Quote¶
Get the latest quote of a futures contract.
Example:
Use equity.futures.quote() with default parameters: provider (VDSC), limit (100).
from vietfin import vf
# Get the latest quote data of futures contract VN30F2402
vf.equity.futures.historical(symbol="VN30F2402")
Parameters¶
param_name |
type |
description |
default_value |
is_required |
|---|---|---|---|---|
symbol |
str |
Symbol to get data for. |
TRUE |
|
cookie |
str |
HTTP cookies associated with the server. |
TRUE |
|
limit |
int |
The number of records to return. |
100 |
FALSE |
provider |
Literal |
The provider to use for the query |
tcbs |
FALSE |
Data Model¶
field_name |
type |
description |
|---|---|---|
time |
time |
Time of the latest trade execution |
symbol |
str |
Unique identifier representing the futures contract |
exchange |
str |
Unique identifier representing the trading floor or exchange |
ref_price |
float |
Reference or opening price for the trading session |
high_price |
float |
Highest price reached during the current trading session |
low_price |
float |
Lowest price reached during the current trading session |
matched_vol |
int |
Volume of contracts traded in the last match |
matched_price |
float |
Price at which the last trade occurred |
matched_change |
float |
Change in price from the last matched trade |
avg_price |
float |
Average price of the contracts traded |
matched_total_vol |
int |
Total volume of contracts traded |
bid_price_1 |
float |
Best bid price |
bid_vol_1 |
int |
Best bid volume |
bid_price_2 |
float |
|
bid_vol_2 |
int |
|
bid_price_3 |
float |
|
bid_vol_3 |
int |
|
offer_price_1 |
float |
Best offer (ask) price |
offer_vol_1 |
int |
Best offer (ask) volume |
offer_price_2 |
float |
|
offer_vol_2 |
int |
|
offer_price_3 |
float |
|
offer_vol_3 |
int |
|
ceil_price |
float |
Closing price of the previous trading day |
floor_price |
float |
The lowest price level at which a futures contract or security is allowed to trade |
am_pm |
str |
Indicates whether it is the morning (AM) or afternoon (PM) trading session |