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: buyer-initiated (trade at ask), 2: seller-initiated (trade at bid))
}

data_id index codes

In addition to regular stock IDs (4 digits), data_id also supports 91 index codes (3 digits). For example, 001 = TAIEX, 101 = OTC weighted index. See the full mapping in Taiwan Stock Index Codes.

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: buyer-initiated (trade at ask), 2: seller-initiated (trade at bid))
}

(updated approximately every 30 seconds)

Contract series codes (monthly, Wednesday-expiry weekly, Friday-expiry weekly)

TAIEX options come in three contract series. Pass the corresponding TAIFEX trading-system code as data_id:

`data_id`	Contract
`TXO`	Monthly
`TX1` `TX2` `TX3` `TX4` `TX5`	Weekly, expiring on the 1st ~ 5th Wednesday of the month
`TXU` `TXV` `TXX` `TXY` `TXZ`	Weekly, expiring on the 1st ~ 5th Friday of the month

Some codes return no data in a given month. This is expected behaviour, not missing data, for two reasons: the contract may not be listed yet (weekly contracts are listed only a limited period before expiry), or that week does not exist in that month (e.g. a month with only 4 Fridays has no 5th-Friday contract).

Also note that if a contract has not traded yet on the current day, the response carries the price and volume from the last session in which it did trade. Use the returned date field to tell whether a row is a same-day quote.

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
api.login_by_token(api_token='token')
# Currently only TAIEX options are supported
# Monthly TXO; Wednesday-expiry weekly TX1~TX5; Friday-expiry weekly TXU, TXV, TXX, TXY, TXZ
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(monthly), TX1~TX5(Wed-expiry), TXU/TXV/TXX/TXY/TXZ(Fri-expiry)
    # "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(monthly), TX1~TX5(Wed-expiry), TXU/TXV/TXX/TXY/TXZ(Fri-expiry)
        # 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: buyer-initiated (trade at ask), 2: seller-initiated (trade at bid))
}

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)¶