Snapshot

Snapshot is the current information of a stock, future, or option. It contains open, high, low, close, change price, average price, volume, total volume, buy price, buy volume, sell price, sell volume and yesterday volume.

Note

• Snapshot queries consume bandwidth. See Use Restrictions for the daily bandwidth cap.
• snapshots is a request-type quote query, not a source of real-time quotes. Do not poll it repeatedly during trading hours as a real-time feed; exceeding the request rate limits or causing excessive system load will suspend your access under the violation handling rules. For real-time intraday data, use quote subscriptions instead.

Reminder

Each snapshot request can contain up to 500 contracts.

PythonCLIOther (HTTP)

Snapshots

api.snapshots?

Signature:
    api.snapshots(
        contracts: List[Union[shioaji.contracts.Option, shioaji.contracts.Future, shioaji.contracts.Stock, shioaji.contracts.Index]],
        timeout: int = 30000,
        cb: Callable[[shioaji.data.Snapshot], NoneType] = None,
    ) -> List[shioaji.data.Snapshot]
Docstring:
    get contract snapshot info

Parameters

contracts: list of contracts (from api.Contracts.*), up to 500 per request
timeout:   timeout in milliseconds
cb:        optional, callback function, used when timeout=0

Snapshots

$ shioaji data snapshots --help

Get snapshots for multiple contracts

Usage: shioaji data snapshots [OPTIONS] --codes <CODES>

Options:
      --codes <CODES>                  Comma-separated security codes (e.g. 2330,2317,2454)
      --security-type <SECURITY_TYPE>  Security type: STK, FUT, OPT, IND [default: STK]
      --exchange <EXCHANGE>            Exchange: TSE, OTC, TAIFEX [default: TSE]

Parameters

--codes:         comma-separated security codes (e.g. 2330,2317,2454)
--security-type: security type {'STK', 'FUT', 'OPT', 'IND'}
--exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}

Snapshots

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

{
  "contracts": [
    { "security_type": <SecurityType>, "exchange": <Exchange>, "code": <string> }
  ]
}

Parameters

contracts:                 list of contracts, up to 500 per request
contracts[].security_type: security type {'STK', 'FUT', 'OPT', 'IND'}
contracts[].exchange:      exchange {'TSE', 'OTC', 'TAIFEX'}
contracts[].code:          security code (e.g. 2330, TXFR1)

Attributes

Snapshot

ts / datetime:            time (integer Unix timestamp in Python, ISO string in other languages)
code (str):               security code
exchange (Exchange):      exchange
open (float):             open price
high (float):             high price
low (float):              low price
close (float):            close price
tick_type (TickType):     close tick side {None, Buy, Sell}
change_price (float):     change price
change_rate (float):      change rate
change_type (ChangeType): change direction {LimitUp, Up, Unchanged, Down, LimitDown}
average_price (float):    average price
volume (int):             tick volume
total_volume (int):       total volume
amount (int):             tick amount
total_amount (int):       total amount
yesterday_volume (float): yesterday volume
buy_price (float):        bid price
buy_volume (float):       bid volume
sell_price (float):       ask price
sell_volume (int):        ask volume
volume_ratio (float):     volume ratio (total_volume / yesterday_volume)

Examples

PythonCLIHTTP

In

contracts = [api.Contracts.Stocks['2330'], api.Contracts.Stocks['2317']]
snapshots = api.snapshots(contracts)
snapshots

Out

[
    Snapshot(
        ts=1779114600000000000,
        code='2330',
        exchange='TSE',
        open=2225,
        high=2260,
        low=2215,
        close=2240,
        tick_type=<TickType.Sell: 'Sell'>,
        change_price=-25,
        change_rate=-1.1,
        change_type=<ChangeType.Down: 'Down'>,
        average_price=2234.72,
        volume=75,
        total_volume=25820,
        amount=168000000,
        total_amount=57700920000,
        yesterday_volume=29811,
        buy_price=2240,
        buy_volume=524,
        sell_price=2245,
        sell_volume=103,
        volume_ratio=0.87
    ),
    Snapshot(
        ts=1779114600000000000,
        code='2317',
        exchange='TSE',
        open=251,
        high=251,
        low=241,
        close=248.5,
        tick_type=<TickType.Sell: 'Sell'>,
        change_price=0,
        change_rate=0,
        change_type=<ChangeType.Unchanged: 'Unchanged'>,
        average_price=246.67,
        volume=58,
        total_volume=60665,
        amount=14413000,
        total_amount=14964920500,
        yesterday_volume=134926,
        buy_price=248.5,
        buy_volume=415,
        sell_price=249,
        sell_volume=368,
        volume_ratio=0.45
    )
]

To DataFrame (using polars)

In

import polars as pl
df = pl.DataFrame(s.dict() for s in snapshots).with_columns(
    pl.col("ts").cast(pl.Datetime("ns"))
)
df

Out

ts	code	exchange	open	high	low	close	tick_type	change_price	change_rate	change_type	average_price	volume	total_volume	amount	total_amount	yesterday_volume	buy_price	buy_volume	sell_price	sell_volume	volume_ratio
2026-05-18 14:30:00	2330	TSE	2225.0	2260.0	2215.0	2240.0	TickType.Sell	-25.0	-1.1	ChangeType.Down	2234.72	75	25820	168000000	57700920000	29811.0	2240.0	524	2245.0	103	0.87
2026-05-18 14:30:00	2317	TSE	251.0	251.0	241.0	248.5	TickType.Sell	0.0	0.0	ChangeType.Unchanged	246.67	58	60665	14413000	14964920500	134926.0	248.5	415	249.0	368	0.45

In

shioaji data snapshots --codes 2330,2317

Out

[2]{datetime,code,exchange,open,high,low,close,tick_type,change_price,change_rate,change_type,average_price,volume,total_volume,amount,total_amount,yesterday_volume,buy_price,buy_volume,sell_price,sell_volume,volume_ratio}:
  2026-05-18T14:30:00,"2330",TSE,2225,2260,2215,2240,Sell,-25,-1.1,Down,2234.72,75,25820,168000000,57700920000,29811,2240,524,2245,103,0.87
  2026-05-18T14:30:00,"2317",TSE,251,251,241,248.5,Sell,0,0,Unchanged,246.67,58,60665,14413000,14964920500,134926,248.5,415,249,368,0.45

In

curl -X POST http://localhost:8080/api/v1/data/snapshots \
  -H 'Content-Type: application/json' \
  -d '{
    "contracts": [
      {"security_type": "STK", "exchange": "TSE", "code": "2330"},
      {"security_type": "STK", "exchange": "TSE", "code": "2317"}
    ]
  }'

Out

[{"datetime":"2026-05-18T14:30:00","code":"2330","exchange":"TSE","open":2225.0,"high":2260.0,"low":2215.0,"close":2240.0,"tick_type":"Sell","change_price":-25.0,"change_rate":-1.1,"change_type":"Down","average_price":2234.72,"volume":75,"total_volume":25820,"amount":168000000,"total_amount":57700920000,"yesterday_volume":29811.0,"buy_price":2240.0,"buy_volume":524.0,"sell_price":2245.0,"sell_volume":103,"volume_ratio":0.87},{"datetime":"2026-05-18T14:30:00","code":"2317","exchange":"TSE","open":251.0,"high":251.0,"low":241.0,"close":248.5,"tick_type":"Sell","change_price":0.0,"change_rate":0.0,"change_type":"Unchanged","average_price":246.67,"volume":58,"total_volume":60665,"amount":14413000,"total_amount":14964920500,"yesterday_volume":134926.0,"buy_price":248.5,"buy_volume":415.0,"sell_price":249.0,"sell_volume":368,"volume_ratio":0.45}]