IB証券の激安マーケットデータCboe Oneの精度を検証

IB証券の激安マーケットデータCboe Oneの精度を検証証券会社

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%

誤差はMarketWatchのデータとの相対誤差の絶対値で表しています

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%
dateopenhighlowclose
2020/09/227.99 (0%)8.38 (0%)7.72 (0%)8.27 (0%)
2020/09/238.13 (0%)8.23 (0.1217%)7.17 (0%)7.26 (0%)
2020/09/247 (0%)7.59 (0%)7 (0%)7.35 (0%)
2020/09/257.42 (0%)7.94 (0%)7.41 (0%)7.77 (0%)
2020/09/288.06 (0%)8.06 (0%)7.55 (0%)7.76 (0%)
2020/09/297.76 (0%)8.66 (0%)7.76 (0%)8.15 (0%)
2020/09/308.26 (0%)8.68 (0%)7.78 (0%)7.99 (0%)
2020/10/018.14 (0%)8.17 (0%)7.65 (0%)8.08 (0%)
2020/10/027.7 (0%)8.13 (0%)7.66 (0%)8.08 (0%)
2020/10/058.13 (0%)8.28 (0%)7.81 (0%)8.14 (0%)
2020/10/068.11 (0%)8.42 (0%)7.86 (0%)7.92 (0%)
2020/10/078.06 (0%)8.65 (0%)7.98 (0.1252%)8.53 (0%)
2020/10/089.08 (0%)10.64 (0%)8.72 (0%)10.52 (0%)
2020/10/0910.35 (0%)11.8 (0%)10.18 (0%)10.36 (0%)
2020/10/1210.62 (0%)12.4 (0%)10.5 (0%)12.26 (0%)
2020/10/1312.5 (0%)12.78 (0%)11.51 (0%)12.36 (0%)
2020/10/1412.78 (0%)13.69 (0%)12.41 (0%)12.87 (0%)
2020/10/1512.02 (0%)12.99 (0%)11.63 (0%)12.91 (0%)
2020/10/1613.57 (0%)15.88 (0%)13.27 (0%)15.22 (0%)
2020/10/1914.85 (0%)15.76 (0%)14.34 (0%)15.32 (0%)
2020/10/2015.36 (0%)17.13 (0%)15 (0%)15.37 (0%)
2020/10/2115.75 (0%)15.87 (0%)14.15 (0%)15.54 (0%)
2020/10/2215.33 (0%)16.88 (0%)15.33 (0%)16.49 (0%)
2020/10/2316.68 (0.1802%)17.94 (0.2225%)16.32 (0%)17.87 (0%)
2020/10/2618.97 (0%)19.6 (0%)17.46 (0.0572%)18.03 (0%)
2020/10/2718.35 (0.2185%)18.58 (0%)16.8 (0%)17.71 (0%)
2020/10/2816.6 (0%)17.9 (0%)15.25 (0%)17.66 (0%)
2020/10/2917 (0%)17.56 (0%)16.2 (0%)17.27 (0%)
2020/10/3016.68 (0%)17.3 (0%)14.7 (0%)14.96 (0%)
2020/11/0215.41 (0%)16.47 (0%)15.05 (0%)16.05 (0%)
2020/11/0316.56 (0%)17.65 (0%)16.31 (0%)17.26 (0%)
2020/11/0417.75 (0%)18.08 (0%)17.14 (0%)17.64 (0%)
2020/11/0517.95 (0%)19.61 (0%)17.75 (0%)19.34 (0%)
2020/11/0619.25 (0%)19.3 (0%)18.25 (0%)18.95 (0%)
2020/11/0917.83 (0%)17.85 (0%)15.81 (0%)16 (0%)
2020/11/1013.1 (0%)15 (0%)11.7 (0%)12.91 (0%)
2020/11/1113.61 (0%)13.79 (0%)12.96 (0%)12.96 (0%)
2020/11/1213.15 (0%)14.45 (0%)13.07 (0%)13.57 (0%)
2020/11/1313.72 (0%)14.71 (0%)13.62 (0%)14.69 (0%)
2020/11/1614.75 (0%)15.58 (0%)14.44 (0%)15.4 (0%)
2020/11/1715.31 (0%)17.64 (0%)14.81 (0%)17.22 (0%)
2020/11/1817.76 (0%)20.75 (0%)17.76 (0%)20.47 (0%)
2020/11/1920.26 (0%)24.23 (0.6560%)20.26 (0%)24.23 (0%)
2020/11/2024.1 (0%)25.79 (0%)22.1 (0%)24.74 (0%)
2020/11/2325.71 (0%)31.19 (0%)25.67 (0%)30.14 (0%)
2020/11/2432 (0%)33.42 (0%)28.18 (0%)30.4 (0%)
2020/11/2529.73 (0.0672%)38.86 (0%)29.73 (0.0672%)37.61 (0%)
2020/11/2740.71 (0%)40.9 (0%)35.3 (0%)36.89 (0%)
2020/11/3033.31 (0%)34.56 (0%)30.36 (0%)32.17 (0%)
2020/12/0132.76 (0%)32.76 (0%)27.57 (0%)27.81 (0%)
2020/12/0226.67 (0%)33.28 (0%)24.53 (0%)32.7 (0%)
2020/12/0333.46 (0%)35.11 (0%)31.55 (0%)33.34 (0%)
2020/12/0433.39 (0%)33.95 (0%)30.3 (0%)31.54 (0%)
2020/12/0731.5 (1.7467%)35.79 (0%)31.5 (1.4701%)33.25 (0%)
2020/12/0834.08 (0.0293%)36.47 (0%)32.56 (0%)35.5 (0%)
2020/12/0935.85 (0.3639%)37.62 (0%)32.52 (0%)33.47 (0%)
2020/12/1032.03 (0.4970%)38.23 (0.0262%)31.91 (0%)37.81 (0%)
2020/12/1138.1 (0.2632%)40.78 (0%)36.07 (0%)38.13 (0%)
2020/12/1439.26 (0%)39.8 (0%)36.42 (0%)37.03 (0%)
2020/12/1536.83 (0%)38.44 (0%)35.15 (0%)36.29 (0%)
2020/12/1636.2 (0%)41 (0%)36.02 (0%)39.29 (0%)
2020/12/1739.34 (0%)40.92 (0%)38.52 (0%)39.14 (0%)
2020/12/1839.36 (0%)43.71 (0%)37.7 (0%)42.51 (0%)
2020/12/2141.9 (0%)44.48 (0%)41.03 (0%)41.76 (0%)
2020/12/2242.62 (0%)48.16 (0%)42.25 (0%)47.67 (0%)
2020/12/2348.37 (0%)49 (0%)44.13 (0%)46.44 (0%)
2020/12/2447.13 (0%)47.5 (0%)41.7 (0%)43.62 (0%)
2020/12/2844.02 (0%)44.3 (0%)38.05 (0%)40.36 (0%)
2020/12/2940.81 (0%)41.68 (0%)38.47 (0%)39.92 (0%)
2020/12/3040.23 (0%)44 (0%)40.06 (0%)42.56 (0%)
2020/12/3142.5 (0%)42.6 (0%)39.83 (0.0251%)40.35 (0%)
2021/01/0439.94 (0%)40.57 (0%)35.52 (0%)35.68 (0%)
2021/01/0534.35 (0%)37.44 (0%)34.11 (0%)36.24 (0%)
2021/01/0635.8 (0%)36.69 (0%)33 (0%)33.21 (0%)
2021/01/0734.82 (0%)39.36 (0.0254%)34.59 (0%)37.85 (0%)
2021/01/0839.29 (0%)39.99 (0%)35.68 (0%)37.22 (0%)
2021/01/1135.86 (0.2226%)38.26 (0%)35.44 (0%)36.48 (0%)
2021/01/1237.05 (0%)40.99 (0%)36.26 (0%)40.43 (0%)
2021/01/1340.35 (0%)45.96 (0%)38.8 (0%)43.3 (0%)
2021/01/1444.92 (0%)47.88 (0%)44.51 (0%)46.86 (0%)
2021/01/1546.83 (0%)48 (0%)42.02 (0%)43.47 (0%)
2021/01/1944.86 (0%)45.75 (0%)42.22 (0%)45.56 (0%)
2021/01/2045.87 (0%)47.65 (0%)42.62 (0%)43.69 (0%)
2021/01/2143.83 (0%)46.55 (0%)41.26 (0%)45.57 (0%)
2021/01/2245.07 (0%)57.43 (0%)45.01 (0.0222%)56.96 (0%)
2021/01/2558.01 (0%)60.68 (0.0165%)48.12 (0%)58.79 (0%)
2021/01/2659.06 (0%)62.72 (0%)56.31 (0%)57.91 (0%)
2021/01/2756 (0%)65.5 (0%)54.25 (0%)57.37 (0%)
2021/01/2857.35 (0%)62 (0%)54.5 (0%)56.45 (0%)
2021/01/2957.5 (0%)62.38 (0%)54.8 (0%)57.55 (0%)
2021/02/0159.5 (0%)64.88 (0%)56.4 (0%)62.8 (0%)
2021/02/0266.01 (0%)67.67 (0%)61.08 (0%)61.39 (0%)
2021/02/0362.59 (0%)66.25 (0%)61.59 (0%)64.18 (0%)
2021/02/0465 (0%)67.48 (0%)63.83 (0%)64.24 (0%)
2021/02/0565.56 (0%)65.7 (0%)60.56 (0%)61.23 (0%)
2021/02/0862.03 (0%)64.5 (0%)61.25 (0%)61.28 (0%)
2021/02/0962.36 (0.1285%)66.45 (0%)61.8 (0%)65.49 (0%)
2021/02/1065.79 (0.4274%)69.89 (0%)63.62 (0%)65.51 (0%)
2021/02/1167 (0%)67.47 (0%)61.8 (0%)62.79 (0%)
2021/02/1262.3 (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%
dateopenhighlowclose
2020/09/2234.15 (0%)34.65 (0%)33.56 (0%)34.07 (0%)
2020/09/2334.29 (0.0292%)35.05 (0%)33.05 (0%)33.08 (0%)
2020/09/2432.78 (0.0305%)33.4 (0%)31.22 (0%)32.74 (0%)
2020/09/2532.57 (0.0307%)34.27 (0%)32.49 (0%)34.2 (0%)
2020/09/2835.33 (0.0283%)36.9 (0%)34.66 (0%)35.94 (0%)
2020/09/2935.59 (0.1125%)35.61 (0%)34.24 (0%)34.51 (0%)
2020/09/3034.95 (0%)36.22 (0%)34.54 (0%)34.75 (0%)
2020/10/0135.27 (0.1135%)35.49 (0%)34.56 (0.0289%)35.18 (0%)
2020/10/0233.36 (0%)36.77 (0%)33.27 (0%)36.01 (0%)
2020/10/0536.42 (0.0274%)36.58 (0%)35.42 (0%)36.2 (0%)
2020/10/0636.73 (0%)37.09 (0%)34.84 (0%)34.88 (0%)
2020/10/0736.51 (0%)37.22 (0%)35.88 (0%)36.38 (0%)
2020/10/0837.1 (0.1615%)37.69 (0%)35.85 (0%)37 (0%)
2020/10/0937.1 (0.1350%)37.8 (0%)36.27 (0%)37.12 (0%)
2020/10/1236.7 (0%)36.99 (0%)36.26 (0%)36.38 (0%)
2020/10/1335.66 (0.0280%)35.95 (0%)35.21 (0.0284%)35.26 (0%)
2020/10/1435.27 (0.0284%)36.33 (0%)35.17 (0%)35.61 (0%)
2020/10/1535.26 (0.2274%)35.38 (0%)33.63 (0.0297%)34.25 (0%)
2020/10/1634.36 (0.1457%)34.58 (0%)33.81 (0.0296%)34.16 (0%)
2020/10/1934.45 (0%)36.55 (0%)34.44 (0%)35.5 (0%)
2020/10/2036.16 (0%)36.59 (0%)35.2 (0%)36.06 (0%)
2020/10/2135.98 (0.1949%)36.14 (0%)35.21 (0%)35.54 (0%)
2020/10/2235.94 (0.1114%)37.45 (0%)35.65 (0%)37.24 (0%)
2020/10/2337.09 (0.0270%)38.1 (0%)36.52 (0%)38.01 (0%)
2020/10/2637.37 (0%)37.4 (0%)34.67 (0%)35.34 (0%)
2020/10/2735.11 (0%)35.65 (0%)34.15 (0%)34.17 (0%)
2020/10/2833.15 (0.1208%)33.66 (0%)32.16 (0%)32.6 (0%)
2020/10/2932.62 (0.0306%)33.75 (0%)32.43 (0%)33.57 (0%)
2020/10/3033.15 (0%)34.02 (0%)32.83 (0%)33.86 (0%)
2020/11/0234.08 (0%)34.1 (0%)32.95 (0%)33.78 (0%)
2020/11/0334.33 (0.0291%)34.68 (0%)33.76 (0%)34.02 (0%)
2020/11/0433.98 (0.0588%)34.25 (0%)32.96 (0%)33.34 (0%)
2020/11/0533.7 (0%)35.46 (0%)33.57 (0%)35.35 (0%)
2020/11/0634.96 (0.1719%)35.15 (0%)34.2 (0%)34.68 (0%)
2020/11/0941.9 (0%)44.06 (0%)39.13 (0%)41.32 (0%)
2020/11/1040.44 (0.0247%)41.63 (0%)39.48 (0%)40.05 (0%)
2020/11/1140.07 (0%)40.16 (0%)38.19 (0%)38.51 (0%)
2020/11/1237.46 (0.0267%)38.71 (0%)36.56 (0%)36.85 (0%)
2020/11/1337.24 (0%)39.1 (0%)37.08 (0%)38.99 (0%)
2020/11/1642.18 (0%)42.78 (0%)40.05 (0%)41 (0%)
2020/11/1740.03 (0.0750%)41.1 (0%)39.57 (0.0253%)40.6 (0%)
2020/11/1841.38 (0.2651%)42.89 (0%)41.05 (0%)41.05 (0%)
2020/11/1941 (0%)41.44 (0%)40.19 (0%)40.94 (0%)
2020/11/2040.74 (0.0737%)40.97 (0%)39.67 (0%)39.9 (0%)
2020/11/2340.18 (0%)41.18 (0%)40.04 (0.0250%)40.93 (0%)
2020/11/2442.71 (0%)45 (0%)42.45 (0%)44.96 (0%)
2020/11/2544.44 (0.1124%)45.91 (0%)43.65 (0%)45.64 (0%)
2020/11/2746.17 (0.0649%)46.76 (0%)45.14 (0%)45.3 (0%)
2020/11/3046.47 (0%)46.5 (0%)44.2 (0%)45.05 (0%)
2020/12/0145.94 (0.2400%)46.57 (0%)45.23 (0%)45.32 (0%)
2020/12/0245.24 (0.3104%)46.73 (0%)44.52 (0%)46.73 (0%)
2020/12/0347.67 (0%)50.97 (0%)47.66 (0%)49.91 (0%)
2020/12/0450.47 (0.0396%)51.31 (0%)48.77 (0%)49.24 (0%)
2020/12/0749.3 (0.0406%)50.36 (0.0199%)48.71 (0%)49.2 (0%)
2020/12/0849.02 (0%)50.4 (0%)48.72 (0%)49.04 (0%)
2020/12/0949.84 (0%)50.09 (0%)46.73 (0%)48.02 (0%)
2020/12/1046.81 (0.1498%)49.71 (0%)46.6 (0%)49.64 (0%)
2020/12/1149.24 (0.1831%)49.89 (0%)47.64 (0%)48.36 (0%)
2020/12/1449.5 (0.2016%)49.65 (0%)46.7 (0%)46.72 (0%)
2020/12/1547.2 (0%)47.56 (0%)45.8 (0%)47.46 (0%)
2020/12/1646.5 (0%)46.91 (0%)45.55 (0%)46 (0%)
2020/12/1746.29 (0.0216%)46.4 (0%)45.46 (0%)45.88 (0%)
2020/12/1845.75 (0%)45.95 (0%)44.56 (0%)44.74 (0%)
2020/12/2143.14 (0.4844%)44.42 (0%)42.63 (0%)44.055 (0.0113%)
2020/12/2244.65 (0%)44.79 (0%)42.43 (0%)42.97 (0%)
2020/12/2343 (0.2320%)44.69 (0%)43 (0.1857%)44.11 (0%)
2020/12/2444.4 (0%)44.42 (0%)43.01 (0%)43.26 (0%)
2020/12/2844.02 (0.0454%)44.63 (0%)43.75 (0%)43.92 (0%)
2020/12/2944.41 (0.0900%)44.65 (0%)43.55 (0%)43.74 (0%)
2020/12/3043.66 (0.0458%)44.76 (0%)43.46 (0%)44.65 (0%)
2020/12/3144.47 (0.1351%)44.57 (0.0224%)43.11 (0%)43.25 (0%)
2021/01/0443.61 (0.1603%)43.7 (0%)41.43 (0%)41.63 (0%)
2021/01/0541.58 (0%)43.6 (0%)41.5 (0%)43.4 (0%)
2021/01/0643.58 (0.0459%)44.28 (0%)42.86 (0%)43.54 (0%)
2021/01/0743.85 (0.1142%)44.84 (0%)43.61 (0%)43.62 (0%)
2021/01/0843.6 (0.0459%)44 (0%)43.02 (0%)43.29 (0%)
2021/01/1142.81 (0.3281%)43.26 (0%)42.25 (0%)42.7 (0%)
2021/01/1242.81 (0%)44.17 (0%)42.46 (0%)44.08 (0%)
2021/01/1344.1 (0.1585%)44.64 (0%)43.44 (0%)44.43 (0%)
2021/01/1445.31 (0.0221%)46.8 (0%)45.31 (0.0221%)46.29 (0%)
2021/01/1545.85 (0%)45.98 (0%)43.88 (0%)43.89 (0%)
2021/01/1944.6 (0%)44.9 (0%)43.77 (0%)44.75 (0%)
2021/01/2045.04 (0%)45.65 (0%)44.41 (0%)45.18 (0%)
2021/01/2143.8 (0%)43.98 (0%)41.71 (0.0240%)42.59 (0%)
2021/01/2241.95 (0%)42.29 (0%)41.61 (0%)42.14 (0%)
2021/01/2541.54 (0%)41.73 (0%)39.9 (0%)40.38 (0%)
2021/01/2640.8 (0%)41.39 (0%)40.56 (0%)41.25 (0%)
2021/01/2740.76 (0.0491%)41.65 (0%)40.31 (0%)40.91 (0%)
2021/01/2842.76 (0.1634%)44.2 (0%)41.62 (0%)42.55 (0%)
2021/01/2942.18 (0.1662%)42.5 (0%)39.77 (0%)39.99 (0%)
2021/02/0140.41 (0.1487%)40.41 (0%)39.17 (0.0255%)39.935 (0.0125%)
2021/02/0240.63 (0%)40.91 (0%)39.94 (0%)40.83 (0%)
2021/02/0341.02 (0%)42.2 (0%)40.52 (0%)42.04 (0%)
2021/02/0442.2 (0.1186%)42.61 (0%)41.83 (0.0239%)42.41 (0%)
2021/02/0542.88 (0%)42.94 (0%)41.94 (0%)42.14 (0%)
2021/02/0842.52 (0.0471%)44.64 (0%)42.24 (0.0474%)44.35 (0%)
2021/02/0944.01 (0.1135%)44.1 (0.0227%)42.82 (0%)43.32 (0%)
2021/02/1043.86 (0%)44.22 (0%)43.36 (0%)43.78 (0%)
2021/02/1143.68 (0.0917%)43.84 (0%)42.99 (0%)43.44 (0%)
2021/02/1243.15 (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%
dateopenhighlowclose
2020/09/22429.6 (0%)437.76 (0%)417.6 (0%)424.23 (0%)
2020/09/23405.1 (0.0148%)412.15 (0%)375.88 (0%)380.36 (0%)
2020/09/24364 (0.0550%)399.5 (0%)351.3 (0%)387.79 (0%)
2020/09/25393.31 (0.0407%)408.74 (0.0024%)391.3 (0%)407.34 (0%)
2020/09/28424.79 (0.0400%)428.08 (0%)415.55 (0%)421.2 (0%)
2020/09/29415.85 (0.0361%)428.45 (0.0117%)411.6 (0%)419.07 (0%)
2020/09/30421.02 (0.0712%)433.93 (0%)420.47 (0%)429.01 (0%)
2020/10/01440.76 (0%)448.88 (0%)434.42 (0%)448.16 (0%)
2020/10/02421.21 (0.0427%)439.13 (0%)415 (0%)415.09 (0%)
2020/10/05423.35 (0%)433.64 (0%)419.33 (0%)425.68 (0%)
2020/10/06423.77 (0.0047%)428.78 (0%)406.05 (0%)413.98 (0%)
2020/10/07419.83 (0.0095%)429.9 (0%)413.85 (0%)425.3 (0%)
2020/10/08438.5 (0.0137%)439 (0%)425.3 (0%)425.92 (0%)
2020/10/09430.01 (0.0279%)434.59 (0%)426.46 (0%)434 (0%)
2020/10/12441.99 (0.0023%)448.74 (0%)438.58 (0%)442.3 (0%)
2020/10/13443.35 (0%)448.89 (0%)436.6 (0%)446.65 (0%)
2020/10/14449.8 (0.0044%)465.9 (0%)447.35 (0%)461.3 (0%)
2020/10/15450.31 (0%)456.57 (0%)442.5 (0%)448.88 (0%)
2020/10/16454.19 (0.0550%)455.95 (0%)438.85 (0%)439.67 (0%)
2020/10/19446.35 (0.0247%)447 (0%)428.87 (0%)430.83 (0%)
2020/10/20431.75 (0%)431.75 (0%)419.05 (0%)421.94 (0%)
2020/10/21422.89 (0.0449%)432.95 (0%)421.25 (0%)422.64 (0%)
2020/10/22442 (0.0181%)445.23 (0%)424.51 (0%)425.79 (0%)
2020/10/23421.61 (0.0545%)422.89 (0%)407.38 (0%)420.63 (0%)
2020/10/26411.63 (0%)425.76 (0%)410 (0%)420.28 (0%)
2020/10/27423.9 (0.0330%)430.5 (0%)420.1 (0%)424.68 (0%)
2020/10/28416.48 (0%)418.6 (0%)406 (0%)406.02 (0%)
2020/10/29409.91 (0.0122%)418.06 (0%)406.46 (0%)410.83 (0%)
2020/10/30406.89 (0.0025%)407.6 (0.0025%)379.11 (0%)388.04 (0%)
2020/11/02394 (0%)406.98 (0%)392.3 (0%)400.51 (0%)
2020/11/03409.76 (0.0073%)427.77 (0%)406.69 (0%)423.9 (0%)
2020/11/04430.62 (0%)435.4 (0%)417.1 (0%)420.98 (0%)
2020/11/05428.3 (0%)440 (0%)424 (0%)438.09 (0%)
2020/11/06436.1 (0%)436.57 (0%)424.28 (0%)429.95 (0%)
2020/11/09439.74 (0.0546%)452.5 (0%)421 (0%)421.26 (0%)
2020/11/10420.1 (0.0024%)420.1 (0.0024%)396.03 (0%)410.36 (0%)
2020/11/11416.45 (0%)418.7 (0%)410.58 (0%)417.13 (0%)
2020/11/12415.2 (0.0361%)423 (0%)409.52 (0%)411.76 (0%)
2020/11/13410.85 (0%)412.54 (0.0024%)401.66 (0%)408.5 (0%)
2020/11/16408.57 (0.0880%)412.45 (0%)404.08 (0.0025%)408.09 (0%)
2020/11/17460.26 (0.0196%)462 (0%)433.01 (0%)441.61 (0%)
2020/11/18448.05 (0.0669%)496 (0%)443.5 (0%)486.64 (0%)
2020/11/19492 (0%)508.62 (0.0020%)487.57 (0%)499.27 (0%)
2020/11/20497.99 (0%)502.5 (0%)489.06 (0%)489.61 (0%)
2020/11/23503.5 (0%)526 (0%)501.79 (0%)521.85 (0%)
2020/11/24540.42 (0.0037%)559.99 (0%)526.2 (0%)555.38 (0%)
2020/11/25550.16 (0.0182%)574 (0%)545.37 (0%)574 (0%)
2020/11/27581.84 (0.1170%)598.78 (0%)578.45 (0%)585.76 (0%)
2020/11/30602.21 (0%)607.8 (0%)554.51 (0%)567.6 (0%)
2020/12/01597.59 (0%)597.85 (0%)572.05 (0%)584.76 (0%)
2020/12/02556.2 (0.0431%)571.54 (0%)541.21 (0%)568.82 (0%)
2020/12/03590.02 (0%)598.97 (0%)582.43 (0%)593.38 (0%)
2020/12/04591.01 (0%)599.04 (0%)585.5 (0%)599.04 (0%)
2020/12/07605 (0.0132%)648.79 (0%)603.05 (0%)641.76 (0%)
2020/12/08625.38 (0.0208%)651.28 (0%)618.5 (0%)649.88 (0%)
2020/12/09653.69 (0%)654.32 (0%)588 (0%)604.48 (0%)
2020/12/10574.37 (0%)627.75 (0%)566.34 (0%)627.07 (0%)
2020/12/11615.62 (0.0992%)624 (0%)596.8 (0%)609.99 (0%)
2020/12/14619 (0%)642.75 (0%)610.2 (0%)639.83 (0%)
2020/12/15643.28 (0%)646.9 (0%)623.8 (0%)633.25 (0%)
2020/12/16628.28 (0.0080%)632.5 (0%)605 (0%)622.77 (0%)
2020/12/17628.35 (0.0255%)658.82 (0%)619.53 (0.0048%)655.9 (0%)
2020/12/18668.9 (0%)695 (0%)628.7 (0.0255%)695 (0%)
2020/12/21666.24 (0%)668.5 (0%)646.07 (0%)649.86 (0%)
2020/12/22647.9 (0.0154%)649.88 (0%)614.23 (0%)640.34 (0%)
2020/12/23632.2 (0%)651.5 (0%)622.57 (0%)645.98 (0%)
2020/12/24642.99 (0%)666.09 (0%)641 (0%)661.77 (0%)
2020/12/28674.42 (0.0133%)681.4 (0%)660.8 (0%)663.69 (0%)
2020/12/29661.02 (0.0030%)669.9 (0%)655 (0%)665.99 (0%)
2020/12/30672.11 (0.0164%)696.6 (0%)668.36 (0%)694.78 (0%)
2020/12/31699.99 (0%)718.72 (0%)691.12 (0%)705.67 (0%)
2021/01/04719.5 (0.0056%)744.49 (0%)717.18 (0.0014%)729.77 (0%)
2021/01/05723.66 (0%)740.84 (0%)719.2 (0%)735.11 (0%)
2021/01/06758.49 (0%)774 (0%)749.5 (0.0534%)755.98 (0%)
2021/01/07777.63 (0%)816.99 (0%)775.2 (0%)816.04 (0%)
2021/01/08856 (0%)884.49 (0%)838.39 (0%)880.02 (0%)
2021/01/11849.7 (0.0353%)854.43 (0%)803.62 (0%)811.19 (0%)
2021/01/12831 (0%)868 (0%)827.34 (0%)849.44 (0%)
2021/01/13852.41 (0.0410%)860.47 (0%)832 (0%)854.41 (0%)
2021/01/14843.49 (0.0119%)863 (0%)838.75 (0%)845 (0%)
2021/01/15852 (0%)859.9 (0%)819.1 (0%)826.16 (0%)
2021/01/19837.85 (0.0060%)850 (0%)833 (0%)844.55 (0%)
2021/01/20858.74 (0%)859.51 (0.0012%)837.28 (0%)850.45 (0%)
2021/01/21854.51 (0.0573%)855.72 (0%)841.42 (0%)844.99 (0%)
2021/01/22834.15 (0.0192%)848 (0%)828.62 (0%)846.64 (0%)
2021/01/25855.04 (0.0047%)900.4 (0%)838.82 (0%)880.8 (0%)
2021/01/26891.38 (0%)895.9 (0%)871.6 (0%)883.09 (0%)
2021/01/27870.56 (0.0241%)891.51 (0.0011%)858.66 (0%)864.16 (0%)
2021/01/28819.64 (0.0439%)848 (0%)801 (0%)835.43 (0%)
2021/01/29830 (0%)842.41 (0%)780.1 (0%)793.53 (0%)
2021/02/01813.64 (0.0798%)842 (0%)795.56 (0%)839.81 (0%)
2021/02/02845 (0.0379%)880.22 (0.0318%)842.2 (0%)872.79 (0%)
2021/02/03877.27 (0.0285%)878.08 (0%)853.06 (0%)854.69 (0%)
2021/02/04854.55 (0.0526%)856.5 (0%)833.42 (0%)849.99 (0%)
2021/02/05845 (0%)864.77 (0%)838.97 (0%)852.23 (0%)
2021/02/08869.65 (0.0023%)877.77 (0%)854.75 (0%)863.42 (0%)
2021/02/09855.12 (0%)859.8 (0%)842 (0.0297%)849.46 (0%)
2021/02/10843.15 (0.0581%)844.82 (0%)800.02 (0%)804.82 (0%)
2021/02/11812.44 (0%)829.88 (0%)801.79 (0.0075%)811.66 (0%)
2021/02/12801.26 (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%
dateopenhighlowclose
2020/09/2240.98 (0.5397%)44.41 (0.0225%)39.39 (0%)40.25 (0%)
2020/09/2339.61 (0%)40.69 (0%)38.69 (0%)39.86 (0%)
2020/09/2438.79 (0%)41.67 (0%)38.58 (0%)39.52 (0%)
2020/09/2539.53 (0%)40.22 (0%)38.01 (0%)39.38 (0%)
2020/09/2840 (0%)41.24 (0%)37.62 (0%)38.94 (0%)
2020/09/2939.04 (0%)42.58 (0%)39 (0%)41.81 (0%)
2020/09/3042.43 (0.8797%)42.87 (0%)39.7 (0%)40.04 (0%)
2020/10/0140.34 (0.0248%)40.92 (0%)38.84 (0%)40.62 (0%)
2020/10/0239.35 (0.1522%)40.81 (0%)39.25 (0%)39.97 (0%)
2020/10/0540.59 (0%)47.16 (0%)40.55 (0%)46.98 (0%)
2020/10/0647 (0%)47.19 (0%)43.51 (0%)44.52 (0%)
2020/10/0745 (0%)46 (0%)43.85 (0%)44.98 (0%)
2020/10/0845.9 (0%)46.4 (0%)44.19 (0%)44.87 (0%)
2020/10/0944.7 (0.0448%)44.7 (0.0448%)43.62 (0%)44 (0%)
2020/10/1245.38 (0%)45.45 (0%)43.52 (0%)43.68 (0%)
2020/10/1343.9 (0%)43.99 (0.0227%)41.15 (0%)41.92 (0%)
2020/10/1442 (0%)42.55 (0%)37.66 (0%)38.17 (0%)
2020/10/1537.71 (0%)38.02 (0%)36.38 (0%)36.97 (0%)
2020/10/1637.52 (0%)37.55 (0%)35.06 (0%)35.71 (0%)
2020/10/1936.12 (0.0554%)37.85 (0%)35.88 (0.0279%)36.82 (0%)
2020/10/2036.82 (0%)36.92 (0%)34.32 (0%)35.57 (0%)
2020/10/2135.57 (0%)36.99 (0%)35 (0%)35.29 (0%)
2020/10/2234.95 (0%)35.6 (0%)34.7 (0%)35.35 (0%)
2020/10/2335.8 (0%)35.94 (0%)34.6 (0%)35.85 (0%)
2020/10/2635.37 (0.2551%)36.46 (0%)33.51 (0%)34.35 (0%)
2020/10/2734.39 (0%)36.53 (0%)33.96 (0%)36.35 (0%)
2020/10/2835.25 (0.0852%)36.05 (0%)33.64 (0%)34.59 (0%)
2020/10/2934.68 (0%)34.93 (0.0286%)33.76 (0%)34.19 (0%)
2020/10/3034.02 (0%)34.43 (0.0291%)31.46 (0%)32.53 (0%)
2020/11/0232.59 (0%)34.3 (0%)32.04 (0%)34.24 (0%)
2020/11/0335 (0%)35.84 (0%)34 (0%)35.57 (0%)
2020/11/0436.88 (0%)38.2 (0%)35.88 (0%)37.02 (0%)
2020/11/0538.03 (0.2108%)38.88 (0%)36.52 (0%)38.72 (0%)
2020/11/0638.45 (0%)40.19 (0%)37.65 (0%)40.02 (0%)
2020/11/0934.4 (0.2899%)34.99 (0.0286%)30.05 (0%)31.01 (0%)
2020/11/1036 (0%)36 (0%)32.83 (0%)33.22 (0%)
2020/11/1134.18 (0.0292%)34.25 (0%)32 (0%)32.75 (0%)
2020/11/1232.75 (0%)40.68 (0%)32.31 (0.0309%)38.45 (0%)
2020/11/1340.65 (0%)45 (0%)39.7 (0%)42.8 (0%)
2020/11/1643 (0%)48.85 (0%)43 (0%)46.05 (0%)
2020/11/1746.81 (0.0214%)46.85 (0%)43.13 (0%)44.43 (0%)
2020/11/1844.49 (0.1123%)45.34 (0%)43.13 (0%)43.42 (0%)
2020/11/1943.44 (0.7993%)44.38 (0.1354%)41.05 (0%)41.66 (0%)
2020/11/2042 (0%)44.39 (0%)40.74 (0%)43 (0%)
2020/11/2344.25 (0%)46.72 (0%)41.77 (0%)43.6 (0%)
2020/11/2442.35 (0%)42.5 (0%)36.5 (0%)36.94 (0%)
2020/11/2538.15 (0%)38.8 (0%)35.19 (0%)36.51 (0%)
2020/11/2737.26 (0%)41.7 (0%)37.14 (0%)40.63 (0%)
2020/11/3042.35 (0%)45 (0%)40.5 (0%)44.92 (0%)
2020/12/0145.16 (0%)45.9 (0%)42.5 (0%)45.85 (0%)
2020/12/0245.37 (0%)47.49 (0%)44.3 (0%)47.08 (0%)
2020/12/0347.08 (0%)47.79 (0%)42 (0%)42.66 (0%)
2020/12/0443.21 (0.1156%)44.84 (0%)42.67 (0%)43.55 (0%)
2020/12/0744.85 (0.0446%)46.1 (0%)43.61 (0%)45.63 (0%)
2020/12/0845.21 (0%)49.89 (0%)44.01 (0%)48.57 (0%)
2020/12/0949.65 (0.3212%)52.02 (0%)47.05 (0%)48.01 (0%)
2020/12/1047.32 (0.2109%)54.14 (0%)46.2 (0%)51.08 (0%)
2020/12/1150.42 (0%)50.98 (0%)48.25 (0%)49.87 (0%)
2020/12/1450.87 (0%)52.46 (0.0191%)44.48 (0%)44.77 (0%)
2020/12/1545.81 (0%)45.98 (0%)42 (0%)45.18 (0%)
2020/12/1645.27 (0%)45.45 (0%)42.96 (0%)43.38 (0%)
2020/12/1743.78 (0.0228%)44.2 (0%)41.6 (0%)43.43 (0%)
2020/12/1843.5 (0%)45.55 (0%)42.47 (0%)44.36 (0%)
2020/12/2144 (0%)49.72 (0%)42.51 (0%)49.72 (0%)
2020/12/2250.89 (0%)51.69 (0%)47.3 (0%)49.79 (0%)
2020/12/2350 (0%)51.41 (0%)46.8 (0%)46.94 (0%)
2020/12/2446.95 (0%)47.62 (0%)45.06 (0%)45.77 (0%)
2020/12/2846.6 (0%)47.21 (0%)42.52 (0%)46.75 (0%)
2020/12/2948.87 (0%)51.99 (0%)46.84 (0%)50.795 (0.0098%)
2020/12/3052.34 (0%)52.55 (0%)49.01 (0%)50.73 (0%)
2020/12/3151.79 (0%)56.53 (0%)50.25 (0%)52.1 (0%)
2021/01/0454.28 (0%)60 (0%)53.02 (0%)59.3 (0%)
2021/01/0559.85 (0%)66 (0%)59.5 (0%)63.65 (0%)
2021/01/0664.29 (0%)68.8 (0%)62.81 (0%)66.86 (0%)
2021/01/0767.91 (0%)73.15 (0%)67.91 (0%)70.84 (0%)
2021/01/0871.17 (0.2394%)71.9 (0%)58.55 (0%)63.34 (0%)
2021/01/1160.59 (0%)65.75 (0%)59.8 (0%)62.07 (0%)
2021/01/1262.07 (0%)70.7 (0%)62.05 (0%)69.89 (0%)
2021/01/1371.01 (0.0141%)71.27 (0%)67.25 (0.0149%)69.84 (0%)
2021/01/1469.61 (0.1005%)73.9 (0%)68.1 (0.0147%)69.07 (0%)
2021/01/1568.5 (0%)72.8 (0%)66.01 (0%)70.72 (0%)
2021/01/1972.98 (0%)77.74 (0%)71.51 (0%)76.74 (0%)
2021/01/2077.56 (0%)79.64 (0%)66.53 (0.0150%)69.48 (0%)
2021/01/2170.83 (0%)70.83 (0%)65.66 (0%)66.23 (0%)
2021/01/2266.46 (0.0602%)69.47 (0%)65.99 (0%)69.24 (0%)
2021/01/2570.1 (0%)74.44 (0%)68.17 (0%)70 (0%)
2021/01/2670.28 (0%)76.88 (0%)70.2 (0%)75.61 (0%)
2021/01/2772.51 (0%)91.25 (0%)72.24 (0.0554%)85.86 (0%)
2021/01/2886.87 (0%)94.4 (0%)83 (0%)92.49 (0%)
2021/01/2995.38 (0.3894%)110.75 (0%)95 (0%)110.49 (0%)
2021/02/01112.3 (0%)159.44 (0%)112.01 (0%)137.91 (0%)
2021/02/02142.56 (0%)148.61 (0%)108 (0%)112.83 (0%)
2021/02/03119.49 (0%)134.25 (0%)118.81 (0%)126.66 (0%)
2021/02/04127.11 (0%)129.41 (0.0077%)114.39 (0%)119.2 (0%)
2021/02/05120.43 (0.1247%)141.77 (0%)116.11 (0%)141.52 (0%)
2021/02/08150 (0.6623%)167.91 (0%)143 (0%)161.97 (0%)
2021/02/09166 (0%)189.89 (0%)165.01 (0%)183.85 (0%)
2021/02/10173.43 (0%)179 (0%)162 (0%)172.47 (0%)
2021/02/11172.71 (0%)185.5 (0%)170.25 (0%)170.98 (0%)
2021/02/12168.5 (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?

米国株ブログランキングに参加しています。応援のクリックお願いしますm(._.)m
にほんブログ村 株ブログ 米国株へ


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