Historical Candles

Query historical futures and options candles by product symbol. Supports day / week / month K and minute K, regular and after-hours sessions; for futures the contract month can be a specific month or a continuous contract 1! / 2! / 3!, while options require the contract month, strike price and call/put. A single query range must be shorter than 1 year; day / week / month K goes back to 2010, and minute K is available from 2017-06.

historical/candles/{product}

Version Note

Available since v2.4.0; options (strikePrice, callPut) supported since v2.5.0

Parameters

Name	Type	Description
`product`*	string	Product symbol (upper case), e.g. `TXF`, `MXF`, `CDF` for futures and `TXO` for options. Specify the contract month with `contractMonth`; weekly contracts are also queried by product symbol (e.g. `MXF` with `contractMonth=202609W2`) — a weekly prefix such as `MX4` is not a product symbol. A contract code (e.g. `TXFI6`, `TXO48000J6`) is not accepted as `product` and returns 400; see Converting Intraday Contract Codes below. Spread contracts are not yet available
`contractMonth`	string	Contract month. Futures: defaults to `1!` (front month) if omitted; accepts a specific month `yyyyMM` (e.g. `202609`), a weekly contract `yyyyMMWn` (e.g. `202609W2`), or a continuous contract `1!` front month, `2!` second month, `3!` third month (`4!` and beyond return 400). Options: required; accepts `yyyyMM`, a weekly contract `yyyyMMWn` (Wednesday expiry) or `yyyyMMFn` (Friday expiry); continuous contracts are not supported
`strikePrice`	number	Options only, required. Strike price, e.g. `48000`; must be given together with `callPut`
`callPut`	string	Options only, required. `CALL` or `PUT`; must be given together with `strikePrice`
`from`	string	Start date (format: `yyyy-MM-dd`), defaults to 1 week ago if omitted
`to`	string	End date (format: `yyyy-MM-dd`), defaults to today if omitted
`timeframe`	string	KLine timeframe, defaults to `D` (day) if omitted; offer `1` 1m; `5` 5m; `10` 10m; `15` 15m; `30` 30m; `60` 60m; `D` day; `W` week; `M` month
`session`	string	Trading session, defaults to `regular` if omitted; offer `afterhours` for the after-hours session
`fields`	string	Field selection, defaults to `open,high,low,close,volume` if omitted (`average`, `transaction` and `change` are not included, specify them explicitly when needed); offer `open`, `high`, `low`, `close`, `volume`, `average`, `transaction`, `change` (see the Response table below for applicable timeframes). `turnover` is not provided and returns 400 if requested
`sort`	string	Sorting, defaults to `desc` (descending) if omitted; also offer `asc` (ascending)

info

Data coverage: day / week / month K from 2010; minute K from 2017-06. Data for the current day can be queried from about 17:30.
A single query range must be shorter than 1 year, otherwise 400 is returned.
from / to are trading days, and an after-hours session belongs to the next trading day: e.g. session=afterhours&from=2026-09-10&to=2026-09-10 returns the after-hours session from 2026-09-09 15:00 to 2026-09-10 05:00.
If no data is found, 404 is returned instead of an empty array.
Continuous contracts (1! / 2! / 3!) roll over on the trading day after the expiring contract's last trading day. No roll adjustment is applied, so the candle on the rollover day may gap. Continuous contracts are ranked among monthly contracts only, excluding weekly contracts.
Minute K counts outright-order trades only (excluding the legs of spread orders and block trades), so a contract's day K volume can exceed the sum of that day's minute K.

Converting Intraday Contract Codes

An intraday contract code cannot be used as product. Convert it into query parameters as follows:

Intraday code	Query parameters
`TXFI6`	`product=TXF`, `contractMonth=202609`
`TXF1!`	`product=TXF`, `contractMonth=1!`
`TXO48000J6`	`product=TXO`, `contractMonth=202610`, `strikePrice=48000`, `callPut=CALL`

Month codes are A–L for futures and calls and M–X for puts, for January–December; the last character is the last digit of the year.

Response

Name	Type	Description	Applicable Timeframe
`product`*	string	Product symbol	—
`contractMonth`*	string	The contract month passed in the query (`1!` / `2!` / `3!` for continuous contracts)	—
`exchange`*	string	Exchange	—
`session`*	string	Session, `REGULAR` or `AFTERHOURS`	—
`timeframe`*	string	KLine timeframe	—
`sort`*	string	Sorting direction (`desc` or `asc`)	—
`strikePrice`	number	Options only. The strike price passed in the query	—
`callPut`	string	Options only. The call/put passed in the query, `CALL` or `PUT`	—
`data`*	object[]	KLine data	—
`data.date`*	string	Trading day for day K, Monday of the week for week K, first day of the month for month K (`yyyy-MM-dd`); start time of the candle for minute K, ISO 8601 with timezone (e.g. `2026-09-10T08:45:00.000+08:00`)	All
`data.contractMonth`*	string	The contract month this candle actually belongs to. Use it to see where the rollover happens in a continuous-contract query; a week / month K spanning a rollover is labelled with the contract it closed on	All
`data.open`	number	Opening Price; `null` for a candle with no trade	All
`data.high`	number	Highest Price; `null` for a candle with no trade or when TAIFEX does not provide it	All
`data.low`	number	Lowest Price; `null` for a candle with no trade or when TAIFEX does not provide it	All
`data.close`	number	Close Price; `null` for a candle with no trade	All
`data.volume`	number	Volume (contracts), `0` for a candle with no trade	All
`data.average`	number	Volume-weighted average price (VWAP) of the candle	Minute K only
`data.transaction`	number	Number of transactions in the candle	Minute K only
`data.change`	number	Price Change; `null` for a candle with no trade	Day / Week / Month K only

info

Day K change is the day's close minus the previous trading day's settlement price (the same as the price change in TAIFEX daily market data); on a continuous contract's rollover day it is calculated against the new contract's own settlement price. Week / month K change is the sum of the daily changes within the period.

Examples

Day K Example (Continuous Contract)

Query day K with the front-month continuous contract 1! and a specified date range. The range spans the expiry of the 2026 August contract (8/19), and contractMonth shows the rollover on 8/20:

Python
Node.js
C#

from fubon_neo.sdk import FubonSDK, Order

sdk = FubonSDK()

accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  # Login first before connecting market-data

sdk.init_realtime() # Establish market-data

restfutopt = sdk.marketdata.rest_client.futopt

## After version 2.2.4 (use Exception for exception handling)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:
  restfutopt.historical.candles(**{"product": "TXF", "contractMonth": "1!", "from": "2026-08-17", "to": "2026-08-21", "fields": "open,high,low,close,volume,change"})
except FugleAPIError as e:
  print(f"Error: {e}")
  print("------------")
  print(f"Status Code: {e.status_code}")  # Ex: 429
  print(f"Response Text: {e.response_text}")  # Ex: {"statusCode":429,"message":"Rate limit exceeded"}

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(); // Establish market-data

const client = sdk.marketdata.restClient
client.futopt.historical.candles({ product: 'TXF', contractMonth: '1!', from: '2026-08-17', to: '2026-08-21', fields: 'open,high,low,close,volume,change' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt.Historical;   //import HistoricalTimeFrame, HistoricalFieldsType

var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

sdk.InitRealtime(); // Establish market-data

var rest = sdk.MarketData.RestClient.FutureOption;

var candles = await rest.Historical.Candles("TXF", new(new DateTime(2026,8,17), new DateTime(2026,8,21), HistoricalTimeFrame.Day, HistoricalFieldsType.Open|HistoricalFieldsType.High|HistoricalFieldsType.Low|HistoricalFieldsType.Close|HistoricalFieldsType.Volume|HistoricalFieldsType.Change, "1!"));

var candles_cont = candles.Content.ReadAsStringAsync().Result;

Console.WriteLine(candles_cont);

Response Body:

{
  "product": "TXF",
  "contractMonth": "1!",
  "exchange": "TAIFEX",
  "session": "REGULAR",
  "timeframe": "D",
  "sort": "desc",
  "data": [
    {
      "date": "2026-08-21",
      "contractMonth": "202609",
      "open": 44887,
      "high": 45294,
      "low": 44566,
      "close": 45148,
      "volume": 51446,
      "change": 245
    },
    {
      "date": "2026-08-20",
      "contractMonth": "202609",
      "open": 44950,
      "high": 45122,
      "low": 44448,
      "close": 44868,
      "volume": 53693,
      "change": 368
    },
    {
      "date": "2026-08-19",
      "contractMonth": "202608",
      "open": 44411,
      "high": 44869,
      "low": 44208,
      "close": 44612,
      "volume": 27795,
      "change": -476
    },
    {
      "date": "2026-08-18",
      "contractMonth": "202608",
      "open": 45967,
      "high": 45977,
      "low": 45070,
      "close": 45085,
      "volume": 83392,
      "change": -782
    },
    {
      "date": "2026-08-17",
      "contractMonth": "202608",
      "open": 45850,
      "high": 46140,
      "low": 45738,
      "close": 45888,
      "volume": 79450,
      "change": 76
    }
  ]
}

Minute K Example

Query 60-minute K with a specific contract month and a specified date range (including average price average and number of transactions transaction):

Python
Node.js
C#

from fubon_neo.sdk import FubonSDK, Order

sdk = FubonSDK()

accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  # Login first before connecting market-data

sdk.init_realtime() # Establish market-data

restfutopt = sdk.marketdata.rest_client.futopt

## After version 2.2.4 (use Exception for exception handling)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:
  restfutopt.historical.candles(**{"product": "TXF", "contractMonth": "202609", "timeframe": "60", "from": "2026-09-10", "to": "2026-09-10", "fields": "open,high,low,close,volume,average,transaction"})
except FugleAPIError as e:
  print(f"Error: {e}")
  print("------------")
  print(f"Status Code: {e.status_code}")  # Ex: 429
  print(f"Response Text: {e.response_text}")  # Ex: {"statusCode":429,"message":"Rate limit exceeded"}

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(); // Establish market-data

const client = sdk.marketdata.restClient
client.futopt.historical.candles({ product: 'TXF', contractMonth: '202609', timeframe: '60', from: '2026-09-10', to: '2026-09-10', fields: 'open,high,low,close,volume,average,transaction' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt.Historical;   //import HistoricalTimeFrame, HistoricalFieldsType

var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

sdk.InitRealtime(); // Establish market-data

var rest = sdk.MarketData.RestClient.FutureOption;

var candles = await rest.Historical.Candles("TXF", new(new DateTime(2026,9,10), new DateTime(2026,9,10), HistoricalTimeFrame.SixtyMin, HistoricalFieldsType.Open|HistoricalFieldsType.High|HistoricalFieldsType.Low|HistoricalFieldsType.Close|HistoricalFieldsType.Volume|HistoricalFieldsType.Average|HistoricalFieldsType.Transaction, "202609"));

var candles_cont = candles.Content.ReadAsStringAsync().Result;

Console.WriteLine(candles_cont);

Response Body:

{
  "product": "TXF",
  "contractMonth": "202609",
  "exchange": "TAIFEX",
  "session": "REGULAR",
  "timeframe": "60",
  "sort": "desc",
  "data": [
    {
      "date": "2026-09-10T12:45:00.000+08:00",
      "contractMonth": "202609",
      "open": 46733,
      "high": 46949,
      "low": 46733,
      "close": 46870,
      "volume": 10066,
      "average": 46868.04,
      "transaction": 7729
    },
    {
      "date": "2026-09-10T11:45:00.000+08:00",
      "contractMonth": "202609",
      "open": 46673,
      "high": 46820,
      "low": 46666,
      "close": 46730,
      "volume": 4133,
      "average": 46745.72,
      "transaction": 3212
    },
    {
      "date": "2026-09-10T10:45:00.000+08:00",
      "contractMonth": "202609",
      "open": 46748,
      "high": 46803,
      "low": 46652,
      "close": 46677,
      "volume": 3896,
      "average": 46719.47,
      "transaction": 3192
    },
    {
      "date": "2026-09-10T09:45:00.000+08:00",
      "contractMonth": "202609",
      "open": 46661,
      "high": 46800,
      "low": 46589,
      "close": 46747,
      "volume": 7357,
      "average": 46688.19,
      "transaction": 5398
    },
    {
      "date": "2026-09-10T08:45:00.000+08:00",
      "contractMonth": "202609",
      "open": 46940,
      "high": 46950,
      "low": 46506,
      "close": 46663,
      "volume": 20094,
      "average": 46683.01,
      "transaction": 16071
    }
  ]
}

After-hours Example

Query 60-minute K of the after-hours session with session=afterhours. from / to take the trading day the session belongs to (2026-09-10); the response covers the after-hours session from 2026-09-09 15:00 to 2026-09-10 05:00:

Python
Node.js
C#

from fubon_neo.sdk import FubonSDK, Order

sdk = FubonSDK()

accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  # Login first before connecting market-data

sdk.init_realtime() # Establish market-data

restfutopt = sdk.marketdata.rest_client.futopt

## After version 2.2.4 (use Exception for exception handling)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:
  restfutopt.historical.candles(**{"product": "TXF", "contractMonth": "202609", "timeframe": "60", "session": "afterhours", "from": "2026-09-10", "to": "2026-09-10"})
except FugleAPIError as e:
  print(f"Error: {e}")
  print("------------")
  print(f"Status Code: {e.status_code}")  # Ex: 429
  print(f"Response Text: {e.response_text}")  # Ex: {"statusCode":429,"message":"Rate limit exceeded"}

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(); // Establish market-data

const client = sdk.marketdata.restClient
client.futopt.historical.candles({ product: 'TXF', contractMonth: '202609', timeframe: '60', session: 'afterhours', from: '2026-09-10', to: '2026-09-10' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt;              //import TradeSession
using FugleMarketData.QueryModels.FuOpt.Historical;   //import HistoricalTimeFrame

var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

sdk.InitRealtime(); // Establish market-data

var rest = sdk.MarketData.RestClient.FutureOption;

var candles = await rest.Historical.Candles("TXF", new(new DateTime(2026,9,10), new DateTime(2026,9,10), HistoricalTimeFrame.SixtyMin, contractMonth: "202609", session: TradeSession.AfterHours));

var candles_cont = candles.Content.ReadAsStringAsync().Result;

Console.WriteLine(candles_cont);

Response Body (excerpt):

{
  "product": "TXF",
  "contractMonth": "202609",
  "exchange": "TAIFEX",
  "session": "AFTERHOURS",
  "timeframe": "60",
  "sort": "desc",
  "data": [
    {
      "date": "2026-09-10T04:00:00.000+08:00",
      "contractMonth": "202609",
      "open": 46987,
      "high": 47019,
      "low": 46971,
      "close": 46984,
      "volume": 359
    },
    {
      "date": "2026-09-10T03:00:00.000+08:00",
      "contractMonth": "202609",
      "open": 47024,
      "high": 47086,
      "low": 46965,
      "close": 46992,
      "volume": 671
    },
    ...
    {
      "date": "2026-09-09T16:00:00.000+08:00",
      "contractMonth": "202609",
      "open": 47234,
      "high": 47295,
      "low": 47182,
      "close": 47233,
      "volume": 1608
    },
    {
      "date": "2026-09-09T15:00:00.000+08:00",
      "contractMonth": "202609",
      "open": 47214,
      "high": 47267,
      "low": 47136,
      "close": 47232,
      "volume": 2098
    }
  ]
}

info

'*' Indicates mandatory disclosure fields.

Options Day K Example

Query day K of the TAIEX option, October 2026 contract, strike 48000 call:

Python
Node.js
C#

from fubon_neo.sdk import FubonSDK, Order

sdk = FubonSDK()

accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  # Login is required to get market data access

sdk.init_realtime() # Establish the market data connection

restfutopt = sdk.marketdata.rest_client.futopt

## After version 2.2.4 (use Exception for exception handling)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:
  restfutopt.historical.candles(**{"product": "TXO", "contractMonth": "202610", "strikePrice": 48000, "callPut": "CALL", "from": "2026-10-01", "to": "2026-10-07", "fields": "open,high,low,close,volume,change"})
except FugleAPIError as e:
  print(f"Error: {e}")
  print("------------")
  print(f"Status Code: {e.status_code}")  # e.g. 400
  print(f"Response Text: {e.response_text}")  # e.g. {"message":"strikePrice and callPut must be given together","error":"Bad Request","statusCode":400}

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(); // Establish the market data connection

const client = sdk.marketdata.restClient
client.futopt.historical.candles({ product: 'TXO', contractMonth: '202610', strikePrice: 48000, callPut: 'CALL', from: '2026-10-01', to: '2026-10-07', fields: 'open,high,low,close,volume,change' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt;              // import FutOptCallPut
using FugleMarketData.QueryModels.FuOpt.Historical;   // import HistoricalTimeFrame, HistoricalFieldsType

var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

sdk.InitRealtime(); // Establish the market data connection

var rest = sdk.MarketData.RestClient.FutureOption;

var candles = await rest.Historical.Candles("TXO", new HistoricalCandlesRequest(
    from: new DateTime(2026,10,1),
    to: new DateTime(2026,10,7),
    timeFrame: HistoricalTimeFrame.Day,
    fields: HistoricalFieldsType.Open|HistoricalFieldsType.High|HistoricalFieldsType.Low|HistoricalFieldsType.Close|HistoricalFieldsType.Volume|HistoricalFieldsType.Change,
    contractMonth: "202610",
    strikePrice: 48000m,
    callPut: FutOptCallPut.Call));

var candles_cont = candles.Content.ReadAsStringAsync().Result;

Console.WriteLine(candles_cont);

Response Body:

{
  "product": "TXO",
  "contractMonth": "202610",
  "exchange": "TAIFEX",
  "session": "REGULAR",
  "timeframe": "D",
  "sort": "desc",
  "strikePrice": 48000,
  "callPut": "CALL",
  "data": [
    {
      "date": "2026-10-07",
      "contractMonth": "202610",
      "open": 2100,
      "high": 2250,
      "low": 2100,
      "close": 2150,
      "volume": 23,
      "change": -100
    },
    {
      "date": "2026-10-06",
      "contractMonth": "202610",
      "open": 2300,
      "high": 2300,
      "low": 2250,
      "close": 2250,
      "volume": 3,
      "change": 60
    },
    {
      "date": "2026-10-05",
      "contractMonth": "202610",
      "open": 1850,
      "high": 2320,
      "low": 1800,
      "close": 2140,
      "volume": 154,
      "change": 920
    },
    {
      "date": "2026-10-02",
      "contractMonth": "202610",
      "open": 1170,
      "high": 1320,
      "low": 1150,
      "close": 1220,
      "volume": 95,
      "change": -60
    },
    {
      "date": "2026-10-01",
      "contractMonth": "202610",
      "open": 1150,
      "high": 1280,
      "low": 990,
      "close": 1280,
      "volume": 105,
      "change": 160
    }
  ]
}

Parameters​

Converting Intraday Contract Codes​

Response​

Examples​

Day K Example (Continuous Contract)​

Minute K Example​

After-hours Example​

Options Day K Example​

Parameters

Converting Intraday Contract Codes

Response

Examples

Day K Example (Continuous Contract)

Minute K Example

After-hours Example

Options Day K Example