Intraday Trades

期權成交明細（依代碼查詢）

intraday/trades/{symbol}

Parameters

Name	Type	Description
symbol*	string	期權代碼
session	string	交易時段，可選 afterhours 夜盤
offset	number	偏移量
limit	number	限制量

Response

Name	Type	Description
date*	string	日期
type*	string	期權類型
exchange*	string	交易所
market*	string	市場別
symbol*	string	商品代號
data*	object[]	成交明細
data[i].bid	number	成交買價
data[i].ask	number	成交賣價
data[i].price	number	成交價格
data[i].size	number	成交單量
data[i].time	number	成交時間
data[i].serial	number	流水號

Example

Python

from configparser import ConfigParser
from esun_marketdata import EsunMarketdata

config = ConfigParser()
config.read('/path/to/config.ini')
sdk = EsunMarketdata(config)

sdk.login()

rest_futopt = sdk.rest_client.futopt
rest_futopt.intraday.trades(symbol='TXFC5')

Node.js

const { EsunMarketdata } = require("@esun/marketdata");

(async () => {
  const sdk = new EsunMarketdata({
    configPath: "/path/to/config.ini",
  });
  await sdk.login();

  const futopt = sdk.restClient.futopt;

  const data = await futopt.intraday.trades({ symbol: "TXFC5" });

  console.log(data);
})();

Response Body：

{
    "date": "2024-12-20",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "symbol": "TXFC5",
    "data": [
        {
            "price": 17660,
            "size": 3,
            "time": 1703051099834000,
            "serial": 218307
        },
        {
            "price": 17661,
            "size": 2,
            "time": 1703051099779000,
            "serial": 218304
        },
        {
            "price": 17661,
            "size": 1,
            "time": 1703051099778000,
            "serial": 218303
        },
        {
            "price": 17661,
            "size": 1,
            "time": 1703051099778000,
            "serial": 218301
        },
        ....
    ]
}