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获取期权实时行情

该接口用于获取美股期权标的的实时行情,包括期权的特有数据。

SDK Links

Python
longport.openapi.QuoteContext.option_quote
Rust
longport::quote::QuoteContext#option_quote
Go
QuoteContext.OptionQuote
Node.js
QuoteContext#optionQuote
信息

Request

Parameters

NameTypeRequiredDescription
symbolstring[]标的代码列表,通过期权链接口 获取期权标的的 symbol,例如:[BABA230120C160000.US]

校验规则:
每次请求支持传入的标的数量上限是 500

Protobuf

message MultiSecurityRequest {
repeated string symbol = 1;
}

Request Example

# 获取期权实时行情
#
# 运行前请访问“开发者中心”确保账户有正确的行情权限。
# 如没有开通行情权限,可以通过“LongPort”手机客户端,并进入“我的 - 我的行情 - 行情商城”购买开通行情权限。
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_quote(["AAPL230317P160000.US"])
print(resp)

Response

Response Properties

NameTypeDescription
secu_quoteobject[]期权标的行情数据列表
∟ symbolstring标的代码
∟ last_donestring最新价
∟ prev_closestring昨收价
∟ openstring开盘价
∟ highstring最高价
∟ lowstring最低价
∟ timestampint64最新成交的时间戳
∟ volumeint64成交量
∟ turnoverstring成交额
∟ trade_statusint32标的交易状态,详见 TradeStatus
∟ option_extendobject期权扩展行情
∟∟ implied_volatilitystring隐含波动率
∟∟ open_interestint64未平仓数
∟∟ expiry_datestring到期日,使用:YYMMDD 格式
∟∟ strike_pricestring行权价
∟∟ contract_multiplierstring合约乘数
∟∟ contract_typestring期权类型

可选值:
A - 美式
U - 欧式
∟∟ contract_sizestring合约规模
∟∟ directionstring方向

可选值:
P - put
C - call
∟∟ historical_volatilitystring对应正股的历史波动率
∟∟ underlying_symbolstring对应的正股标的代码

Protobuf

message OptionQuoteResponse {
repeated OptionQuote secu_quote = 1;
}

message OptionQuote {
string symbol = 1;
string last_done = 2;
string prev_close = 3;
string open = 4;
string high = 5;
string low = 6;
int64 timestamp = 7;
int64 volume = 8;
string turnover = 9;
TradeStatus trade_status = 10;
OptionExtend option_extend = 11;
}

message OptionExtend {
string implied_volatility = 1;
int64 open_interest = 2;
string expiry_date = 3;
string strike_price = 4;
string contract_multiplier = 5;
string contract_type = 6;
string contract_size = 7;
string direction = 8;
string historical_volatility = 9;
string underlying_symbol = 10;
}

Response JSON Example

{
"secu_quote": [
{
"symbol": "AAPL220429P162500.US",
"last_done": "7.78",
"prev_close": "4.13",
"open": "4.43",
"high": "7.80",
"low": "4.43",
"timestamp": 1651003200,
"volume": 3082,
"turnover": "1813434.00",
"option_extend": {
"implied_volatility": "0.592",
"open_interest": 11463,
"expiry_date": "20220429",
"strike_price": "162.50",
"contract_multiplier": "100",
"contract_type": "A",
"contract_size": "100",
"direction": "P",
"historical_volatility": "0.2750",
"underlying_symbol": "AAPL.US"
}
},
{
"symbol": "AAPL220429C150000.US",
"last_done": "9.25",
"prev_close": "13.87",
"open": "13.80",
"high": "13.80",
"low": "9.15",
"timestamp": 1651003200,
"volume": 413,
"turnover": "436835.00",
"option_extend": {
"implied_volatility": "0.702",
"open_interest": 800,
"expiry_date": "20220429",
"strike_price": "150.00",
"contract_multiplier": "100",
"contract_type": "A",
"contract_size": "100",
"direction": "C",
"historical_volatility": "0.2750",
"underlying_symbol": "AAPL.US"
}
}
]
}

错误码

协议错误码业务错误码描述排查建议
3301600无效的请求请求参数有误或解包失败
3301606限流降低请求频次
7301602服务端内部错误请重试或联系技术人员处理
7301607接口限制请求的标的数量超限,请减少单次请求标的数量