Clarify reset rules and scope for intraday ticks/kbars query limits

[kai851119]

Hello Shioaji maintainers,

I am implementing a client-side rate limiter for Shioaji usage limits and would like to clarify the exact reset rules and scope for the intraday historical-data limits documented on the usage-limit page.

The limits I am asking about are:

• intraday ticks query limit: 10 times
• intraday kbars query limit: 270 times

Questions:

1. Does "intraday" include both the day session and night session?
2. Are the ticks/kbars counts combined across day and night sessions, or counted separately per session?
3. What is the reset anchor for these counters? For example: Asia/Taipei 08:00, calendar day 00:00, trading-day boundary, day/night session boundary, or another broker-side definition?
4. What is the scope of these limits? For example: API key, person identity, account, connection, or process/client instance?
5. Are these counters shared across multiple processes or machines using the same credentials/identity?

Context: I am not asking about order placement. This is only for implementing a conservative local guard so the client stays within official Shioaji limits.

Thank you!