85 (0%) | 43.13 (0%) | 44.43 (0%) |
| 2020/11/18 | 44.49 (0.1123%) | 45.34 (0%) | 43.13 (0%) | 43.42 (0%) |
| 2020/11/19 | 43.44 (0.7993%) | 44.38 (0.1354%) | 41.05 (0%) | 41.66 (0%) |
| 2020/11/20 | 42 (0%) | 44.39 (0%) | 40.74 (0%) | 43 (0%) |
| 2020/11/23 | 44.25 (0%) | 46.72 (0%) | 41.77 (0%) | 43.6 (0%) |
| 2020/11/24 | 42.35 (0%) | 42.5 (0%) | 36.5 (0%) | 36.94 (0%) |
| 2020/11/25 | 38.15 (0%) | 38.8 (0%) | 35.19 (0%) | 36.51 (0%) |
| 2020/11/27 | 37.26 (0%) | 41.7 (0%) | 37.14 (0%) | 40.63 (0%) |
| 2020/11/30 | 42.35 (0%) | 45 (0%) | 40.5 (0%) | 44.92 (0%) |
| 2020/12/01 | 45.16 (0%) | 45.9 (0%) | 42.5 (0%) | 45.85 (0%) |
| 2020/12/02 | 45.37 (0%) | 47.49 (0%) | 44.3 (0%) | 47.08 (0%) |
| 2020/12/03 | 47.08 (0%) | 47.79 (0%) | 42 (0%) | 42.66 (0%) |
| 2020/12/04 | 43.21 (0.1156%) | 44.84 (0%) | 42.67 (0%) | 43.55 (0%) |
| 2020/12/07 | 44.85 (0.0446%) | 46.1 (0%) | 43.61 (0%) | 45.63 (0%) |
| 2020/12/08 | 45.21 (0%) | 49.89 (0%) | 44.01 (0%) | 48.57 (0%) |
| 2020/12/09 | 49.65 (0.3212%) | 52.02 (0%) | 47.05 (0%) | 48.01 (0%) |
| 2020/12/10 | 47.32 (0.2109%) | 54.14 (0%) | 46.2 (0%) | 51.08 (0%) |
| 2020/12/11 | 50.42 (0%) | 50.98 (0%) | 48.25 (0%) | 49.87 (0%) |
| 2020/12/14 | 50.87 (0%) | 52.46 (0.0191%) | 44.48 (0%) | 44.77 (0%) |
| 2020/12/15 | 45.81 (0%) | 45.98 (0%) | 42 (0%) | 45.18 (0%) |
| 2020/12/16 | 45.27 (0%) | 45.45 (0%) | 42.96 (0%) | 43.38 (0%) |
| 2020/12/17 | 43.78 (0.0228%) | 44.2 (0%) | 41.6 (0%) | 43.43 (0%) |
| 2020/12/18 | 43.5 (0%) | 45.55 (0%) | 42.47 (0%) | 44.36 (0%) |
| 2020/12/21 | 44 (0%) | 49.72 (0%) | 42.51 (0%) | 49.72 (0%) |
| 2020/12/22 | 50.89 (0%) | 51.69 (0%) | 47.3 (0%) | 49.79 (0%) |
| 2020/12/23 | 50 (0%) | 51.41 (0%) | 46.8 (0%) | 46.94 (0%) |
| 2020/12/24 | 46.95 (0%) | 47.62 (0%) | 45.06 (0%) | 45.77 (0%) |
| 2020/12/28 | 46.6 (0%) | 47.21 (0%) | 42.52 (0%) | 46.75 (0%) |
| 2020/12/29 | 48.87 (0%) | 51.99 (0%) | 46.84 (0%) | 50.795 (0.0098%) |
| 2020/12/30 | 52.34 (0%) | 52.55 (0%) | 49.01 (0%) | 50.73 (0%) |
| 2020/12/31 | 51.79 (0%) | 56.53 (0%) | 50.25 (0%) | 52.1 (0%) |
| 2021/01/04 | 54.28 (0%) | 60 (0%) | 53.02 (0%) | 59.3 (0%) |
| 2021/01/05 | 59.85 (0%) | 66 (0%) | 59.5 (0%) | 63.65 (0%) |
| 2021/01/06 | 64.29 (0%) | 68.8 (0%) | 62.81 (0%) | 66.86 (0%) |
| 2021/01/07 | 67.91 (0%) | 73.15 (0%) | 67.91 (0%) | 70.84 (0%) |
| 2021/01/08 | 71.17 (0.2394%) | 71.9 (0%) | 58.55 (0%) | 63.34 (0%) |
| 2021/01/11 | 60.59 (0%) | 65.75 (0%) | 59.8 (0%) | 62.07 (0%) |
| 2021/01/12 | 62.07 (0%) | 70.7 (0%) | 62.05 (0%) | 69.89 (0%) |
| 2021/01/13 | 71.01 (0.0141%) | 71.27 (0%) | 67.25 (0.0149%) | 69.84 (0%) |
| 2021/01/14 | 69.61 (0.1005%) | 73.9 (0%) | 68.1 (0.0147%) | 69.07 (0%) |
| 2021/01/15 | 68.5 (0%) | 72.8 (0%) | 66.01 (0%) | 70.72 (0%) |
| 2021/01/19 | 72.98 (0%) | 77.74 (0%) | 71.51 (0%) | 76.74 (0%) |
| 2021/01/20 | 77.56 (0%) | 79.64 (0%) | 66.53 (0.0150%) | 69.48 (0%) |
| 2021/01/21 | 70.83 (0%) | 70.83 (0%) | 65.66 (0%) | 66.23 (0%) |
| 2021/01/22 | 66.46 (0.0602%) | 69.47 (0%) | 65.99 (0%) | 69.24 (0%) |
| 2021/01/25 | 70.1 (0%) | 74.44 (0%) | 68.17 (0%) | 70 (0%) |
| 2021/01/26 | 70.28 (0%) | 76.88 (0%) | 70.2 (0%) | 75.61 (0%) |
| 2021/01/27 | 72.51 (0%) | 91.25 (0%) | 72.24 (0.0554%) | 85.86 (0%) |
| 2021/01/28 | 86.87 (0%) | 94.4 (0%) | 83 (0%) | 92.49 (0%) |
| 2021/01/29 | 95.38 (0.3894%) | 110.75 (0%) | 95 (0%) | 110.49 (0%) |
| 2021/02/01 | 112.3 (0%) | 159.44 (0%) | 112.01 (0%) | 137.91 (0%) |
| 2021/02/02 | 142.56 (0%) | 148.61 (0%) | 108 (0%) | 112.83 (0%) |
| 2021/02/03 | 119.49 (0%) | 134.25 (0%) | 118.81 (0%) | 126.66 (0%) |
| 2021/02/04 | 127.11 (0%) | 129.41 (0.0077%) | 114.39 (0%) | 119.2 (0%) |
| 2021/02/05 | 120.43 (0.1247%) | 141.77 (0%) | 116.11 (0%) | 141.52 (0%) |
| 2021/02/08 | 150 (0.6623%) | 167.91 (0%) | 143 (0%) | 161.97 (0%) |
| 2021/02/09 | 166 (0%) | 189.89 (0%) | 165.01 (0%) | 183.85 (0%) |
| 2021/02/10 | 173.43 (0%) | 179 (0%) | 162 (0%) | 172.47 (0%) |
| 2021/02/11 | 172.71 (0%) | 185.5 (0%) | 170.25 (0%) | 170.98 (0%) |
| 2021/02/12 | 168.5 (0%) | 174.3 (0%) | 160 (0%) | 161.09 (0%) |
あとがき
APIを使って落としたデータとMarketWatchから落としたデータをエクセルで比較するだけですので、やっていることは至極単純で簡単です。
軽い気持ちで検証してみましたが、特性がこれほどまでに色濃く出るとは思いませんでした。新たな発見、おもろーですね。ちなみにCboe Oneで出来高データも取得できましたが、こちらはまったく使い物になりません。
銘柄数を増やせばもっと説得力が増しますが、単純作業は好きではないのでこの程度でご勘弁ください。
1ドルでまあまあの精度のCboe One、コスパはいいのではないでしょうか？
コメント
IB証券にてオプショントレードをしている者です。
IB証券のマーケットデータ購読を安く済ませる方法、
と共に大変参考になりました。ありがとうございます。
ご質問なのですがCboe One及びOPRAを購読することでオプションのデータもストリーミングで
見られるという事でしょうか？（場中では価格が動いていたので見られるとは思うのですが）
寄一さん、参考になったコメントありがとうございます！
ニッチな記事を書いた甲斐がありました(笑)
Cboe One及びOPRAを購読すればオプションデータを含めてストリーミングで見られるという認識でよいはずです。
ただFirstradeやbarchartなどのオプション価格と見比べるとずれがあります。
Firstradeとbarchartでもずれているので何が正しいオプション価格なのかってのが分からない状態ではあります…。
クノウ様
ご返信ありがとうございます。株式のリアルタイムでInvesting.comより反映が早く、
ライトプラン向けのデータでも十分実用に耐える感じでした。
…オプションは基本的に利小損大を勝率でカバーするので（売りの場合ですが）、
価格ずれてほしくないです…。
m(_ _”m)