获取轮证实时行情
该接口用于获取港股轮证标的的实时行情,包括轮证的特有数据。
SDK Links
Python |
Rust |
Go |
Node.js |
信息
业务指令:13
Request
Parameters
Name | Type | Required | Description |
---|---|---|---|
symbol | string[] | 是 | 标的代码列表,使用 ticker.region 格式,例如:[13447.HK] 校验规则: 每次请求支持传入的标的数量上限是 500 个 |
Protobuf
message MultiSecurityRequest {
repeated string symbol = 1;
}
Request Example
# 获取轮证实时行情
#
# 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.warrant_quote(["21125.HK"])
print(resp)
Response
Response Properties
Name | Type | Description |
---|---|---|
secu_quote | object[] | 期权标的行情数据列表 |
∟ symbol | string | 标的代码 |
∟ last_done | string | 最新价 |
∟ prev_close | string | 昨收价 |
∟ open | string | 开盘价 |
∟ high | string | 最高价 |
∟ low | string | 最低价 |
∟ timestamp | int64 | 最新成交的时间戳 |
∟ volume | int64 | 成交量 |
∟ turnover | string | 成交额 |
∟ trade_status | int32 | 标的交易状态,详见TradeStatus |
∟ warrant_extend | object | 轮证扩展行情 |
∟∟ implied_volatility | string | 引申波幅 |
∟∟ expiry_date | string | 到期日,使用:YYMMDD 格式 |
∟∟ last_trade_date | string | 最后交易日,使用:YYMMDD 格式 |
∟∟ outstanding_ratio | string | 街货比 |
∟∟ outstanding_qty | int64 | 街货量 |
∟∟ conversion_ratio | string | 换股比率 |
∟∟ category | string | 轮证类型 可选值: Call - 认购证 Put - 认沽证 Bull - 牛证 Bear - 熊证 Inline - 界内证 |
∟∟ strike_price | string | 行权价 |
∟∟ upper_strike_price | string | 上限价 |
∟∟ lower_strike_price | string | 下限价 |
∟∟ call_price | string | 收回价 |
∟∟ underlying_symbol | string | 对应的正股标的代码 |
Protobuf
message WarrantQuoteResponse {
repeated WarrantQuote secu_quote = 2;
}
message WarrantQuote {
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;
WarrantExtend warrant_extend = 11;
}
message WarrantExtend {
string implied_volatility = 1;
string expiry_date = 2;
string last_trade_date = 3;
string outstanding_ratio = 4;
int64 outstanding_qty = 5;
string conversion_ratio = 6;
string category = 7;
string strike_price = 8;
string upper_strike_price = 9;
string lower_strike_price = 10;
string call_price = 11;
string underlying_symbol = 12;
}
Response JSON Example
{
"secu_quote": [
{
"symbol": "66642.HK",
"last_done": "0.345",
"prev_close": "0.365",
"open": "0.345",
"high": "0.345",
"low": "0.345",
"timestamp": 1651130421,
"volume": 200000,
"turnover": "69000.000",
"warrant_extend": {
"implied_volatility": "0.319",
"expiry_date": "20220830",
"last_trade_date": "20220829",
"outstanding_ratio": "0.0001",
"outstanding_qty": 20000,
"conversion_ratio": "10000",
"category": "Bear",
"strike_price": "23200.000",
"upper_strike_price": "0.000",
"lower_strike_price": "0.000",
"call_price": "23100.000",
"underlying_symbol": "HSI.HK"
}
},
{
"symbol": "14993.HK",
"last_done": "0.073",
"prev_close": "0.066",
"open": "0.069",
"high": "0.076",
"low": "0.069",
"timestamp": 1651130930,
"volume": 320825000,
"turnover": "23401125.000",
"warrant_extend": {
"implied_volatility": "0.404",
"expiry_date": "20220927",
"last_trade_date": "20220921",
"outstanding_ratio": "0.0247",
"outstanding_qty": 2465000,
"conversion_ratio": "10",
"category": "Call",
"strike_price": "70.050",
"upper_strike_price": "0.000",
"lower_strike_price": "0.000",
"call_price": "0.000",
"underlying_symbol": "2318.HK"
}
}
]
}
接口限制
警告
- 港股 BMP 行情,超过 20 支的港股标的将响应延迟行情。
错误码
协议错误码 | 业务错误码 | 描述 | 排查建议 |
---|---|---|---|
3 | 301600 | 无效的请求 | 请求参数有误或解包失败 |
3 | 301606 | 限流 | 降低请求频次 |
7 | 301602 | 服务端内部错误 | 请重试或联系技术人员处理 |
7 | 301607 | 接口限制 | 请求的标的数量超限,请减少单次请求标的数量 |