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 |
Response
Name | Type | Description |
---|---|---|
date * | string | Date |
type * | string | Type |
exchange | string | Exchange |
session | string | Trading Session |
contractType | string | Contract Type |
data | object[] | Data List |
>> type | string | Type |
>> symbol | string | Contract Code |
>> name | string | Contract Name |
>> referencePrice | string | Reference Price |
>> contractType | string | Contract Type |
>> startDate | string | Start Trading Date |
>> endDate | string | Last Trading Date |
>> flowGroup | string | Contract Flow Group |
>> settlementDate | string | Settlement Date |
>> isDynamicBanding | boolean | Dynamic Price Banding |
info
'*' Indicates mandatory disclosure fields.
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')
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": "RHFA4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-01-17",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨014",
"referencePrice": 7.1387,
"settlementDate": "2024-01-17",
"startDate": "2023-11-16"
},
{
"symbol": "RHFC4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-03-20",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨034",
"referencePrice": 7.108,
"settlementDate": "2024-03-20",
"startDate": "2023-01-31"
},
{
"symbol": "RHFF4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-06-19",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨064",
"referencePrice": 7.0619,
"settlementDate": "2024-06-19",
"startDate": "2023-04-20"
},
{
"symbol": "RHFI4",
"type": "FUTURE",
"contractType": "E",
"endDate": "2024-09-19",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨094",
"referencePrice": 7.0189,
"settlementDate": "2024-09-19",
"startDate": "2023-07-20"
},
{
"symbol": "RHFL3",
"type": "FUTURE",
"contractType": "E",
"endDate": "2023-12-20",
"flowGroup": 5,
"isDynamicBanding": true,
"name": "美元兌人民幣期貨123",
"referencePrice": 7.1531,
"settlementDate": "2023-12-20",
"startDate": "2022-10-20"
},
......
]
}