Aggregates BETA

接收訂閱期權聚合數據的行情資訊

Parameters

Name	Type	Description
channel*	string	訂閱頻道：trades, candles, books, aggregates
symbol*	string	商品代碼
afterHours	boolean	true: 夜盤, false: 日盤, default: false

Response

Name	Type	Description
date*	string	日期
type*	string	期權類型
exchange*	string	交易所
symbol*	string	商品代碼
name*	string	商品名稱
previousClose	number	昨日收盤價
openPrice	number	開盤價
openTime	number	開盤價成交時間
highPrice	number	最高價
highTime	number	最高價成交時間
lowPrice	number	最低價
lowTime	number	最低價成交時間
closePrice	number	收盤價（最後成交價）
closeTime	number	收盤價（最後成交價）成交時間
avgPrice	number	當日成交均價
change	number	最後成交價漲跌
changePercnet	number	最後成交價漲跌幅
amplitude	number	當日振幅
lastPrice	number	最後一筆成交價（含試撮）
lastSize	number	最後一筆成交數量（含試撮）
total	object	統計時間
total.tradeVolume	number	累計成交量
total.totalBidMatch	number	累計內盤成交量
total.totalAskMatch	number	累計外盤成交量
lastTrade	object	最後一筆成交資訊
lastTrade.price	number	最後一筆成交價格
lastTrade.size	number	最後一筆成交數量
lastTrade.time	number	最後一筆成交時間
lastTrade.serial	number	最後一筆成交流水號
serial	number	流水號
lastUpdated	number	最後異動時間

Example

Subscribe channel

Python

from fugle_marketdata import WebSocketClient

def handle_message(message):
    print(message)

def main():
    client = WebSocketClient(api_key='YOUR_API_KEY')
    futopt = client.futopt
    futopt.on('message', handle_message)
    futopt.connect()
    futopt.subscribe({ 
        'channel': 'aggregates', 
        'symbol': 'TXFG4',
        'afterHours': True
    })

if __name__ == '__main__':
    main()

Node.js

const { WebSocketClient } = require("@fugle/marketdata");

const client = new WebSocketClient({ apiKey: "YOUR_API_KEY" });

const futopt = client.futopt;

stock.connect().then(() => {
  stock.subscribe({ channel: "aggregates", symbol: "TXFG4", afterHours: true });
});

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

Receive data

{
  "event": "data",
  "data": {
    "date": "2024-06-21",
    "type": "FUTURE_AH",
    "exchange": "TAIFEX",
    "symbol": "TXFG4",
    "name": "臺股期貨074",
    "previousClose": 23377,
    "openPrice": 23354,
    "openTime": 1718866800037000,
    "highPrice": 23400,
    "highTime": 1718868481539000,
    "lowPrice": 23328,
    "lowTime": 1718867250551000,
    "closePrice": 23381,
    "closeTime": 1718880329266000,
    "avgPrice": 23367.7,
    "change": 4,
    "changePercent": 0.02,
    "amplitude": 0.31,
    "lastPrice": 23381,
    "lastSize": 1,
    "total": {
      "tradeVolume": 11185,
      "totalBidMatch": 0,
      "totalAskMatch": 0
    },
    "lastTrade": {
      "price": 23381,
      "size": 1,
      "time": 1718880329265000,
      "serial": "00023130"
    },
    "serial": 513598,
    "lastUpdated": 1718880340385000
  },
  "id": "<CHANNEL_ID>",
  "channel": "aggregates"
}