Historical Candles BETA
查詢期貨與選擇權歷史K線(依商品代號查詢)。支援日/週/月K與分K、日盤與夜盤;期貨契約月份可填具體月份或連續合約 1!/2!/3!,選擇權須指定契約月份、履約價與買賣權。單次查詢區間須小於 1 年;日/週/月K可回溯至 2010 年,分K自 2017-06 起。
GET /historical/candles/{product}
Parameters
| Name | Type | Description |
|---|---|---|
product* | string | 商品代號(大寫),期貨例如 TXF、MXF、CDF,選擇權例如 TXO。契約月份請用 contractMonth 指定;週契約亦以商品代號查詢(例:MXF 搭配 contractMonth=202609W2),MX4 這類週契約前綴不是商品代號。契約代碼(例:TXFI6、TXO48000J6)不可作為 product,會回傳 400,價差代碼(例:TXFJ6/K6)會回傳 404;換算方式見下方 日內契約代碼換算 |
contractMonth | string | 契約月份。期貨:未帶時預設為 1! 近月;可填具體月份 yyyyMM(例:202609)、週契約 yyyyMMWn(例:202609W2)、價差 {近腳}/{遠腳}(例:202610/202611、202610W1/202610),或連續合約 1! 近月、2! 次近月、3! 第三近月(4! 以上回傳 400,只在月契約之間排序、不含週契約)。選擇權:必填;可填 yyyyMM、週契約 yyyyMMWn(週三到期)、yyyyMMFn(週五到期),不支援連續合約 |
strikePrice | number | 選擇權專用,必填。履約價,例如 48000,須與 callPut 一起帶入 |
callPut | string | 選擇權專用,必填。CALL 買權、PUT 賣權,須與 strikePrice 一起帶入 |
from | string | 開始日期(格式:yyyy-MM-dd),未帶時預設為 1 週前 |
to | string | 結束日期(格式:yyyy-MM-dd),未帶時預設為今日 |
timeframe | string | K線週期,未帶時預設為 D 日K;可選 1 1 分K;5 5 分K;10 10 分K;15 15 分K;30 30 分K;60 60 分K;D 日K;W 週K;M 月K |
session | string | 交易時段,未帶時預設為 regular 日盤;可選 afterhours 夜盤(盤後交易時段) |
fields | string | 欄位選擇,未帶時預設為 open,high,low,close,volume(不含 average、transaction、change,需要時請明確指定);可選 open、high、low、close、volume、average、transaction、change(各欄位適用 timeframe 請見 Response 表格)。不提供成交金額 turnover,帶入會回傳 400 |
sort | string | 時間排序,未帶時預設為 desc 降冪;可選 asc 升冪 |
- 日/週/月K可回溯至 2010 年;分K(日盤與夜盤)自 2017-06 起。當日資料於盤後產出,約 17:30 後可查詢。
- 查詢區間(
from~to)單次須小於 1 年,恰好或超過 1 年會回傳 400 Bad Request(錯誤訊息:Date range must be less than one year)。 from/to以交易日計。夜盤依期交所規則歸屬次一交易日,例如session=afterhours&from=2026-09-10&to=2026-09-10回傳的是 2026-09-09 15:00 至 2026-09-10 05:00 這一場夜盤。- 連續合約(
1!/2!/3!)於最後交易日的次一交易日換月,每根K線以data.contractMonth標示實際所屬合約。不做換月價差調整,換月日的K線會有跳空。 - 分K只計單式委託的成交,價差(組合)委託的兩腿與鉅額交易不計入,因此同一合約的日K成交量可能大於當日分K加總,日K有量但當日分K查無資料屬正常。
- 價差合約的K線價格為價差(兩腳價格之差),成交量只計價差委託之間的成交;
change為null。 - 查詢區間內查無資料會回傳 404 Resource Not Found,而非空陣列。
日內契約代碼換算
日內行情使用的契約代碼不可直接作為 product,請依下表換算為查詢參數:
| 日內代碼 | 查詢參數 |
|---|---|
TXFI6 | product=TXF、contractMonth=202609 |
TXF1! | product=TXF、contractMonth=1! |
TXFJ6/K6 | product=TXF、contractMonth=202610/202611 |
TXO48000J6 | product=TXO、contractMonth=202610、strikePrice=48000、callPut=CALL |
月份碼期貨與買權為 A~L、賣權為 M~X,依序對應 1~12 月;最後一碼為西元年末碼。
Response
| Name | Type | Description | 適用 timeframe |
|---|---|---|---|
product* | string | 商品 代號 | — |
contractMonth* | string | 查詢時帶入的契約月份(連續合約查詢時為 1!/2!/3!) | — |
exchange* | string | 交易所 | — |
session* | string | 盤別,REGULAR 日盤、AFTERHOURS 夜盤 | — |
timeframe* | string | K線週期 | — |
sort* | string | 排序方向(desc 或 asc) | — |
strikePrice | number | 選擇權專用。查詢時帶入的履約價 | — |
callPut | string | 選擇權專用。查詢時帶入的買賣權,CALL 或 PUT | — |
data* | object[] | K線資料 | — |
data.date* | string | 日K為交易日、週K為該週週一、月K為當月 1 日(yyyy-MM-dd);分K為K線起始時刻,ISO 8601 含時區(例:2026-09-10T08:45:00.000+08:00) | 全部 |
data.contractMonth* | string | 該根K線實際所屬的契約月份。連續合約查詢時可藉此判斷換月發生在哪一根;跨換月的週/月K標示收盤時所屬的合約 | 全部 |
data.open | number | K線開盤價;無成交的K線為 null | 全部 |
data.high | number | K線最高價;無成交的K線,或期交所未提供時為 null | 全部 |
data.low | number | K線最低價;無成交的K線,或期交所未提供時為 null | 全部 |
data.close | number | K線收盤價;無成交的K線為 null | 全部 |
data.volume | number | K線成交量(口數),無成交為 0 | 全部 |
data.average | number | 該根K線期間的成交量加權平均價(VWAP) | 僅分K |
data.transaction | number | 該根K線的成交筆數 | 僅分K |
data.change | number | K線漲跌;無成交的K線為 null | 僅日/週/月K |
日K的 change 為當日收盤價減前一交易日結算價(同期交所每日行情的漲跌價),連續合約的換月日以新合約自身的結算價計算;週/月K為區間內各日漲跌的加總。
Example
SDK 範例需要 Node.js @fugle/marketdata v1.7.0/Python fugle-marketdata 2.7.0 以上;以 TypeScript 查詢選擇權時,strikePrice、callPut 的型別定義需要 v1.8.0 以上。
日K範例(連續合約)
以近月連續合約 1! 查詢日K並指定日期區間,區間跨越 2026 年 8 月合約到期日(8/19),可由 contractMonth 看到換月發生在 8/20:
- cURL
- Python
- Node.js
curl -X 'GET' \
'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXF?contractMonth=1!&from=2026-08-17&to=2026-08-21&fields=open,high,low,close,volume,change' \
-H 'X-API-KEY: <YOUR_API_KEY>'
from fugle_marketdata import RestClient
client = RestClient(api_key = 'YOUR_API_KEY') # 輸入您的 API key
futopt = client.futopt # FutOpt REST API client
print(futopt.historical.candles(**{"product": "TXF", "contractMonth": "1!", "from": "2026-08-17", "to": "2026-08-21", "fields": "open,high,low,close,volume,change"}))
const { RestClient } = require('@fugle/marketdata');
const client = new RestClient({ apiKey: 'YOUR_API_KEY' });
client.futopt.historical.candles({ product: 'TXF', contractMonth: '1!', from: '2026-08-17', to: '2026-08-21', fields: 'open,high,low,close,volume,change' })
.then(data => console.log(data));
Response Body:
{
"product": "TXF",
"contractMonth": "1!",
"exchange": "TAIFEX",
"session": "REGULAR",
"timeframe": "D",
"sort": "desc",
"data": [
{
"date": "2026-08-21",
"contractMonth": "202609",
"open": 44887,
"high": 45294,
"low": 44566,
"close": 45148,
"volume": 51446,
"change": 245
},
{
"date": "2026-08-20",
"contractMonth": "202609",
"open": 44950,
"high": 45122,
"low": 44448,
"close": 44868,
"volume": 53693,
"change": 368
},
{
"date": "2026-08-19",
"contractMonth": "202608",
"open": 44411,
"high": 44869,
"low": 44208,
"close": 44612,
"volume": 27795,
"change": -476
},
{
"date": "2026-08-18",
"contractMonth": "202608",
"open": 45967,
"high": 45977,
"low": 45070,
"close": 45085,
"volume": 83392,
"change": -782
},
{
"date": "2026-08-17",
"contractMonth": "202608",
"open": 45850,
"high": 46140,
"low": 45738,
"close": 45888,
"volume": 79450,
"change": 76
}
]
}
分K範例
以具體契約月份查詢 60 分K並指定日期區間(含均價 average 與成交筆數 transaction):
- cURL
- Python
- Node.js
curl -X 'GET' \
'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXF?contractMonth=202609&timeframe=60&from=2026-09-10&to=2026-09-10&fields=open,high,low,close,volume,average,transaction' \
-H 'X-API-KEY: <YOUR_API_KEY>'
from fugle_marketdata import RestClient
client = RestClient(api_key = 'YOUR_API_KEY') # 輸入您的 API key
futopt = client.futopt # FutOpt REST API client
print(futopt.historical.candles(**{"product": "TXF", "contractMonth": "202609", "timeframe": "60", "from": "2026-09-10", "to": "2026-09-10", "fields": "open,high,low,close,volume,average,transaction"}))
const { RestClient } = require('@fugle/marketdata');
const client = new RestClient({ apiKey: 'YOUR_API_KEY' });
client.futopt.historical.candles({ product: 'TXF', contractMonth: '202609', timeframe: '60', from: '2026-09-10', to: '2026-09-10', fields: 'open,high,low,close,volume,average,transaction' })
.then(data => console.log(data));
Response Body:
{
"product": "TXF",
"contractMonth": "202609",
"exchange": "TAIFEX",
"session": "REGULAR",
"timeframe": "60",
"sort": "desc",
"data": [
{
"date": "2026-09-10T12:45:00.000+08:00",
"contractMonth": "202609",
"open": 46733,
"high": 46949,
"low": 46733,
"close": 46870,
"volume": 10066,
"average": 46868.04,
"transaction": 7729
},
{
"date": "2026-09-10T11:45:00.000+08:00",
"contractMonth": "202609",
"open": 46673,
"high": 46820,
"low": 46666,
"close": 46730,
"volume": 4133,
"average": 46745.72,
"transaction": 3212
},
{
"date": "2026-09-10T10:45:00.000+08:00",
"contractMonth": "202609",
"open": 46748,
"high": 46803,
"low": 46652,
"close": 46677,
"volume": 3896,
"average": 46719.47,
"transaction": 3192
},
{
"date": "2026-09-10T09:45:00.000+08:00",
"contractMonth": "202609",
"open": 46661,
"high": 46800,
"low": 46589,
"close": 46747,
"volume": 7357,
"average": 46688.19,
"transaction": 5398
},
{
"date": "2026-09-10T08:45:00.000+08:00",
"contractMonth": "202609",
"open": 46940,
"high": 46950,
"low": 46506,
"close": 46663,
"volume": 20094,
"average": 46683.01,
"transaction": 16071
}
]
}
夜盤範例
帶 session=afterhours 查詢夜盤 60 分K。from/to 填夜盤所屬的交易日(2026-09-10),回傳的是 2026-09-09 15:00 起至 2026-09-10 05:00 的夜盤K線:
- cURL
- Python
- Node.js
curl -X 'GET' \
'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXF?contractMonth=202609&timeframe=60&session=afterhours&from=2026-09-10&to=2026-09-10' \
-H 'X-API-KEY: <YOUR_API_KEY>'
from fugle_marketdata import RestClient
client = RestClient(api_key = 'YOUR_API_KEY') # 輸入您的 API key
futopt = client.futopt # FutOpt REST API client
print(futopt.historical.candles(**{"product": "TXF", "contractMonth": "202609", "timeframe": "60", "session": "afterhours", "from": "2026-09-10", "to": "2026-09-10"}))
const { RestClient } = require('@fugle/marketdata');
const client = new RestClient({ apiKey: 'YOUR_API_KEY' });
client.futopt.historical.candles({ product: 'TXF', contractMonth: '202609', timeframe: '60', session: 'afterhours', from: '2026-09-10', to: '2026-09-10' })
.then(data => console.log(data));
Response Body(節錄):
{
"product": "TXF",
"contractMonth": "202609",
"exchange": "TAIFEX",
"session": "AFTERHOURS",
"timeframe": "60",
"sort": "desc",
"data": [
{
"date": "2026-09-10T04:00:00.000+08:00",
"contractMonth": "202609",
"open": 46987,
"high": 47019,
"low": 46971,
"close": 46984,
"volume": 359
},
{
"date": "2026-09-10T03:00:00.000+08:00",
"contractMonth": "202609",
"open": 47024,
"high": 47086,
"low": 46965,
"close": 46992,
"volume": 671
},
...
{
"date": "2026-09-09T16:00:00.000+08:00",
"contractMonth": "202609",
"open": 47234,
"high": 47295,
"low": 47182,
"close": 47233,
"volume": 1608
},
{
"date": "2026-09-09T15:00:00.000+08:00",
"contractMonth": "202609",
"open": 47214,
"high": 47267,
"low": 47136,
"close": 47232,
"volume": 2098
}
]
}
選擇權日K範例
查詢臺指選擇權 2026 年 10 月契約、履約價 48000 買權的日K:
- cURL
- Python
- Node.js
curl -X 'GET' \
'https://api.fugle.tw/marketdata/v1.0/futopt/historical/candles/TXO?contractMonth=202610&strikePrice=48000&callPut=CALL&from=2026-10-01&to=2026-10-07&fields=open,high,low,close,volume,change' \
-H 'X-API-KEY: <YOUR_API_KEY>'
from fugle_marketdata import RestClient
client = RestClient(api_key = 'YOUR_API_KEY') # 輸入您的 API key
futopt = client.futopt # FutOpt REST API client
print(futopt.historical.candles(**{"product": "TXO", "contractMonth": "202610", "strikePrice": 48000, "callPut": "CALL", "from": "2026-10-01", "to": "2026-10-07", "fields": "open,high,low,close,volume,change"}))
const { RestClient } = require('@fugle/marketdata');
const client = new RestClient({ apiKey: 'YOUR_API_KEY' });
client.futopt.historical.candles({ product: 'TXO', contractMonth: '202610', strikePrice: 48000, callPut: 'CALL', from: '2026-10-01', to: '2026-10-07', fields: 'open,high,low,close,volume,change' })
.then(data => console.log(data));
Response Body:
{
"product": "TXO",
"contractMonth": "202610",
"exchange": "TAIFEX",
"session": "REGULAR",
"timeframe": "D",
"sort": "desc",
"strikePrice": 48000,
"callPut": "CALL",
"data": [
{
"date": "2026-10-07",
"contractMonth": "202610",
"open": 2100,
"high": 2250,
"low": 2100,
"close": 2150,
"volume": 23,
"change": -100
},
{
"date": "2026-10-06",
"contractMonth": "202610",
"open": 2300,
"high": 2300,
"low": 2250,
"close": 2250,
"volume": 3,
"change": 60
},
{
"date": "2026-10-05",
"contractMonth": "202610",
"open": 1850,
"high": 2320,
"low": 1800,
"close": 2140,
"volume": 154,
"change": 920
},
{
"date": "2026-10-02",
"contractMonth": "202610",
"open": 1170,
"high": 1320,
"low": 1150,
"close": 1220,
"volume": 95,
"change": -60
},
{
"date": "2026-10-01",
"contractMonth": "202610",
"open": 1150,
"high": 1280,
"low": 990,
"close": 1280,
"volume": 105,
"change": 160
}
]
}