即時資料

在台股即時資料，我們擁有 4 種資料集，如下:

(約 10 秒更新一次)

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_stock_tick_snapshot"
parameter = {
    "data_id": "2330",
    # "data_id": ["2330", "2317"], # 一次拿多個
    # "data_id": "", # 一次全部
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
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"), # 一次拿多個
    # data_id="", # 一次全部
    token = "" # 參考登入，獲取金鑰
),
add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    amount: int32, # 交易金額
    average_price: float64, # 平均成交價
    buy_price: float64, # 買入價
    buy_volume: int64, # 買入量
    change_price: str, # 漲跌
    change_rate: float64, # 漲跌百分比
    close: float64, # 最新成交價
    high: float64, # 最高價
    low: float64, # 最低價
    open: float64, # 開盤價
    sell_price: float64, # 賣出價
    sell_volume: int64, # 賣出量
    total_amount: int32, # 累積交易金額
    total_volume: int64, # 累積成交量
    volume: int64, # 成交量
    volume_ratio: float64, # 昨日與今日成交量比
    yesterday_volume: int64, # 昨日成交量
    date: str, # 成交時間
    stock_id: str, # 股票代碼
    TickType: str # 成交種類 (0: 無法判斷, 1: 賣盤成交, 2: 買盤成交)
}

期貨、選擇權即時報價總覽 TaiwanFutOptTickInfo¶

目前支援，台指期、台指選擇權，即時報價

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
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())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
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

DataFrame

	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

Schema

{
    code: str, # 代碼
    callput: str, # 買賣權
    date: str, # 日期
    name: str, # 名稱
    listing_date: str, # 上市日
    expire_price: float64, # 履約價
    update_date: str # 更新日期
}

(目前支援台指期、約 30 秒更新一次)

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_futures_snapshot"
parameter = {
    "data_id": "TXF", # 目前只支援台指期
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

R

library(httr)
library(data.table)
library(dplyr)
url = "https://api.finmindtrade.com/api/v4/taiwan_futures_snapshot"
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        data_id="TXF" # 目前只支援台指期
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    open: float64, # 開盤價
    high: float64, # 最高價
    low: float64, # 最低價
    close: float64, # 最新成交價
    change_price: float64, # 漲跌
    change_rate: float64, # 漲跌百分比
    average_price: float64, # 平均成交價
    volume: int64, # 成交量
    total_volume: int64, # 累積成交量
    amount: str, # 交易金額
    total_amount: str, # 累積交易金額
    yesterday_volume: int64, # 昨日成交量
    buy_price: float64, # 買入價
    buy_volume: int64, # 買入量
    sell_price: float64, # 賣出價
    sell_volume: int64, # 賣出量
    volume_ratio: float64, # 昨日與今日成交量比
    date: str, # 成交時間
    futures_id: str, # 期貨代碼
    TickType: str # 成交種類 (0: 無法判斷, 1: 賣盤成交, 2: 買盤成交)
}

(目前支援台指選擇權、約 30 秒更新一次)

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
api.login_by_token(api_token='token')
# 目前只支援台指選擇權, TXO, TX1, TX2, TX3, TX4
df = api.taiwan_options_snapshot(options_id="TXO")

Python-request

import requests
import pandas as pd
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
url = "https://api.finmindtrade.com/api/v4/taiwan_options_snapshot"
parameter = {
    "data_id": "TXO", # 目前只支援台指選擇權, TXO, TX1, TX2, TX3, TX4
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = "https://api.finmindtrade.com/api/v4/taiwan_options_snapshot"
response = httr::GET(
    url = url,
    query = list(
        # 目前只支援台指選擇權, TXO, TX1, TX2, TX3, TX4
        data_id="TXO"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    open: float64, # 開盤價
    high: float64, # 最高價
    low: float64, # 最低價
    close: float64, # 最新成交價
    change_price: float64, # 漲跌
    change_rate: float64, # 漲跌百分比
    average_price: float64, # 平均成交價
    volume: int64, # 成交量
    total_volume: int64, # 累積成交量
    amount: str, # 交易金額
    total_amount: str, # 累積交易金額
    yesterday_volume: int64, # 昨日成交量
    buy_price: float64, # 買入價
    buy_volume: int64, # 買入量
    sell_price: float64, # 賣出價
    sell_volume: int64, # 賣出量
    volume_ratio: float64, # 昨日與今日成交量比
    date: str, # 成交時間
    options_id: str, # 選擇權代碼
    TickType: str # 成交種類 (0: 無法判斷, 1: 賣盤成交, 2: 買盤成交)
}

即時資料

台股即時資訊 taiwan_stock_tick_snapshot (只限 sponsor 會員使用)¶

期貨、選擇權即時報價總覽 TaiwanFutOptTickInfo¶

台股期貨即時資訊 taiwan_futures_snapshot (只限 sponsor 會員使用)¶

台股選擇權即時資訊 taiwan_options_snapshot (只限 sponsor 會員使用)¶