Real-Time

For Taiwan stock real-time data, we have 4 datasets, as listed below:

(updated approximately every 10 seconds)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_tick_snapshot(stock_id="2330")

import requests
import pandas as pd
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_stock_tick_snapshot"
parameter = {
    "data_id": "2330",
    # "data_id": ["2330", "2317"], # fetch multiple at once
    # "data_id": "", # fetch all at once
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = "https://api.finmindtrade.com/api/v4/taiwan_stock_tick_snapshot"
response = httr::GET(
url = url,
query = list(
    data_id="2330",
    # data_id=c("2330", "2317"), # fetch multiple at once
    # data_id="", # fetch all at once
    token = "" # See login section to obtain a token
),
add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	amount	average_price	buy_price	buy_volume	change_price	change_rate	close	high	low	open	sell_price	sell_volume	total_amount	total_volume	volume	volume_ratio	yesterday_volume	date	stock_id	TickType
0	610000	611.42	609	208	3	0.49	610	614	608	614	610	821	5578566000	9124	1	0.49	18606	2021-12-08 10:31:23.098000	2330	1

{
    amount: int32, # transaction amount
    average_price: float64, # average transaction price
    buy_price: float64, # bid price
    buy_volume: int64, # bid volume
    change_price: str, # price change
    change_rate: float64, # percent change
    close: float64, # latest transaction price
    high: float64, # high
    low: float64, # low
    open: float64, # open
    sell_price: float64, # ask price
    sell_volume: int64, # ask volume
    total_amount: int32, # cumulative transaction amount
    total_volume: int64, # cumulative volume
    volume: int64, # volume
    volume_ratio: float64, # ratio of today's volume to yesterday's
    yesterday_volume: int64, # yesterday's volume
    date: str, # transaction time
    stock_id: str, # stock code
    TickType: str # tick type (0: undetermined, 1: sell-side, 2: buy-side)
}

Futures and Options Real-Time Quote Overview TaiwanFutOptTickInfo¶

Currently supports real-time quotes for TAIEX futures and TAIEX options.

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futopt_tick_info()

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFutOptTickInfo",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFutOptTickInfo"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrameSchema

	code	callput	date	name	listing_date	expire_price	update_date
0	CAO00675R3	賣權	2023/06	南亞股票選擇權	2023-04-20	67.5	2023-06-05
1	CAO00850R3	賣權	2023/06	南亞股票選擇權	2023-01-31	85	2023-06-05
2	CBO00360R3	賣權	2023/06	中鋼股票選擇權	2023-01-31	36	2023-06-05
3	CCO00430R3	賣權	2023/06	聯電股票選擇權	2023-04-20	43	2023-06-05
4	CCO00440R3	賣權	2023/06	聯電股票選擇權	2023-01-31	44	2023-06-05

{
    code: str, # code
    callput: str, # call/put
    date: str, # date
    name: str, # name
    listing_date: str, # listing date
    expire_price: float64, # strike price
    update_date: str # update date
}

(updated approximately every 30 seconds)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_snapshot(futures_id="TXF")

import requests
import pandas as pd
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_futures_snapshot"
parameter = {
    "data_id": "TXF", # TXF, TMF, CDF
    # "data_id": "", # fetch all at once
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

library(httr)
library(data.table)
library(dplyr)
url = "https://api.finmindtrade.com/api/v4/taiwan_futures_snapshot"
token = "" # See login section to obtain a token
response = httr::GET(
    url = url,
    query = list(
        data_id="TXF" # TXF, TMF, CDF
        # data_id="" # fetch all at once
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	open	high	low	close	change_price	change_rate	average_price	volume	total_volume	amount	total_amount	yesterday_volume	buy_price	buy_volume	sell_price	sell_volume	volume_ratio	date	futures_id	TickType
0	16720	16800	16714	16762	51	0.31	16757.2	1	52822	16762	885151394	46576	16760	61	16765	8	1.13	2023-06-03 04:59:59.243	TXFR1	2
1	16720	16800	16714	16762	51	0.31	16757.2	1	52822	16762	885151394	46576	16760	61	16765	8	1.13	2023-06-03 04:59:59.243	TXFF3	2
2	16290	16291	16290	16291	68	0.42	16290.5	1	2	16291	32581	3	16266	2	16500	2	0.67	2023-06-02 23:01:10.244	TXFC4	1
3	16409	16468	16400	16449	64	0.39	16431.9	1	110	16449	1807505	90	16424	1	16450	1	1.22	2023-06-03 03:00:34.248	TXFH3	1
4	16300	16373	16300	16335	56	0.34	16340.8	1	10	16335	163408	8	16315	1	16355	1	1.25	2023-06-03 03:36:00.561	TXFL3	1

{
    open: float64, # open
    high: float64, # high
    low: float64, # low
    close: float64, # latest transaction price
    change_price: float64, # price change
    change_rate: float64, # percent change
    average_price: float64, # average transaction price
    volume: int64, # volume
    total_volume: int64, # cumulative volume
    amount: str, # transaction amount
    total_amount: str, # cumulative transaction amount
    yesterday_volume: int64, # yesterday's volume
    buy_price: float64, # bid price
    buy_volume: int64, # bid volume
    sell_price: float64, # ask price
    sell_volume: int64, # ask volume
    volume_ratio: float64, # ratio of today's volume to yesterday's
    date: str, # transaction time
    futures_id: str, # futures code
    TickType: str # tick type (0: undetermined, 1: sell-side, 2: buy-side)
}

(updated approximately every 30 seconds)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
api.login_by_token(api_token='token')
# Currently only TAIEX options are supported: TXO, TX1, TX2, TX3, TX4
df = api.taiwan_options_snapshot(options_id="TXO")

import requests
import pandas as pd
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_options_snapshot"
parameter = {
    "data_id": "TXO", # TXO, TX1, TX2, TX3, TX4, TX5
    # "data_id": "", # fetch all at once
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = "https://api.finmindtrade.com/api/v4/taiwan_options_snapshot"
response = httr::GET(
    url = url,
    query = list(
        data_id="TXO" # TXO, TX1, TX2, TX3, TX4, TX5
        # data_id="" # fetch all at once
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	open	high	low	close	change_price	change_rate	average_price	volume	total_volume	amount	total_amount	yesterday_volume	buy_price	buy_volume	sell_price	sell_volume	volume_ratio	date	options_id	TickType
0	46	46	45.5	46	-12	-20.69	45.75	17	40	782	1830	2	0.6	5	0	0	20	2023-06-02 13:07:35.299	TXO14300T3	1
1	60	65	46.5	46.5	-17.5	-27.34	58.76	1	939	46	55172	936	48.5	2	65	3	1	2023-06-03 02:07:52.807	TXO15400S3	2
2	905	910	875	875	-45	-4.89	891.25	1	4	875	3565	2	1.1	6	0	0	2	2023-06-02 20:06:14.720	TXO17000U3	2
3	695	695	695	695	25	3.73	695	1	1	695	695	13	6.3	1	1030	2	0.08	2023-06-02 15:29:16.150	TXO16400L3	1
4	0	0	0	0	0	0	0	0	0	0	0	0	1.1	3	0	0	0	2023-06-04 08:30:00.000	TXO15000H3	0

{
    open: float64, # open
    high: float64, # high
    low: float64, # low
    close: float64, # latest transaction price
    change_price: float64, # price change
    change_rate: float64, # percent change
    average_price: float64, # average transaction price
    volume: int64, # volume
    total_volume: int64, # cumulative volume
    amount: str, # transaction amount
    total_amount: str, # cumulative transaction amount
    yesterday_volume: int64, # yesterday's volume
    buy_price: float64, # bid price
    buy_volume: int64, # bid volume
    sell_price: float64, # ask price
    sell_volume: int64, # ask volume
    volume_ratio: float64, # ratio of today's volume to yesterday's
    date: str, # transaction time
    options_id: str, # options code
    TickType: str # tick type (0: undetermined, 1: sell-side, 2: buy-side)
}

Real-Time

Taiwan Stock Real-Time Information taiwan_stock_tick_snapshot (only available to sponsor members)¶

Futures and Options Real-Time Quote Overview TaiwanFutOptTickInfo¶

Taiwan Futures Real-Time Information taiwan_futures_snapshot (only available to sponsor members)¶

Taiwan Options Real-Time Information taiwan_options_snapshot (only available to sponsor members)¶