Candles

Subscribe to the latest minute K-line data for contract

Parameters

Name	Type	Description
channel*	string	Channel：trades, candles, books, aggregates
symbol*	string	Contract code
afterHours*	bool	Subscription AfterHours Session true : AfterHours false : Regular default : false

Response

Name	Type	Description
date*	string	Date
type*	string	Ticker Type
exchange*	string	Exchange
market	string	Market Type
symbol*	string	Contract Code
timeframe*	number	KLine Timeframe
open*	number	Open Price
high*	number	Highest Price
low*	number	Lowest Price
close*	number	Close Price
volume*	number	Volume
average*	number	Average Price

Example

Subscribe channel

Python

from fubon_neo.sdk import FubonSDK, Order, Mode

def handle_message(message):
    print(f'market data message: {message}')

sdk = FubonSDK()
accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  

sdk.init_realtime(Mode.Normal) 

futopt = sdk.marketdata.websocket_client.futopt
futopt.on('message', handle_message)
futopt.connect()
futopt.subscribe({ 
    'channel': 'candles', 
    'symbol': 'TXFA4'
})

Node.js

const { FubonSDK, Mode } = require('fubon-neo');

const sdk = new FubonSDK();

const accounts = sdk.login("Your ID", "Your password", "Your cert path","Your cert password");

sdk.initRealtime(Mode.Normal); // 建立行情連線

const futopt = sdk.marketdata.webSocketClient.futopt;

futopt.connect().then(() => {
  futopt.subscribe({ channel: "candles", symbol: "TXFA4" });
});

futopt.on("message", (message) => {
  const data = JSON.parse(message);
  console.log(data);
});

C#

using FubonNeo.Sdk;
using FugleMarketData.WebsocketModels;

var sdk = new FubonSDK();

var result = sdk.Login("Your ID", "Your password", "Your cert path", "Your cert password");

sdk.InitRealtime(Mode.Normal);  // 建立行情連線

var futopt = sdk.MarketData.WebSocketClient.FutureOption;

futopt.OnMessage += (msg) => Console.WriteLine($"receive: { msg }");

await futopt.Connect();

await futopt.Subscribe(FugleMarketData.WebsocketModels.FutureOptionChannel.Candles, "TXFA4");

Multiple Products

The command to subscribe multiple products at once, please refer to Subscribe Channel

Receive data

{
    "event": "data",
    "data": {
        "symbol": "TXFA4",
        "type": "FUTURE",
        "exchange": "TAIFEX",
        "date": "2023-12-28T12:01:00.000+08:00",
        "open": 17861,
        "high": 17862,
        "low": 17859,
        "close": 17862,
        "volume": 22,
        "average": 17820.19
    },
    "id": "<CHANNEL_ID>",
    "channel": "candles"
}