Trades

Receive the latest trade information for subscribed futures/options contracts.

Parameters

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

Response

Name	Type	Description
symbol*	string	Product symbol
type*	string	Ticker type
exchange*	string	Exchange
trades	object[]	Trade quote
>> price	number	Trade price
>> size	number	Trade size
>> bid	number	Bid price at the trade
>> ask	number	Ask price at the trade
total	object	Trade volume statistics
>> tradeVolume	number	Total trade volume
>> totalBidMatch	number	Bid-side match count
>> totalAskMatch	number	Ask-side match count
time*	number	Time
serial*	number	Serial number
isTrial	boolean	true during trial matching (present only during trial matching and omitted after the market opens)

info

'*' indicates fields that are always disclosed.

Trial field

isTrial is only present (true) during the pre-market trial matching session; once trial matching ends at market open, official matching resumes and this field no longer appears. During trial matching, trades carries trial-matching results rather than actual executions — do not count them as trades:

• Trial-matching messages do not accumulate totals: total.tradeVolume, total.totalBidMatch and total.totalAskMatch are all 0.
• When a trial match produces no price, trades[0].price／trades[0].size are 0, meaning that trial produced no match — not that the trade price was 0.

Trial-matching messages on this channel are pushed only over v1.1; the aggregates channel pushes updates during the trial-matching session on v1.0 as well. See Getting Started for the streaming version setting. Available since v2.2.9.

Example

Subscribe channel

Python

from fubon_neo.sdk import FubonSDK, Order

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() # Initialize the market-data connection

futopt = sdk.marketdata.websocket_client.futopt
futopt.on('message', handle_message)
futopt.connect()
futopt.subscribe({ 
    'channel': 'trades', 
    'symbol': 'TXFA4'
    #'afterHours' : True   # After-hours market data
})

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(); // Initialize the market-data connection

const futopt = sdk.marketdata.webSocketClient.futopt;

futopt.connect().then(() => {
  futopt.subscribe({ 
                     channel: "trades",
                     symbol: "TXFA4"
                     // afterHours: true    // After-hours market data
                    });
});

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

C#

using FubonNeo.Sdk;

var sdk = new FubonSDK();

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

sdk.InitRealtime();  // 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.Trades, "TXFA4");

// await futopt.Subscribe(FugleMarketData.WebsocketModels.FutureOptionChannel.Trades,  new FutureOptionParams { Symbol = "TXFC4", AfterHours = true });  // After-hours market data

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",
        "trades": [
          {
            "price": 17540,
            "size": 1,
            "bid": 17539,
            "ask": 17540
          }
        ],
        "total": {
            "tradeVolume": 12174,
            "totalBidMatch": 8760,
            "totalAskMatch": 7907
        },
        "time": 1702956487023000,
        "serial": 159250
    },
    "id": "<CHANNEL_ID>",
    "channel": "trades"
}

Trial-matching phase (isTrial)

During pre-open trial matching, data also includes isTrial: true:

{
  "event": "data",
  "data": {
    "symbol": "TXFF6",
    "type": "FUTURE_AH",
    "exchange": "TAIFEX",
    "trades": [
      {
        "price": 45380,
        "size": 1
      }
    ],
    "total": {
      "tradeVolume": 0,
      "totalBidMatch": 0,
      "totalAskMatch": 0
    },
    "isTrial": true,
    "time": 1781506205000000,
    "serial": 3
  },
  "channel": "trades"
}