Intraday Volumes
取得股票分價量表(依代碼查詢)
GET /intraday/volumes/{symbol}
Parameters
Name | Type | Description |
---|---|---|
symbol * | string | 股票代碼 |
type | string | 類型,可選 oddlot 盤中零股 |
Response
Name | Type | Description |
---|---|---|
date * | string | 日期 |
type * | string | Ticker 類型 |
exchange * | string | 交易所 |
market | string | 市場別 |
symbol * | string | 股票代號 |
data | object[] | 分價量表 |
data[0].price | number | 成交價 |
data[0].volume | number | 該成交價之累計成交量 |
data[0].volumeAtBid | number | 該成交價之內盤累計成交量 |
data[0].volumeAtAsk | number | 該成交價之外盤累計成交量 |
為什麼 volumeAtAsk
+volumeAtBid
可能不等於 volume
?
關於內外盤比的計算方式,我們在計算中扣除了開盤時的第一筆成交量,主要是基於以下考量:
- 開盤時的第一筆成交是由交易所進行電腦集中撮合,可能未充分反映真實的市場供需狀況
- 開盤的第一筆成交往往伴隨較大的成交量,這可能對內外盤比產生較大的影響
因此,團隊在計算內外盤比時扣除開盤第一筆成交,以更好地反映真實市場的買賣盤力道!
Example
- cURL
- Python
- Node.js
curl -X 'GET' \
'https://api.fugle.tw/marketdata/v1.0/stock/intraday/volumes/2330' \
-H 'X-API-KEY: <YOUR_API_KEY>'
from fugle_marketdata import RestClient
client = RestClient(api_key='YOUR_KEY')
stock = client.stock
stock.intraday.volumes(symbol='2330')
const { RestClient } = require('@fugle/marketdata');
const client = new RestClient({ apiKey: 'YOUR_API_KEY' });
client.stock.intraday.volumes({ symbol: '2330' })
.then(data => console.log(data));
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
}
]
}