即時資料
在台股即時資料，我們擁有 4 種資料集，如下:
- 台股即時資訊 taiwan_stock_tick_snapshot
- 期貨、選擇權即時報價總覽 TaiwanFutOptTickInfo
- 台股期貨即時資訊 taiwan_futures_snapshot
- 台股選擇權即時資訊 taiwan_options_snapshot
台股即時資訊 taiwan_stock_tick_snapshot (只限 sponsor 會員使用)¶
(約 10 秒更新一次)
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_stock_tick_snapshot(stock_id="2330")
import requests
import pandas as pd
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
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
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
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| amount | average_price | buy_price | buy_volume | change_price | change_rate | close | high | low | open | sell_price | sell_volume | total_amount | total_volume | volume | volume_ratio | yesterday_volume | date | stock_id | TickType | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 610000 | 611.42 | 609 | 208 | 3 | 0.49 | 610 | 614 | 608 | 614 | 610 | 821 | 5578566000 | 9124 | 1 | 0.49 | 18606 | 2021-12-08 10:31:23.098000 | 2330 | 1 |
{
amount: int32,
average_price: float64,
buy_price: float64,
buy_volume: int64,
change_price: str,
change_rate: float64,
close: float64,
high: float64,
low: float64,
open: float64,
sell_price: float64,
sell_volume: int64,
total_amount: int32,
total_volume: int64,
volume: int64,
volume_ratio: float64,
yesterday_volume: int64,
date: str,
stock_id: str,
TickType: str
}
期貨、選擇權即時報價總覽 TaiwanFutOptTickInfo¶
目前支援，台指期、台指選擇權，即時報價
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_futopt_tick_info()
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFutOptTickInfo",
"token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFutOptTickInfo",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)
Output
| 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,
callput: str,
date: str,
name: str,
listing_date: str,
expire_price: float64,
update_date: str
}
台股期貨即時資訊 taiwan_futures_snapshot (只限 sponsor 會員使用)¶
(目前支援台指期、約 10 秒更新一次)
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = data_loader.taiwan_futures_snapshot(futures_id="TXF")
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/taiwan_futures_snapshot"
parameter = {
"data_id": "TXF", # 目前只支援台指期
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, 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"
response = httr::GET(
url = url,
query = list(
data_id="TXF", # 目前只支援台指期
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| 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,
high: float64,
low: float64,
close: float64,
change_price: float64,
change_rate: float64,
average_price: float64,
volume: int64,
total_volume" int64,
amount: str,
total_amount: str,
yesterday_volume: int64,
buy_price: float64,
buy_volume: int64,
sell_price: float64,
sell_volume: int64,
volume_ratio: float64,
date: str,
options_id: str,
TickType: str
}
台股選擇權即時資訊 taiwan_options_snapshot (只限 sponsor 會員使用)¶
(目前支援台指選擇權、約 10 秒更新一次)
Example
from FinMind.data import DataLoader
api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = data_loader.taiwan_options_snapshot(options_id="TXO")
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/taiwan_options_snapshot"
parameter = {
"data_id": "TXO", # 目前只支援台指選擇權
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, 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_options_snapshot"
response = httr::GET(
url = url,
query = list(
data_id="TXO", # 目前只支援台指期
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
Output
| 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,
high: float64,
low: float64,
close: float64,
change_price: float64,
change_rate: float64,
average_price: float64,
volume: int64,
total_volume" int64,
amount: str,
total_amount: str,
yesterday_volume: int64,
buy_price: float64,
buy_volume: int64,
sell_price: float64,
sell_volume: int64,
volume_ratio: float64,
date: str,
options_id: str,
TickType: str
}