Books

Subscribe to the latest top five bid and ask information for stocks

Parameters

Name	Type	Description
channel*	string	Subscribe Channel：trades, books, indices
symbol*	string	Stock Number
intradayOddLot	boolean	intradayOddLot true: intraday OddLot, false: Common Stock, default: false

Response

Name	Type	Description
symbol*	string	Stock Number
type*	string	Ticker Type
exchange*	string	Exchange
market	string	Market Typ
time*	number	Time
bids	object[]	Top 5 bid
>> price	number	Top 5 bid price
>> size	number	Top 5 bid volume
asks	object[]	Top 5 ask
>> price	number	Top 5 ask price
>> size	number	Top 5 ask volume

info

'*' Indicates mandatory disclosure fields.

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")  # 需登入後，才能取得行情權限

sdk.init_realtime() # Establish market-data

stock = sdk.marketdata.websocket_client.stock
stock.on('message', handle_message)
stock.connect()
stock.subscribe({ 
    'channel': 'books', 
    'symbol': '2330'
})

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 stock = sdk.marketdata.webSocketClient.stock;

stock.connect().then(() => {
  stock.subscribe({ channel: "books", symbol: "2330" });
});

stock.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(); // Establish market-data

var stock = sdk.MarketData.WebSocketClient.Stock;

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

await stock.Connect();

await stock.Subscribe(StockChannel.Books, "2330");

Multiple Products

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

Receive data

{
  "event": "data",
  "data": {
    "symbol": "2330",
    "type": "EQUITY",
    "exchange": "TWSE",
    "market": "TSE",
    "bids": [
      {
        "price": 567,
        "size": 87
      },
      {
        "price": 566,
        "size": 2454
      },
      {
        "price": 565,
        "size": 611
      },
      {
        "price": 564,
        "size": 609
      },
      {
        "price": 563,
        "size": 636
      }
    ],
    "asks": [
      {
        "price": 568,
        "size": 800
      },
      {
        "price": 569,
        "size": 806
      },
      {
        "price": 570,
        "size": 3643
      },
      {
        "price": 571,
        "size": 1041
      },
      {
        "price": 572,
        "size": 2052
      }
    ],
    "time": 1685338200000000
  },
  "id": "<CHANNEL_ID>",
  "channel": "books"
}