Historical Candles

Query historical futures candles by product symbol. Supports day / week / month K and minute K, regular and after-hours sessions; the contract month can be a specific month or a continuous contract 1! / 2! / 3!. 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

Parameters

Name	Type	Description
`product`*	string	Futures product symbol, e.g. `TXF`, `MXF`, `CDF` (upper case). 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`) is not accepted as `product` and returns 404; see the conversion note below. Only futures are supported for now; options and spread contracts are not yet available
`contractMonth`	string	Contract month, defaults to `1!` (front month) if omitted. Accepts a specific month `yyyyMM` (e.g. `202609`), a weekly contract (e.g. `202609W2`), or a continuous contract: `1!` front month, `2!` second month, `3!` third month (`4!` and beyond return 400)
`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

Day / week / month K goes back to 2010.
Minute K (regular and after-hours sessions) is available from 2017-06 (the after-hours session starts at 15:00 and belongs to the next trading day).
Minute K is built from outright-order trades only; the two legs filled through spread (combination) orders and block trades are not counted, so a contract's daily K volume can exceed the sum of that day's minute K, and a day with daily K volume but no minute K is expected.
A single query range (from ~ to) must be shorter than 1 year. A range of exactly or more than 1 year returns 400 Bad Request (error message: Date range must be less than one year). from must not be later than to, otherwise 400 is returned as well.
from / to are trading days. Per TAIFEX rules 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.
Continuous contracts (1! / 2! / 3!) roll over on contract expiry: on the last trading day the alias still points to the expiring contract and switches to the next one from the following trading day; data.contractMonth on each candle shows the contract it actually belongs to. 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.
If no data exists in the query range, the API returns 404 Resource Not Found instead of an empty array (e.g. the range contains no trading days, falls entirely before the start date of that timeframe, the product symbol or contract month does not exist, or an options symbol is queried).
If you have an intraday contract code (e.g. TXFI6), split it into product symbol and contract month: the first 3 characters are the product symbol (TXF), the 4th is the month code A–L for January–December (I = September), and the 5th is the last digit of the year (6 = 2026), i.e. product=TXF with contractMonth=202609; the continuous alias TXF1! maps to product=TXF with contractMonth=1!.

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`)	—
`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	All
`data.high`	number	Highest Price	All
`data.low`	number	Lowest Price	All
`data.close`	number	Close Price	All
`data.volume`	number	Volume (contracts)	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	Day / Week / Month K only

info

How change is calculated:

Day K: the difference from the previous trading day's close of the same contract. In a continuous-contract query, change on the rollover day is calculated against the new contract's own previous close, not against the previous contract.
Week / Month K: 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.

Parameters​

Response​

Examples​

Day K Example (Continuous Contract)​

Minute K Example​

After-hours Example​

Parameters

Response

Examples

Day K Example (Continuous Contract)

Minute K Example

After-hours Example