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Contract

Contract object will be used by a lot of place like place order, subscribe quote, etc.

Get Contracts

The following provides two methods to get contracts:

  • method 1: After Login success we will start to fetch all kind of contract but fetching will not block other action. So how to know the fetch action is done ? We have status of contracts download that you can use Contracts.status. If you set contracts_timeout inside login set to 10000, it will block the fetch and wait 10 second until the contract is back.

In

import shioaji as sj
api = sj.Shioaji()
api.login(
    api_key="YOUR_API_KEY", 
    secret_key="YOUR_SECRET_KEY",
    contracts_timeout=10000,
)

import shioaji as sj
api = sj.Shioaji()
api.login(
    person_id="YOUR_PERSON_ID", 
    passwd="YOUR_PASSWORD",
    contracts_timeout=10000,
)
  • method 2: If fetch_contract inside login is set to False, it will not download contract. You can use fetch_contracts to download.

In

import shioaji as sj
api = sj.Shioaji()
api.login(
    api_key="YOUR_API_KEY", 
    secret_key="YOUR_SECRET_KEY",
    fetch_contract=False,
)
api.fetch_contracts(contract_download=True)

import shioaji as sj
api = sj.Shioaji()
api.login(
    person_id="YOUR_PERSON_ID", 
    passwd="YOUR_PASSWORD",
    fetch_contract=False,
)
api.fetch_contracts(contract_download=True)

Contracts Information

The contracts we currently offer include: stocks, futures, options and indices. The products we provide can get more detailed information through the following ways.

In

api.Contracts

Out

Contracts(Indexs=(OTC, TSE), Stocks=(OES, OTC, TSE), Futures=(BRF, CAF, CBF, CCF, CDF, CEF, CFF, CGF, CHF, CJF, CK1, CKF, CLF, CM1, CMF, CNF, CQF, CRF, CSF, CU1, CUF, CWF, CXF, CYF, CZ1, CZF, DCF, DD1, DDF, DEF, DFF, DGF, DHF, DIF, DJF, DKF, DLF, DNF, DOF, DPF, DQF, DSF, DUF, DVF, DWF, DXF, DYF, DZF, EEF, EGF, EHF, EMF, EPF, ERF, EXF, EY1, EYF, FEF, FFF, FGF, FKF, FQF, FRF, FTF, FVF, FWF, FXF, FYF, FZF, G2F, GAF, GCF, GDF, GHF, GIF, GJF, GLF, GMF, GNF, GOF, GRF, GTF, GUF, GWF, GXF, GZF, HAF, HBF, HCF, HHF, HIF, HLF, HOF, HS1, HSF, HY1, HYF, IA1, IAF, IHF, IIF, IJF, IMF, IOF, IPF, IQF, IRF, ITF, IXF, IYF, IZF, JBF, JFF, JNF, JPF, JSF, JWF, JZF, KAF, KB1, KBF, KCF, KDF, KFF, KGF, KIF, KKF, KLF, KOF, KPF, KSF, KWF, LBF, LCF, LE1, LEF, LIF, LMF, LOF, LQF, LRF, LTF, LUF, LVF, LWF, LXF, LYF, MAF, MBF, MCF, MJF, MKF, MPF, MQF, MVF, MX1, MXF, MYF, NAF, NBF, NCF, NDF, NEF, NGF, NHF, NIF, NJF, NLF, NMF, NNF, NOF, NQF, NSF, NUF, NVF, NWF, NXF, NYF, NZF, OAF, OBF, OCF, ODF, OEF, OGF, OHF, OJF, OKF, OLF, OMF, OOF, OPF, OQF, ORF, OS1, OSF, OTF, OUF, OVF, OWF, OXF, OYF, OZF, PAF, PBF, PCF, PDF, PEF, PFF, PGF, PHF, PIF, PJF, PKF, PLF, PMF, PNF, POF, PPF, PQF, RHF, RTF, SPF, T5F, TGF, TJF, TXF, UDF, UNF, XAF, XBF, XEF, XIF, XJF), Options=(CAO, CBO, CCO, CDO, CEO, CFO, CGO, CHO, CJO, CKO, CLO, CMO, CNO, CQO, CRO, CSO, CXO, CZO, DCO, DEO, DFO, DGO, DHO, DJO, DKO, DLO, DNO, DOO, DPO, DQO, DSO, DUO, DVO, DWO, DXO, GIO, GXO, HCO, IJO, LOO, NYA, NYO, NZO, OAO, OBO, OCO, OJO, OKO, OOO, OZO, RHO, RTO, TEO, TFO, TGO, TX1, TXO))

Stock

In

api.Contracts.Stocks["2890"]
# or api.Contracts.Stocks.TSE.TSE2890

Out

Stock(
    exchange=<Exchange.TSE: 'TSE'>, 
    code='2890', 
    symbol='TSE2890', 
    name='永豐金', 
    category='17', 
    unit=1000, 
    limit_up=19.1, 
    limit_down=15.7, 
    reference=17.4, 
    update_date='2023/01/17', 
    day_trade=<DayTrade.Yes: 'Yes'>
)

Stock

exchange (Exchange): Attributes of industry
    {OES, OTC, TSE ...etc}
code (str): Id
symbol (str): Symbol
name (str): Name
category (str): Category
unit (int): Unit
limit_up (float): Limit up
limit_down (float): Limit down
reference (float): Reference price
update_date (str): Update date
margin_trading_balance (int): Margin trading balance
short_selling_balance (int): Short selling balance
day_trade (DayTrade): Day trade
    {Yes, No, OnlyBuy}

Out

Stock(
    exchange=<Exchange.TSE: 'TSE'>, 
    code='2890', 
    symbol='TSE2890', 
    name='永豐金', 
    category='17', 
    unit=1000, 
    limit_up=19.1, 
    limit_down=15.7, 
    reference=17.4, 
    update_date='2023/01/17', 
    day_trade=<DayTrade.Yes: 'Yes'>
)

Futures

In

api.Contracts.Futures["TXFA3"]
# or api.Contracts.Futures.TXF.TXF202301

Out

Future(
    code='TXFA3', 
    symbol='TXF202301', 
    name='臺股期貨01', 
    category='TXF', 
    delivery_month='202301', 
    delivery_date='2023/01/30', 
    underlying_kind='I', 
    unit=1, 
    limit_up=16417.0, 
    limit_down=13433.0, 
    reference=14925.0, 
    update_date='2023/01/18'
)

Future

code (str): Id
symbol (str): Symbol
name (str): Name
category (str): Category
delivery_month (str): Delivery Month
delivery_date (str): Delivery Date
underlying_kind (str): Underlying Kind
unit (int): Unit
limit_up (float): Limit up
limit_down (float): Limit down
reference (float): Reference price
update_date (str): Update date

Options

In

api.Contracts.Options["TXO18000R3"]
# or api.Contracts.Options.TXO.TXO20230618000P

Out

Option(
    code='TXO18000R3', 
    symbol='TXO20230618000P', 
    name='臺指選擇權06月 18000P', 
    category='TXO', 
    delivery_month='202306', 
    delivery_date='2023/06/21', 
    strike_price=18000, 
    option_right=<OptionRight.Put: 'P'>, 
    underlying_kind='I', 
    unit=1, 
    limit_up=4720.0, 
    limit_down=1740.0, 
    reference=3230.0, 
    update_date='2023/01/18'
)

Option

code (str): Id
symbol (str): Symbol
name (str): Name
category (str): Category
delivery_month (str): Delivery Month
delivery_date (str): Delivery Date
strike_price (int or float): Strike Price
option_right (OptionRight): Option Right
underlying_kind (str): Underlying Kind
unit (int): Unit
limit_up (float): Limit up
limit_down (float): Limit down
reference (float): Reference price
update_date (str): Update date

Index

The Indexs object shows all supported index contracts, among other categories. Index contracts do not support place_order, but allow subscribing to market quotes. This will be discussed in the next topic.

In

api.Contracts.Indexs.TSE

Out

TSE(TSE001, TSE015, TSE016, TSE017, TSE018, TSE019, TSE020, TSE022, TSE023, TSE024, TSE025, TSE026, TSE028, TSE029, TSE030, TSE031, TSE032, TSE033, TSE035, TSE036, TSE037, TSE038, TSE039, TSE040, TSE041, TSE042, TSE043, TSE004, TSE005)

In

api.Contracts.Indexs.TSE["001"]
# or api.Contracts.Indexs.TSE.TSE001

Out

Index(
    exchange=<Exchange.TSE: 'TSE'>, 
    code='001', 
    symbol='TSE001', 
    name='加權指數'
)

Index

exchange (Exchange): exchange
    {OES, OTC, TSE ...etc}
code (str): Code
symbol (str): Symbol
name (str): Name