SDK Downloads

Key Points

• Download the SDK for each language supported by Fubon Neo API.
• The latest version is v2.3.0. See Version Migration Information for details.
• API Key login is supported in versions >= v2.2.7, and login using a certificate exported from the website is supported in versions >= v2.2.8.
• See Installation and Version Compatibility for installation instructions and a compatibility overview.

Item	Description
Latest version	v2.3.0
Supported languages	Python / C# / JavaScript (Node.js) / C++ and Go (securities trading, account services, and conditional orders only)
Supported platforms	Windows / macOS / Linux versions are available depending on the language
API Key login	>= v2.2.7
Exported certificate login	>= v2.2.8

Related Information

1. Fubon Neo API provides a test environment. See Quick Start for details.
   
2. A certificate exported from the website can be used for API login (version >= v2.2.8).

API Key Login >= v2.2.7

• About API Keys
  
• Apply for an API Key

Version Notes >=2.2.4

1. Validation reminders have been added for the securities order user_def field.
   a. Only uppercase and lowercase English letters and the digits 0–9 may be used, up to 10 characters (rule updated in >=2.2.8).
   b. If the characters are valid but the value exceeds 10 characters, it will be automatically truncated to 10 characters and included in the order. The trading event callback will send a reminder message.
   c. If any character is invalid, user_def will automatically be set to an empty value. The trading event callback will send a reminder message.
   

(Note: An order with a user_def value that does not comply with these rules will still be submitted, but the field value will be adjusted automatically as described in b and c above.)

2. Python Market Data Web API exceptions are now reported using Exception. See the Python examples in the Market Data Web API documentation for details.

Version Notes >=2.2.0

1. The following conditional-order features currently do not support the futures night session: a. Time-sliced quantity b. Trailing profit lock c. Time-triggered conditions

2. A trigger parameter has been added to the securities conditional-order take-profit/stop-loss child-order object (TPSLOrder). The trigger price reference can be set to the last traded price, best bid price, or best ask price. If no value is specified, the last traded price is used by default. See the conditional-order [parameter reference] for details.

(Note: In C#, enter null for this parameter to use the default value. In Python and JS, the parameter may be omitted.)
(Note 2: This field has also been added to the futures conditional-order object (FutOptTpslOrder). It does not yet have a specific function. Enter null in C#, and omit the field in Python and JS.)

Download Links

Python

Supports versions 3.8, 3.9, 3.10, 3.11, 3.12, and 3.13. Python 3.7 is not supported after v2.0.1 (3.14 is not currently supported).

SDK:

• Windows 64-bit Download
• macOS
  • Arm 64-bit Download
  • X86 64-bit Download
• Linux 64-bit Download

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Sample code: Python sample code (.ipynb, Jupyter interactive development format; requires the SDK)

JavaScript

Supports Node.js 16 and later.

SDK:

• Fubon-Neo.tgz Download

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Sample code: JS sample code (.ipynb, Jupyter interactive development format; requires the SDK)

C#

Developed with .NET Standard 2.0. .NET Core 3.1 or later, or .NET Framework 4.7.2 or later, is recommended.

SDK:

• nupkg (64-bit) Download

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Sample code: C# order placement sample code (Visual Studio sample project (WPF); requires the SDK)
Sample code: C# market data and account services sample code (Visual Studio sample project (Windows Forms); requires the SDK)

C++

Supports C++20 and later.

• Download the SDK and sample code

Golang

• Download the SDK and sample code

Connection Test

Connection Test Helper: Download (for Windows)

Version Migration Information

2.3.0

• Market-data component optimization

2.2.9

• Added ETF holdings queries to securities market data.
• Added securities transfer and reservation functions, including cash reservation, stock transfers, and application-result queries.
• Added futures/options market data (WebSocket) support for continuous-month quotes, spread-contract quotes, derived best-level quotes, and trial-matching information.

2.2.8

• Securities
  1. Added a corporate action events data API for market data.
  2. Added a restored stock price option to Historical Market Data Candles.
• Added the AI-Assisted Development page.

Version Notes >=2.2.8

1. Validation reminders have been added for the securities order user_def field.
   a. Only uppercase and lowercase English letters and the digits 0–9 may be used, up to 10 characters (rule updated in >=2.2.8).
   

2. The forced-disconnection mechanism for API Key permission changes now disconnects only the affected key.
   (Example: If key1 and key2 are both logged in and key1 is deleted, the key1 session is forcibly disconnected; the key2 session is unaffected.)
   

3. A certificate exported from the website can be used for API login.

2.2.7

• Added login using APY-KEY and certificate export functionality.

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• About API Keys
  
• Apply for an API Key

2.2.6

• Added a Golang SDK (securities trading and account services).
• Added technical indicators to the Securities Market Data Web API.

2.2.5

• Added securities price fluctuation report queries (TWSE and TPEx).
• Added a warning-stock annotation field to securities intraday short-sale quota queries.
• Upgraded the connection management component.

2.2.4

• Added securities day-trading conditional orders.
• Added FIFO account queries for securities.
• Added validation reminders for the securities order user_def field.
• Added a C++ SDK (securities trading, account services, and conditional orders).

Version Notes >=2.2.4

1. Validation reminders have been added for the securities order user_def field.
   a. Only characters in the ASCII 33–126 range may be used, up to 10 characters.
   b. If the characters are valid but the value exceeds 10 characters, it will be automatically truncated to 10 characters and included in the order. The trading event callback will send a reminder message.
   c. If any character is invalid, user_def will automatically be set to an empty value. The trading event callback will send a reminder message.
   

(Note: An order with a user_def value that does not comply with these rules will still be submitted, but the field value will be adjusted automatically as described in b and c above.)

2. Python Market Data Web API exceptions are now reported using Exception. See the Python examples in the Market Data Web API documentation for details.

2.2.3

• Optimized the exception handling component.

2.2.2

• Further optimized and upgraded the order placement module.

2.2.1

• Added connection parameter settings (instructions).

2.2.0

• Added take-profit/stop-loss trigger price condition settings for securities conditional orders.
• Added a night-session option (FutureNight/OptionNight) for futures/options conditional orders.

Version Notes >=2.2.0

1. The following conditional-order features currently do not support the futures night session: a. Time-sliced quantity b. Trailing profit lock c. Time-triggered conditions

2. A trigger parameter has been added to the securities conditional-order take-profit/stop-loss child-order object (TPSLOrder). The trigger price reference can be set to the last traded price, best bid price, or best ask price. If no value is specified, the last traded price is used by default. See the conditional-order [parameter reference] for details.

(Note: In C#, enter null for this parameter to use the default value. In Python and JS, the parameter may be omitted.)
(Note 2: This field has also been added to the futures conditional-order object (FutOptTpslOrder). It does not yet have a specific function. Enter null in C#, and omit the field in Python and JS.)

2.1.1

• Added long-range historical securities order and execution record queries (maximum 30-day interval per query).
• Added trailing profit-lock and time-sliced quantity conditional orders for futures/options.

2.1.0

• Added conditional-order functionality for futures/options.
• Added status and err_msg fields to the securities order history query.

2.0.1

• Added futures/options trading and account services.
• Added Python 3.12 support to the Python SDK (Python 3.7 is no longer supported).

1.3.2

• Optimized and upgraded the order placement module.

1.3.1

• Added securities conditional orders.
• Added futures/options market data.
• Changed how the C# trading callback function is used. (For details, see Trading Documentation -> SDK Reference -> Version Upgrade Guide.)

1.0.4

• Added a details field to the OrderResult object.
• Added Normal Mode to real-time market data. (For details, see Market Data Documentation -> WebSocket -> Mode Switching.)