證券
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。
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.* 取得)
quote_type: 訂閱類型 {'tick', 'bid_ask', 'quote'}
intraday_odd: 盤中零股 {True, 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(例如 2330、TXFR1)
--quote-type: 訂閱類型 {tick, bid_ask, quote},預設 tick
--security-type: 商品類型 {STK, FUT, OPT, IND},預設 STK
--intraday-odd: 盤中零股(flag,加上即啟用)
Subscribe
POST /api/v1/stream/subscribe
Content-Type: application/json
{
"security_type": <SecurityType>,
"exchange": <Exchange>,
"code": <string>,
"target_code": <string?>,
"quote_type": <QuoteType>,
"intraday_odd": <bool>
}
Quote Parameters:
security_type: 商品類型 {STK, FUT, OPT, IND}
exchange: 交易所 {TSE, OTC, OES, TAIFEX}
code: 商品代碼(例如 2330、TXFE5)
target_code: 對應實際商品代碼。選填,期貨連續月(TXFR1/R2)才會用到,股票不需指定
quote_type: 訂閱類型 {Tick, BidAsk, Quote}
intraday_odd: 盤中零股 {true, false},預設 false
Tick¶
整股¶
In
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Tick,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Stocks.TSE.TSE2890,
# quote_type=sj.QuoteType.Tick,
# )
Out
Response Code: 200 | Event Code: 16 | Info: TIC/v1/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
TickSTKv1(
code='2890',
date=2026-05-21,
time=09:14:55,
close=29.9,
volume=8,
high=30,
low=29.75,
)
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。
盤中零股¶
In
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Tick,
intraday_odd=True,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Stocks.TSE.TSE2890,
# quote_type=sj.QuoteType.Tick,
# intraday_odd=True,
# )
Out
Response Code: 200 | Event Code: 16 | Info: TIC/v1/ODD/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
TickSTKv1(
code='2890',
date=2026-05-21,
time=09:22:43,
close=30,
volume=100,
high=30.05,
low=29.9,
)
整股
In
shioaji data stream --code 2890 --quote-type tick
# 按 Ctrl+C 即可停止訂閱,CLI 會自動取消
Out
Subscribed to 2890 tick (Ctrl+C to stop)
{
"code": "2890",
"date": "2026-05-21",
"time": "09:16:15.060129",
"open": "29.8",
"avg_price": "29.86",
"close": "29.85",
"high": "30",
"low": "29.75",
"amount": "149250",
"amount_sum": "108902650",
"volume": 5,
"vol_sum": 3646,
"tick_type": 1,
"diff_type": 2,
"diff_price": "0.05",
"diff_rate": 16,
"trade_bid_vol_sum": 1760,
"trade_ask_vol_sum": 1321,
"trade_bid_cnt": 127,
"trade_ask_cnt": 61,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": "0",
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": "0",
"suspend": false,
"simtrade": false,
"intraday_odd": false
}
盤中零股
In
shioaji data stream --code 2890 --quote-type tick --intraday-odd
# 按 Ctrl+C 即可停止訂閱,CLI 會自動取消
Out
Subscribed to 2890 tick (Ctrl+C to stop)
{
"code": "2890",
"date": "2026-05-21",
"time": "09:23:38.407268",
"open": "30.05",
"avg_price": "29.962006",
"close": "30",
"high": "30.05",
"low": "29.9",
"amount": "60",
"amount_sum": "640887.3",
"volume": 2,
"vol_sum": 21390,
"tick_type": 1,
"diff_type": 2,
"diff_price": "0.2",
"diff_rate": 67,
"trade_bid_vol_sum": 11006,
"trade_ask_vol_sum": 10384,
"trade_bid_cnt": 36,
"trade_ask_cnt": 20,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": null,
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": null,
"suspend": false,
"simtrade": false,
"intraday_odd": true
}
整股
In
# 訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "STK",
"exchange": "TSE",
"code": "2890",
"quote_type": "Tick"
}'
# 開 SSE 收 tick(Ctrl+C 結束)
curl -N http://localhost:8080/api/v1/stream/data/tick_stk
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "STK",
# "exchange": "TSE",
# "code": "2890",
# "quote_type": "Tick"
# }'
Out
event:tick_stk
data:{
"code": "2890",
"date": "2026-05-21",
"time": "09:18:31.867798",
"open": "29.8",
"avg_price": "29.86",
"close": "29.9",
"high": "30",
"low": "29.75",
"amount": "29900",
"amount_sum": "109559950",
"volume": 1,
"vol_sum": 3668,
"tick_type": 1,
"diff_type": 2,
"diff_price": "0.1",
"diff_rate": 33,
"trade_bid_vol_sum": 1781,
"trade_ask_vol_sum": 1322,
"trade_bid_cnt": 135,
"trade_ask_cnt": 62,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": "0",
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": "0",
"suspend": false,
"simtrade": false,
"intraday_odd": false
}
盤中零股
In
# 訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "STK",
"exchange": "TSE",
"code": "2890",
"quote_type": "Tick",
"intraday_odd": true
}'
# 開 SSE 收 tick(Ctrl+C 結束)
curl -N http://localhost:8080/api/v1/stream/data/tick_stk
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "STK",
# "exchange": "TSE",
# "code": "2890",
# "quote_type": "Tick",
# "intraday_odd": true
# }'
Out
event:tick_stk
data:{
"code": "2890",
"date": "2026-05-21",
"time": "09:25:04.321657",
"open": "30.05",
"avg_price": "29.963436",
"close": "29.95",
"high": "30.05",
"low": "29.9",
"amount": "1497.5",
"amount_sum": "683645.75",
"volume": 50,
"vol_sum": 22816,
"tick_type": 2,
"diff_type": 2,
"diff_price": "0.15",
"diff_rate": 50,
"trade_bid_vol_sum": 12001,
"trade_ask_vol_sum": 10815,
"trade_bid_cnt": 38,
"trade_ask_cnt": 24,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": null,
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": null,
"suspend": false,
"simtrade": false,
"intraday_odd": true
}
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
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(整股:張;盤中零股:股)
vol_sum (int) 總成交量(整股:張;盤中零股:股)
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 (int) 漲跌幅 (%)
trade_bid_vol_sum (int) 買盤成交總量(整股:張;盤中零股:股)
trade_ask_vol_sum (int) 賣盤成交總量(整股:張;盤中零股:股)
trade_bid_cnt (int) 買盤成交筆數
trade_ask_cnt (int) 賣盤成交筆數
closing_oddlot_shares (int) 盤後零股成交股數(股)
closing_oddlot_close (Decimal) 盤後零股成交價
closing_oddlot_amount (Decimal) 盤後零股成交額
closing_oddlot_bid_price (Decimal) 盤後零股最高買價
closing_oddlot_ask_price (Decimal) 盤後零股最低賣價
fixed_trade_volume (int) 定盤成交量(整股:張;盤中零股:股)
fixed_trade_amount (Decimal) 定盤成交額
suspend (bool) 暫停交易
simtrade (bool) 試撮
intraday_odd (bool) 盤中零股 {True, False}
BidAsk¶
整股¶
In
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.BidAsk,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Stocks.TSE.TSE2890,
# quote_type=sj.QuoteType.BidAsk,
# )
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v1/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
BidAskSTKv1(
code='2890',
date=2026-05-21,
time=09:53:26,
bid_price=[29.75, 29.7, 29.65, 29.6, 29.55],
ask_price=[29.8, 29.85, 29.9, 29.95, 30],
bid_volume=[252, 1369, 377, 631, 206],
ask_volume=[50, 101, 57, 156, 725],
)
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。
盤中零股¶
In
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.BidAsk,
intraday_odd=True,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Stocks.TSE.TSE2890,
# quote_type=sj.QuoteType.BidAsk,
# intraday_odd=True,
# )
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v1/ODD/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
BidAskSTKv1(
code='2890',
date=2026-05-21,
time=10:00:50,
bid_price=[29.85, 29.8, 29.75, 29.7, 29.65],
ask_price=[29.9, 29.95, 30, 30.05, 30.1],
bid_volume=[3552, 38563, 28811, 24393, 9313],
ask_volume=[1969, 7480, 8764, 2556, 1496],
)
整股
In
shioaji data stream --code 2890 --quote-type bid_ask
# 按 Ctrl+C 即可停止訂閱,CLI 會自動取消
Out
Subscribed to 2890 bid_ask (Ctrl+C to stop)
{
"code": "2890",
"date": "2026-05-21",
"time": "10:02:07.514794",
"bid_price": ["29.75", "29.7", "29.65", "29.6", "29.55"],
"bid_volume": [468, 1174, 369, 658, 208],
"diff_bid_vol": [1, 0, 0, 0, 0],
"ask_price": ["29.85", "29.9", "29.95", "30", "30.05"],
"ask_volume": [125, 92, 163, 731, 307],
"diff_ask_vol": [0, 0, 0, 0, 0],
"suspend": false,
"simtrade": false,
"intraday_odd": false
}
盤中零股
In
shioaji data stream --code 2890 --quote-type bid_ask --intraday-odd
# 按 Ctrl+C 即可停止訂閱,CLI 會自動取消
Out
Subscribed to 2890 bid_ask (Ctrl+C to stop)
{
"code": "2890",
"date": "2026-05-21",
"time": "10:02:37.104099",
"bid_price": ["29.85", "29.8", "29.75", "29.7", "29.65"],
"bid_volume": [3459, 38649, 28661, 25073, 9533],
"diff_bid_vol": [4888, 8004, 14481, 5578, 2164],
"ask_price": ["29.9", "29.95", "30", "30.05", "30.1"],
"ask_volume": [6665, 7480, 2770, 2556, 1496],
"diff_ask_vol": [-18835, 23368, 13381, -2380, 619],
"suspend": false,
"simtrade": false,
"intraday_odd": true
}
整股
In
# 訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "STK",
"exchange": "TSE",
"code": "2890",
"quote_type": "BidAsk"
}'
# 開 SSE 收 bid/ask(Ctrl+C 結束)
curl -N http://localhost:8080/api/v1/stream/data/bidask_stk
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "STK",
# "exchange": "TSE",
# "code": "2890",
# "quote_type": "BidAsk"
# }'
Out
event:bidask_stk
data:{
"code": "2890",
"date": "2026-05-21",
"time": "10:04:14.790669",
"bid_price": ["29.8", "29.75", "29.7", "29.65", "29.6"],
"bid_volume": [1, 469, 1198, 357, 676],
"diff_bid_vol": [-8, 0, 0, 0, 0],
"ask_price": ["29.85", "29.9", "29.95", "30", "30.05"],
"ask_volume": [105, 75, 175, 731, 307],
"diff_ask_vol": [0, 0, 0, 0, 0],
"suspend": false,
"simtrade": false,
"intraday_odd": false
}
盤中零股
In
# 訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "STK",
"exchange": "TSE",
"code": "2890",
"quote_type": "BidAsk",
"intraday_odd": true
}'
# 開 SSE 收 bid/ask(Ctrl+C 結束)
curl -N http://localhost:8080/api/v1/stream/data/bidask_stk
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "STK",
# "exchange": "TSE",
# "code": "2890",
# "quote_type": "BidAsk",
# "intraday_odd": true
# }'
Out
event:bidask_stk
data:{
"code": "2890",
"date": "2026-05-21",
"time": "10:05:20.045766",
"bid_price": ["29.85", "29.8", "29.75", "29.7", "29.65"],
"bid_volume": [5506, 39266, 28696, 26258, 9941],
"diff_bid_vol": [-704, 31103, 14180, 21365, 7369],
"ask_price": ["29.9", "29.95", "30", "30.05", "30.1"],
"ask_volume": [1478, 7480, 2770, 2556, 1496],
"diff_ask_vol": [27302, -15888, -16605, 4936, 877],
"suspend": false,
"simtrade": false,
"intraday_odd": true
}
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_price (list[Decimal]) 五檔委買價
bid_volume (list[int]) 五檔委買量(整股:張;盤中零股:股)
diff_bid_vol (list[int]) 五檔委買價增減量(整股:張;盤中零股:股)
ask_price (list[Decimal]) 五檔委賣價
ask_volume (list[int]) 五檔委賣量(整股:張;盤中零股:股)
diff_ask_vol (list[int]) 五檔委賣價增減量(整股:張;盤中零股:股)
suspend (bool) 暫停交易
simtrade (bool) 試撮
intraday_odd (bool) 盤中零股 {True, False}
Quote¶
整股¶
In
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Quote,
)
# 取消訂閱
# api.unsubscribe(
# api.Contracts.Stocks.TSE.TSE2890,
# quote_type=sj.QuoteType.Quote,
# )
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v2/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
QuoteSTKv1(
code='2890',
date=2026-05-21,
time=10:07:52,
close=29.8,
volume=1,
high=30,
low=29.7,
)
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。
整股
In
shioaji data stream --code 2890 --quote-type quote
# 按 Ctrl+C 即可停止訂閱,CLI 會自動取消
Out
Subscribed to 2890 quote (Ctrl+C to stop)
{
"code": "2890",
"date": "2026-05-21",
"time": "10:08:57.608688",
"open": "29.8",
"avg_price": "29.82",
"close": "29.8",
"high": "30",
"low": "29.7",
"amount": "178800",
"amount_sum": "247076900",
"volume": 0,
"vol_sum": 8284,
"tick_type": 1,
"diff_type": 3,
"diff_price": "0",
"diff_rate": 0,
"trade_bid_vol_sum": 3279,
"trade_ask_vol_sum": 4440,
"trade_bid_cnt": 625,
"trade_ask_cnt": 279,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": "0",
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": "0",
"bid_price": ["29.75", "29.7", "29.65", "29.6", "29.55"],
"bid_volume": [501, 1235, 360, 673, 218],
"diff_bid_vol": [0, 3, 0, 0, 0],
"ask_price": ["29.8", "29.85", "29.9", "29.95", "30"],
"ask_volume": [47, 129, 81, 179, 736],
"diff_ask_vol": [0, 0, 0, 0, 0],
"avail_borrowing": 8896631,
"suspend": false,
"simtrade": false
}
整股
In
# 訂閱
curl -X POST http://localhost:8080/api/v1/stream/subscribe \
-H 'Content-Type: application/json' \
-d '{
"security_type": "STK",
"exchange": "TSE",
"code": "2890",
"quote_type": "Quote"
}'
# 開 SSE 收 quote(Ctrl+C 結束)
curl -N http://localhost:8080/api/v1/stream/data/quote_stk
# 取消訂閱
# curl -X POST http://localhost:8080/api/v1/stream/unsubscribe \
# -H 'Content-Type: application/json' \
# -d '{
# "security_type": "STK",
# "exchange": "TSE",
# "code": "2890",
# "quote_type": "Quote"
# }'
Out
event:quote_stk
data:{
"code": "2890",
"date": "2026-05-21",
"time": "10:10:04.164422",
"open": "29.8",
"avg_price": "29.82",
"close": "29.8",
"high": "30",
"low": "29.7",
"amount": "149000",
"amount_sum": "247941050",
"volume": 5,
"vol_sum": 8313,
"tick_type": 1,
"diff_type": 3,
"diff_price": "0",
"diff_rate": 0,
"trade_bid_vol_sum": 3303,
"trade_ask_vol_sum": 4445,
"trade_bid_cnt": 635,
"trade_ask_cnt": 284,
"closing_oddlot_shares": 0,
"closing_oddlot_close": null,
"closing_oddlot_amount": "0",
"closing_oddlot_bid_price": null,
"closing_oddlot_ask_price": null,
"fixed_trade_volume": 0,
"fixed_trade_amount": "0",
"bid_price": ["29.75", "29.7", "29.65", "29.6", "29.55"],
"bid_volume": [522, 1236, 373, 667, 218],
"diff_bid_vol": [0, 0, 0, 0, 0],
"ask_price": ["29.8", "29.85", "29.9", "29.95", "30"],
"ask_volume": [34, 158, 83, 172, 736],
"diff_ask_vol": [-5, 0, 0, 0, 0],
"avail_borrowing": 8894631,
"suspend": false,
"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
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(張)
vol_sum (int) 總成交量(張)
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 (int) 漲跌幅 (%)
trade_bid_vol_sum (int) 買盤成交總量(張)
trade_ask_vol_sum (int) 賣盤成交總量(張)
trade_bid_cnt (int) 買盤成交筆數
trade_ask_cnt (int) 賣盤成交筆數
closing_oddlot_shares (int) 盤後零股成交股數(股)
closing_oddlot_close (Decimal) 盤後零股成交價
closing_oddlot_amount (Decimal) 盤後零股成交額
closing_oddlot_bid_price (Decimal) 盤後零股最高買價
closing_oddlot_ask_price (Decimal) 盤後零股最低賣價
fixed_trade_volume (int) 定盤成交量(張)
fixed_trade_amount (Decimal) 定盤成交額
bid_price (list[Decimal]) 五檔委買價
bid_volume (list[int]) 五檔委買量(張)
diff_bid_vol (list[int]) 五檔委買價增減量(張)
ask_price (list[Decimal]) 五檔委賣價
ask_volume (list[int]) 五檔委賣量(張)
diff_ask_vol (list[int]) 五檔委賣價增減量(張)
avail_borrowing (int) 借券可用餘額
suspend (bool) 暫停交易
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。
- 盤中零股與一般證券共用 callback 函式。
- 更進階的 callback 使用可以參見綁訂報價模式。
Tick¶
decorator 方式
from shioaji import TickSTKv1, Exchange
@api.on_tick_stk_v1()
def quote_callback(exchange: Exchange, tick: TickSTKv1):
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"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"trade_bid_vol_sum={tick.trade_bid_vol_sum}")
print(f"trade_ask_vol_sum={tick.trade_ask_vol_sum}")
print(f"trade_bid_cnt={tick.trade_bid_cnt}")
print(f"trade_ask_cnt={tick.trade_ask_cnt}")
print(f"closing_oddlot_shares={tick.closing_oddlot_shares}")
print(f"closing_oddlot_close={tick.closing_oddlot_close}")
print(f"closing_oddlot_amount={tick.closing_oddlot_amount}")
print(f"closing_oddlot_bid_price={tick.closing_oddlot_bid_price}")
print(f"closing_oddlot_ask_price={tick.closing_oddlot_ask_price}")
print(f"fixed_trade_volume={tick.fixed_trade_volume}")
print(f"fixed_trade_amount={tick.fixed_trade_amount}")
print(f"suspend={tick.suspend}")
print(f"simtrade={tick.simtrade}")
print(f"intraday_odd={tick.intraday_odd}")
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Tick,
)
傳統方式
from shioaji import TickSTKv1, Exchange
def quote_callback(exchange: Exchange, tick: TickSTKv1):
print(f"{exchange} {tick}")
api.set_on_tick_stk_v1_callback(quote_callback)
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Tick,
)
Out
Response Code: 200 | Event Code: 16 | Info: TIC/v1/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TSE
code=2890
date=(2026, 5, 21)
time=(9, 20, 39, 959231)
datetime=(2026, 5, 21, 9, 20, 39, 959231)
open=29.8
avg_price=29.86
close=29.9
high=30
low=29.75
amount=29900
amount_sum=110307300
volume=1
vol_sum=3693
tick_type=1
diff_type=2
diff_price=0.1
diff_rate=33
trade_bid_vol_sum=1803
trade_ask_vol_sum=1325
trade_bid_cnt=144
trade_ask_cnt=64
closing_oddlot_shares=0
closing_oddlot_close=None
closing_oddlot_amount=0
closing_oddlot_bid_price=None
closing_oddlot_ask_price=None
fixed_trade_volume=0
fixed_trade_amount=0
suspend=False
simtrade=False
intraday_odd=False
BidAsk¶
decorator 方式
from shioaji import BidAskSTKv1, Exchange
@api.on_bidask_stk_v1()
def quote_callback(exchange: Exchange, bidask: BidAskSTKv1):
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_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"suspend={bidask.suspend}")
print(f"simtrade={bidask.simtrade}")
print(f"intraday_odd={bidask.intraday_odd}")
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.BidAsk,
)
傳統方式
from shioaji import BidAskSTKv1, Exchange
def quote_callback(exchange: Exchange, bidask: BidAskSTKv1):
print(f"{exchange} {bidask}")
api.set_on_bidask_stk_v1_callback(quote_callback)
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.BidAsk,
)
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v1/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TSE
code=2890
date=(2026, 5, 21)
time=(9, 57, 57, 278770)
datetime=(2026, 5, 21, 9, 57, 57, 278770)
bid_price=[Decimal('29.75'), Decimal('29.7'), Decimal('29.65'), Decimal('29.6'), Decimal('29.55')]
bid_volume=[337, 1423, 374, 644, 203]
diff_bid_vol=[1, 0, 0, 0, 0]
ask_price=[Decimal('29.8'), Decimal('29.85'), Decimal('29.9'), Decimal('29.95'), Decimal('30')]
ask_volume=[37, 92, 70, 163, 731]
diff_ask_vol=[0, 0, 0, 0, 0]
suspend=False
simtrade=False
intraday_odd=False
Quote¶
decorator 方式
from shioaji import QuoteSTKv1, Exchange
@api.on_quote_stk_v1()
def quote_callback(exchange: Exchange, quote: QuoteSTKv1):
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"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"closing_oddlot_shares={quote.closing_oddlot_shares}")
print(f"closing_oddlot_close={quote.closing_oddlot_close}")
print(f"closing_oddlot_amount={quote.closing_oddlot_amount}")
print(f"closing_oddlot_bid_price={quote.closing_oddlot_bid_price}")
print(f"closing_oddlot_ask_price={quote.closing_oddlot_ask_price}")
print(f"fixed_trade_volume={quote.fixed_trade_volume}")
print(f"fixed_trade_amount={quote.fixed_trade_amount}")
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"avail_borrowing={quote.avail_borrowing}")
print(f"suspend={quote.suspend}")
print(f"simtrade={quote.simtrade}")
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Quote,
)
傳統方式
from shioaji import QuoteSTKv1, Exchange
def quote_callback(exchange: Exchange, quote: QuoteSTKv1):
print(f"{exchange} {quote}")
api.set_on_quote_stk_v1_callback(quote_callback)
api.subscribe(
api.Contracts.Stocks.TSE.TSE2890,
quote_type=sj.QuoteType.Quote,
)
Out
Response Code: 200 | Event Code: 16 | Info: QUO/v2/STK/*/TSE/2890 | Event: Subscribe or Unsubscribe ok
exchange=Exchange.TSE
code=2890
date=(2026, 5, 21)
time=(10, 12, 14, 687147)
datetime=(2026, 5, 21, 10, 12, 14, 687147)
open=29.8
avg_price=29.82
close=29.8
high=30
low=29.7
amount=29800
amount_sum=249103250
volume=0
vol_sum=8352
tick_type=1
diff_type=3
diff_price=0
diff_rate=0
trade_bid_vol_sum=3342
trade_ask_vol_sum=4445
trade_bid_cnt=653
trade_ask_cnt=284
closing_oddlot_shares=0
closing_oddlot_close=None
closing_oddlot_amount=0
closing_oddlot_bid_price=None
closing_oddlot_ask_price=None
fixed_trade_volume=0
fixed_trade_amount=0
bid_price=[Decimal('29.75'), Decimal('29.7'), Decimal('29.65'), Decimal('29.6'), Decimal('29.55')]
bid_volume=[570, 1242, 677, 691, 222]
diff_bid_vol=[0, 0, 0, -1, 0]
ask_price=[Decimal('29.8'), Decimal('29.85'), Decimal('29.9'), Decimal('29.95'), Decimal('30')]
ask_volume=[9, 158, 85, 179, 739]
diff_ask_vol=[0, 0, 0, 0, 0]
avail_borrowing=8894631
suspend=False
simtrade=False