diff --git a/docs/WhatIsNew.en.md b/docs/WhatIsNew.en.md index 7e7f71d..1534e23 100644 --- a/docs/WhatIsNew.en.md +++ b/docs/WhatIsNew.en.md @@ -1,3 +1,6 @@ +#### 2026-08-15 +* Added [Futures Minute KBar TaiwanFuturesKBar](https://finmindtrade.com/analysis/#/data/api_v4/taiwanfutureskbar): Data range 2011-01-03 ~ now + #### 2026-08-09 * [Taiwan Options Real-Time Information taiwan_options_snapshot](https://finmind.github.io/en/tutor/TaiwanMarket/RealTime/#taiwan-options-real-time-information-taiwan_options_snapshot-only-available-to-sponsor-members) now covers the **Friday-expiry** TAIEX option contracts: `data_id` accepts `TXU`, `TXV`, `TXX`, `TXY` and `TXZ` (expiring on the 1st ~ 5th Friday of the month). The existing `TXO` (monthly) and `TX1` ~ `TX5` (Wednesday-expiry) are unaffected * A code returning no data in a given month is expected: the contract may not be listed yet, or that week does not exist in that month (e.g. a month with only 4 Fridays) diff --git a/docs/WhatIsNew.md b/docs/WhatIsNew.md index 5856048..d8df962 100644 --- a/docs/WhatIsNew.md +++ b/docs/WhatIsNew.md @@ -1,3 +1,6 @@ +#### 2026-08-15 +* 新增 [期貨分K TaiwanFuturesKBar](https://finmindtrade.com/analysis/#/data/api_v4/taiwanfutureskbar): 資料區間 2011-01-03 ~ now + #### 2026-08-09 * [台股選擇權即時資訊 taiwan_options_snapshot](https://finmind.github.io/tutor/TaiwanMarket/RealTime/#taiwan_options_snapshot-sponsor) 增開臺指選擇權**週五到期**契約：`data_id` 新增 `TXU`、`TXV`、`TXX`、`TXY`、`TXZ`（當月第 1 ~ 5 個星期五到期）。原有的 `TXO`（月選）與 `TX1` ~ `TX5`（週三到期）不受影響 * 部分代碼在特定月份查無資料屬正常現象（契約尚未掛牌，或該月不存在對應週次，例如某月只有 4 個星期五） diff --git a/docs/llms-full.txt b/docs/llms-full.txt index 4f010f6..f45e8ef 100644 --- a/docs/llms-full.txt +++ b/docs/llms-full.txt @@ -588,7 +588,7 @@ Async batch query is supported by datasets that require `data_id` parameter. Not --- -## Taiwan Market - Derivative (20 datasets) +## Taiwan Market - Derivative (21 datasets) ### TaiwanFutOptDailyInfo (期貨、選擇權日成交資訊總覽) - Tier: Free @@ -602,6 +602,13 @@ Async batch query is supported by datasets that require `data_id` parameter. Not - Params (all, Backer/Sponsor): dataset=TaiwanFuturesDaily, start_date=2020-04-01 (不帶 data_id，取得該日所有期貨資料) - Columns: date, futures_id, contract_date, open, max, min, close, spread, spread_per, volume, settlement_price, open_interest, trading_session +### TaiwanFuturesKBar +- Tier: Sponsor +- Data range: 2011-01-03 ~ now +- Update: Monday-Friday 16:30 +- Params: data_id (futures_id), start_date (single day only) +- Columns: date, futures_id, contract_date, minute, open, high, low, close, volume + ### TaiwanOptionDaily (選擇權日成交資訊) - Tier: Free (with data_id) / Backer/Sponsor (all) - Data range: 2001-12-01 ~ now diff --git a/docs/llms.txt b/docs/llms.txt index e4fa9d6..c4c2163 100644 --- a/docs/llms.txt +++ b/docs/llms.txt @@ -56,13 +56,13 @@ Async batch query is supported by datasets that require `data_id` parameter. Not - [Update Token](https://finmind.github.io/update_token/): Self-service token reset on the [user info page](https://finmindtrade.com/analysis/#/account/user). Old token is invalidated immediately and all devices are signed out — no need to contact support. - [API Usage Count](https://finmind.github.io/api_usage_count/): Check API usage via `GET https://api.web.finmindtrade.com/v2/user_info` (Authorization: Bearer {token}). Returns `user_count` (current usage) and `api_request_limit` (quota). HTTP 402 when quota exceeded. -### Taiwan Market (91 datasets) +### Taiwan Market (92 datasets) -- [Taiwan DataList](https://finmind.github.io/tutor/TaiwanMarket/DataList/): Full list of 91 Taiwan datasets +- [Taiwan DataList](https://finmind.github.io/tutor/TaiwanMarket/DataList/): Full list of 92 Taiwan datasets - [Technical](https://finmind.github.io/tutor/TaiwanMarket/Technical/): TaiwanStockInfo, TaiwanStockPrice, TaiwanStockPriceAdj, TaiwanStockPriceTick, TaiwanStockPER, TaiwanStockKBar, TaiwanStockWeekPrice, TaiwanStockMonthPrice, TaiwanStockDayTrading, TaiwanStockTotalReturnIndex, TaiwanVariousIndicators5Seconds, TaiwanStockTradingDate, etc. - [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanStockActiveETFInfo, TaiwanStockActiveETFHolding, TaiwanStockActiveETFHoldingChange, TaiwanStockIndustryChainMoneyFlow, TaiwanStockMarginMaintenance, TaiwanStockGovernmentBankBuySell, etc. - [Fundamental](https://finmind.github.io/tutor/TaiwanMarket/Fundamental/): TaiwanStockCashFlowsStatement, TaiwanStockFinancialStatements, TaiwanStockBalanceSheet, TaiwanStockDividend, TaiwanStockDividendResult, TaiwanStockMonthRevenue, TaiwanStockMarketValue, etc. -- [Derivative](https://finmind.github.io/tutor/TaiwanMarket/Derivative/): TaiwanFuturesDaily, TaiwanOptionDaily, TaiwanFuturesTick, TaiwanFuturesSpreadTick, TaiwanOptionTick, TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors, TaiwanFuturesDealerTradingVolumeDaily, TaiwanOptionDealerTradingVolumeDaily, TaiwanFuturesSpreadTrading, TaiwanOptionVix, TaiwanAssetSwapFixedIncomeDaily, TaiwanAssetSwapOptionDaily, etc. +- [Derivative](https://finmind.github.io/tutor/TaiwanMarket/Derivative/): TaiwanFuturesDaily, TaiwanFuturesKBar, TaiwanOptionDaily, TaiwanFuturesTick, TaiwanFuturesSpreadTick, TaiwanOptionTick, TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors, TaiwanFuturesDealerTradingVolumeDaily, TaiwanOptionDealerTradingVolumeDaily, TaiwanFuturesSpreadTrading, TaiwanOptionVix, TaiwanAssetSwapFixedIncomeDaily, TaiwanAssetSwapOptionDaily, etc. - [Real-Time](https://finmind.github.io/tutor/TaiwanMarket/RealTime/): taiwan_stock_tick_snapshot, TaiwanFutOptTickInfo, taiwan_futures_snapshot, taiwan_options_snapshot - [Index Codes](https://finmind.github.io/tutor/TaiwanMarket/IndexCodes/): 91 index codes (3-digit data_id) supported by taiwan_stock_tick_snapshot, e.g. 001 = TAIEX, 101 = OTC weighted - [Convertible Bond](https://finmind.github.io/tutor/TaiwanMarket/ConvertibleBond/): TaiwanStockConvertibleBondInfo, TaiwanStockConvertibleBondDaily, TaiwanStockConvertibleBondInstitutionalInvestors, TaiwanStockConvertibleBondDailyOverview, TaiwanStockConvertibleBondMonthlyAnalysis, TaiwanStockConvertibleBondPutProvision diff --git a/docs/tutor/TaiwanMarket/DataList.en.md b/docs/tutor/TaiwanMarket/DataList.en.md index 35461f4..2535e27 100644 --- a/docs/tutor/TaiwanMarket/DataList.en.md +++ b/docs/tutor/TaiwanMarket/DataList.en.md @@ -1,4 +1,4 @@ -In the Taiwan financial market, we have 91 datasets, as listed below: +In the Taiwan financial market, we have 92 datasets, as listed below: #### Technical @@ -73,6 +73,7 @@ In the Taiwan financial market, we have 91 datasets, as listed below: - [Futures and Options Daily Trading Information Overview TaiwanFutOptDailyInfo](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-and-options-daily-trading-information-overview-taiwanfutoptdailyinfo) - [Futures Daily Trading Information TaiwanFuturesDaily](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-daily-trading-information-taiwanfuturesdaily) +- [Futures Minute KBar TaiwanFuturesKBar](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-minute-kbar-taiwanfutureskbar-available-only-to-sponsor-members) - [Options Daily Trading Information TaiwanOptionDaily](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#options-daily-trading-information-taiwanoptiondaily) - [Futures Trade Detail Table TaiwanFuturesTick](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-trading-detail-table-taiwanfuturestick-available-only-to-backer-sponsor-members) - [Futures Spread Tick Table TaiwanFuturesSpreadTick](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-spread-tick-table-taiwanfuturesspreadtick-available-only-to-sponsor-members) diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index bdb1174..c37f46d 100644 --- a/docs/tutor/TaiwanMarket/DataList.md +++ b/docs/tutor/TaiwanMarket/DataList.md @@ -1,4 +1,4 @@ -在台灣金融市場，我們擁有 91 種資料集，如下: +在台灣金融市場，我們擁有 92 種資料集，如下: #### 技術面 Technical @@ -73,6 +73,7 @@ - [期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) +- [期貨分K TaiwanFuturesKBar](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutureskbar-sponsor) - [選擇權日成交資訊 TaiwanOptionDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondaily) - [期貨交易明細表 TaiwanFuturesTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturestick-backersponsor) - [期貨價差每筆成交資料 TaiwanFuturesSpreadTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesspreadtick-sponsor) diff --git a/docs/tutor/TaiwanMarket/Derivative.en.md b/docs/tutor/TaiwanMarket/Derivative.en.md index a38d9bd..3bd9529 100644 --- a/docs/tutor/TaiwanMarket/Derivative.en.md +++ b/docs/tutor/TaiwanMarket/Derivative.en.md @@ -1,8 +1,9 @@ -In Taiwan stock derivatives data, we have 20 datasets, as follows: +In Taiwan stock derivatives data, we have 21 datasets, as follows: - [Futures and Options Daily Trading Information Overview TaiwanFutOptDailyInfo](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [Futures Daily Trading Information TaiwanFuturesDaily](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) +- [Futures Minute KBar TaiwanFuturesKBar](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#futures-minute-kbar-taiwanfutureskbar-available-only-to-sponsor-members) - [Options Daily Trading Information TaiwanOptionDaily](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanoptiondaily) - [Futures Trading Detail Table TaiwanFuturesTick](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanfuturestick-backersponsor) - [Futures Spread Tick Table TaiwanFuturesSpreadTick](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanfuturesspreadtick-sponsor) @@ -273,6 +274,87 @@ In Taiwan stock derivatives data, we have 20 datasets, as follows: } ``` +---------------------------------- +#### Futures Minute KBar TaiwanFuturesKBar (available only to [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) members) + +- Data range: 2011-01-03 ~ now +- Data update time: **Monday to Friday 16:30**. The actual update time is based on the API data. +- Only one day of data can be queried at a time. + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + api.login_by_token(api_token='token') + df = api.taiwan_futures_kbar( + futures_id='TX', + date='2024-01-02', + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # Refer to login to obtain the token + headers = {"Authorization": f"Bearer {token}"} + parameter = { + "dataset": "TaiwanFuturesKBar", + "data_id": "TX", + "start_date": "2024-01-02", + } + data = requests.get(url, headers=headers, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.head()) + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + token = "" # Refer to login to obtain the token + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanFuturesKBar", + data_id="TX", + start_date="2024-01-02" + ), + add_headers(Authorization = paste("Bearer", token)) + ) + data = response %>% content + df = do.call('cbind',data$data) %>% data.table + head(df) + ``` + +!!! output + === "DataFrame" + | | date | futures_id | contract_date | minute | open | high | low | close | volume | + |---:|:-----------|:-----------|:--------------|:---------|------:|------:|------:|------:|-------:| + | 0 | 2024-01-02 | TX | 202401 | 08:45:00 | 17800 | 17810 | 17795 | 17805 | 150 | + | 1 | 2024-01-02 | TX | 202401 | 08:46:00 | 17805 | 17815 | 17800 | 17812 | 98 | + | 2 | 2024-01-02 | TX | 202401 | 08:47:00 | 17812 | 17820 | 17810 | 17818 | 75 | + | 3 | 2024-01-02 | TX | 202402 | 08:45:00 | 17750 | 17760 | 17745 | 17755 | 12 | + | 4 | 2024-01-02 | TX | 202402 | 08:46:00 | 17755 | 17765 | 17750 | 17760 | 8 | + === "Schema" + ``` + { + date: str, # date + futures_id: str, # futures code + contract_date: str, # contract month + minute: str, # minute time + open: float32, # open price + high: float32, # high price + low: float32, # low price + close: float32, # close price + volume: int64, # trading volume + } + ``` + ---------------------------------- #### Options Daily Trading Information TaiwanOptionDaily diff --git a/docs/tutor/TaiwanMarket/Derivative.md b/docs/tutor/TaiwanMarket/Derivative.md index aff567c..7210d1d 100644 --- a/docs/tutor/TaiwanMarket/Derivative.md +++ b/docs/tutor/TaiwanMarket/Derivative.md @@ -1,8 +1,9 @@ -在台股衍生性商品資料，我們擁有 20 種資料集，如下: +在台股衍生性商品資料，我們擁有 21 種資料集，如下: - [期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) +- [期貨分K TaiwanFuturesKBar](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutureskbar-sponsor) - [選擇權日成交資訊 TaiwanOptionDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondaily) - [期貨交易明細表 TaiwanFuturesTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturestick-backersponsor) - [期貨價差每筆成交資料 TaiwanFuturesSpreadTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesspreadtick-sponsor) @@ -194,6 +195,87 @@ } ``` +---------------------------------- +#### 期貨分K TaiwanFuturesKBar (只限 [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 資料區間：2011-01-03 ~ now +- 資料更新時間 **星期一至五 16:30**，實際更新時間以 API 資料為主 +- 一次只能查詢一天的資料 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + api.login_by_token(api_token='token') + df = api.taiwan_futures_kbar( + futures_id='TX', + date='2024-01-02', + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # 參考登入，獲取金鑰 + headers = {"Authorization": f"Bearer {token}"} + parameter = { + "dataset": "TaiwanFuturesKBar", + "data_id": "TX", + "start_date": "2024-01-02", + } + data = requests.get(url, headers=headers, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.head()) + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + token = "" # 參考登入，獲取金鑰 + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanFuturesKBar", + data_id="TX", + start_date="2024-01-02" + ), + add_headers(Authorization = paste("Bearer", token)) + ) + data = response %>% content + df = do.call('cbind',data$data) %>% data.table + head(df) + ``` + +!!! output + === "DataFrame" + | | date | futures_id | contract_date | minute | open | high | low | close | volume | + |---:|:-----------|:-----------|:--------------|:---------|------:|------:|------:|------:|-------:| + | 0 | 2024-01-02 | TX | 202401 | 08:45:00 | 17800 | 17810 | 17795 | 17805 | 150 | + | 1 | 2024-01-02 | TX | 202401 | 08:46:00 | 17805 | 17815 | 17800 | 17812 | 98 | + | 2 | 2024-01-02 | TX | 202401 | 08:47:00 | 17812 | 17820 | 17810 | 17818 | 75 | + | 3 | 2024-01-02 | TX | 202402 | 08:45:00 | 17750 | 17760 | 17745 | 17755 | 12 | + | 4 | 2024-01-02 | TX | 202402 | 08:46:00 | 17755 | 17765 | 17750 | 17760 | 8 | + === "Schema" + ``` + { + date: str, # 日期 + futures_id: str, # 期貨代碼 + contract_date: str, # 到期月份 + minute: str, # 分鐘時間 + open: float32, # 開盤價 + high: float32, # 最高價 + low: float32, # 最低價 + close: float32, # 收盤價 + volume: int64, # 成交量 + } + ``` + #### 一次拿特定日期，所有資料(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) !!! example