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Intraday Volumes

Stock price-volume data(query by stock number)

intraday/volumes/{symbol}

Parameters

NameTypeDescription
symbol*stringStock Number
typestringType,Also offer oddlot odd-lot

Response

NameTypeDescription
date*stringDate
type*stringTicker type
exchange*stringExahange
marketstringMarket Type
symbol*stringStock Number
dataobject[]list
>> pricenumberTrading Price
>> volumenumberAccumulative Volume on this Price
>> volumeAtBidnumberAccumulative Bid Volume
>> volumeAtAsknumberAccumulative Ask Volume
info

'*' Indicates mandatory disclosure fields.

Example

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() # Establish market-data

reststock = sdk.marketdata.rest_client.stock
reststock.intraday.volumes(symbol='2330')

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
}
]
}