Intraday Volumes

Futures and Options price-volume data（query by symbol）

intraday/volumes/{symbol}

Parameters

Name	Type	Description
symbol*	string	Contract Symbol
session	string	Trading Sessiom，valid in afterhours odd-lot

Response

Name	Type	Description
date*	string	Date
type*	string	Ticker type
exchange*	string	Exahange
market	string	Market Type
symbol*	string	Stock Number
data	object[]	list
>> price	number	Trading Price
>> volume	number	Accumulative Volume on this Price
>> volumeAtBid	number	Accumulative Bid Volume
>> volumeAtAsk	number	Accumulative Ask Volume

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.volumes(symbol='TXFC4') 

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.volumes({ symbol: 'TXFC4' })
  .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 volume = await rest.Intraday.Volumes("TXFC4");
// var volume = await rest.Intraday.Volumes("TXFA4", new(){Session=FugleMarketData.QueryModels.FuOpt.TradeSession.AfterHours});  // After hours
var volume_cont = volume.Content.ReadAsStringAsync().Result;

Console.WriteLine(volume_cont);

Response Body：

{
    "date": "2024-01-18",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "symbol": "TXFC4",
    "data": [
        {
            "price": 17316,
            "volume": 12
        },
        {
            "price": 17315,
            "volume": 12
        },
        {
            "price": 17314,
            "volume": 12
        },
        {
            "price": 17313,
            "volume": 8
        },
        {
            "price": 17312,
            "volume": 4
        },
        {
            "price": 17311,
            "volume": 4
        },
        {
            "price": 17310,
            "volume": 16
        },
        {
            "price": 17309,
            "volume": 4
        },
        {
            "price": 17307,
            "volume": 12
        },
        {
            "price": 17306,
            "volume": 4
        },
        {
            "price": 17305,
            "volume": 20
        },
        {
            "price": 17304,
            "volume": 20
        },
        {
            "price": 17303,
            "volume": 12
        },
        ......
    ]
}