Skip to main content

Intraday Trades

Contract trade details (query by contract code).

intraday/trades/{symbol}

Parameters

NameTypeDescription
symbol*stringContract Symbol
sessionstringSession Type,valid in afterhours
offsetnumberOffset
limitnumberLimit

Response

NameTypeDescription
date*stringDate
type*stringTicker Type
exchange*stringExchange
marketstringMarket Type
symbol*stringContract Code
data*object[]list
>> bidnumberTrading Bid Price
>> asknumberTrading Ask Price
>> pricenumberTrading Price
>> sizenumberTrading Volume
>> volumenumberTrading Total Volume
>> timenumberTrading Time
info

'*' Indicates mandatory disclosure fields.

Example

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')

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
},
....
]
}