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SDK Download

Key takeaways
  • Download SDKs for the Fubon Neo API in multiple languages.
  • Latest version is v2.2.8 with migration notes below.
  • API Key login requires >= v2.2.7; web certificate export login requires >= v2.2.8.
ItemDetails
Latest versionv2.2.8
LanguagesPython / C# / JavaScript (Node.js) / C++ & Go (securities trading accounting and condition orders only)
PlatformsWindows / macOS / Linux (by language)
API Key login>= v2.2.7
Web cert export login>= v2.2.8
info
  1. Test environment is available for Fubon Neo API. Please refer to User Guide for more detail.
  2. Web Certificate Export can be used for API login (version requirement: >= v2.2.8).
API Key Login Feature (for version >= 2.2.7)
Notes for versions >=2.2.4
  1. New rule verification reminder for the user_def field in securities orders.
    a. Only uppercase and lowercase English letters and the numbers 0-9 are accepted, with a maximum of 10 characters. (Rule updated >=2.2.8)
    b. If the character string is legal but exceeds 10 characters, it will be automatically shortened to 10 characters and included in the order; the transaction event callback will send a reminder message.
    c. If the character string is not legal, the user_def field will be automatically filled with a null value; the transaction event callback will send a reminder message.

(Note: Even if the user_def field does not conform to the rules, the order will still be submitted, but the field value will be automatically adjusted. Please refer to points b and c above for the adjustment method.)

  1. For Python Market Data Web API, exception handling has been changed to using the Exception mechanism. For details, please refer to the Python code examples in the Market Data Web API documentation.
Notes for versions >=2.2.0

  1. The following condition order functions do not support futures/options after-hours session: a. Time slice
    b. Trail profit
    c. Time triggered conditions

  2. A new parameter trigger is added to the take-profit/stop-loss order object (TPSLOrder). For stock condition order, the trigger price can be set to a. the best bid price, b. the best sell price, and c. the matched price. This paramter is optional, the default tartget is the matched price. For more details, please refer to condition order -> [List of Enumerations]

(Note: For C#, this parameter must be filled with null to use the default target. For Python and JS, this parameter can be ignored)
(Note 2: Futures TP/SL order object (FutOptTpslOrder) also has this newly added field, although not for actual use yet. For C#, please filled this field with null, and for Python and JS, this parameter can be ignored)

SDK Files​

Python​

Support Python 3.8, 3.9, 3.10, 3.11, 3.12 and 3.13. Python 3.7 is not supported since v2.0.1 (3.14 not supported).

SDK:

info

Code Example: Python example (.ipynb, Jupyter. Need to install the SDK before use.)

JavaScript​

Support Node.js 16 and above

SDK:

info

Code Example: JS example (.ipynb, Jupyter. Need to install the SDK before use.)

C#​

Developed with .NET Standard 2.0, Suggest using .netcoreapp 3.1 and above or .NETFramework 4.7.2 and above

SDK:

info

Code Example: C# example (Trade) (Visual Studio project (WPF). Need to install the SDK before use.)
Code Example: C# example (Market Data and Accounting) (Visual Studio project (Windows Forms). Need to install the SDK before use.)

C++​

For C++ 20 and above

Golang​

Connection Test​

Connection Test Helper： download (for Windows)

Version migration notes.​

2.2.8​

Version Notes >=2.2.8

  1. New rule verification reminder for the user_def field in securities orders.
    a. Only uppercase/lowercase English letters and digits 0–9 are allowed, up to 10 characters (rule updated >=2.2.8)

  2. The forced disconnect mechanism triggered by API Key permission changes has been adjusted to apply only to the keys affected by the change (Example: logged in simultaneously with key1 and key2; delete key1 => key1 session is forcibly disconnected; key2 session is not affected)

  3. Certificates exported from the web page can be used for API login

2.2.7​

  • New feature: APY-KEY Login and CA Certificate Export
info

2.2.6​

  • Golang version of the SDK (Stocks: Trade & account Management)
  • New feature: (Stocks) Marketdata Web API for realtime technical indicators

2.2.5​

  • New feature: (Stocks) Stock Quote Information Query Functions
  • New feature: (Stocks) Added a new field Disposition Status to the function Get Daytrade Quota and Precollect Information
  • Upgraded connection management components

2.2.4​

  • New feature: (Stocks) Day trade condition orders now available
  • New feature: (Stocks) Now support first-in-first-out account inquiries
  • New feature: (Stocks) Added a callback reminder to alert for invalid input in the user_def field of securities orders
  • Added C++ version of the SDK (Stocks: Trade, account management and condition orders)
Notes for versions >=2.2.4
  1. Adds a new rule verification reminder for the user_def field in securities orders.
    a. Only characters in the ASCII range 33-126 are accepted, with a maximum of 10 characters.
    b. If the character string is legal but exceeds 10 characters, it will be automatically shortened to 10 characters and included in the order; the transaction event callback will send a reminder message.
    c. If the character string is not legal, the user_def field will be automatically filled with a null value; the transaction event callback will send a reminder message.

(Note: Even if the user_def field does not conform to the rules, the order will still be submitted, but the field value will be automatically adjusted. Please refer to points b and c above for the adjustment method.)

  1. For Python Market Data Web API, exception handling has been changed to using the Exception mechanism. For details, please refer to the Python code examples in the Market Data Web API documentation.

2.2.3​

  • Exception handling components optimization

2.2.2​

  • Upgrade the place order module again for EVEN BETTER speed

2.2.1​

  • New feature: WebSocket parameter settings ( Reference )

2.2.0​

  • New feature: (Stocks) Condition TP/SL order can set different trigger price types (best sell, best buy, and matched)
  • New feature: (Futures/Options) Condition order can be placed for after-hours session (FutureNight/OptionNight)
Notes for versions >=2.2.0

  1. The following condition order functions do not support futures/options after-hours session: a. Time slice b. Trail profit c. Time triggered conditions

  2. A new parameter trigger is added to the take-profit/stop-loss order object (TPSLOrder). For stock condition order, the trigger price can be set to a. the best bid price, b. the best sell price, and c. the matched price. This paramter is optional, the default tartget is the matched price. For more details, please refer to condition order -> [List of Enumerations]

(Note: For C#, this parameter must be filled with null to use the default target. For Python and JS, this parameter can be ignored)
(Note 2: Futures TP/SL order object (FutOptTpslOrder) also has this newly added field, although not for actual use yet. For C#, please filled this field with null, and for Python and JS, this parameter can be ignored)

2.1.1​

  • New feaure: (Stocks) Longer term historical orders and filled records (each inquiry can cover up to 30-day date range)
  • New feaure: (Futures/Options) Trail-profit and time-slice condition order

2.1.0​

  • New feaure: Futures/Options condition order
  • (Stocks) Add new fields 'status' and 'err_msg' to 'details' of OrderResult

2.0.1​

  • New functions for futures/options trade and account information
  • Python SDK supports Python 3.12 (cease the support for Python 3.7)

1.3.2​

  • Upgrade the place order module for better speed

1.3.1​

  • New feaure: Stock condition order
  • New feaure: Futures/Options market data
  • (C#) New ways to use trade callback function (for more information, please refer to Trading Doc -> SDK Refernce -> Version Upgrade Guide)

1.0.4​

  • Add 'details' field to OrderResult object
  • New mode for realtime market data (for more information, please refer to Market Data Doc -> WebSocket -> Mode Switching)