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- [run_config]
- logconfig: {'level': logging.INFO, 'filemode': 'w', 'filename': '/tmp/daily_download.log'}
- output_path:'/home/vuser-longhorn/pyenvs/ironfly/finopt/data/'
- data_list: "{'a':['HSI options after market HTML', 'dha_url'],'b':['HSI options after market ZIP', 'dza_url'],'c':['HSI options normal hours ZIP', 'dzn_url'],'d':['HSI futures normal hours HTML', 'fhn_url'],'e':['HSI futures normal hours ZIP', 'fzn_url'],'f':['HHI CN futures normal hours HTML', 'hhn_url'],'g':['HHI CN futures normal hours ZIP', 'hzn_url'],'h':['HHI CN options normal hours HTML', 'ohn_url'],'i':['HHI CN options normal hours ZIP', 'ozn_url'],'j':['Cash market daily quotes HTML ', 'shd_url'],'k':['Cash market short sell HTML', 'shs_url'],'l':['HSI volatility HTML', 'vh_url'],'m':['HSI volatility ZIP', 'vz_url']}"
- [holiday]
- hk_holiday: "{'2019': ['0101','0205','0206','0207','0405','0419','0420','0422','0501','0513','0607','0701','0914','1001','1007','1225','1226']}"
- [hkex_data]
- #
- # Derivative market
- #
- # d - derivative options
- # z - zip / h - html
- # n - normal trading / a - after hours
-
- # Day Trading Session zip
- # %s - YYMMDD
- #
- #
- dzn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsio%s.zip'
- dhn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsio%s.htm'
- # After-Hours Trading Session
- dza_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsioa%s.zip'
- dha_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsioa%s.htm'
- #
- # Futures
- #
- # f - futures HSI
- fzn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsif%s.zip'
- fhn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hsif%s.htm'
- #
- # h - china enterprise
- #
- hzn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hhif%s.zip'
- hhn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hhif%s.htm'
- #
- # o - china enterprise options
- #
- ozn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hhio%s.zip'
- ohn_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/hhio%s.htm'
- #
- # v - hsi volatility
- #
- vz_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/vhsf%s.zip'
- vh_url: 'https://www.hkex.com.hk/eng/stat/dmstat/dayrpt/vhsf%s.htm'
- #
- # Securities market
- #
- # s - securities
- # h - htm
- # d - daily quote | s - short sell
- #
- # https://www.hkex.com.hk/eng/stat/smstat/dayquot/d190205e.htm
- shd_url: 'https://www.hkex.com.hk/eng/stat/smstat/dayquot/d%se.htm'
- # short selling
- # main board
- shs_url: 'https://www.hkex.com.hk/Market-Data/Statistics/Securities-Market/Short-Selling-Turnover-Today/Short-Selling-Turnover-(Main-Board)-up-to-morning-close-today?sc_lang=en'
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