Intraday Tickers

Futures and Options product list（Query base on condition）

intraday/tickers/

Parameters

Name	Type	Description
`type`*	string	Type，valid in `FUTURE` ； `OPTION`
`exchange`	string	Exchange，valid in `TAIFEX`
`session`	string	Trading Session，valid in `REGULAR` or `AFTERHOURS`
`product`	string	Contract Code
`contractType`	string	Contract Type，valid in `I` index；`R` rate；`B` bond；`C` commodity；`S` stock；`E` exchange rate
`isSpread`	boolean	`true` returns the calendar spread contract list; default returns regular contracts

Response

Name	Type	Description
`date`*	string	Date
`type`*	string	Type
`exchange`	string	Exchange
`session`	string	Trading Session
`product`	string	Product code (returned when `product` is given)
`contractType`	string	Contract Type
`isSpread`	boolean	Whether this is a spread-contract query (`true` when queried with `isSpread=true`)
`data`	object[]	Data List
>> `type`	string	Type
>> `symbol`	string	Contract Code
>> `name`	string	Contract Name
>> `isSpread`	boolean	Whether this is a spread contract (`true` when queried with `isSpread=true`)
>> `referencePrice`	number	Reference Price
>> `limitUpPrice`	number	Limit-up price
>> `limitDownPrice`	number	Limit-down price
>> `priceLimitLevels`	object[]	Limit-up and limit-down prices of each level (tiered price limit products only)
>> `priceLimitLevels[].level`	number	Level number; `1` is the base level
>> `priceLimitLevels[].limitUpPrice`	number	Limit-up price of the level
>> `priceLimitLevels[].limitDownPrice`	number	Limit-down price of the level
>> `limitUpLevel`	number	Currently applied limit-up level (tiered price limit products only)
>> `limitDownLevel`	number	Currently applied limit-down level (tiered price limit products only)
>> `contractType`	string	Contract Type
>> `startDate`	string	Start Trading Date
>> `endDate`	string	Last Trading Date
>> `openDatetime`	string	Trading session open time
>> `closeDatetime`	string	Trading session close time
>> `flowGroup`	number	Contract Flow Group
>> `settlementDate`	string	Settlement Date
>> `isDynamicBanding`	boolean	Dynamic Price Banding

info

'*' Indicates mandatory disclosure fields.

info

Products with a single price limit, such as TAIEX futures and single stock futures, return only limitUpPrice and limitDownPrice. Futures and options on gold, crude oil, currencies, overseas indices and ETFs with foreign underlying constituents use tiered price limits: they additionally return the full ladder in priceLimitLevels and the currently applied levels in limitUpLevel / limitDownLevel, and limitUpPrice / limitDownPrice are the prices of the currently applied levels. When the price limit is widened during the session, the applied levels and prices are updated, and the limit-up and limit-down sides may sit at different levels.

Spread contract query

Spread-contract queries are available since v2.2.9. When querying spread contracts with isSpread=true, the fields returned in data are reduced (symbol, type, name, isSpread). See "Spread Contracts" below.

Example

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")  

sdk.init_realtime() 

restfut = sdk.marketdata.rest_client.futopt  
# restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX',session='REGULAR', contractType='E')  # Version 2.2.3 and before

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

try:  
  restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX',session='REGULAR', contractType='E')
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(); 

const client = sdk.marketdata.restClient
client.futopt.intraday.tickers({ type: 'FUTURE', exchange:'TAIFEX', session:'REGULAR', contractType:'E'})
  .then(data => console.log(data));

using FubonNeo.Sdk;
using FugleMarketData.QueryModels.FuOpt;
using FugleMarketData.QueryModels.FuOpt.Intraday;


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

sdk.InitRealtime(); 

var rest = sdk.MarketData.RestClient.FutureOption;

var contracts = await rest.Intraday.Tickers(FutOptType.Future, new(){
        Exchange=FutOptExchangeType.TaiFex,
        Session=SessionType.AfterHours,
        ContractType=ContractType.E
        });
var contracts_cont = contracts.Content.ReadAsStringAsync().Result;

Console.WriteLine(contracts_cont);

Response Body：

{
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "session": "REGULAR",
    "contractType": "E",
    "data": [
        {
            "symbol": "XAFC7",
            "type": "FUTURE",
            "closeDatetime": "2026-09-09T16:15:00.000+08:00",
            "contractType": "E",
            "endDate": "2027-03-15",
            "flowGroup": 5,
            "isDynamicBanding": true,
            "name": "澳幣兌美元期貨037",
            "openDatetime": "2026-09-09T08:45:00.000+08:00",
            "referencePrice": 0.7189,
            "settlementDate": "2027-03-15",
            "startDate": "2026-03-19",
            "limitDownLevel": 1,
            "limitDownPrice": 0.6974,
            "limitUpLevel": 1,
            "limitUpPrice": 0.7404,
            "priceLimitLevels": [
                {
                    "level": 1,
                    "limitUpPrice": 0.7404,
                    "limitDownPrice": 0.6974
                },
                {
                    "level": 2,
                    "limitUpPrice": 0.7548,
                    "limitDownPrice": 0.683
                },
                {
                    "level": 3,
                    "limitUpPrice": 0.7692,
                    "limitDownPrice": 0.6686
                }
            ]
        },
        {
            "symbol": "XAFF7",
            "type": "FUTURE",
            "closeDatetime": "2026-09-09T16:15:00.000+08:00",
            "contractType": "E",
            "endDate": "2027-06-14",
            "flowGroup": 5,
            "isDynamicBanding": true,
            "name": "澳幣兌美元期貨067",
            "openDatetime": "2026-09-09T08:45:00.000+08:00",
            "referencePrice": 0.7178,
            "settlementDate": "2027-06-14",
            "startDate": "2026-06-18",
            "limitDownLevel": 1,
            "limitDownPrice": 0.6963,
            "limitUpLevel": 1,
            "limitUpPrice": 0.7393,
            "priceLimitLevels": [
                {
                    "level": 1,
                    "limitUpPrice": 0.7393,
                    "limitDownPrice": 0.6963
                },
                {
                    "level": 2,
                    "limitUpPrice": 0.7536,
                    "limitDownPrice": 0.682
                },
                {
                    "level": 3,
                    "limitUpPrice": 0.768,
                    "limitDownPrice": 0.6676
                }
            ]
        },
    ......
    ]
}

Spread Contracts

Calendar spread contracts do not appear by default in the list; they are only returned when isSpread=true. Spread contracts have the following characteristics:

Symbol format is {near month}/{far month}: composed of a near-month and far-month leg, e.g. EXFG6/H6, TXFG6/F7; the contract name shows both months (e.g. "電子期貨076-086").
Can be queried by a single symbol: /intraday/ticker, /intraday/quote, /intraday/trades, /intraday/candles and /intraday/volumes all accept spread-contract symbols; put the symbol, including its /, directly in the path (SDK example: restfut.intraday.quote(symbol='TXFJ6/K6')). Real-time data is also available via WebSocket subscription.
Quotes can be negative: since a spread price is the difference between the two legs, bid/ask quotes can be negative — this is expected.

Python
Node.js

restfut.intraday.tickers(type='FUTURE', exchange='TAIFEX', session='AFTERHOURS', isSpread=True)

client.futopt.intraday
  .tickers({ type: 'FUTURE', exchange: 'TAIFEX', session: 'AFTERHOURS', isSpread: true })
  .then((data) => console.log(data));

Parameters​

Response​

Example​

Spread Contracts​

Parameters

Response

Example

Spread Contracts