Intraday Trades

Contract trade details (query by contract code).

intraday/trades/{symbol}

Parameters

Name	Type	Description
symbol*	string	Contract Symbol
session	string	Session Type，valid in afterhours
offset	number	Offset
limit	number	Limit

Response

Name	Type	Description
date*	string	Date
type*	string	Ticker Type
exchange*	string	Exchange
market	string	Market Type
symbol*	string	Contract Code
data*	object[]	list
>> bid	number	Trading Bid Price
>> ask	number	Trading Ask Price
>> price	number	Trading Price
>> size	number	Trading Volume
>> volume	number	Trading Total Volume
>> time	number	Trading Time

info

'*' Indicates mandatory disclosure fields.

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() 

restfutopt = sdk.marketdata.rest_client.futopt  
# restfutopt.intraday.trades(symbol='TXFA4')  # 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:  
  restfutopt.intraday.trades(symbol='TXFA4') 
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.trades({ symbol: 'TXFA4' })
  .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 trade = await rest.Intraday.Trades("TXFA4");
// var trade = await rest.Intraday.Trades("TXFA4", new(){Session=FugleMarketData.QueryModels.FuOpt.TradeSession.AfterHours});  // After hours
var trade_cont = trade.Content.ReadAsStringAsync().Result;

Console.WriteLine(trade_cont);

Response Body：

{
    "date": "2023-12-20",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "symbol": "TXFA4",
    "data": [
        {
            "price": 17660,
            "size": 3,
            "time": 1703051099834000,
            "serial": 218307
        },
        {
            "price": 17661,
            "size": 2,
            "time": 1703051099779000,
            "serial": 218304
        },
        {
            "price": 17661,
            "size": 1,
            "time": 1703051099778000,
            "serial": 218303
        },
        {
            "price": 17661,
            "size": 1,
            "time": 1703051099778000,
            "serial": 218301
        },
        ....
    ]
}