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, existing query behavior is unchanged

Response

Name	Type	Description
date*	string	Date
type*	string	Type
exchange	string	Exchange
session	string	Trading Session
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
>> 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.

Spread contract query

When querying spread contracts with isSpread=true, the fields returned in data are reduced (symbol, type, name, isSpread). See "Spread Contracts" below.

Example

Python

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"}  

Node.js

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));

C#

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"
    }, 
    ......
    ]
}

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").
• Cannot be queried by a single symbol: because the symbol contains /, "query by symbol" endpoints such as /intraday/ticker/{symbol} and /intraday/quote/{symbol} return 404. Use this list endpoint instead (isSpread=true), or subscribe via WebSocket (put the spread symbol in the symbol field of the subscribe message).
• Quotes can be negative: since a spread price is the difference between the two legs, bid/ask quotes can be negative — this is expected.
• Real-time market data is available via WebSocket subscription only: spread contracts have no dedicated REST real-time quote/trade-detail endpoint; real-time quotes and trades must be obtained via WebSocket subscription.

Python

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

Node.js

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