{"id":588,"date":"2026-07-17T10:21:21","date_gmt":"2026-07-17T10:21:21","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=588"},"modified":"2026-07-17T10:21:21","modified_gmt":"2026-07-17T10:21:21","slug":"%e3%83%90%e3%83%83%e3%82%af%e3%83%86%e3%82%b9%e3%83%88%e3%81%ab%e5%88%a9%e7%94%a8%e3%81%99%e3%82%8bxauusd%e3%83%92%e3%82%b9%e3%83%88%e3%83%aa%e3%82%ab%e3%83%abtick%e3%83%87%e3%83%bc%e3%82%bf%e3%81%ae","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/%e3%83%90%e3%83%83%e3%82%af%e3%83%86%e3%82%b9%e3%83%88%e3%81%ab%e5%88%a9%e7%94%a8%e3%81%99%e3%82%8bxauusd%e3%83%92%e3%82%b9%e3%83%88%e3%83%aa%e3%82%ab%e3%83%abtick%e3%83%87%e3%83%bc%e3%82%bf%e3%81%ae\/","title":{"rendered":"\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u306b\u5229\u7528\u3059\u308bXAUUSD\u30d2\u30b9\u30c8\u30ea\u30ab\u30ebTick\u30c7\u30fc\u30bf\u306e\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3068\u524d\u51e6\u7406\u65b9\u6cd5"},"content":{"rendered":"\n
\"\"<\/figure>\n\n\n\n

\u30af\u30aa\u30f3\u30c4\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3092\u958b\u767a\u3059\u308b\u969b\u3001\u591a\u304f\u306e\u958b\u767a\u8005\u306f\u6226\u7565\u30ed\u30b8\u30c3\u30af\u3001\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u8abf\u6574\u306a\u3069\u306b\u6ce8\u76ee\u3057\u307e\u3059\u3002\u3057\u304b\u3057\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u7d50\u679c\u306e\u4fe1\u983c\u6027\u3092\u5927\u304d\u304f\u5de6\u53f3\u3059\u308b\u8981\u7d20\u306f\u3001\u3088\u308a\u57fa\u672c\u7684\u306a\u90e8\u5206\u306b\u3042\u308a\u307e\u3059\u3002\u305d\u308c\u306f\u30c7\u30fc\u30bf\u54c1\u8cea<\/strong>\u3067\u3059\u3002<\/p>\n\n\n\n

XAUUSD\uff08\u30b4\u30fc\u30eb\u30c9\uff0f\u7c73\u30c9\u30eb\uff09\u306e\u3088\u3046\u306a\u4e16\u754c\u7684\u306b\u53d6\u5f15\u3055\u308c\u308b\u91d1\u878d\u5546\u54c1\u3067\u306f\u3001Tick\u30c7\u30fc\u30bf\u306b\u5e02\u5834\u306e\u5fae\u7d30\u306a\u52d5\u304d\u304c\u5927\u91cf\u306b\u8a18\u9332\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u4fa1\u683c\u5909\u5316\u3001Bid\/Ask\u66f4\u65b0\u3001\u51fa\u6765\u9ad8\u5909\u5316\u306a\u3069\u30011\u30641\u3064\u306eTick\u306f\u5e02\u5834\u53c2\u52a0\u8005\u540c\u58eb\u306e\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306a\u53d6\u5f15\u6d3b\u52d5\u3092\u53cd\u6620\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n

\u3057\u304b\u3057\u3001\u53d6\u5f97\u3057\u305f\u3070\u304b\u308a\u306e\u30d2\u30b9\u30c8\u30ea\u30ab\u30ebTick\u30c7\u30fc\u30bf\u3092\u3001\u305d\u306e\u307e\u307e\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3078\u5229\u7528\u3067\u304d\u308b\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002\u30c7\u30fc\u30bf\u53ce\u96c6\u65b9\u6cd5\u3001\u901a\u4fe1\u74b0\u5883\u3001\u4fdd\u5b58\u5f62\u5f0f\u306a\u3069\u306e\u9055\u3044\u306b\u3088\u3063\u3066\u3001\u91cd\u8907\u30c7\u30fc\u30bf\u3001\u6642\u9593\u9806\u5e8f\u306e\u4e71\u308c\u3001\u7570\u5e38\u4fa1\u683c\u3001\u6b20\u640d\u30c7\u30fc\u30bf\u306a\u3069\u304c\u542b\u307e\u308c\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

\u3053\u308c\u3089\u306e\u554f\u984c\u3092\u9069\u5207\u306b\u51e6\u7406\u3057\u306a\u3044\u5834\u5408\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u4e0a\u3067\u306f\u9ad8\u3044\u30d1\u30d5\u30a9\u30fc\u30de\u30f3\u30b9\u3092\u793a\u3057\u305f\u6226\u7565\u304c\u3001\u5b9f\u969b\u306e\u53d6\u5f15\u74b0\u5883\u3067\u306f\u518d\u73fe\u3067\u304d\u306a\u3044\u3068\u3044\u3046\u72b6\u6cc1\u304c\u767a\u751f\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

\u305d\u306e\u305f\u3081\u3001\u30b4\u30fc\u30eb\u30c9\u53d6\u5f15\u6226\u7565\u3092\u958b\u767a\u3059\u308b\u524d\u306b\u3001XAUUSD\u30d2\u30b9\u30c8\u30ea\u30ab\u30ebTick\u30c7\u30fc\u30bf\u306e\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3068\u524d\u51e6\u7406\u3092\u884c\u3046\u3053\u3068\u306f\u3001\u4fe1\u983c\u6027\u306e\u9ad8\u3044\u691c\u8a3c\u74b0\u5883\u3092\u69cb\u7bc9\u3059\u308b\u305f\u3081\u306e\u91cd\u8981\u306a\u5de5\u7a0b\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

\u306a\u305cXAUUSD Tick\u30c7\u30fc\u30bf\u306b\u306f\u524d\u51e6\u7406\u304c\u5fc5\u8981\u306a\u306e\u304b\uff1f<\/h2>\n\n\n\n

\u65e5\u8db3\u3084\u5206\u8db3\u306a\u3069\u306e\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u3068\u6bd4\u8f03\u3059\u308b\u3068\u3001Tick\u30c7\u30fc\u30bf\u306f\u5e02\u5834\u306e\u5b9f\u969b\u306e\u52d5\u304d\u3092\u3088\u308a\u7d30\u304b\u304f\u8868\u73fe\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n

Tick\u30c7\u30fc\u30bf\u306f\u6700\u5c0f\u5358\u4f4d\u306e\u4fa1\u683c\u5909\u5316\u3092\u8a18\u9332\u3067\u304d\u308b\u305f\u3081\u3001\u77ed\u6642\u9593\u3067\u767a\u751f\u3059\u308b\u5e02\u5834\u306e\u5909\u5316\u3084\u6d41\u52d5\u6027\u306e\u5909\u52d5\u3092\u5206\u6790\u3059\u308b\u3053\u3068\u304c\u53ef\u80fd\u3067\u3059\u3002<\/p>\n\n\n\n

\u4e00\u65b9\u3067\u3001\u30c7\u30fc\u30bf\u91cf\u304c\u591a\u304f\u306a\u308b\u307b\u3069\u3001\u51e6\u7406\u3059\u3079\u304d\u554f\u984c\u3082\u5897\u3048\u307e\u3059\u3002<\/p>\n\n\n\n

\u4f8b\u3048\u3070\u3001\u91d1\u5e02\u5834\u304c\u6025\u6fc0\u306b\u5909\u52d5\u3059\u308b\u6642\u9593\u5e2f\u3067\u306f\u3001\u6570\u79d2\u4ee5\u5185\u306b\u5927\u304d\u306a\u4fa1\u683c\u5909\u5316\u304c\u767a\u751f\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002\u305d\u306e\u969b\u3001\u30c7\u30fc\u30bf\u5185\u306b\u91cd\u8907\u3057\u305fTick\u3084\u8aa4\u3063\u305f\u30bf\u30a4\u30e0\u30b9\u30bf\u30f3\u30d7\u304c\u5b58\u5728\u3059\u308b\u3068\u3001\u6226\u7565\u30e2\u30c7\u30eb\u304c\u5b9f\u969b\u306b\u306f\u5b58\u5728\u3057\u306a\u3044\u4fa1\u683c\u5909\u5316\u3092\u8a8d\u8b58\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

\u307e\u305f\u3001Bid\u4fa1\u683c\u3084Ask\u4fa1\u683c\u304c\u4e0d\u8db3\u3057\u3066\u3044\u308b\u5834\u5408\u3001\u5b9f\u969b\u306e\u58f2\u8cb7\u74b0\u5883\u3092\u6b63\u78ba\u306b\u518d\u73fe\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u305b\u3093\u3002<\/p>\n\n\n\n

\u7279\u306b\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u6226\u7565\u3067\u306f\u3001\u30c7\u30fc\u30bf\u54c1\u8cea\u306e\u5f71\u97ff\u304c\u5927\u304d\u304f\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

    \n
  • \u9ad8\u983b\u5ea6\u53d6\u5f15\uff08High Frequency Trading\uff09<\/li>\n\n\n\n
  • \u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u6226\u7565<\/li>\n\n\n\n
  • \u77ed\u671f\u30b9\u30ad\u30e3\u30eb\u30d4\u30f3\u30b0\u30e2\u30c7\u30eb<\/li>\n\n\n\n
  • \u88c1\u5b9a\u53d6\u5f15\u30b7\u30b9\u30c6\u30e0<\/li>\n<\/ul>\n\n\n\n

    \u3053\u308c\u3089\u306e\u6226\u7565\u3067\u306f\u3001\u308f\u305a\u304b\u306a\u30c7\u30fc\u30bf\u306e\u30ba\u30ec\u304c\u6700\u7d42\u7684\u306a\u53ce\u76ca\u7d50\u679c\u3092\u5927\u304d\u304f\u5909\u5316\u3055\u305b\u307e\u3059\u3002<\/p>\n\n\n\n

    Tick\u30c7\u30fc\u30bf\u306e\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3067\u91cd\u8981\u306a\u306e\u306f\u3001\u5358\u7d14\u306b\u7570\u5e38\u5024\u3092\u524a\u9664\u3059\u308b\u3053\u3068\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n

    \u672c\u5f53\u306b\u5fc5\u8981\u306a\u306e\u306f\u3001\u5b9f\u969b\u306e\u5e02\u5834\u52d5\u304d\u3092\u7dad\u6301\u3057\u306a\u304c\u3089\u3001\u30c7\u30fc\u30bf\u306e\u4e00\u8cab\u6027\u3068\u5229\u7528\u53ef\u80fd\u6027\u3092\u9ad8\u3081\u308b\u3053\u3068\u3067\u3059\u3002<\/p>\n\n\n\n

    \u30c7\u30fc\u30bf\u5b8c\u5168\u6027\u306e\u78ba\u8a8d\uff1a\u4fe1\u983c\u3067\u304d\u308b\u30c7\u30fc\u30bf\u57fa\u76e4\u3092\u4f5c\u308b<\/h1>\n\n\n\n

    XAUUSD Tick\u30c7\u30fc\u30bf\u3092\u51e6\u7406\u3059\u308b\u6700\u521d\u306e\u30b9\u30c6\u30c3\u30d7\u306f\u3001\u5fc5\u8981\u306a\u30c7\u30fc\u30bf\u9805\u76ee\u304c\u6b63\u3057\u304f\u4fdd\u5b58\u3055\u308c\u3066\u3044\u308b\u304b\u78ba\u8a8d\u3059\u308b\u3053\u3068\u3067\u3059\u3002<\/p>\n\n\n\n

    \u4e00\u822c\u7684\u306aTick\u30c7\u30fc\u30bf\u306b\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u60c5\u5831\u304c\u542b\u307e\u308c\u307e\u3059\u3002<\/p>\n\n\n\n

      \n
    • Timestamp\uff08\u6642\u9593\u60c5\u5831\uff09<\/li>\n\n\n\n
    • Bid Price\uff08\u8cb7\u5024\uff09<\/li>\n\n\n\n
    • Ask Price\uff08\u58f2\u5024\uff09<\/li>\n\n\n\n
    • Last Price\uff08\u6700\u7d42\u4fa1\u683c\uff09<\/li>\n\n\n\n
    • Volume\uff08\u51fa\u6765\u9ad8\uff09<\/li>\n<\/ul>\n\n\n\n

      \u30c7\u30fc\u30bf\u30d7\u30ed\u30d0\u30a4\u30c0\u30fc\u306b\u3088\u3063\u3066\u63d0\u4f9b\u5f62\u5f0f\u306f\u7570\u306a\u308b\u305f\u3081\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u30b7\u30b9\u30c6\u30e0\u3078\u6295\u5165\u3059\u308b\u524d\u306b\u3001\u5fc5\u8981\u306a\u30d5\u30a3\u30fc\u30eb\u30c9\u304c\u5b58\u5728\u3057\u3066\u3044\u308b\u304b\u78ba\u8a8d\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

      \u4f8b\u3048\u3070Python\u3067\u306f\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u30c7\u30fc\u30bf\u72b6\u614b\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n

      import pandas as pd\n\ndf = pd.read_csv(\"xauusd_tick.csv\")\n\nprint(df.info())\n\nprint(df.isnull().sum())\n<\/pre>\n\n\n\n
      \u4fa1\u683c\u3084\u6642\u9593\u60c5\u5831\u306a\u3069\u3001\u91cd\u8981\u306a\u9805\u76ee\u306b\u6b20\u640d\u304c\u5b58\u5728\u3059\u308b\u5834\u5408\u306f\u8ffd\u52a0\u51e6\u7406\u304c\u5fc5\u8981\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
      \u7279\u306bXAUUSD\u306e\u3088\u3046\u306a\u77ed\u6642\u9593\u3067\u4fa1\u683c\u5909\u5316\u304c\u767a\u751f\u3059\u308b\u5e02\u5834\u3067\u306f\u3001Timestamp\u306e\u7cbe\u5ea6\u304c\u975e\u5e38\u306b\u91cd\u8981\u3067\u3059\u3002<\/p>\n\n\n\n
      Tick\u30c7\u30fc\u30bf\u306f\u5358\u306a\u308b\u4fa1\u683c\u4e00\u89a7\u3067\u306f\u306a\u304f\u3001\u5e02\u5834\u30a4\u30d9\u30f3\u30c8\u306e\u9023\u7d9a\u8a18\u9332\u3067\u3059\u3002\u305d\u306e\u305f\u3081\u3001\u6642\u9593\u60c5\u5831\u306e\u30ba\u30ec\u306f\u6226\u7565\u5224\u65ad\u305d\u306e\u3082\u306e\u306b\u5f71\u97ff\u3057\u307e\u3059\u3002<\/p>\n\n\n\n
      \u91cd\u8907\u30c7\u30fc\u30bf\u524a\u9664\u3068\u6642\u9593\u9806\u5e8f\u306e\u4fee\u6b63<\/h1>\n\n\n\n
      Tick\u30c7\u30fc\u30bf\u306b\u304a\u3044\u3066\u6700\u3082\u91cd\u8981\u306a\u7279\u5fb4\u306e1\u3064\u306f\u3001\u6b63\u78ba\u306a\u6642\u9593\u9806\u5e8f\u3067\u3059\u3002<\/p>\n\n\n\n
      \u3057\u304b\u3057\u3001\u5b9f\u969b\u306e\u30c7\u30fc\u30bf\u51e6\u7406\u3067\u306f\u3001\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u901a\u4fe1\u3001\u8907\u6570\u30c7\u30fc\u30bf\u30bd\u30fc\u30b9\u306e\u7d71\u5408\u3001\u4fdd\u5b58\u51e6\u7406\u306a\u3069\u306b\u3088\u3063\u3066\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u554f\u984c\u304c\u767a\u751f\u3059\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
        \n
      • \u540c\u3058Tick\u304c\u8907\u6570\u56de\u4fdd\u5b58\u3055\u308c\u308b<\/li>\n\n\n\n
      • \u6642\u9593\u9806\u5e8f\u304c\u9006\u306b\u306a\u308b<\/li>\n\n\n\n
      • \u540c\u4e00\u6642\u9593\u5185\u306e\u30a4\u30d9\u30f3\u30c8\u9806\u5e8f\u304c\u5d29\u308c\u308b<\/li>\n<\/ul>\n\n\n\n
        \u3053\u308c\u3089\u306e\u554f\u984c\u3092\u89e3\u6c7a\u3059\u308b\u305f\u3081\u3001\u307e\u305a\u30c7\u30fc\u30bf\u3092Timestamp\u9806\u306b\u4e26\u3073\u66ff\u3048\u307e\u3059\u3002<\/p>\n\n\n\n
        df = df.sort_values(\n    \"timestamp\"\n)\n\ndf = df.drop_duplicates()\n<\/pre>\n\n\n\n
        \u4e26\u3073\u66ff\u3048\u3068\u91cd\u8907\u524a\u9664\u306b\u3088\u3063\u3066\u3001\u5e02\u5834\u30a4\u30d9\u30f3\u30c8\u3092\u6b63\u3057\u3044\u9806\u5e8f\u3078\u6574\u7406\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
        \u9ad8\u983b\u5ea6\u53d6\u5f15\u5411\u3051\u306e\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3067\u306f\u3001\u53ef\u80fd\u306a\u9650\u308a\u30df\u30ea\u79d2\u3084\u30de\u30a4\u30af\u30ed\u79d2\u5358\u4f4d\u306e\u6642\u9593\u7cbe\u5ea6\u3092\u4fdd\u6301\u3059\u308b\u3053\u3068\u304c\u63a8\u5968\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n
        \u306a\u305c\u306a\u3089\u3001\u540c\u30581\u79d2\u4ee5\u5185\u3067\u3082\u8907\u6570\u56de\u306e\u4fa1\u683c\u66f4\u65b0\u304c\u767a\u751f\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u3001\u305d\u308c\u3089\u3092\u5358\u7d14\u306b\u307e\u3068\u3081\u3066\u3057\u307e\u3046\u3068\u3001\u5e02\u5834\u306e\u5b9f\u969b\u306e\u52d5\u304d\u304c\u5931\u308f\u308c\u308b\u305f\u3081\u3067\u3059\u3002<\/p>\n\n\n\n
        \u7570\u5e38\u306a\u4fa1\u683c\u5909\u5316\u3092\u691c\u51fa\u3059\u308b<\/h1>\n\n\n\n
        XAUUSD\u5e02\u5834\u306f\u9ad8\u3044\u6d41\u52d5\u6027\u3092\u6301\u3063\u3066\u3044\u307e\u3059\u304c\u3001\u91cd\u8981\u7d4c\u6e08\u6307\u6a19\u306e\u767a\u8868\u3001\u30cb\u30e5\u30fc\u30e8\u30fc\u30af\u5e02\u5834\u958b\u59cb\u6642\u3001\u6d41\u52d5\u6027\u4f4e\u4e0b\u6642\u306a\u3069\u306b\u306f\u6025\u6fc0\u306a\u4fa1\u683c\u5909\u52d5\u304c\u767a\u751f\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
        \u305d\u306e\u305f\u3081\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u524d\u306b\u306f\u7570\u5e38\u306a\u4fa1\u683c\u5909\u5316\u3092\u78ba\u8a8d\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
        \u4e00\u822c\u7684\u306a\u65b9\u6cd5\u3068\u3057\u3066\u3001Tick\u5358\u4f4d\u306e\u30ea\u30bf\u30fc\u30f3\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n\n\n\n
        df[\"return\"] = (\n    df[\"price\"]\n    .pct_change()\n)\n\ndf = df[\n    abs(df[\"return\"]) < 0.005\n]\n<\/pre>\n\n\n\n
        \u305f\u3060\u3057\u3001\u7570\u5e38\u5024\u691c\u51fa\u3067\u306f\u5358\u7d14\u306a\u56fa\u5b9a\u5024\u3060\u3051\u3067\u5224\u65ad\u3059\u308b\u3053\u3068\u306f\u907f\u3051\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
        \u4f8b\u3048\u3070\u3001\u7c73\u56fd\u96c7\u7528\u7d71\u8a08\u3084\u91d1\u878d\u653f\u7b56\u767a\u8868\u6642\u306bXAUUSD\u304c\u5927\u304d\u304f\u52d5\u304f\u5834\u5408\u3001\u305d\u308c\u306f\u30c7\u30fc\u30bf\u7570\u5e38\u3067\u306f\u306a\u304f\u3001\u5b9f\u969b\u306e\u5e02\u5834\u53cd\u5fdc\u3067\u3042\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
        \u305d\u306e\u305f\u3081\u3001\u3088\u308a\u6b63\u78ba\u306a\u5224\u5b9a\u306b\u306f\u4ee5\u4e0b\u306e\u8981\u7d20\u3092\u7d44\u307f\u5408\u308f\u305b\u308b\u3053\u3068\u304c\u91cd\u8981\u3067\u3059\u3002<\/p>\n\n\n\n
          \n
        • \u5e02\u5834\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3<\/li>\n\n\n\n
        • \u6642\u9593\u5e2f<\/li>\n\n\n\n
        • Bid\/Ask\u30b9\u30d7\u30ec\u30c3\u30c9<\/li>\n\n\n\n
        • \u51fa\u6765\u9ad8\u5909\u5316<\/li>\n<\/ul>\n\n\n\n
          \u3053\u308c\u3089\u3092\u7dcf\u5408\u7684\u306b\u5224\u65ad\u3059\u308b\u3053\u3068\u3067\u3001\u672c\u5f53\u306e\u5e02\u5834\u5909\u5316\u3068\u30c7\u30fc\u30bf\u30a8\u30e9\u30fc\u3092\u533a\u5225\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
          Bid\/Ask\u30c7\u30fc\u30bf\u304c\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u7cbe\u5ea6\u3092\u6c7a\u5b9a\u3059\u308b<\/h1>\n\n\n\n
          \u30b4\u30fc\u30eb\u30c9\u53d6\u5f15\u6226\u7565\u306e\u691c\u8a3c\u3067\u306f\u3001\u521d\u5fc3\u8005\u306e\u591a\u304f\u304cLast Price\u306e\u307f\u3092\u5229\u7528\u3057\u307e\u3059\u3002<\/p>\n\n\n\n
          \u3053\u308c\u306f\u5358\u7d14\u306a\u30c8\u30ec\u30f3\u30c9\u5206\u6790\u3067\u306f\u5229\u7528\u3067\u304d\u307e\u3059\u304c\u3001\u5b9f\u969b\u306e\u58f2\u8cb7\u74b0\u5883\u3092\u518d\u73fe\u3059\u308b\u306b\u306f\u5341\u5206\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n
          \u5b9f\u969b\u306e\u53d6\u5f15\u3067\u306f\u3001<\/p>\n\n\n\n
          \u8cb7\u3044\u6ce8\u6587\uff1a
          Ask Price\u306b\u8fd1\u3044\u4fa1\u683c\u3067\u7d04\u5b9a<\/p>\n\n\n\n
          \u58f2\u308a\u6ce8\u6587\uff1a
          Bid Price\u306b\u8fd1\u3044\u4fa1\u683c\u3067\u7d04\u5b9a<\/p>\n\n\n\n
          \u3057\u307e\u3059\u3002<\/p>\n\n\n\n
          \u305d\u3057\u3066\u3001\u305d\u306e\u5dee\u304cSpread\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
          df[\"spread\"] = (\n    df[\"ask\"]\n    -\n    df[\"bid\"]\n)\n<\/pre>\n\n\n\n
          \u77ed\u671f\u58f2\u8cb7\u6226\u7565\u3067\u306f\u3001\u3053\u306eSpread\u304c\u53ce\u76ca\u6027\u3092\u76f4\u63a5\u5de6\u53f3\u3057\u307e\u3059\u3002<\/p>\n\n\n\n
          \u4f8b\u3048\u3070\u3001\u5c0f\u3055\u306a\u4fa1\u683c\u5dee\u3092\u5229\u7528\u3059\u308b\u30a2\u30fc\u30d3\u30c8\u30e9\u30fc\u30b8\u6226\u7565\u306e\u5834\u5408\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u3084\u53d6\u5f15\u30b3\u30b9\u30c8\u3092\u7121\u8996\u3059\u308b\u3068\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3067\u306f\u9ad8\u53ce\u76ca\u306b\u898b\u3048\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
          \u3057\u304b\u3057\u3001\u5b9f\u969b\u306e\u5e02\u5834\u3067\u306f\u30b3\u30b9\u30c8\u306b\u3088\u3063\u3066\u5229\u76ca\u304c\u5927\u304d\u304f\u6e1b\u5c11\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
          \u305d\u306e\u305f\u3081\u3001Bid\/Ask\u30c7\u30fc\u30bf\u306f\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u74b0\u5883\u3068\u5b9f\u969b\u306e\u53d6\u5f15\u74b0\u5883\u3092\u3064\u306a\u3050\u91cd\u8981\u306a\u8981\u7d20\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
          Tick\u30c7\u30fc\u30bf\u304b\u3089\u6226\u7565\u7528\u7279\u5fb4\u91cf\u3092\u4f5c\u6210\u3059\u308b<\/h1>\n\n\n\n
          \u3059\u3079\u3066\u306e\u30af\u30aa\u30f3\u30c4\u30e2\u30c7\u30eb\u304c\u30011\u30641\u3064\u306eTick\u3092\u76f4\u63a5\u51e6\u7406\u3059\u308b\u5fc5\u8981\u304c\u3042\u308b\u308f\u3051\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n
          \u6226\u7565\u306e\u76ee\u7684\u306b\u5fdc\u3058\u3066\u3001Tick\u30c7\u30fc\u30bf\u3092\u3055\u307e\u3056\u307e\u306a\u5f62\u5f0f\u3078\u5909\u63db\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
          \u4f8b\u3048\u3070\uff1a<\/p>\n\n\n\n
            \n
          • 1\u79d2Tick Bar<\/li>\n\n\n\n
          • 100\u30df\u30ea\u79d2\u5358\u4f4d\u30c7\u30fc\u30bf<\/li>\n\n\n\n
          • Volume Bar<\/li>\n\n\n\n
          • Tick Count Bar<\/li>\n<\/ul>\n\n\n\n
            \u306a\u3069\u3067\u3059\u3002<\/p>\n\n\n\n
            \u4f8b\uff1a<\/p>\n\n\n\n
            df[\"timestamp\"] = pd.to_datetime(\n    df[\"timestamp\"]\n)\n\nbars = (\n    df\n    .set_index(\"timestamp\")\n    .resample(\"1s\")\n    .agg({\n        \"price\":\"last\",\n        \"volume\":\"sum\"\n    })\n)\n<\/pre>\n\n\n\n
            \u30c7\u30fc\u30bf\u52a0\u5de5\u5f8c\u306b\u306f\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u6226\u7565\u7279\u5fb4\u91cf\u3092\u4f5c\u6210\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
              \n
            • \u77ed\u671f\u4fa1\u683c\u5909\u5316<\/li>\n\n\n\n
            • \u5e02\u5834\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3<\/li>\n\n\n\n
            • \u53d6\u5f15\u6d3b\u6027\u5ea6<\/li>\n\n\n\n
            • \u8cb7\u3044\u5727\u529b\u30fb\u58f2\u308a\u5727\u529b<\/li>\n<\/ul>\n\n\n\n
              \u3053\u308c\u3089\u306e\u60c5\u5831\u3092\u5229\u7528\u3059\u308b\u3053\u3068\u3067\u3001\u5358\u7d14\u306a\u4fa1\u683c\u5206\u6790\u304b\u3089\u3001\u3088\u308a\u6df1\u3044\u5e02\u5834\u30de\u30a4\u30af\u30ed\u30b9\u30c8\u30e9\u30af\u30c1\u30e3\u5206\u6790\u3078\u767a\u5c55\u3055\u305b\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
              \u30d2\u30b9\u30c8\u30ea\u30ab\u30eb\u30c7\u30fc\u30bf\u3068\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c7\u30fc\u30bf\u306e\u4e00\u8cab\u6027\u3092\u7dad\u6301\u3059\u308b<\/h1>\n\n\n\n
              \u5b9f\u969b\u306e\u30af\u30aa\u30f3\u30c4\u30b7\u30b9\u30c6\u30e0\u3067\u306f\u3001\u30d2\u30b9\u30c8\u30ea\u30ab\u30eb\u30c7\u30fc\u30bf\u306b\u3088\u308b\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3068\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c7\u30fc\u30bf\u306b\u3088\u308b\u904b\u7528\u74b0\u5883\u306f\u5225\u3005\u306e\u6bb5\u968e\u3067\u5229\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n
              \u30d2\u30b9\u30c8\u30ea\u30ab\u30ebTick\u30c7\u30fc\u30bf\u306f\u6226\u7565\u7814\u7a76\u306b\u4f7f\u7528\u3055\u308c\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u884c\u60c5\u30c7\u30fc\u30bf\u306f\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u3084\u5b9f\u969b\u306e\u53d6\u5f15\u57f7\u884c\u306b\u5229\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n
              \u3057\u304b\u3057\u3001\u3053\u306e2\u3064\u306e\u30c7\u30fc\u30bf\u5f62\u5f0f\u304c\u7570\u306a\u308b\u5834\u5408\u3001\u958b\u767a\u8005\u306f\u8ffd\u52a0\u306e\u30c7\u30fc\u30bf\u5909\u63db\u51e6\u7406\u3092\u4f5c\u6210\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
              \u305d\u306e\u305f\u3081\u3001\u591a\u304f\u306e\u958b\u767a\u8005\u306f\u30d2\u30b9\u30c8\u30ea\u30ab\u30eb\u30c7\u30fc\u30bf\u3068\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c7\u30fc\u30bf\u3067\u7d71\u4e00\u3055\u308c\u305f\u30c7\u30fc\u30bf\u69cb\u9020\u3092\u5229\u7528\u3067\u304d\u308b\u5e02\u5834\u30c7\u30fc\u30bf\u30b5\u30fc\u30d3\u30b9\u3092\u9078\u629e\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n
              \u4f8b\u3048\u3070AllTick API\u3067\u306f\u3001\u30b4\u30fc\u30eb\u30c9\u3001\u5916\u56fd\u70ba\u66ff\u3001\u682a\u5f0f\u3001\u6697\u53f7\u8cc7\u7523\u306a\u3069\u8907\u6570\u5e02\u5834\u306e\u91d1\u878d\u30c7\u30fc\u30bf\u3078\u30a2\u30af\u30bb\u30b9\u3067\u304d\u3001\u7d71\u4e00\u3055\u308c\u305f\u958b\u767a\u74b0\u5883\u3067\u5e02\u5834\u30c7\u30fc\u30bf\u3092\u6271\u3046\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
              \u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c7\u30fc\u30bf\u8cfc\u8aad\u4f8b\uff1a<\/p>\n\n\n\n
              import websocket\nimport json\n\nAPI_KEY = \"YOUR_API_KEY\"\n\nws_url = (\n    \"wss:\/\/quote.alltick.co\/\"\n    f\"quote-b-ws-api?token={API_KEY}\"\n)\n\ndef on_message(ws, message):\n    data = json.loads(message)\n    print(data)\n\nws = websocket.WebSocketApp(\n    ws_url,\n    on_message=on_message\n)\n\nws.run_forever()\n<\/pre>\n\n\n\n
              \u7d71\u4e00\u3055\u308c\u305f\u5e02\u5834\u30c7\u30fc\u30bf\u30bd\u30fc\u30b9\u3092\u5229\u7528\u3059\u308b\u3053\u3068\u3067\u3001\u30c7\u30fc\u30bf\u6e96\u5099\u306b\u304b\u304b\u308b\u6642\u9593\u3092\u524a\u6e1b\u3057\u3001\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u74b0\u5883\u3092\u5b9f\u969b\u306e\u53d6\u5f15\u74b0\u5883\u3078\u8fd1\u3065\u3051\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
              \u9ad8\u54c1\u8cea\u306aTick\u30c7\u30fc\u30bf\u306f\u30af\u30aa\u30f3\u30c4\u53d6\u5f15\u306e\u57fa\u76e4<\/h1>\n\n\n\n
              XAUUSD\u306e\u30af\u30aa\u30f3\u30c4\u6226\u7565\u3067\u306f\u3001\u53d6\u5f15\u30e2\u30c7\u30eb\u3060\u3051\u304c\u91cd\u8981\u306a\u306e\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n
              \u3069\u308c\u307b\u3069\u9ad8\u5ea6\u306a\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3092\u8a2d\u8a08\u3057\u3066\u3082\u3001\u57fa\u790e\u3068\u306a\u308b\u30c7\u30fc\u30bf\u54c1\u8cea\u304c\u4f4e\u3051\u308c\u3070\u3001\u4fe1\u983c\u3067\u304d\u308b\u7d50\u679c\u3092\u5f97\u308b\u3053\u3068\u306f\u56f0\u96e3\u3067\u3059\u3002<\/p>\n\n\n\n
              \u5b8c\u5168\u306aTick\u30c7\u30fc\u30bf\u51e6\u7406\u30d5\u30ed\u30fc\u306b\u306f\u3001\u4ee5\u4e0b\u306e\u5de5\u7a0b\u304c\u542b\u307e\u308c\u307e\u3059\u3002<\/p>\n\n\n\n
                \n
              • \u30c7\u30fc\u30bf\u5b8c\u5168\u6027\u30c1\u30a7\u30c3\u30af<\/li>\n\n\n\n
              • Timestamp\u88dc\u6b63<\/li>\n\n\n\n
              • \u91cd\u8907\u30c7\u30fc\u30bf\u524a\u9664<\/li>\n\n\n\n
              • \u7570\u5e38\u5024\u691c\u51fa<\/li>\n\n\n\n
              • \u53d6\u5f15\u30b3\u30b9\u30c8\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3<\/li>\n\n\n\n
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