期貨
期貨 / 選擇權即時行情是交易所即時轉送的市場資料，僅在開盤時段才會推送。利用訂閱商品檔的方式即可開始接收即時行情。
提醒
即時行情訂閱不會佔用流量。
連續月（TXFR1 / TXFR2）訂閱說明
- Python / CLI 可直接以
TXFR1/TXFR2訂閱，binding 自行解析對應的實際商品代碼。 - HTTP 及其他語言 必須先呼叫 商品檔查詢 取出
target_code（例如TXFF6），訂閱時於 body 同時帶入code: "TXFR1"與target_code: "TXFF6"，否則 server 雖回 200 但 SSE 只會收到 heartbeat、收不到任何 tick。
Subscribe
>> api.subscribe?
Signature:
api.subscribe(
contract: shioaji.Contract,
quote_type: shioaji.QuoteType = <QuoteType.Tick: 'tick'>,
intraday_odd: bool = False,
)
Quote Parameters:
contract: 要訂閱的商品檔（由 api.Contracts.Futures.* 或 api.Contracts.Options.* 取得）
quote_type: 訂閱類型 {'tick', 'bid_ask', 'quote'}
intraday_odd: 期貨 / 選擇權不支援，固定為 False
Subscribe
$ shioaji data stream --help
Stream real-time market data (SSE, Ctrl+C to stop)
Usage: shioaji data stream [OPTIONS] --code <CODE>
Options:
--code <CODE> Security code (e.g. 2330, TXFR1)
--quote-type <QUOTE_TYPE> Quote type: tick, bid_ask, quote [default: tick]
--security-type <SECURITY_TYPE> Security type: STK, FUT, OPT, IND [default: STK]
--intraday-odd Include intraday odd lot trades
Quote Parameters:
--code: 要訂閱的商品代碼（期貨 / 選擇權如 TXFR1、TXFF6、TXO20260526900C）
--quote-type: 訂閱類型 {tick, bid_ask, quote}，預設 tick
--security-type: 商品類型 {STK, FUT, OPT, IND}，期貨填 FUT、選擇權填 OPT
--intraday-odd: 期貨 / 選擇權不支援
Subscribe
POST /api/v1/stream/subscribe
Content-Type: application/json
{
"security_type": <SecurityType>,
"exchange": <Exchange>,
"code": <string>,
"target_code": <string?>,
"quote_type": <QuoteType>
}
Quote Parameters:
security_type: 商品類型 {FUT, OPT}
exchange: 交易所 {TAIFEX}
code: 商品代碼（例 TXFR1、TXFF6、TXO20260526900C）
target_code: 對應實際商品代碼。連續月（TXFR1 / TXFR2）必填，否則 server 雖回 200 但收不到資料
quote_type: 訂閱類型 {Tick, BidAsk, Quote}
Tick¶
In
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Tick,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Futures.TXF.TXFR1,
# quote_type=sj.QuoteType.Tick,
# )
Out
Response Code: 200 | Event Code: 16 | Info: TIC/v1/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
TickFOPv1(
code='TXFF6',
date=2026-05-20,
time=18:46:34,
close=40629,
volume=1,
)
顯示完整欄位
預設不會展示所有欄位，僅顯示摘要。如需取得完整內容，請參考下方 Callback 章節自訂 callback 函式。
In
shioaji data stream --code TXFR1 --security-type FUT --quote-type tick
# 按 Ctrl+C 即可停止訂閱，CLI 會自動取消
Out
Subscribed to TXFR1 tick (Ctrl+C to stop)
{
"code": "TXFF6",
"date": "2026-05-20",
"time": "18:50:02.981000",
"open": "40270",
"target_kind_price": "40020.82",
"trade_bid_vol_sum": 7498,
"trade_ask_vol_sum": 5817,
"avg_price": "40460.163149",
"close": "40619",
"high": "40650",
"low": "40221",
"amount": "81238",
"amount_sum": "552038466",
"volume": 2,
"vol_sum": 13644,
"tick_type": 1,
"diff_type": 2,
"diff_price": "495",
"diff_rate": "1.233676",
"simtrade": false
}
In
# 步驟 1：先查商品檔，取出 target_code
curl http://localhost:8080/api/v1/data/contracts/TXFR1?security_type=FUT
# 步驟 2：以上一步回傳的 target_code（例 TXFF6）訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "FUT",
"exchange": "TAIFEX",
"code": "TXFR1",
"target_code": "TXFF6",
"quote_type": "Tick"
}'
# 步驟 3：開 SSE 收 tick（Ctrl+C 結束）
curl -N http://localhost:8080/api/v1/stream/data/tick_fop
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "FUT",
# "exchange": "TAIFEX",
# "code": "TXFR1",
# "target_code": "TXFF6",
# "quote_type": "Tick"
# }'
Out（步驟 1：商品檔回應）
{"security_type":"FUT","exchange":"TAIFEX","code":"TXFR1","symbol":"TXFR1","name":"臺股期貨近月","category":"TXF","currency":"TWD","delivery_month":"202606","delivery_date":"2026/06/17","strike_price":0.0,"option_right":"","underlying_kind":"I","underlying_code":"","unit":1.0,"multiplier":0,"limit_up":44136.0,"limit_down":36112.0,"reference":40124.0,"update_date":"2026/05/20","margin_trading_balance":0,"short_selling_balance":0,"day_trade":"","target_code":"TXFF6"}
Out（步驟 3：SSE tick）
event:tick_fop
data:{
"code": "TXFF6",
"date": "2026-05-20",
"time": "18:54:43.871000",
"open": "40270",
"target_kind_price": "40020.82",
"trade_bid_vol_sum": 7540,
"trade_ask_vol_sum": 5908,
"avg_price": "40461.608055",
"close": "40608",
"high": "40650",
"low": "40221",
"amount": "40608",
"amount_sum": "557560959",
"volume": 1,
"vol_sum": 13780,
"tick_type": 1,
"diff_type": 2,
"diff_price": "484",
"diff_rate": "1.206261",
"simtrade": false
}
屬性¶
Tick
code (str) 商品代碼
exchange (Exchange) 交易所
date (tuple) 日期
time (tuple) 成交時間
datetime (tuple) 日期與時間
open (Decimal) 開盤價
target_kind_price (Decimal) 標的指數現價
avg_price (Decimal) 均價
close (Decimal) 成交價
high (Decimal) 最高價（自開盤）
low (Decimal) 最低價（自開盤）
amount (Decimal) 單筆成交額 (NTD)
amount_sum (Decimal) 總成交額 (NTD)
volume (int) 單筆成交量 (lot)
vol_sum (int) 總成交量 (lot)
tick_type (int) 內外盤別{1: 外盤, 2: 內盤, 0: 無法判定}
diff_type (int) 漲跌註記{1: 漲停, 2: 漲, 3: 平盤, 4: 跌, 5: 跌停}
diff_price (Decimal) 漲跌
diff_rate (Decimal) 漲跌幅 (%)
trade_bid_vol_sum (int) 買盤成交總量 (lot)
trade_ask_vol_sum (int) 賣盤成交總量 (lot)
simtrade (bool) 試撮
BidAsk¶
In
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.BidAsk,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Futures.TXF.TXFR1,
# quote_type=sj.QuoteType.BidAsk,
# )
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v1/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
BidAskFOPv1(
code='TXFF6',
date=2026-05-20,
time=19:23:01,
bid_price=[40605, 40603, 40602, 40601, 40600],
ask_price=[40607, 40608, 40610, 40611, 40612],
bid_volume=[1, 4, 2, 5, 5],
ask_volume=[1, 1, 5, 2, 2],
)
顯示完整欄位
預設不會展示所有欄位，僅顯示摘要。如需取得完整內容，請參考下方 Callback 章節自訂 callback 函式。
In
shioaji data stream --code TXFR1 --security-type FUT --quote-type bid_ask
# 按 Ctrl+C 即可停止訂閱，CLI 會自動取消
Out
Subscribed to TXFR1 bid_ask (Ctrl+C to stop)
{
"code": "TXFF6",
"date": "2026-05-20",
"time": "19:24:03.012000",
"bid_vol_sum": 8,
"ask_vol_sum": 19,
"bid_price": ["40615", "40613", "40612", "40611", "40610"],
"bid_volume": [1, 2, 1, 2, 2],
"diff_bid_vol": [0, 0, 0, 0, 1],
"ask_price": ["40618", "40619", "40620", "40621", "40622"],
"ask_volume": [6, 2, 3, 2, 6],
"diff_ask_vol": [0, -1, -1, 0, 0],
"first_derived_bid_price": "0",
"first_derived_ask_price": "40622",
"first_derived_bid_volume": 0,
"first_derived_ask_volume": 1,
"target_kind_price": "40020.82",
"simtrade": false
}
In
# 步驟 1：先查商品檔，取出 target_code
curl http://localhost:8080/api/v1/data/contracts/TXFR1?security_type=FUT
# 步驟 2：以上一步回傳的 target_code（例 TXFF6）訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "FUT",
"exchange": "TAIFEX",
"code": "TXFR1",
"target_code": "TXFF6",
"quote_type": "BidAsk"
}'
# 步驟 3：開 SSE 收 bid/ask（Ctrl+C 結束）
curl -N http://localhost:8080/api/v1/stream/data/bidask_fop
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "FUT",
# "exchange": "TAIFEX",
# "code": "TXFR1",
# "target_code": "TXFF6",
# "quote_type": "BidAsk"
# }'
Out（步驟 1：商品檔回應）
{"security_type":"FUT","exchange":"TAIFEX","code":"TXFR1","symbol":"TXFR1","name":"臺股期貨近月","category":"TXF","currency":"TWD","delivery_month":"202606","delivery_date":"2026/06/17","strike_price":0.0,"option_right":"","underlying_kind":"I","underlying_code":"","unit":1.0,"multiplier":0,"limit_up":44136.0,"limit_down":36112.0,"reference":40124.0,"update_date":"2026/05/20","margin_trading_balance":0,"short_selling_balance":0,"day_trade":"","target_code":"TXFF6"}
Out（步驟 3：SSE bid/ask）
event:bidask_fop
data:{
"code": "TXFF6",
"date": "2026-05-20",
"time": "19:24:38.512000",
"bid_vol_sum": 19,
"ask_vol_sum": 20,
"bid_price": ["40613", "40612", "40611", "40610", "40609"],
"bid_volume": [1, 3, 5, 3, 7],
"diff_bid_vol": [-1, 0, 0, 0, 2],
"ask_price": ["40618", "40619", "40620", "40621", "40622"],
"ask_volume": [6, 2, 4, 2, 6],
"diff_ask_vol": [0, 0, 0, 0, 0],
"first_derived_bid_price": "0",
"first_derived_ask_price": "40622",
"first_derived_bid_volume": 0,
"first_derived_ask_volume": 1,
"target_kind_price": "40020.82",
"simtrade": false
}
屬性¶
BidAsk
code (str) 商品代碼
exchange (Exchange) 交易所
date (tuple) 日期
time (tuple) 時間
datetime (tuple) 日期與時間
bid_vol_sum (int) 委買量總計 (lot)
ask_vol_sum (int) 委賣量總計 (lot)
bid_price (list[Decimal]) 五檔委買價
bid_volume (list[int]) 五檔委買量 (lot)
diff_bid_vol (list[int]) 五檔委買價增減量 (lot)
ask_price (list[Decimal]) 五檔委賣價
ask_volume (list[int]) 五檔委賣量 (lot)
diff_ask_vol (list[int]) 五檔委賣價增減量 (lot)
first_derived_bid_price (Decimal) 衍生一檔委買價
first_derived_ask_price (Decimal) 衍生一檔委賣價
first_derived_bid_volume (int) 衍生一檔委買量 (lot)
first_derived_ask_volume (int) 衍生一檔委賣量 (lot)
target_kind_price (Decimal) 標的指數現價
simtrade (bool) 試撮
Quote¶
In
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Quote,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Futures.TXF.TXFR1,
# quote_type=sj.QuoteType.Quote,
# )
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v2/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
QuoteFOPv1(
code='TXFF6',
date=2026-05-20,
time=19:28:57,
close=40610,
volume=0,
)
顯示完整欄位
預設不會展示所有欄位，僅顯示摘要。如需取得完整內容，請參考下方 Callback 章節自訂 callback 函式。
In
shioaji data stream --code TXFR1 --security-type FUT --quote-type quote
# 按 Ctrl+C 即可停止訂閱，CLI 會自動取消
Out
Subscribed to TXFR1 quote (Ctrl+C to stop)
{
"code": "TXFF6",
"date": "2026-05-20",
"time": "19:29:39.887000",
"target_kind_price": "40020.82",
"open": "40270",
"avg_price": "40466.730155",
"close": "40616",
"high": "40650",
"low": "40221",
"amount": "40616",
"amount_sum": "578107707",
"volume": 0,
"vol_sum": 14286,
"tick_type": 1,
"diff_type": 2,
"diff_price": "492",
"diff_rate": "1.226199",
"trade_bid_vol_sum": 7773,
"trade_ask_vol_sum": 6172,
"trade_bid_cnt": 9924,
"trade_ask_cnt": 10442,
"bid_price": ["40613", "40612", "40611", "40610", "40609"],
"bid_volume": [2, 4, 6, 2, 4],
"diff_bid_vol": [0, 0, 0, 0, 0],
"ask_price": ["40617", "40618", "40619", "40620", "40621"],
"ask_volume": [6, 7, 3, 4, 3],
"diff_ask_vol": [0, 0, 0, 0, 0],
"first_derived_bid_price": "0",
"first_derived_ask_price": "0",
"first_derived_bid_volume": 0,
"first_derived_ask_volume": 0,
"simtrade": false
}
In
# 步驟 1：先查商品檔，取出 target_code
curl http://localhost:8080/api/v1/data/contracts/TXFR1?security_type=FUT
# 步驟 2：以上一步回傳的 target_code（例 TXFF6）訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "FUT",
"exchange": "TAIFEX",
"code": "TXFR1",
"target_code": "TXFF6",
"quote_type": "Quote"
}'
# 步驟 3：開 SSE 收 quote（Ctrl+C 結束）
curl -N http://localhost:8080/api/v1/stream/data/quote_fop
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "FUT",
# "exchange": "TAIFEX",
# "code": "TXFR1",
# "target_code": "TXFF6",
# "quote_type": "Quote"
# }'
Out（步驟 1：商品檔回應）
{"security_type":"FUT","exchange":"TAIFEX","code":"TXFR1","symbol":"TXFR1","name":"臺股期貨近月","category":"TXF","currency":"TWD","delivery_month":"202606","delivery_date":"2026/06/17","strike_price":0.0,"option_right":"","underlying_kind":"I","underlying_code":"","unit":1.0,"multiplier":0,"limit_up":44136.0,"limit_down":36112.0,"reference":40124.0,"update_date":"2026/05/20","margin_trading_balance":0,"short_selling_balance":0,"day_trade":"","target_code":"TXFF6"}
Out（步驟 3：SSE quote）
event:quote_fop
data:{
"code": "TXFF6",
"date": "2026-05-20",
"time": "19:30:16.137000",
"target_kind_price": "40020.82",
"open": "40270",
"avg_price": "40467.061396",
"close": "40624",
"high": "40650",
"low": "40221",
"amount": "40624",
"amount_sum": "579366918",
"volume": 0,
"vol_sum": 14317,
"tick_type": 1,
"diff_type": 2,
"diff_price": "500",
"diff_rate": "1.246137",
"trade_bid_vol_sum": 7804,
"trade_ask_vol_sum": 6172,
"trade_bid_cnt": 9947,
"trade_ask_cnt": 10468,
"bid_price": ["40620", "40618", "40617", "40616", "40615"],
"bid_volume": [1, 7, 3, 7, 8],
"diff_bid_vol": [0, 0, 0, 0, 2],
"ask_price": ["40624", "40625", "40626", "40627", "40628"],
"ask_volume": [4, 3, 1, 1, 4],
"diff_ask_vol": [1, 0, 0, 0, 0],
"first_derived_bid_price": "0",
"first_derived_ask_price": "0",
"first_derived_bid_volume": 0,
"first_derived_ask_volume": 0,
"simtrade": false
}
屬性¶
Quote
code (str) 商品代碼
exchange (Exchange) 交易所
date (tuple) 日期
time (tuple) 成交時間
datetime (tuple) 日期與時間
target_kind_price (Decimal) 標的指數現價
open (Decimal) 開盤價
avg_price (Decimal) 均價
close (Decimal) 成交價
high (Decimal) 最高價（自開盤）
low (Decimal) 最低價（自開盤）
amount (Decimal) 單筆成交額 (NTD)
amount_sum (Decimal) 總成交額 (NTD)
volume (int) 單筆成交量 (lot)
vol_sum (int) 總成交量 (lot)
tick_type (int) 內外盤別{1: 外盤, 2: 內盤, 0: 無法判定}
diff_type (int) 漲跌註記{1: 漲停, 2: 漲, 3: 平盤, 4: 跌, 5: 跌停}
diff_price (Decimal) 漲跌
diff_rate (Decimal) 漲跌幅 (%)
trade_bid_vol_sum (int) 買盤成交總量 (lot)
trade_ask_vol_sum (int) 賣盤成交總量 (lot)
trade_bid_cnt (int) 買盤成交筆數
trade_ask_cnt (int) 賣盤成交筆數
bid_price (list[Decimal]) 五檔委買價
bid_volume (list[int]) 五檔委買量 (lot)
diff_bid_vol (list[int]) 五檔委買價增減量 (lot)
ask_price (list[Decimal]) 五檔委賣價
ask_volume (list[int]) 五檔委賣量 (lot)
diff_ask_vol (list[int]) 五檔委賣價增減量 (lot)
first_derived_bid_price (Decimal) 衍生一檔委買價
first_derived_ask_price (Decimal) 衍生一檔委賣價
first_derived_bid_volume (int) 衍生一檔委買量 (lot)
first_derived_ask_volume (int) 衍生一檔委賣量 (lot)
simtrade (bool) 試撮
Callback（僅 Python）¶
預設狀況下我們將即時行情使用 print 的方式呈現，僅顯示部分摘要欄位。可根據個人需求修改 callback 函式以取得完整欄位內容，並串接其他應用（行情管理、觸價單等）。請避免在函式內進行運算。
Tick¶
decorator 方式
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"target_kind_price={tick.target_kind_price}")
print(f"trade_bid_vol_sum={tick.trade_bid_vol_sum}")
print(f"trade_ask_vol_sum={tick.trade_ask_vol_sum}")
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"amount_sum={tick.amount_sum}")
print(f"volume={tick.volume}")
print(f"vol_sum={tick.vol_sum}")
print(f"tick_type={tick.tick_type}")
print(f"diff_type={tick.diff_type}")
print(f"diff_price={tick.diff_price}")
print(f"diff_rate={tick.diff_rate}")
print(f"simtrade={tick.simtrade}")
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Tick,
)
傳統方式
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)
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Tick,
)
Out
Response Code: 200 | Event Code: 16 | Info: TIC/v1/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TAIFEX
code=TXFF6
date=(2026, 5, 20)
time=(19, 15, 1, 284000)
datetime=(2026, 5, 20, 19, 15, 1, 284000)
open=40270
target_kind_price=40020.82
trade_bid_vol_sum=7711
trade_ask_vol_sum=6109
avg_price=40465.465254
close=40598
high=40650
low=40221
amount=40598
amount_sum=572990988
volume=1
vol_sum=14160
tick_type=2
diff_type=2
diff_price=474
diff_rate=1.181338
simtrade=False
BidAsk¶
decorator 方式
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_vol_sum={bidask.bid_vol_sum}")
print(f"ask_vol_sum={bidask.ask_vol_sum}")
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_volume={bidask.first_derived_bid_volume}")
print(f"first_derived_ask_volume={bidask.first_derived_ask_volume}")
print(f"target_kind_price={bidask.target_kind_price}")
print(f"simtrade={bidask.simtrade}")
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.BidAsk,
)
傳統方式
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)
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.BidAsk,
)
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v1/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TAIFEX
code=TXFF6
date=(2026, 5, 20)
time=(19, 25, 54, 637000)
datetime=(2026, 5, 20, 19, 25, 54, 637000)
bid_vol_sum=21
ask_vol_sum=21
bid_price=[Decimal('40613'), Decimal('40612'), Decimal('40611'), Decimal('40610'), Decimal('40609')]
bid_volume=[1, 2, 6, 4, 8]
diff_bid_vol=[-1, 1, 0, 0, 0]
ask_price=[Decimal('40617'), Decimal('40618'), Decimal('40619'), Decimal('40620'), Decimal('40621')]
ask_volume=[4, 7, 5, 3, 2]
diff_ask_vol=[-1, 0, 0, 0, 0]
first_derived_bid_price=0
first_derived_ask_price=0
first_derived_bid_volume=0
first_derived_ask_volume=0
target_kind_price=40020.82
simtrade=False
Quote¶
decorator 方式
from shioaji import QuoteFOPv1, Exchange
@api.on_quote_fop_v1()
def quote_callback(exchange: Exchange, quote: QuoteFOPv1):
print(f"exchange={exchange}")
print(f"code={quote.code}")
print(f"date={quote.date}")
print(f"time={quote.time}")
print(f"datetime={quote.datetime}")
print(f"target_kind_price={quote.target_kind_price}")
print(f"open={quote.open}")
print(f"avg_price={quote.avg_price}")
print(f"close={quote.close}")
print(f"high={quote.high}")
print(f"low={quote.low}")
print(f"amount={quote.amount}")
print(f"amount_sum={quote.amount_sum}")
print(f"volume={quote.volume}")
print(f"vol_sum={quote.vol_sum}")
print(f"tick_type={quote.tick_type}")
print(f"diff_type={quote.diff_type}")
print(f"diff_price={quote.diff_price}")
print(f"diff_rate={quote.diff_rate}")
print(f"trade_bid_vol_sum={quote.trade_bid_vol_sum}")
print(f"trade_ask_vol_sum={quote.trade_ask_vol_sum}")
print(f"trade_bid_cnt={quote.trade_bid_cnt}")
print(f"trade_ask_cnt={quote.trade_ask_cnt}")
print(f"bid_price={quote.bid_price}")
print(f"bid_volume={quote.bid_volume}")
print(f"diff_bid_vol={quote.diff_bid_vol}")
print(f"ask_price={quote.ask_price}")
print(f"ask_volume={quote.ask_volume}")
print(f"diff_ask_vol={quote.diff_ask_vol}")
print(f"first_derived_bid_price={quote.first_derived_bid_price}")
print(f"first_derived_ask_price={quote.first_derived_ask_price}")
print(f"first_derived_bid_volume={quote.first_derived_bid_volume}")
print(f"first_derived_ask_volume={quote.first_derived_ask_volume}")
print(f"simtrade={quote.simtrade}")
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Quote,
)
傳統方式
from shioaji import QuoteFOPv1, Exchange
def quote_callback(exchange: Exchange, quote: QuoteFOPv1):
print(f"{exchange} {quote}")
api.set_on_quote_fop_v1_callback(quote_callback)
api.subscribe(
api.Contracts.Futures.TXF.TXFR1,
quote_type=sj.QuoteType.Quote,
)
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v2/FOP/*/TFE/TXFF6 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TAIFEX
code=TXFF6
date=(2026, 5, 20)
time=(19, 31, 3, 387000)
datetime=(2026, 5, 20, 19, 31, 3, 387000)
target_kind_price=40020.82
open=40270
avg_price=40467.404028
close=40629
high=40650
low=40221
amount=121887
amount_sum=580626313
volume=0
vol_sum=14348
tick_type=1
diff_type=2
diff_price=505
diff_rate=1.258598
trade_bid_vol_sum=7825
trade_ask_vol_sum=6182
trade_bid_cnt=9966
trade_ask_cnt=10498
bid_price=[Decimal('40625'), Decimal('40624'), Decimal('40623'), Decimal('40622'), Decimal('40621')]
bid_volume=[1, 3, 11, 6, 1]
diff_bid_vol=[0, 0, 0, 0, 0]
ask_price=[Decimal('40628'), Decimal('40629'), Decimal('40630'), Decimal('40631'), Decimal('40632')]
ask_volume=[1, 1, 3, 4, 2]
diff_ask_vol=[0, 0, 0, 0, 0]
first_derived_bid_price=0
first_derived_ask_price=0
first_derived_bid_volume=0
first_derived_ask_volume=0
simtrade=False