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永豐Shioaji api 操作記錄--取得行情

Shioaji API 行情種類

即時行情

subscribe/unsubscribe

訂閱

# 登入並等 Contract 下載完成後

api.quote.subscribe(
    api.Contracts.Stocks["2330"],   #合約
    quote_type = sj.constant.QuoteType.Tick, #報價種類
    version = sj.constant.QuoteVersion.v1   #版本
)
# quote_type 共有三種: sj.constant.QuoteType.Tick(成交明細)、sj.constant.QuoteType.bidask(五檔)、sj.constant.QuoteType.quota(五檔+明細)

取消訂閱

# 已有訂閱合約情況下

api.quote.unsubscribe(
    api.Contracts.Stocks["2330"],   #合約
    quote_type = sj.constant.QuoteType.Tick, #報價種類
    version = sj.constant.QuoteVersion.v1   #版本
)

snapshot

快照

# 登入並等 Contract 下載完成後

snapshot = api.snapshots([api.Contracts.Stocks['6231']])
print(snapshot)
# response
 Snapshot(ts=1709821800000000000, code='6231', exchange='OTC', open=293.0, high=298.0, low=282.5, close=284.0, 
 tick_type=<TickType.Sell: 'Sell'>, change_price=-7.5, change_rate=-2.57, change_type=<ChangeType.Down: 'Down'>, 
 average_price=288.14, volume=2, total_volume=2210, amount=568000, total_amount=636783310, yesterday_volume=2382.0, 
 buy_price=284.0, buy_volume=3.0, sell_price=284.5, sell_volume=4, volume_ratio=0.93)

scanner

排行

# 登入並等 Contract 下載完成後
# 有五種排行: ChangePercentRank(漲跌幅)、ChangePriceRank(漲跌點數)、DayRangeRank(振幅)、VolumeRank(成交量)、AmountRank(成交金額)
rank = api.scanners(
    scanner_type=sj.constant.ScannerType.VolumeRank,
    count=1
)
print(rank)

歷史行情

Ticks

成交明細

# 登入並等 Contract 下載完成後
# 當日
ticks = api.ticks (
    contract = api.Contracts.Stocks['2317'],
    date = "2024-03-13"
)

# 區間
ticks = api.ticks(
    contract=api.Contracts.Stocks["2317"], 
    date="2024-03-13",
    query_type=sj.constant.TicksQueryType.RangeTime,
    time_start="11:19:00",
    time_end="11:33:00"
)

KBars

K棒

# 登入並等 Contract 下載完成後
kbars = api.kbars (
    contract = api.Contracts.Stocks['2317'],
    start = "2024-03-12",
    end = "2024-03-13",
)
歷史資料 From 2020-03-02 to now