Combo Products

A combo product is an independent product on TAIFEX with its own order book and quotes, separate from each component product's market data; the spread is what the exchange actually matches, not the two products' prices subtracted. To receive a combo's realtime market data, subscribe to the combo product itself.

Two things differ from regular products when reading combo quotes:

Prices are the net price of the whole combo: for a time spread it is "far − near" and can be negative.
bid/ask are quotes for the whole combo; one subscription carries both sides.

Only futures combos have quotes

Option combos can only be sent with IOC/FOK and never rest on the order book, so no combo quotes exist for them. For a price reference, subscribe to the individual products and estimate from the net-price definition (see Combo Orders).

Build the combo contract with api.contracts.combo() before subscribing (TXFR1/R2 continuous contracts are not accepted); see Contract.

PythonCLIOther Languages

Subscribe

>> api.subscribe?

Signature:
    api.subscribe(
        contract: shioaji.Contract,
        quote_type: shioaji.QuoteType = <QuoteType.Tick: 'tick'>,
        intraday_odd: bool = False,
    )

Quote Parameters:

contract:     Combo contract (built by api.contracts.combo() / combo_futures())
quote_type:   Subscription type {'tick', 'bid_ask'}
intraday_odd: Not supported for combo products, fixed to False

Mapping callbacks back

The code in callbacks (e.g. 'TXFH6/I6') equals combo_contract.code. When subscribing to several combos, build a lookup table first and map code back to the contract inside the callback:

combo_by_code = {c.code: c for c in api.contracts.combo_futures(root="TXF")}

Subscribe

shioaji data stream --code <CODE> --combo-with <CODE> [OPTIONS]

Quote Parameters:

--code:          Code of the combo's first product (near month, e.g. TXFH6)
--combo-with:    Code of the combo's second product (far month, e.g. TXFI6)
--security-type: Security type; use FUT for combos
--quote-type:    Subscription type {tick, bid_ask}, default tick

Combo subscriptions carry the two products in contract.legs (unlike the flat shape for regular products); legs must not carry an action, and TXFR1/R2 continuous contracts are not accepted.

Subscribe

POST /api/v1/stream/subscribe
Content-Type: application/json

{
  "contract": {
    "legs": [
      {
        "security_type": <SecurityType>,
        "exchange": <Exchange>,
        "code": <string>
      }
    ],
    "combo_type": <ComboType, optional>
  },
  "quote_type": <QuoteType>
}

Quote Parameters:

contract.legs[].security_type: Security type {FUT}
contract.legs[].exchange:      Exchange {TAIFEX}
contract.legs[].code:          Product code; no action allowed (400 if present)
contract.combo_type:           Optional combo type; auto-derived when omitted
quote_type:                    Subscription type {Tick, BidAsk}

Tick¶

PythonCLIHTTP

In

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])

api.subscribe(combo_contract, quote_type=sj.QuoteType.Tick)

# Unsubscribe
# api.unsubscribe(combo_contract, quote_type=sj.QuoteType.Tick)

Out

Response Code: 200 | Event Code: 16 | Info: TIC/v1/FOP/*/TFE/TXFH6/I6 | Event: Subscribe or Unsubscribe ok

TickFOPv1(
    code='TXFH6/I6',
    date=2026-08-12,
    time=15:56:09,
    close=172,
    volume=1,
)

Showing all fields

By default only a summary is printed. To access every field, customize the callback — see the Callback section below.

A combo only produces a tick when it actually trades, so tick volume is far lower than single products; use BidAsk to verify that a subscription is live.

In

shioaji data stream --code TXFH6 --combo-with TXFI6 --security-type FUT --quote-type tick
# Press Ctrl+C to stop; the CLI unsubscribes automatically

Out

Subscribed to TXFH6 tick (Ctrl+C to stop)
{"code":"TXFH6/I6","date":"2026-08-12","time":"16:01:06.089000","open":"153","underlying_price":"45518.07","bid_side_total_vol":27,"ask_side_total_vol":3,"avg_price":"162.533333","close":"169","high":"174","low":"153","amount":"169","total_amount":"4876","volume":1,"total_volume":30,"tick_type":2,"chg_type":1,"price_chg":"0","pct_chg":"0","simtrade":false}

In

# Step 1: subscribe
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {
      "legs": [
        {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFH6"},
        {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFI6"}
      ]
    },
    "quote_type": "Tick"
  }'

# Step 2: open the SSE stream (Ctrl+C to stop)
curl -N http://localhost:8080/api/v1/stream/data/tick_fop

# Unsubscribe
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
#   -H 'Content-Type: application/json' \
#   -d '{
#     "contract": {
#       "legs": [
#         {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFH6"},
#         {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFI6"}
#       ]
#     },
#     "quote_type": "Tick"
#   }'

Out (Step 1: subscription response)

{"success":true,"message":"Subscription successful","subscription":{"contract":{"legs":[{"security_type":"FUT","region":"TW","exchange":"TAIFEX","code":"TXFH6","target_code":null},{"security_type":"FUT","region":"TW","exchange":"TAIFEX","code":"TXFI6","target_code":null}],"combo_type":null},"quote_type":"Tick","intraday_odd":false}}

Out (Step 2: SSE tick)

event:tick_fop
data:{"code":"TXFH6/I6","date":"2026-08-12","time":"16:01:06.089000","open":"153","underlying_price":"45518.07","bid_side_total_vol":27,"ask_side_total_vol":3,"avg_price":"162.533333","close":"169","high":"174","low":"153","amount":"169","total_amount":"4876","volume":1,"total_volume":30,"tick_type":2,"chg_type":1,"price_chg":"0","pct_chg":"0","simtrade":false}

Attributes¶

The payload type is the same as futures/options (TickFOPv1); every price field is the combo net price:

Tick

code (str)                               Combo code (e.g. TXFH6/I6)
exchange (Exchange)                      Exchange
date (tuple)                             Date
time (tuple)                             Trade time
datetime (tuple)                         Date and time
open (Decimal)                           Open price
underlying_price (Decimal)               Underlying index price
avg_price (Decimal)                      Average price
close (Decimal)                          Deal price
high (Decimal)                           High since open
low (Decimal)                            Low since open
amount (Decimal)                         Deal amount (NTD)
total_amount (Decimal)                   Total amount (NTD)
volume (int)                             Deal volume (lot)
total_volume (int)                       Total volume (lot)
tick_type (int)                          Inner/outer {1: outer, 2: inner, 0: unknown}
chg_type (int)                           Change flag {1: limit up, 2: up, 3: flat, 4: down, 5: limit down}
price_chg (Decimal)                      Price change
pct_chg (Decimal)                        Change rate (%)
bid_side_total_vol (int)                 Total volume dealt on bid side (lot)
ask_side_total_vol (int)                 Total volume dealt on ask side (lot)
simtrade (bool)                          Simulated match

BidAsk¶

PythonCLIHTTP

In

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])

api.subscribe(combo_contract, quote_type=sj.QuoteType.BidAsk)

# Unsubscribe
# api.unsubscribe(combo_contract, quote_type=sj.QuoteType.BidAsk)

Out

Response Code: 200 | Event Code: 16 | Info: QUO/v1/FOP/*/TFE/TXFH6/I6 | Event: Subscribe or Unsubscribe ok

BidAskFOPv1(
    code='TXFH6/I6',
    date=2026-08-12,
    time=15:54:41,
    bid_price=[169, 168, 167, 166, 165],
    ask_price=[175, 176, 177, 178, 179],
    bid_volume=[4, 3, 2, 12, 16],
    ask_volume=[8, 1, 3, 3, 3],
)

Showing all fields

By default only a summary is printed. To access every field, customize the callback — see the Callback section below.

In

shioaji data stream --code TXFH6 --combo-with TXFI6 --security-type FUT --quote-type bid_ask
# Press Ctrl+C to stop; the CLI unsubscribes automatically

Out

Subscribed to TXFH6 bid_ask (Ctrl+C to stop)
{"code":"TXFH6/I6","date":"2026-08-12","time":"15:59:43.034000","bid_total_vol":30,"ask_total_vol":50,"bid_price":["169","168","167","166","165"],"bid_volume":[5,3,7,12,3],"diff_bid_vol":[0,0,0,0,-13],"ask_price":["173","174","175","176","177"],"ask_volume":[5,11,12,10,12],"diff_ask_vol":[0,0,0,0,0],"first_derived_bid_price":"0","first_derived_ask_price":"0","first_derived_bid_vol":0,"first_derived_ask_vol":0,"underlying_price":"45518.07","simtrade":false}

In

# Step 1: subscribe
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {
      "legs": [
        {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFH6"},
        {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFI6"}
      ]
    },
    "quote_type": "BidAsk"
  }'

# Step 2: open the SSE stream (Ctrl+C to stop)
curl -N http://localhost:8080/api/v1/stream/data/bidask_fop

# Unsubscribe
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
#   -H 'Content-Type: application/json' \
#   -d '{
#     "contract": {
#       "legs": [
#         {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFH6"},
#         {"security_type": "FUT", "exchange": "TAIFEX", "code": "TXFI6"}
#       ]
#     },
#     "quote_type": "BidAsk"
#   }'

Out (Step 1: subscription response)

{"success":true,"message":"Subscription successful","subscription":{"contract":{"legs":[{"security_type":"FUT","region":"TW","exchange":"TAIFEX","code":"TXFH6","target_code":null},{"security_type":"FUT","region":"TW","exchange":"TAIFEX","code":"TXFI6","target_code":null}],"combo_type":null},"quote_type":"BidAsk","intraday_odd":false}}

Out (Step 2: SSE quote)

event:bidask_fop
data:{"code":"TXFH6/I6","date":"2026-08-12","time":"16:02:27.159000","bid_total_vol":26,"ask_total_vol":51,"bid_price":["169","168","167","166","165"],"bid_volume":[1,3,7,12,3],"diff_bid_vol":[0,0,0,0,0],"ask_price":["174","175","176","177","178"],"ask_volume":[7,14,11,11,8],"diff_ask_vol":[0,0,0,0,0],"first_derived_bid_price":"0","first_derived_ask_price":"0","first_derived_bid_vol":0,"first_derived_ask_vol":0,"underlying_price":"45518.07","simtrade":false}

Attributes¶

The payload type is the same as futures/options (BidAskFOPv1); every price field is the combo net price:

BidAsk

code (str)                               Combo code (e.g. TXFH6/I6)
exchange (Exchange)                      Exchange
date (tuple)                             Date
time (tuple)                             Time
datetime (tuple)                         Date and time
bid_total_vol (int)                      Total bid volume (lot)
ask_total_vol (int)                      Total ask volume (lot)
bid_price (list[Decimal])                Best five bid prices
bid_volume (list[int])                   Best five bid volumes (lot)
diff_bid_vol (list[int])                 Bid volume changes (lot)
ask_price (list[Decimal])                Best five ask prices
ask_volume (list[int])                   Best five ask volumes (lot)
diff_ask_vol (list[int])                 Ask volume changes (lot)
first_derived_bid_price (Decimal)        First derived bid price
first_derived_ask_price (Decimal)        First derived ask price
first_derived_bid_vol (int)              First derived bid volume (lot)
first_derived_ask_vol (int)              First derived ask volume (lot)
underlying_price (Decimal)               Underlying index price
simtrade (bool)                          Simulated match

Callback (Python only)¶

By default realtime quotes are shown with print, displaying only summary fields. Customize the callback to access every field and connect to your own applications. Avoid heavy computation inside the function. Combo quotes share the same FOP callbacks as futures/options; the code in the payload equals combo_contract.code.

Tick¶

decorator style

from shioaji import TickFOPv1, Exchange

@api.on_tick_fop_v1()
def quote_callback(exchange: Exchange, tick: TickFOPv1):
    print(f"exchange={exchange}")
    print(f"code={tick.code}")
    print(f"date={tick.date}")
    print(f"time={tick.time}")
    print(f"datetime={tick.datetime}")
    print(f"open={tick.open}")
    print(f"underlying_price={tick.underlying_price}")
    print(f"bid_side_total_vol={tick.bid_side_total_vol}")
    print(f"ask_side_total_vol={tick.ask_side_total_vol}")
    print(f"avg_price={tick.avg_price}")
    print(f"close={tick.close}")
    print(f"high={tick.high}")
    print(f"low={tick.low}")
    print(f"amount={tick.amount}")
    print(f"total_amount={tick.total_amount}")
    print(f"volume={tick.volume}")
    print(f"total_volume={tick.total_volume}")
    print(f"tick_type={tick.tick_type}")
    print(f"chg_type={tick.chg_type}")
    print(f"price_chg={tick.price_chg}")
    print(f"pct_chg={tick.pct_chg}")
    print(f"simtrade={tick.simtrade}")

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])
api.subscribe(combo_contract, quote_type=sj.QuoteType.Tick)

traditional style

from shioaji import TickFOPv1, Exchange

def quote_callback(exchange: Exchange, tick: TickFOPv1):
    print(f"{exchange} {tick}")

api.set_on_tick_fop_v1_callback(quote_callback)

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])
api.subscribe(combo_contract, quote_type=sj.QuoteType.Tick)

BidAsk¶

decorator style

from shioaji import BidAskFOPv1, Exchange

@api.on_bidask_fop_v1()
def quote_callback(exchange: Exchange, bidask: BidAskFOPv1):
    print(f"exchange={exchange}")
    print(f"code={bidask.code}")
    print(f"date={bidask.date}")
    print(f"time={bidask.time}")
    print(f"datetime={bidask.datetime}")
    print(f"bid_total_vol={bidask.bid_total_vol}")
    print(f"ask_total_vol={bidask.ask_total_vol}")
    print(f"bid_price={bidask.bid_price}")
    print(f"bid_volume={bidask.bid_volume}")
    print(f"diff_bid_vol={bidask.diff_bid_vol}")
    print(f"ask_price={bidask.ask_price}")
    print(f"ask_volume={bidask.ask_volume}")
    print(f"diff_ask_vol={bidask.diff_ask_vol}")
    print(f"first_derived_bid_price={bidask.first_derived_bid_price}")
    print(f"first_derived_ask_price={bidask.first_derived_ask_price}")
    print(f"first_derived_bid_vol={bidask.first_derived_bid_vol}")
    print(f"first_derived_ask_vol={bidask.first_derived_ask_vol}")
    print(f"underlying_price={bidask.underlying_price}")
    print(f"simtrade={bidask.simtrade}")

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])
api.subscribe(combo_contract, quote_type=sj.QuoteType.BidAsk)

traditional style

from shioaji import BidAskFOPv1, Exchange

def quote_callback(exchange: Exchange, bidask: BidAskFOPv1):
    print(f"{exchange} {bidask}")

api.set_on_bidask_fop_v1_callback(quote_callback)

near = api.contracts.get("TXFH6")
far = api.contracts.get("TXFI6")
combo_contract = api.contracts.combo(legs=[near, far])
api.subscribe(combo_contract, quote_type=sj.QuoteType.BidAsk)

Combo Products

Subscribe¶

Tick¶

Attributes¶

BidAsk¶

Attributes¶

Callback (Python only)¶

Tick¶

BidAsk¶