Historical Daily

Query the historical daily market data of futures and options for one trading day by product symbol. One call returns every contract listed that day (the full strike chain for options; every month and spread for futures), or only one contract month with contractMonth. Supports regular and after-hours sessions and goes back to 2010.

historical/daily/{product}

Version Note

Available since v2.5.0

Parameters

Name	Type	Description
`product`*	string	Product symbol, e.g. futures `TXF`, `MXF`, options `TXO` (upper case). Weekly contracts are also queried by product symbol and selected with `contractMonth` (e.g. `TXO` with `202610W1`). A contract code (e.g. `TXFJ6`) is not accepted as `product` and returns 400
`date`	string	Trading day (format: `yyyy-MM-dd`), defaults to today if omitted
`session`	string	Trading session, defaults to `regular` if omitted; offer `afterhours` for the after-hours session
`contractMonth`	string	Return only this contract month; all contracts of the day are returned if omitted. Accepts a month `yyyyMM` (e.g. `202610`); a weekly contract `yyyyMMWn` (Wednesday expiry, e.g. `202610W1`) or `yyyyMMFn` (Friday expiry, e.g. `202610F1`); a futures spread `yyyyMM/yyyyMM` (e.g. `202610/202611`). Futures also accept continuous contracts: `1!` front month, `2!` second month, `3!` third month (`4!` and beyond return 400); options do not support continuous contracts and return 400

info

Daily data goes back to 2010. Data for the current day is produced after the close and can be queried from about 17:30.
Each call covers one trading day and accepts only three query parameters: date, session and contractMonth; other parameters such as from / to have no effect. For a single contract's series across days, use Historical Candles instead.
A non-trading day, data not yet produced, or a product symbol / contract month that does not exist returns 404 Resource Not Found. A date with a time part (e.g. 2026-10-02T00:00:00) returns 400.
Per TAIFEX rules an after-hours session belongs to the next trading day, e.g. session=afterhours&date=2026-10-02 returns the after-hours session from 2026-10-01 15:00 to 2026-10-02 05:00.
data is ordered by expiry (e.g. 202610W1, 202610F1, 202610W2, 202610F2, 202610, 202610F3, 202611), then by strike price from low to high with calls before puts; futures spread rows come last.
Futures responses include spread contract rows, whose contractMonth joins two months with / (e.g. 202610/202611); use it to identify or exclude them.

Response

Name	Type	Description
`date`*	string	Trading day
`product`*	string	Product symbol
`exchange`*	string	Exchange
`session`*	string	Session, `REGULAR` or `AFTERHOURS`
`contractMonth`	string	The contract month passed in the query; for a continuous contract, the resolved actual month. Not returned when `contractMonth` is omitted
`data`*	object[]	Daily data
`data.contractMonth`*	string	Contract month: month `yyyyMM`, weekly `yyyyMMWn` / `yyyyMMFn`, futures spread `yyyyMM/yyyyMM`
`data.strikePrice`*	number	Strike price; `null` for futures and spread rows
`data.callPut`*	string	`CALL` or `PUT`; `null` for futures and spread rows
`data.exchange`*	string	Exchange
`data.openPrice`*	number	Opening price; `null` when there is no trade
`data.highPrice`*	number	Highest price; `null` when there is no trade or TAIFEX does not provide it
`data.lowPrice`*	number	Lowest price; `null` when there is no trade or TAIFEX does not provide it
`data.closePrice`*	number	Close price; `null` when there is no trade
`data.change`*	number	Price change; `null` when there is no trade, and for some spread rows
`data.changePercent`*	number	Price change (%); `null` when there is no trade or TAIFEX does not provide it
`data.volume`*	number	Volume (contracts), `0` when there is no trade; for spread rows, the volume traded between spread orders
`data.volumeSpread`*	number	Volume traded between spread and outright orders; set on futures spread rows only, `null` otherwise. Measured differently from `volume` — do not add the two
`data.openInterest`*	number	Open interest; `null` for the after-hours session and spread rows
`data.settlementPrice`*	number	Settlement price; `null` for the after-hours session and spread rows

Examples

Futures: All Months of a Day

Query every month of TAIEX Futures for the 2026-10-02 regular session; spread rows come last:

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:
  daily = restfutopt.historical.daily(**{"product": "TXF", "date": "2026-10-02"})
  print(daily)
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.daily({ product: 'TXF', date: '2026-10-02' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt.Historical;   //import DailyRequest

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 daily = await rest.Historical.Daily("TXF", new DailyRequest(new DateTime(2026,10,2)));

var daily_cont = daily.Content.ReadAsStringAsync().Result;

Console.WriteLine(daily_cont);

Response Body (excerpt):

{
  "date": "2026-10-02",
  "product": "TXF",
  "exchange": "TAIFEX",
  "session": "REGULAR",
  "data": [
    {
      "contractMonth": "202610",
      "strikePrice": null,
      "callPut": null,
      "exchange": "TAIFEX",
      "openPrice": 48552,
      "highPrice": 48802,
      "lowPrice": 48472,
      "closePrice": 48671,
      "change": -27,
      "changePercent": -0.06,
      "volume": 34014,
      "volumeSpread": null,
      "openInterest": 106691,
      "settlementPrice": 48669
    },
    {
      "contractMonth": "202611",
      "strikePrice": null,
      "callPut": null,
      "exchange": "TAIFEX",
      "openPrice": 48730,
      "highPrice": 48981,
      "lowPrice": 48668,
      "closePrice": 48841,
      "change": -17,
      "changePercent": -0.03,
      "volume": 450,
      "volumeSpread": null,
      "openInterest": 1445,
      "settlementPrice": 48840
    },
    ...
    {
      "contractMonth": "202610/202611",
      "strikePrice": null,
      "callPut": null,
      "exchange": "TAIFEX",
      "openPrice": 174,
      "highPrice": 180,
      "lowPrice": 173,
      "closePrice": 180,
      "change": null,
      "changePercent": null,
      "volume": 255,
      "volumeSpread": 156,
      "openInterest": null,
      "settlementPrice": null
    },
    ...
  ]
}

Options: One Contract Month

Query every strike of TAIEX Options for contract month 202610 in the 2026-10-02 regular session:

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:
  daily = restfutopt.historical.daily(**{"product": "TXO", "date": "2026-10-02", "contractMonth": "202610"})
  print(daily)
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.daily({ product: 'TXO', date: '2026-10-02', contractMonth: '202610' })
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt.Historical;   //import DailyRequest

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 daily = await rest.Historical.Daily("TXO", new DailyRequest(new DateTime(2026,10,2), contractMonth: "202610"));

var daily_cont = daily.Content.ReadAsStringAsync().Result;

Console.WriteLine(daily_cont);

Response Body (excerpt):

{
  "date": "2026-10-02",
  "product": "TXO",
  "exchange": "TAIFEX",
  "session": "REGULAR",
  "contractMonth": "202610",
  "data": [
    ...
    {
      "contractMonth": "202610",
      "strikePrice": 47000,
      "callPut": "CALL",
      "exchange": "TAIFEX",
      "openPrice": 1910,
      "highPrice": 2060,
      "lowPrice": 1870,
      "closePrice": 1970,
      "change": -20,
      "changePercent": -1.01,
      "volume": 17,
      "volumeSpread": null,
      "openInterest": 893,
      "settlementPrice": 1930
    },
    {
      "contractMonth": "202610",
      "strikePrice": 47000,
      "callPut": "PUT",
      "exchange": "TAIFEX",
      "openPrice": 330,
      "highPrice": 340,
      "lowPrice": 245,
      "closePrice": 259,
      "change": -35,
      "changePercent": -11.9,
      "volume": 280,
      "volumeSpread": null,
      "openInterest": 494,
      "settlementPrice": 259
    },
    ...
  ]
}

After-hours Example (Continuous Contract)

Query the after-hours session with session=afterhours and take only the front month with the continuous contract 1!. Set date to the trading day the session belongs to (2026-10-02); the response is the after-hours session from 2026-10-01 15:00 to 2026-10-02 05:00, and the top-level contractMonth is the resolved actual month:

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:
  daily = restfutopt.historical.daily(**{"product": "TXF", "date": "2026-10-02", "session": "afterhours", "contractMonth": "1!"})
  print(daily)
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.daily({ product: 'TXF', date: '2026-10-02', session: 'afterhours', contractMonth: '1!' })
  .then(data => console.log(data));

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

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 daily = await rest.Historical.Daily("TXF", new DailyRequest(new DateTime(2026,10,2), TradeSession.AfterHours, "1!"));

var daily_cont = daily.Content.ReadAsStringAsync().Result;

Console.WriteLine(daily_cont);

Response Body:

{
  "date": "2026-10-02",
  "product": "TXF",
  "exchange": "TAIFEX",
  "session": "AFTERHOURS",
  "contractMonth": "202610",
  "data": [
    {
      "contractMonth": "202610",
      "strikePrice": null,
      "callPut": null,
      "exchange": "TAIFEX",
      "openPrice": 48622,
      "highPrice": 48661,
      "lowPrice": 48210,
      "closePrice": 48475,
      "change": -223,
      "changePercent": -0.46,
      "volume": 37554,
      "volumeSpread": null,
      "openInterest": null,
      "settlementPrice": null
    }
  ]
}

info

'*' Indicates mandatory disclosure fields.

Parameters​

Response​

Examples​

Futures: All Months of a Day​

Options: One Contract Month​

After-hours Example (Continuous Contract)​