Open fehde-k opened 3 weeks ago
■[必須] 不具合事象(概要) 先物・オプションPUSH配信で日付変更直後に CurrentPriceTime, PreviousCloseTime, TradingVolumeTime の日付が前日に巻き戻ったレコードが配信されるようです。
正誤 / 配信時間 / 配信パケット内容 ◯ 2024/08/23 23:59:59 "CurrentPriceTime":"2024-08-23T23:59:59+09:00" ✕ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-23T00:00:00+09:00" ... ✕ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-23T00:10:39+09:00" ◯ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-24T00:10:39+09:00" (10:39の途中から正常値になる)
なお、OpeningPriceTime, HighPriceTime, LowPriceTime は正しいようです。
■[必須] 本来想定されるアクションと事象 正しい日付で配信されること。
✕ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-23T00:00:00+09:00" ↓ ◯ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-24T00:00:00+09:00" ... ✕ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-23T00:10:39+09:00" ↓ ◯ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-24T00:10:39+09:00"
■[必須] 不備発生時刻（常時の場合は、常時で記載ください) 2024/08/24 0:00:00～0:10:39 (日本時間) 上記の時間帯は常に不正。
■[任意] お使いの環境(OS、Excelのバージョン等)、サンプル(Macro、アドインのバージョン） Windows 11 Home 23H2 22631.4037 Python 3.12
■[任意] 不備部分のログ ◯ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38420.0,"CurrentPriceTime":"2024-08-23T23:59:59+09:00","CurrentPriceChangeStatus":"0058","CurrentPriceStatus":1,"CalcPrice":38420.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":10.0,"ChangePreviousClosePer":0.03,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":148292.0,"TradingVolumeTime":"2024-08-23T23:59:59+09:00","VWAP":38496.7819,"TradingValue":570876478000.0,"BidQty":18.0,"BidPrice":38425.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38425.0,"Sell1_Qty":18.0,"Sell2_Price":38430.0,"Sell2_Qty":55.0,"Sell3_Price":38435.0,"Sell3_Qty":89.0,"Sell4_Price":38440.0,"Sell4_Qty":134.0,"Sell5_Price":38445.0,"Sell5_Qty":134.0,"Sell6_Price":38450.0,"Sell6_Qty":218.0,"Sell7_Price":38455.0,"Sell7_Qty":135.0,"Sell8_Price":38460.0,"Sell8_Qty":139.0,"Sell9_Price":38465.0,"Sell9_Qty":75.0,"Sell10_Price":38470.0,"Sell10_Qty":70.0,"AskQty":23.0,"AskPrice":38415.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38415.0,"Buy1_Qty":28.0,"Buy2_Price":38410.0,"Buy2_Qty":45.0,"Buy3_Price":38405.0,"Buy3_Qty":53.0,"Buy4_Price":38400.0,"Buy4_Qty":73.0,"Buy5_Price":38395.0,"Buy5_Qty":38.0,"Buy6_Price":38390.0,"Buy6_Qty":71.0,"Buy7_Price":38385.0,"Buy7_Qty":73.0,"Buy8_Price":38380.0,"Buy8_Qty":66.0,"Buy9_Price":38375.0,"Buy9_Qty":61.0,"Buy10_Price":38370.0,"Buy10_Qty":66.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425200058621797} ✕ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38420.0,"CurrentPriceTime":"2024-08-23T00:00:00+09:00","CurrentPriceChangeStatus":"0058","CurrentPriceStatus":1,"CalcPrice":38420.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":10.0,"ChangePreviousClosePer":0.03,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":148293.0,"TradingVolumeTime":"2024-08-23T00:00:00+09:00","VWAP":38496.7814,"TradingValue":570880320000.0,"BidQty":19.0,"BidPrice":38425.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38425.0,"Sell1_Qty":19.0,"Sell2_Price":38430.0,"Sell2_Qty":55.0,"Sell3_Price":38435.0,"Sell3_Qty":89.0,"Sell4_Price":38440.0,"Sell4_Qty":134.0,"Sell5_Price":38445.0,"Sell5_Qty":134.0,"Sell6_Price":38450.0,"Sell6_Qty":218.0,"Sell7_Price":38455.0,"Sell7_Qty":135.0,"Sell8_Price":38460.0,"Sell8_Qty":139.0,"Sell9_Price":38465.0,"Sell9_Qty":75.0,"Sell10_Price":38470.0,"Sell10_Qty":70.0,"AskQty":29.0,"AskPrice":38415.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38415.0,"Buy1_Qty":29.0,"Buy2_Price":38410.0,"Buy2_Qty":44.0,"Buy3_Price":38405.0,"Buy3_Qty":53.0,"Buy4_Price":38400.0,"Buy4_Qty":73.0,"Buy5_Price":38395.0,"Buy5_Qty":38.0,"Buy6_Price":38390.0,"Buy6_Qty":71.0,"Buy7_Price":38385.0,"Buy7_Qty":73.0,"Buy8_Price":38380.0,"Buy8_Qty":66.0,"Buy9_Price":38375.0,"Buy9_Qty":61.0,"Buy10_Price":38370.0,"Buy10_Qty":66.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425200278522203} ✕ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38420.0,"CurrentPriceTime":"2024-08-23T00:00:00+09:00","CurrentPriceChangeStatus":"0058","CurrentPriceStatus":1,"CalcPrice":38420.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":10.0,"ChangePreviousClosePer":0.03,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":148294.0,"TradingVolumeTime":"2024-08-23T00:00:00+09:00","VWAP":38496.7809,"TradingValue":570884162000.0,"BidQty":19.0,"BidPrice":38425.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38425.0,"Sell1_Qty":19.0,"Sell2_Price":38430.0,"Sell2_Qty":55.0,"Sell3_Price":38435.0,"Sell3_Qty":89.0,"Sell4_Price":38440.0,"Sell4_Qty":134.0,"Sell5_Price":38445.0,"Sell5_Qty":134.0,"Sell6_Price":38450.0,"Sell6_Qty":218.0,"Sell7_Price":38455.0,"Sell7_Qty":135.0,"Sell8_Price":38460.0,"Sell8_Qty":139.0,"Sell9_Price":38465.0,"Sell9_Qty":75.0,"Sell10_Price":38470.0,"Sell10_Qty":70.0,"AskQty":3.0,"AskPrice":38420.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38420.0,"Buy1_Qty":3.0,"Buy2_Price":38415.0,"Buy2_Qty":23.0,"Buy3_Price":38410.0,"Buy3_Qty":44.0,"Buy4_Price":38405.0,"Buy4_Qty":53.0,"Buy5_Price":38400.0,"Buy5_Qty":73.0,"Buy6_Price":38395.0,"Buy6_Qty":38.0,"Buy7_Price":38390.0,"Buy7_Qty":71.0,"Buy8_Price":38385.0,"Buy8_Qty":73.0,"Buy9_Price":38380.0,"Buy9_Qty":66.0,"Buy10_Price":38375.0,"Buy10_Qty":61.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425200319947919}
...
✕ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38335.0,"CurrentPriceTime":"2024-08-23T00:10:39+09:00","CurrentPriceChangeStatus":"0058","CurrentPriceStatus":1,"CalcPrice":38335.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":-75.0,"ChangePreviousClosePer":-0.2,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":154757.0,"TradingVolumeTime":"2024-08-23T00:10:39+09:00","VWAP":38492.2507,"TradingValue":595694524000.0,"BidQty":5.0,"BidPrice":38340.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38340.0,"Sell1_Qty":5.0,"Sell2_Price":38345.0,"Sell2_Qty":20.0,"Sell3_Price":38350.0,"Sell3_Qty":36.0,"Sell4_Price":38355.0,"Sell4_Qty":47.0,"Sell5_Price":38360.0,"Sell5_Qty":58.0,"Sell6_Price":38365.0,"Sell6_Qty":51.0,"Sell7_Price":38370.0,"Sell7_Qty":94.0,"Sell8_Price":38375.0,"Sell8_Qty":84.0,"Sell9_Price":38380.0,"Sell9_Qty":91.0,"Sell10_Price":38385.0,"Sell10_Qty":98.0,"AskQty":26.0,"AskPrice":38335.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38335.0,"Buy1_Qty":26.0,"Buy2_Price":38330.0,"Buy2_Qty":55.0,"Buy3_Price":38325.0,"Buy3_Qty":36.0,"Buy4_Price":38320.0,"Buy4_Qty":66.0,"Buy5_Price":38315.0,"Buy5_Qty":55.0,"Buy6_Price":38310.0,"Buy6_Qty":98.0,"Buy7_Price":38305.0,"Buy7_Qty":54.0,"Buy8_Price":38300.0,"Buy8_Qty":89.0,"Buy9_Price":38295.0,"Buy9_Qty":65.0,"Buy10_Price":38290.0,"Buy10_Qty":60.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425839925024900} ✕ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38335.0,"CurrentPriceTime":"2024-08-23T00:10:39+09:00","CurrentPriceChangeStatus":"0058","CurrentPriceStatus":1,"CalcPrice":38335.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":-75.0,"ChangePreviousClosePer":-0.2,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":154757.0,"TradingVolumeTime":"2024-08-23T00:10:39+09:00","VWAP":38492.2507,"TradingValue":595694524000.0,"BidQty":8.0,"BidPrice":38340.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38340.0,"Sell1_Qty":8.0,"Sell2_Price":38345.0,"Sell2_Qty":24.0,"Sell3_Price":38350.0,"Sell3_Qty":37.0,"Sell4_Price":38355.0,"Sell4_Qty":47.0,"Sell5_Price":38360.0,"Sell5_Qty":58.0,"Sell6_Price":38365.0,"Sell6_Qty":51.0,"Sell7_Price":38370.0,"Sell7_Qty":95.0,"Sell8_Price":38375.0,"Sell8_Qty":84.0,"Sell9_Price":38380.0,"Sell9_Qty":91.0,"Sell10_Price":38385.0,"Sell10_Qty":98.0,"AskQty":25.0,"AskPrice":38335.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38335.0,"Buy1_Qty":25.0,"Buy2_Price":38330.0,"Buy2_Qty":55.0,"Buy3_Price":38325.0,"Buy3_Qty":46.0,"Buy4_Price":38320.0,"Buy4_Qty":55.0,"Buy5_Price":38315.0,"Buy5_Qty":55.0,"Buy6_Price":38310.0,"Buy6_Qty":99.0,"Buy7_Price":38305.0,"Buy7_Qty":54.0,"Buy8_Price":38300.0,"Buy8_Qty":89.0,"Buy9_Price":38295.0,"Buy9_Qty":65.0,"Buy10_Price":38290.0,"Buy10_Qty":59.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425840082012352} ◯ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38340.0,"CurrentPriceTime":"2024-08-24T00:10:39+09:00","CurrentPriceChangeStatus":"0057","CurrentPriceStatus":1,"CalcPrice":38340.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":-70.0,"ChangePreviousClosePer":-0.18,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":154758.0,"TradingVolumeTime":"2024-08-24T00:10:39+09:00","VWAP":38492.2497,"TradingValue":595698358000.0,"BidQty":7.0,"BidPrice":38340.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38340.0,"Sell1_Qty":7.0,"Sell2_Price":38345.0,"Sell2_Qty":24.0,"Sell3_Price":38350.0,"Sell3_Qty":37.0,"Sell4_Price":38355.0,"Sell4_Qty":47.0,"Sell5_Price":38360.0,"Sell5_Qty":58.0,"Sell6_Price":38365.0,"Sell6_Qty":51.0,"Sell7_Price":38370.0,"Sell7_Qty":95.0,"Sell8_Price":38375.0,"Sell8_Qty":84.0,"Sell9_Price":38380.0,"Sell9_Qty":71.0,"Sell10_Price":38385.0,"Sell10_Qty":119.0,"AskQty":25.0,"AskPrice":38335.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38335.0,"Buy1_Qty":25.0,"Buy2_Price":38330.0,"Buy2_Qty":55.0,"Buy3_Price":38325.0,"Buy3_Qty":46.0,"Buy4_Price":38320.0,"Buy4_Qty":55.0,"Buy5_Price":38315.0,"Buy5_Qty":55.0,"Buy6_Price":38310.0,"Buy6_Qty":99.0,"Buy7_Price":38305.0,"Buy7_Qty":54.0,"Buy8_Price":38300.0,"Buy8_Qty":89.0,"Buy9_Price":38295.0,"Buy9_Qty":65.0,"Buy10_Price":38290.0,"Buy10_Qty":59.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425840141817197} ◯ {"Symbol":"169090019","SymbolName":"日経225mini 24/09","Exchange":2,"ExchangeName":"大阪日通し","CurrentPrice":38340.0,"CurrentPriceTime":"2024-08-24T00:10:39+09:00","CurrentPriceChangeStatus":"0057","CurrentPriceStatus":1,"CalcPrice":38340.0,"PreviousClose":38410.0,"PreviousCloseTime":"2024-08-23T00:00:00+09:00","ChangePreviousClose":-70.0,"ChangePreviousClosePer":-0.18,"OpeningPrice":38375.0,"OpeningPriceTime":"2024-08-23T16:30:01+09:00","HighPrice":38675.0,"HighPriceTime":"2024-08-23T23:02:57+09:00","LowPrice":38275.0,"LowPriceTime":"2024-08-23T23:49:01+09:00","TradingVolume":154758.0,"TradingVolumeTime":"2024-08-24T00:10:39+09:00","VWAP":38492.2497,"TradingValue":595698358000.0,"BidQty":6.0,"BidPrice":38340.0,"BidTime":null,"BidSign":"0101","MarketOrderSellQty":null,"Sell1_Time":null,"Sell1_Sign":"0101","Sell1_Price":38340.0,"Sell1_Qty":6.0,"Sell2_Price":38345.0,"Sell2_Qty":24.0,"Sell3_Price":38350.0,"Sell3_Qty":37.0,"Sell4_Price":38355.0,"Sell4_Qty":47.0,"Sell5_Price":38360.0,"Sell5_Qty":58.0,"Sell6_Price":38365.0,"Sell6_Qty":51.0,"Sell7_Price":38370.0,"Sell7_Qty":95.0,"Sell8_Price":38375.0,"Sell8_Qty":84.0,"Sell9_Price":38380.0,"Sell9_Qty":91.0,"Sell10_Price":38385.0,"Sell10_Qty":99.0,"AskQty":26.0,"AskPrice":38335.0,"AskTime":null,"AskSign":"0101","MarketOrderBuyQty":null,"Buy1_Time":null,"Buy1_Sign":"0101","Buy1_Price":38335.0,"Buy1_Qty":26.0,"Buy2_Price":38330.0,"Buy2_Qty":50.0,"Buy3_Price":38325.0,"Buy3_Qty":46.0,"Buy4_Price":38320.0,"Buy4_Qty":55.0,"Buy5_Price":38315.0,"Buy5_Qty":55.0,"Buy6_Price":38310.0,"Buy6_Qty":99.0,"Buy7_Price":38305.0,"Buy7_Qty":59.0,"Buy8_Price":38300.0,"Buy8_Qty":89.0,"Buy9_Price":38295.0,"Buy9_Qty":65.0,"Buy10_Price":38290.0,"Buy10_Qty":59.0,"OverSellQty":null,"UnderBuyQty":null,"TotalMarketValue":null,"ClearingPrice":38410.0,"IV":null,"Theta":null,"Vega":null,"Delta":null,"SecurityType":901,"recv_time_ns":1724425840246001343}
■[必須] 不具合事象(概要) 先物・オプションPUSH配信で日付変更直後に CurrentPriceTime, PreviousCloseTime, TradingVolumeTime の日付が前日に巻き戻ったレコードが配信されるようです。
正誤 / 配信時間 / 配信パケット内容 ◯ 2024/08/23 23:59:59 "CurrentPriceTime":"2024-08-23T23:59:59+09:00" ✕ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-23T00:00:00+09:00" ... ✕ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-23T00:10:39+09:00" ◯ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-24T00:10:39+09:00" (10:39の途中から正常値になる)
なお、OpeningPriceTime, HighPriceTime, LowPriceTime は正しいようです。
■[必須] 本来想定されるアクションと事象 正しい日付で配信されること。
✕ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-23T00:00:00+09:00" ↓ ◯ 2024/08/24 00:00:00 "CurrentPriceTime":"2024-08-24T00:00:00+09:00" ... ✕ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-23T00:10:39+09:00" ↓ ◯ 2024/08/24 00:10:39 "CurrentPriceTime":"2024-08-24T00:10:39+09:00"
■[必須] 不備発生時刻（常時の場合は、常時で記載ください) 2024/08/24 0:00:00～0:10:39 (日本時間) 上記の時間帯は常に不正。
■[任意] お使いの環境(OS、Excelのバージョン等)、サンプル(Macro、アドインのバージョン） Windows 11 Home 23H2 22631.4037 Python 3.12
■[任意] 不備部分のログ ◯ {"Symbol":"169090019","SymbolName":"日経225mini 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