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Intraday Tickers

期權商品列表(依條件查詢)

intraday/tickers/

Parameters

NameTypeDescription
type*string類型,可選 FUTURE 期貨 ; OPTION 選擇權
exchangestring交易所,可選 TAIFEX 臺灣期貨交易所
sessionstring交易時段,可選 REGULAR 一般交易 或 AFTERHOURS 盤後交易
productstring期權商品代碼
contractTypestring契約類別,可選 I 指數類;R 利率類;B 債券類;C 商品類;S 股票類;E 匯率類
isSpreadbooleantrue 回傳時間價差(calendar spread)契約清單;預設回傳一般契約,既有查詢行為不變

Response

NameTypeDescription
date*string日期
type*string期權類型
exchangestring交易所
sessionstring交易時段
contractTypestring契約類別
isSpreadboolean是否為價差契約查詢(帶 isSpread=true 時為 true
dataobject[]契約列表
>> typestring期權類型
>> symbolstring商品代號
>> namestring商品名稱
>> referencePricestring參考價
>> contractTypestring契約類別
>> startDatestring上市日期
>> endDatestring下市日期
>> flowGroupstring流程群組
>> settlementDatestring最後結算日
>> isDynamicBandingboolean是否適用動態價格穩定
info

'*' 表示必揭示欄位。

價差契約查詢

isSpread=true 查詢價差契約時,data 回傳的欄位較精簡(symboltypenameisSpread)。詳見下方「價差契約」。

Example

from fubon_neo.sdk import FubonSDK, Order

sdk = FubonSDK()

accounts = sdk.login("Your ID", "Your password" , "Your cert path", "Your cert password") # 需登入後,才能取得行情權限

sdk.init_realtime() # 建立行情連線

restfut = sdk.marketdata.rest_client.futopt
# restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX',session='REGULAR', contractType='E') # 2.2.3 及以前版本

## 2.2.4 及以後版本 (使用 Exception 進行例外處理)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:
restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX',session='REGULAR', contractType='E')
except FugleAPIError as e:
print(f"Error: {e}")
print("------------")
print(f"Status Code: {e.status_code}") # 例: 429
print(f"Response Text: {e.response_text}") # 例: {"statusCode":429,"message":"Rate limit exceeded"}

Response Body:

{
"type": "FUTURE",
"exchange": "TAIFEX",
"session": "REGULAR",
"contractType": "E",
"data": [
{
"symbol": "RHFA4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-01-17",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨014",
"referencePrice": 7.1387,
"settlementDate": "2024-01-17",
"startDate": "2023-11-16"
},
{
"symbol": "RHFC4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-03-20",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨034",
"referencePrice": 7.108,
"settlementDate": "2024-03-20",
"startDate": "2023-01-31"
},
{
"symbol": "RHFF4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-06-19",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨064",
"referencePrice": 7.0619,
"settlementDate": "2024-06-19",
"startDate": "2023-04-20"
},
{
"symbol": "RHFI4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-09-19",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨094",
"referencePrice": 7.0189,
"settlementDate": "2024-09-19",
"startDate": "2023-07-20"
},
{
"symbol": "RHFL3",
"type": "FUTURE",
"contractType": "E",
"endDate": "2023-12-20",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨123",
"referencePrice": 7.1531,
"settlementDate": "2023-12-20",
"startDate": "2022-10-20"
},
......
]
}

價差契約

時間價差(calendar spread)契約預設不會出現在清單中,帶 isSpread=true 才會回傳。價差契約有以下特性:

  • 代碼格式為 {近月}/{遠月}:由近、遠兩腳合約組成,例如 EXFG6/H6TXFG6/F7;契約名稱標示兩個月份(例如「電子期貨076-086」)。
  • 無法依單一代碼查詢:代碼含有 /,以 /intraday/ticker/{symbol}/intraday/quote/{symbol} 等「依代碼查詢」端點查詢會回傳 404。請改用本清單端點(isSpread=true),或透過 WebSocket 訂閱(將價差代碼放在訂閱訊息的 symbol 欄位)。
  • 報價可為負值:價差為兩腳合約的價格之差,買賣報價可能為負數,屬正常現象。
  • 僅支援 WebSocket 訂閱取得即時行情:價差合約無獨立的 REST 即時報價/成交明細端點,需透過 WebSocket 訂閱取得即時報價與成交資訊。
restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX', session='AFTERHOURS', isSpread=True)