Intraday Volumes

Stock price-volume data（query by stock number）

intraday/volumes/{symbol}

Parameters

Name	Type	Description
symbol*	string	Stock Number
type	string	Type，Also offer oddlot 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")  # Login first before connecting market-data

sdk.init_realtime() # Establish market-data

reststock = sdk.marketdata.rest_client.stock 
# reststock.intraday.volumes(symbol='2330')  # Version 2.2.3 and before

## Aftrer version 2.2.4 (use Exception for exception handling)
from fubon_neo.fugle_marketdata.rest.base_rest import FugleAPIError

try:  
  reststock.intraday.volumes(symbol='2330')
except FugleAPIError as e:
  print(f"Error: {e}")
  print("------------")
  print(f"Status Code: {e.status_code}")  # Ex: 429
  print(f"Response Text: {e.response_text}")  # Ex: {"statusCode":429,"message":"Rate limit exceeded"}    

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(); // Establish market-data

const client = sdk.marketdata.restClient
client.stock.intraday.volumes({ symbol: '2330' })
  .then(data => 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(); // Establish market-data

var rest = sdk.MarketData.RestClient.Stock;

var volume = await rest.Intraday.Volume("2330");
// var volume = await rest.Intraday.Volume("2330", , new(){Type=FugleMarketData.QueryModels.TickerType.OddLot});  // Odd lot
var volume_cont = volume.Content.ReadAsStringAsync().Result;

Console.WriteLine(volume_cont);

Response Body：

{
  "date": "2023-05-29",
  "type": "EQUITY",
  "exchange": "TWSE",
  "market": "TSE",
  "symbol": "2330",
  "data": [
    {
      "price": 574,
      "volume": 7309,
      "volumeAtBid": 0,
      "volumeAtAsk": 524
    },
    {
      "price": 573,
      "volume": 771,
      "volumeAtBid": 657,
      "volumeAtAsk": 114
    },
    {
      "price": 572,
      "volume": 3364,
      "volumeAtBid": 843,
      "volumeAtAsk": 2521
    },
    {
      "price": 571,
      "volume": 3723,
      "volumeAtBid": 1026,
      "volumeAtAsk": 2697
    },
    {
      "price": 570,
      "volume": 5541,
      "volumeAtBid": 3019,
      "volumeAtAsk": 2522
    },
    {
      "price": 569,
      "volume": 1952,
      "volumeAtBid": 1318,
      "volumeAtAsk": 634
    },
    {
      "price": 568,
      "volume": 7906,
      "volumeAtBid": 1422,
      "volumeAtAsk": 6484
    },
    {
      "price": 567,
      "volume": 10498,
      "volumeAtBid": 2816,
      "volumeAtAsk": 7682
    },
    {
      "price": 566,
      "volume": 8206,
      "volumeAtBid": 5988,
      "volumeAtAsk": 2218
    },
    {
      "price": 565,
      "volume": 4833,
      "volumeAtBid": 2329,
      "volumeAtAsk": 2504
    },
    {
      "price": 564,
      "volume": 435,
      "volumeAtBid": 435,
      "volumeAtAsk": 0
    }
  ]
}