Skip to main content

Candles

接收訂閱期權商品最新分鐘K

Parameters

NameTypeDescription
channel*string訂閱頻道:trades, books, aggregates, candles
symbol*string契約代碼
afterHours*bool訂閱夜盤行情 true : 夜盤行情 false : 日盤行情 default : false

Response

NameTypeDescription
date*string日期
type*stringTicker 類型
exchange*string交易所
marketstring市場別
symbol*string股票代號
timeframe*numberK線週期
open*numberK線開盤價
high*numberK線最高價
low*numberK線最低價
close*numberK線收盤價
volume*numberK線成交量(整股:成交張數;興櫃股票及盤中零股:成交股數;指數:成交金額)
average*number成交均價

Example

Subscribe channel

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': 'candles',
'symbol': 'TXFA4'
})

Receive data

{
"event": "data",
"data": {
"symbol": "TXFA4",
"type": "FUTURE",
"exchange": "TAIFEX",
"date": "2023-12-28T12:01:00.000+08:00",
"open": 17861,
"high": 17862,
"low": 17859,
"close": 17862,
"volume": 22,
"average": 17820.19
},
"id": "<CHANNEL_ID>",
"channel": "candles"
}