Historical Market Data

Historical data lets you query tick-by-tick trades (Ticks) and minute K-line (Kbars).

Note

Historical data queries consume bandwidth. See Use Restrictions for the daily bandwidth cap.

Ticks¶

You can fetch Ticks for an entire day, a specific time range, or the last N ticks of the day. The default is the most recent trade day.

PythonCLIOther (HTTP)

Ticks

api.ticks?

Signature:
    api.ticks(
        contract: shioaji.contracts.BaseContract,
        date: str = '2026-05-18',
        query_type: shioaji.constant.TicksQueryType = <TicksQueryType.AllDay: 'AllDay'>,
        time_start: Union[str, datetime.time] = None,
        time_end: Union[str, datetime.time] = None,
        last_cnt: int = 0,
        timeout: int = 5000,
        cb: Callable[[shioaji.data.Ticks], NoneType] = None,
    ) -> shioaji.data.Ticks
Docstring:
    get contract tick volume

Parameters

contract:    contract (from api.Contracts.*)
date:        trading date (YYYY-MM-DD)
query_type:  query mode {'AllDay', 'RangeTime', 'LastCount'}
time_start:  optional, start time, used when query_type='RangeTime'
time_end:    optional, end time, used when query_type='RangeTime'
last_cnt:    optional, last N ticks, used when query_type='LastCount'
timeout:     timeout in milliseconds
cb:          optional, callback function, used when timeout=0

Ticks

$ shioaji data ticks --help

Get tick data for a contract

Usage: shioaji data ticks [OPTIONS] --code <CODE>

Options:
      --code <CODE>                    Security code (e.g. 2330, TXFR1)
      --date <DATE>                    Trading date (YYYY-MM-DD, default: today) [default: 2026-05-18]
      --last <LAST>                    Number of last ticks to return (default: 10) [default: 10]
      --all                            Fetch all ticks for the day (overrides --last)
      --security-type <SECURITY_TYPE>  Security type: STK, FUT, OPT, IND [default: STK]
      --exchange <EXCHANGE>            Exchange: TSE, OTC, TAIFEX [default: TSE]

Parameters

--code:          security code (e.g. 2330, TXFR1)
--date:          trading date (YYYY-MM-DD)
--last:          optional, last N ticks
--all:           optional, fetch all ticks of the day (overrides --last)
--security-type: security type {'STK', 'FUT', 'OPT', 'IND'}
--exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}

Ticks

POST /api/v1/data/ticks
Content-Type: application/json

{
  "contract":   { "security_type": <SecurityType>, "exchange": <Exchange>, "code": <string> },
  "date":       <string>,
  "query_type": <TicksQueryType>,
  "time_start": <string?>,
  "time_end":   <string?>,
  "last_cnt":   <int>
}

Parameters

contract.security_type: security type {'STK', 'FUT', 'OPT', 'IND'}
contract.exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}
contract.code:          security code (e.g. 2330, TXFR1)
date:                   trading date (YYYY-MM-DD)
query_type:             query mode {'AllDay', 'RangeTime', 'LastCount'}
time_start:             optional, start time, used when query_type='RangeTime'
time_end:               optional, end time, used when query_type='RangeTime'
last_cnt:               optional, last N ticks, used when query_type='LastCount'

Attributes¶

Ticks

ts / datetime: trade time (integer Unix timestamp in Python, ISO string in other languages)
close (float): close price
volume (int): volume
bid_price (float): bid price
bid_volume (int): bid volume
ask_price (float): ask price
ask_volume (int): ask volume
tick_type (int): inside/outside {1: outside, 2: inside, 0: unknown}

Examples¶

PythonCLIHTTP

Ticks by Date¶

In

ticks = api.ticks(
    contract=api.Contracts.Stocks["2330"],
    date="2026-05-18"
)
ticks

Out

Ticks[7171](
    ts=[1779094808306075000, 1779094808342157000, 1779094808368510000, ...],
    close=[2225, 2225, 2225, ...],
    volume=[2166, 47, 50, ...],
    bid_price=[2220, 2220, 2220, ...],
    bid_volume=[692, 693, 696, ...],
    ask_price=[2225, 2225, 2230, ...],
    ask_volume=[97, 50, 104, ...],
    tick_type=[2, 1, 1, ...]
)

To DataFrame (using polars)

In

import polars as pl
df = pl.DataFrame(ticks.dict()).with_columns(
    pl.col("ts").cast(pl.Datetime("ns"))
)
df.head()

Out

ts	close	volume	bid_price	bid_volume	ask_price	ask_volume	tick_type
2026-05-18 09:00:08.306075	2225.0	2166	2220.0	692	2225.0	97	2
2026-05-18 09:00:08.342157	2225.0	47	2220.0	693	2225.0	50	1
2026-05-18 09:00:08.368510	2225.0	50	2220.0	696	2230.0	104	1
...	...	...	...	...	...	...	...

Ticks by Time Range¶

In

ticks = api.ticks(
    contract=api.Contracts.Stocks["2330"],
    date="2026-05-18",
    query_type=sj.constant.TicksQueryType.RangeTime,
    time_start="09:00:00",
    time_end="09:20:01"
)
ticks

Out

Ticks[1151](
    ts=[1779094808306075000, 1779094808342157000, 1779094808368510000, ...],
    close=[2225, 2225, 2225, ...],
    volume=[2166, 47, 50, ...],
    bid_price=[2220, 2220, 2220, ...],
    bid_volume=[692, 693, 696, ...],
    ask_price=[2225, 2225, 2230, ...],
    ask_volume=[97, 50, 104, ...],
    tick_type=[2, 1, 1, ...]
)

Last N Ticks¶

In

ticks = api.ticks(
    contract=api.Contracts.Stocks["2330"],
    date="2026-05-18",
    query_type=sj.constant.TicksQueryType.LastCount,
    last_cnt=4,
)
ticks

Out

Ticks[4](
    ts=[1779110696011886000, 1779110697008306000, 1779111000000000000, 1779114600000000000],
    close=[2245.0, 2240.0, 2240.0, 2240.0],
    volume=[2, 6, 4606, 75],
    bid_price=[2240.0, 2240.0, 2240.0, 2240.0],
    bid_volume=[454, 447, 524, 524],
    ask_price=[2250.0, 2250.0, 2245.0, 2245.0],
    ask_volume=[179, 41, 103, 103],
    tick_type=[2, 2, 2, 2]
)

Ticks by Date

In

shioaji data ticks --code 2330 --date 2026-05-18 --all

Out

[7171]{datetime,close,volume,bid_price,bid_volume,ask_price,ask_volume,tick_type}:
  2026-05-18T09:00:08.306075,2225,2166,2220,692,2225,97,2
  2026-05-18T09:00:08.342157,2225,47,2220,693,2225,50,1
  2026-05-18T09:00:08.368510,2225,50,2220,696,2230,104,1
  ...

Last N Ticks

In

shioaji data ticks --code 2330 --date 2026-05-18 --last 4

Out

[4]{datetime,close,volume,bid_price,bid_volume,ask_price,ask_volume,tick_type}:
  2026-05-18T13:24:56.011886,2245,2,2240,454,2250,179,2
  2026-05-18T13:24:57.008306,2240,6,2240,447,2250,41,2
  2026-05-18T13:30:00,2240,4606,2240,524,2245,103,2
  2026-05-18T14:30:00,2240,75,2240,524,2245,103,2

Ticks by Date

In

curl -X POST http://localhost:8080/api/v1/data/ticks \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": { "security_type": "STK", "exchange": "TSE", "code": "2330" },
    "date": "2026-05-18",
    "query_type": "AllDay"
  }'

Out

{"datetime":["2026-05-18T09:00:08.306075","2026-05-18T09:00:08.342157","2026-05-18T09:00:08.368510",...],"close":[2225.0,2225.0,2225.0,...],"volume":[2166,47,50,...],"bid_price":[2220.0,2220.0,2220.0,...],"bid_volume":[692,693,696,...],"ask_price":[2225.0,2225.0,2230.0,...],"ask_volume":[97,50,104,...],"tick_type":[2,1,1,...]}

Ticks by Time Range

In

curl -X POST http://localhost:8080/api/v1/data/ticks \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": { "security_type": "STK", "exchange": "TSE", "code": "2330" },
    "date": "2026-05-18",
    "query_type": "RangeTime",
    "time_start": "09:00:00",
    "time_end": "09:20:01"
  }'

Out

{"datetime":["2026-05-18T09:00:08.306075","2026-05-18T09:00:08.342157","2026-05-18T09:00:08.368510",...],"close":[2225.0,2225.0,2225.0,...],"volume":[2166,47,50,...],"bid_price":[2220.0,2220.0,2220.0,...],"bid_volume":[692,693,696,...],"ask_price":[2225.0,2225.0,2230.0,...],"ask_volume":[97,50,104,...],"tick_type":[2,1,1,...]}

Last N Ticks

In

curl -X POST http://localhost:8080/api/v1/data/ticks \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": { "security_type": "STK", "exchange": "TSE", "code": "2330" },
    "date": "2026-05-18",
    "query_type": "LastCount",
    "last_cnt": 4
  }'

Out

{"datetime":["2026-05-18T13:24:56.011886","2026-05-18T13:24:57.008306","2026-05-18T13:30:00","2026-05-18T14:30:00"],"close":[2245.0,2240.0,2240.0,2240.0],"volume":[2,6,4606,75],"bid_price":[2240.0,2240.0,2240.0,2240.0],"bid_volume":[454,447,524,524],"ask_price":[2250.0,2250.0,2245.0,2245.0],"ask_volume":[179,41,103,103],"tick_type":[2,2,2,2]}

Kbars¶

You can fetch Kbars by specifying a start/end date range. The default is the most recent trade day.

PythonCLIOther (HTTP)

Kbars

api.kbars?

Signature:
    api.kbars(
        contract: shioaji.contracts.BaseContract,
        start: str = '2026-05-17',
        end: str = '2026-05-18',
        timeout: int = 5000,
        cb: Callable[[shioaji.data.Kbars], NoneType] = None,
    ) -> shioaji.data.Kbars
Docstring:
    get Kbar

Parameters

contract: contract (from api.Contracts.*)
start:    start date (YYYY-MM-DD), defaults to yesterday
end:      end date (YYYY-MM-DD), defaults to today
timeout:  timeout in milliseconds
cb:       optional, callback function, used when timeout=0

Kbars

$ shioaji data kbars --help

Get K-bar (OHLCV) data for a contract

Usage: shioaji data kbars [OPTIONS] --code <CODE>

Options:
      --code <CODE>                    Security code (e.g. 2330, TXFR1)
      --start <START>                  Start date (YYYY-MM-DD, default: today) [default: 2026-05-18]
      --end <END>                      End date (YYYY-MM-DD, default: today) [default: 2026-05-18]
      --security-type <SECURITY_TYPE>  Security type: STK, FUT, OPT, IND [default: STK]
      --exchange <EXCHANGE>            Exchange: TSE, OTC, TAIFEX [default: TSE]

Parameters

--code:          security code (e.g. 2330, TXFR1)
--start:         start date (YYYY-MM-DD)
--end:           end date (YYYY-MM-DD)
--security-type: security type {'STK', 'FUT', 'OPT', 'IND'}
--exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}

Kbars

POST /api/v1/data/kbars
Content-Type: application/json

{
  "contract": { "security_type": <SecurityType>, "exchange": <Exchange>, "code": <string> },
  "start":    <string>,
  "end":      <string>
}

Parameters

contract.security_type: security type {'STK', 'FUT', 'OPT', 'IND'}
contract.exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}
contract.code:          security code (e.g. 2330, TXFR1)
start:                  start date (YYYY-MM-DD)
end:                    end date (YYYY-MM-DD)

Attributes¶

Kbars

ts / datetime:  time (integer Unix timestamp in Python, ISO string in other languages)
Open (float):   open price
High (float):   high price
Low (float):    low price
Close (float):  close price
Volume (int):   volume
Amount (float): trade amount

Examples¶

PythonCLIHTTP

In

kbars = api.kbars(
    contract=api.Contracts.Stocks["2330"],
    start="2026-05-17",
    end="2026-05-18"
)
kbars

Out

KBars[270](
    ts=[1779094860000000000, 1779094920000000000, 1779094980000000000, ...],
    Open=[2225, 2235, 2225, ...],
    High=[2235, 2235, 2230, ...],
    Low=[2225, 2225, 2220, ...],
    Close=[2230, 2230, 2225, ...],
    Volume=[2565, 377, 296, ...],
    Amount=[5708965000, 840260000, 659090000, ...]
)

To DataFrame (using polars)

In

import polars as pl
df = pl.DataFrame(kbars.dict()).with_columns(
    pl.col("ts").cast(pl.Datetime("ns"))
)
df.head()

Out

ts	Open	High	Low	Close	Volume	Amount
2026-05-18 09:01:00	2225.0	2235.0	2225.0	2230.0	2565	5.7090e9
2026-05-18 09:02:00	2235.0	2235.0	2225.0	2230.0	377	8.4026e8
2026-05-18 09:03:00	2225.0	2230.0	2220.0	2225.0	296	6.5909e8
...	...	...	...	...	...	...

In

shioaji data kbars --code 2330 --start 2026-05-17 --end 2026-05-18

Out

[270]{datetime,Open,High,Low,Close,Volume,Amount}:
  2026-05-18T09:01:00,2225,2235,2225,2230,2565,5708965000
  2026-05-18T09:02:00,2235,2235,2225,2230,377,840260000
  2026-05-18T09:03:00,2225,2230,2220,2225,296,659090000
  ...

In

curl -X POST http://localhost:8080/api/v1/data/kbars \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": { "security_type": "STK", "exchange": "TSE", "code": "2330" },
    "start": "2026-05-17",
    "end": "2026-05-18"
  }'

Out

{"datetime":["2026-05-18T09:01:00","2026-05-18T09:02:00","2026-05-18T09:03:00",...],"Open":[2225.0,2235.0,2225.0,...],"High":[2235.0,2235.0,2230.0,...],"Low":[2225.0,2225.0,2220.0,...],"Close":[2230.0,2230.0,2225.0,...],"Volume":[2565,377,296,...],"Amount":[5708965000.0,840260000.0,659090000.0,...]}

Historical Periods¶

Historical Periods

	Start Date	End Date
Index	2020-03-02	Today
Stock	2020-03-02	Today
Futures	2020-03-22	Today

Continuous Futures¶

Once a futures contract passes its expiration date, the contract is invalid, and it will not exist in your api.Contracts. In order to get historical data for expired futures contracts, we provide continuous futures contracts. R1, R2 are continuous near-month and next-to-near-month futures contracts respectively. They will automatically roll contracts on delivery date (i.e. target_code changes). You can use R1, R2 to get long-term historical data, e.g. api.Contracts.Futures.TXF.TXFR1. The examples below show how to use R1, R2 to fetch historical Ticks and Kbars of expired futures.

Note

code must exist in api.Contracts to be passed into api.ticks / api.kbars. For example, TXFE6 is the contract for May 2026; by June 2026 it no longer appears in api.Contracts, so TXFE6 cannot be queried at that point.

PythonCLIOther (HTTP)

Ticks¶

In

ticks = api.ticks(
    contract=api.Contracts.Futures.TXF.TXFR1,
    date="2026-05-18",
    query_type=sj.constant.TicksQueryType.LastCount,
    last_cnt=4,
)
ticks

Out

Ticks[4](
    ts=[1779111899290000000, 1779111899345000000, 1779111899345000000, 1779111899967000000],
    close=[40803.0, 40799.0, 40798.0, 40807.0],
    volume=[1, 2, 7, 1],
    bid_price=[40803.0, 40799.0, 40799.0, 40800.0],
    bid_volume=[2, 2, 2, 1],
    ask_price=[40808.0, 40807.0, 40807.0, 40807.0],
    ask_volume=[1, 1, 1, 1],
    tick_type=[2, 2, 2, 1]
)

Kbars¶

In

kbars = api.kbars(
    contract=api.Contracts.Futures.TXF.TXFR1,
    start="2026-05-17",
    end="2026-05-18"
)
kbars

Out

KBars[438](
    ts=[1779093960000000000, 1779094020000000000, 1779094080000000000, ...],
    Open=[40200, 40308, 40276, ...],
    High=[40369, 40342, 40316, ...],
    Low=[40169, 40262, 40251, ...],
    Close=[40310, 40276, 40316, ...],
    Volume=[2051, 704, 443, ...],
    Amount=[82536213, 28372910, 17845729, ...]
)

Ticks

In

shioaji data ticks --code TXFR1 --date 2026-05-18 --security-type FUT --exchange TAIFEX --last 4

Out

[4]{datetime,close,volume,bid_price,bid_volume,ask_price,ask_volume,tick_type}:
  2026-05-18T13:44:59.290000,40803,1,40803,2,40808,1,2
  2026-05-18T13:44:59.345000,40799,2,40799,2,40807,1,2
  2026-05-18T13:44:59.345000,40798,7,40799,2,40807,1,2
  2026-05-18T13:44:59.967000,40807,1,40800,1,40807,1,1

Kbars

In

shioaji data kbars --code TXFR1 --start 2026-05-17 --end 2026-05-18 --security-type FUT --exchange TAIFEX

Out

[438]{datetime,Open,High,Low,Close,Volume,Amount}:
  2026-05-18T08:46:00,40200,40369,40169,40310,2051,82536213
  2026-05-18T08:47:00,40308,40342,40262,40276,704,28372910
  2026-05-18T08:48:00,40276,40316,40251,40316,443,17845729
  ...

Ticks

In

curl -X POST http://localhost:8080/api/v1/data/ticks \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFR1"},
    "date": "2026-05-18",
    "query_type": "LastCount",
    "last_cnt": 4
  }'

Out

{"datetime":["2026-05-18T13:44:59.290000","2026-05-18T13:44:59.345000","2026-05-18T13:44:59.345000","2026-05-18T13:44:59.967000"],"close":[40803.0,40799.0,40798.0,40807.0],"volume":[1,2,7,1],"bid_price":[40803.0,40799.0,40799.0,40800.0],"bid_volume":[2,2,2,1],"ask_price":[40808.0,40807.0,40807.0,40807.0],"ask_volume":[1,1,1,1],"tick_type":[2,2,2,1]}

Kbars

In

curl -X POST http://localhost:8080/api/v1/data/kbars \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFR1"},
    "start": "2026-05-17",
    "end": "2026-05-18"
  }'

Out

{"datetime":["2026-05-18T08:46:00","2026-05-18T08:47:00","2026-05-18T08:48:00",...],"Open":[40200.0,40308.0,40276.0,...],"High":[40369.0,40342.0,40316.0,...],"Low":[40169.0,40262.0,40251.0,...],"Close":[40310.0,40276.0,40316.0,...],"Volume":[2051,704,443,...],"Amount":[82536213.0,28372910.0,17845729.0,...]}