Aggregates

接收訂閱期權聚合數據的行情資訊

Parameters

Name	Type	Description
channel*	string	訂閱頻道：trades, books, aggregates, candles
symbol*	string	期權代碼
afterHours*	bool	訂閱夜盤行情 true : 夜盤行情 false : 日盤行情 default : false

Response

Name	Type	Description
date*	string	日期
type*	string	期權類型
exchange	string	交易所
symbol	string	商品代號
name	string	商品名稱
previousClose	number	昨日收盤價
openPrice	number	開盤價
openTime	number	開盤價成交時間
highPrice	number	最高價
highTime	number	最高價成交時間
lowPrice	number	最低價
lowTime	number	最低價成交時間
closePrice	number	收盤價（最後成交價）
closeTime	number	收盤價（最後成交價）成交時間
avgPrice	number	當日成交均價
change	number	最後成交價漲跌
changePercnet	number	最後成交價漲跌幅
amplitude	number	當日振幅
lastPrice	number	最後一筆成交價（含試撮）
lastSize	number	最後一筆成交數量（含試撮）
total	object	統計時間
>> tradeVolume	number	累計成交量
>> tradeVolumeAtBid	number	累計內盤成交量
>> tradeVolumeAtAsk	number	累計外盤成交量
lastTrade	object	最後一筆成交資訊
>> price	number	最後一筆成交價格
>> size	number	最後一筆成交數量
>> time	number	最後一筆成交時間
>> serial	number	最後一筆成交流水號
serial	number	流水號
lastUpdated	number	最後異動時間

Example

Subscribe channel

Python

from fubon_neo.sdk import FubonSDK, Order

def handle_message(message):
    print(f'market data message: {message}')

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(Mode.Normal) # 建立行情連線

futopt = sdk.marketdata.websocket_client.futopt
futopt.on('message', handle_message)
futopt.connect()
futopt.subscribe({ 
    'channel': 'aggregates', 
    'symbol': 'TXFA4'
})

Node.js

const { FubonSDK } = require('fubon-neo');

const sdk = new FubonSDK();

const accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password");

sdk.initRealtime(Mode.Normal); // 建立行情連線

const futopt = sdk.marketdata.webSocketClient.futopt;
futopt.connect().then(() => {
  futopt.subscribe({ channel: "aggregates", symbol: "TXFA4" });
});

futopt.on("message", (message) => {
  const data = JSON.parse(message);
  console.log(data);
});

C#

using FubonNeo.Sdk;

var sdk = new FubonSDK();

var result = sdk.Login("Your ID", "Your password", "Your cert path", "Your cert password");

sdk.InitRealtime(Mode.Normal); // 建立行情連線

var futopt = sdk.MarketData.WebSocketClient.FutureOption;

futopt.OnMessage += (msg) => Console.WriteLine($"receive: { msg }");

await futopt.Connect();

await futopt.Subscribe(FugleMarketData.WebsocketModels.FutureOptionChannel.Aggregates, "TXFA4");

Receive data

{
    "event": "data",
    "data": {
        "date": "2023-12-26",
        "type": "FUTURE",
        "exchange": "TAIFEX",
        "symbol": "TXFA4",
        "name": "臺股期貨014",
        "previousClose": 17622,
        "openPrice": 17651,
        "openTime": 1703551500020000,
        "highPrice": 17740,
        "highTime": 1703560921393000,
        "lowPrice": 17634,
        "lowTime": 1703552892448000,
        "closePrice": 17735,
        "closeTime": 1703569500075000,
        "avgPrice": 17700.51,
        "change": 113,
        "changePercent": 0.64,
        "amplitude": 0.6,
        "lastPrice": 17735,
        "lastSize": 7,
        "total": {
            "tradeVolume": 52553,
            "totalBidMatch": 26280,
            "totalAskMatch": 26273
        },
        "lastTrade": {
            "price": 17735,
            "size": 7,
            "time": 1703569500075000,
            "serial": "00136127"
        },
        "serial": 136127,
        "lastUpdated": 1703569500075000
    },
    "id": "<CHANNEL_ID>",
    "channel": "aggregates"
}