RESSET-高頻數(shù)據(jù)庫使用說明

1、RESSET高頻數(shù)據(jù)簡介及使用說明內(nèi)容介紹：提供上海與深圳兩個交易所上市交易工具的高頻數(shù)據(jù)。相關(guān)工具包括股票、指數(shù)、債券、基金、權(quán)證、回購等。如交易的時間、成交價格、成交量、5個賣價與賣量、5個買價與買量等，及相應的市場買賣指標。數(shù)據(jù)集命名規(guī)則：分筆數(shù)據(jù)文件以某交易工具代碼的命名規(guī)則：類別+HF+年份_代碼+市場標識。如stkhf2012_000001sh為股票深發(fā)展（000001）2012年的高頻分筆數(shù)據(jù)，indxhf2012_000001sh為上證指數(shù)（000001）2012年的高頻分筆數(shù)據(jù)。分時數(shù)據(jù)文件以某交易工具代碼的命名規(guī)則：類別+HF+年份_代碼+市場標識_分鐘數(shù)。如：stkhf2

2、012_000001sz_5為股票深發(fā)展（000001）2012年的5分鐘數(shù)據(jù)；indxhf2012_000001sh_10為上證指數(shù)（000001）2012年的10分鐘數(shù)據(jù)詳細信息請參考各年的數(shù)據(jù)詞典。使用方法：1、建立高頻數(shù)據(jù)邏輯庫：運行本機的SAS軟件，在編輯器中輸入以下命令后，按F3或點擊圖標后運行:%letressethf=10.22.1.12;optionscomamid=TCPremote=ressethfsignonressethfusername=ressethfpassword=ressethf;/*以下為按年份劃分的分筆高頻數(shù)據(jù)邏輯庫*/libnameHF1999D:HF

3、1999server=ressethf;libnameHF2000D:HF2000server=ressethf;libnameHF2001D:HF2001server=ressethf;libnameHF2002D:HF2002server=ressethf;libnameHF2003D:HF2003server=ressethf;libnameHF2004D:HF2004server=ressethf;libnameHF2005D:HF2005server=ressethf;libnameHF2006D:HF2006server=ressethf;libnameHF2007D:HF2007

4、server=ressethf;libnameHF2008D:HF2008server=ressethf;libnameHF2009E:HF2009server=ressethf;libnameHF2010E:HF2010server=ressethf;libnameHF2011E:HF2011server=ressethf;libnameHF2012E:HF2012server=ressethf;libnameHF2013E:HF2013server=ressethf;libnameHF2014E:HF2014server=ressethf;libnameHF2015D:HF2015serv

5、er=ressethf;/*以下為按年份劃分的分時高頻數(shù)據(jù)邏輯庫*/libnameHF1999_mD:HF1999_minsserver=ressethf;libnameHF2000_mD:HF2000_minsserver=ressethf;libnameHF2001_mD:HF2001_minsserver=ressethf;libnameHF2002_mD:HF2002_minsserver=ressethf;libnameHF2003_mD:HF2003_minsserver=ressethf;libnameHF2004_mD:HF2004_minsserver=ressethf;li

6、bnameHF2005_mD:HF2005_minsserver=ressethf;libnameHF2006mD:HF2006minsserver=ressethf;libnameHF2007_mD:HF2007_minsserver=ressethf;libnameHF2008_mD:HF2008_minsserver=ressethf;libnameHF2009_mD:HF2009_minsserver=ressethf;libnameHF2010_mD:HF2010_minsserver=ressethf;libnameHF2011_mD:HF2011_minsserver=resse

7、thf;libnameHF2012_mD:HF2012_minsserver=ressethf;libnameHF2013_mD:HF2013_minsserver=ressethf;libnameHF2014_mD:HF2014_minsserver=ressethf;libnameHF2015_mD:HF2015_minsserver=ressethf;寺SAS文恤褊輯（E工具CD運行解運方塞窗口酸幫助凹7JQa嵐日志-（無標題）物理容：D:HF201117IibnameHF2012E:HF2012Server=reSSethf；NOTE：已鬼I分配邏輯庫引用名HF2012-如下所示：弓舉

8、：REMOTE物理名：E:HF201210IibnameHF2013E:HF20iyServer=reSSethf；NOTE：已鬼I分配邏輯庫引用名HF2013-如下所示：弓舉：REMOTE物理名：E:HF201319IibnameHF2014，E：HF2014，server3ressethf:NOTE：已鬼I分酎邏輯庫引用名HF2014-如下所示：JGismapsHfl999Hf2000oHf2001圍Hf2002匸Hf2003oHf2O04扇Hf2005匸Hf2006oHf2007園Hf2008匸Hf2009oHf2010園Hf2011匸Hf2O12oHf2O13園Hf2O14JMapsS

9、SashelpsSasuseoWork當前邏輯庫optionscuJTL：dJTiid=TCPremute=r已mm已thf;signonressethfusern：dJTLe=ressetpassword=resset;libn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLelibn：dJTLeHF1999?DHF2000?DHF2001?DHF200

10、2?DHF2003?DHF2004?DHF2005?DHF2006?DHF2007?DHF2008?DHF2009?DHF2010?DHF2011?DHF2012?EHF2013?EHF2014?EHFiyyynHF2LiOLrHF20orHF2002?HF2003?HF2004?HF2005?HF2006?HF2007?HF2008?HF200y?HF201LrHF2011?HF2012?HF2013?HF2014?富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=re

11、ssethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;富已rver=ressethf;2、提取及處理高頻數(shù)據(jù)：通過第一步建立高頻數(shù)據(jù)邏輯庫以后即可通過SAS軟件的導入導出功能或SAS命令來進行數(shù)據(jù)的提取及處理操作（如：通過運行以下代碼即可從2014年所有的高頻數(shù)據(jù)中取出2014-12-31的上證指數(shù)的所有數(shù)據(jù)并保存到本地磁盤中）。datatemp.a

12、;sethf2014.lndxhf2014_000001sh;ifqdate=31dec2014d;哮SAS文件舊耦（EO（V工具運行解決方室窗口（W）幫助凹DG|曲噩曜丨叫釦|犬XSAS渤贈理器Temp的內(nèi)容A日志-（無標題）NOTE：已嚴功分酎邏輯庫引用容HF2013,如下所示:引髦：旺世ITE物理容：E:HF201319IibnameHF2014?E：HF2014:，server=ressethf；NOTE：已處功分配邏輯庫引用容HF2014,如下所示:引髦：旺世ITE物理営:E:HF201420212223凸土3temp.a；:沁thf2O14.In.chf2014_000001sh；

13、ifqdate=?31dec2014?d；run；NOTE：NOTE:NOTE：掘隼HF2014.INDXHF2014_000001SH638933亍觀ilTEMP.A有2556個觀測卽51個變重。皿璋句”尿時間（飆糧時間）：；H4ibT28.60秒時間3.02秒ExchangeFlagCodeCode:ndMarketFlagSecurityN：=une11000001000001.SH上證指數(shù)21000001000001.SH上證指數(shù)31000001000001.SH上證指數(shù)41000001000001.SH上證指數(shù)51000001000001.SH上證指數(shù)61000001000001.S

14、H上證指數(shù)71000001000001.SH上證指數(shù)81000001000001.SH上證指數(shù)91000001000001.SH上證指數(shù)101000001000001.SH上證指數(shù)111000001000001.SH上證指數(shù)VIEWTABLE:Temp.A閱精器一無標題1日datat已mp.a;sethf2014.In.=131dec2014,d;run;3、向服務器提交數(shù)據(jù)處理命令并下載結(jié)果：通過第一步中的前三行命令遠程登錄服務器后，也可以不在本地建立高頻數(shù)據(jù)邏輯庫，通過將數(shù)據(jù)處理的命令提交到服務器，再將服務器處理后的結(jié)果數(shù)據(jù)下載到本地磁盤（如：通過運行以下代碼即可從2014年所有的高頻數(shù)據(jù)中取出2014-12-31的上證指數(shù)的所有數(shù)據(jù)并下載到本地磁盤中）。dataa;sethf2014.lndxhf2O14_OOOOO1shifqdate=31dec2014d;run;procd