請問因為我要一次撈所有TXO的商品價格自己去用df找價平位置或是價內外，
不過我用snapshot的方法一位餵入所有TXO 他吐出來的ts的時間好多喔，
請問因為她有開高低收，這樣的ts時間是指從這個時間點到現在的當下的K的開高低收嗎?
擷取一段有點像下面這樣，我原本以為snapshot應該是齊頭式的都抓到當下的價格，並且時間應該都要一樣，但怎麼會時間差異這麼大?
當然因為選擇權常常很多是沒有交易量所以沒價格的，所以他自動抓到更遠的有價個地方去當起始位置，所以一次的snapshot所有商品抓到的ts時間才會差那麼多?
以下為datafram是意圖:
index,ts,code,exchange,open,high,low,close,tick_type,change_price,change_rate,change_type,average_price,volume,total_volume,amount,total_amount,yesterday_volume,buy_price,buy_volume,sell_price,sell_volume,volume_ratio
1,2023-06-01 08:30:00.000,TXO19200S3,TAIFEX,0.0,0.0,0.0,0.0,None,0.0,0.0,Unchanged,0.0,0,0,0,0,0.0,2830.0,20.0,3110.0,20,0.0
2,2023-06-01 08:30:00.000,TXO15100H3,TAIFEX,0.0,0.0,0.0,0.0,None,0.0,0.0,Unchanged,0.0,0,0,0,0,0.0,1040.0,25.0,1320.0,25,0.0
3,2023-06-01 08:30:00.000,TXO18000T3,TAIFEX,0.0,0.0,0.0,0.0,None,0.0,0.0,Unchanged,0.0,0,0,0,0,0.0,1730.0,21.0,2010.0,21,0.0
4,2023-06-01 16:01:56.771,TXO16200S3,TAIFEX,330.0,330.0,330.0,330.0,Buy,5.0,1.54,Up,330.0,10,10,3300,3300,12.0,305.0,23.0,321.0,23,0.83
5,2023-05-31 11:47:37.528,TXO17400R3,TAIFEX,910.0,910.0,910.0,910.0,Buy,65.0,7.69,Up,910.0,3,3,2730,2730,2.0,900.0,28.0,910.0,20,1.5
6,2023-06-01 18:30:52.241,TXO17100G3,TAIFEX,63.0,63.0,63.0,63.0,Buy,3.0,5.0,Up,63.0,1,2,63,126,74.0,62.0,25.0,67.0,20,0.03