Candles

Receive the latest one-minute candlestick for subscribed futures/options contracts.

Parameters

Name	Type	Description
channel*	string	Subscription channel: trades, books, aggregates, candles
symbol*	string	Contract symbol
afterHours*	bool	Subscribe to after-hours market data. true: after-hours session; false: regular session; default: false

Response

Name	Type	Description
date*	string	Date
type*	string	Ticker type
exchange*	string	Exchange
market	string	Market type
symbol*	string	Product symbol
timeframe*	number	Candlestick timeframe
open*	number	Candlestick opening price
high*	number	Candlestick high price
low*	number	Candlestick low price
close*	number	Candlestick closing price
volume*	number	Candlestick volume (board lots for regular-lot trades; shares for Emerging Stock and intraday odd-lot trades; transaction value for indices)
average*	number	Average trade 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")  # Login is required to obtain market-data permissions

sdk.init_realtime(Mode.Normal) # Initialize the market-data connection

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); // Initialize the market-data connection

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);  // Initialize the market-data connection

var futopt = sdk.MarketData.WebSocketClient.FutureOption;

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

await futopt.Connect();

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

Subscribe to multiple products

To subscribe to multiple products at the same time, see 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"
}