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Get Calculate Indexes Of Securities

This API is used to obtain the calculate indexes of securities.

info

Business Command：26

Request​

Parameters​

NameTypeRequiredDescription
symbolsstring[]YesSecurity code list, in ticker.region format, for example: [700.HK]

Check rules:
The maximum number of symbols in each request is 500
calc_indexinit32[]YesCalc indexes, for example: [1,2,3], see CalcIndex

Protobuf​

message SecurityCalcQuoteRequest {
  repeated string symbols = 1;
  repeated CalcIndex calc_index = 2;
}

Request Example​

# Get Security Calc Index
# https://open.longportapp.com/docs/quote/pull/calc-index
# Before running, please visit the "Developers to ensure that the account has the correct quotes authority.
# If you do not have the quotes authority, you can enter "Me - My Quotes - Store" to purchase the authority through the "LongPort" mobile app.

Response​

Response Properties​

NameTypeDescription
security_calc_indexobject[]Security Index Data
∟ symbolstringSecurity code
∟ last_donestringLatest price
∟ change_valstringChange value
∟ change_ratestringChange ratio (This field is a ratio field, not include symbol %)
∟ volumeint64Volume
∟ turnoverstringTurnover
∟ ytd_change_ratestringYear-to-date change ratio (This field is a ratio field, not include symbol %)
∟ turnover_ratestringTurnover rate (This field is a ratio field, not include symbol %)
∟ total_market_valuestringTotal market value
∟ capital_flowstringCapital flow
∟ amplitudestringAmplitude (This field is a ratio field, not include symbol %)
∟ volume_ratiostringVolume ratio
∟ pe_ttm_ratiostringPE (TTM)
∟ pb_ratiostringPB
∟ dividend_ratio_ttmstringDividend ratio (TTM)
∟ five_day_change_ratestringFive days change ratio (This field is a ratio field, not include symbol %)
∟ ten_day_change_ratestringTen days change ratio (This field is a ratio field, not include symbol %)
∟ half_year_change_ratestringHalf year change ratio (This field is a ratio field, not include symbol %)
∟ five_minutes_change_ratestringFive minutes change ratio (This field is a ratio field, not include symbol %)
∟ expiry_datestringExpirt date
∟ strike_pricestringStrike price
∟ upper_strike_pricestringUpper bound price
∟ lower_strike_pricestringLower bound price
∟ outstanding_qtyint64Outstanding quantity
∟ outstanding_ratiostringOutstanding ratio (This field is a ratio field, not include symbol %)
∟ premiumstringPremium (This field is a ratio field, not include symbol %)
∟ itm_otmstringIn/out of the bound (This field is a ratio field, not include symbol %)
∟ implied_volatilitystringImplied volatility (This field is a ratio field, not include symbol %)
∟ warrant_deltastringWarrant delta
∟ call_pricestringCall price
∟ to_call_pricestringPrice interval from the call price (This field is a ratio field, not include symbol %)
∟ effective_leveragestringEffective leverage
∟ leverage_ratiostringLeverage ratio
∟ conversion_ratiostringConversion ratio
∟ balance_pointstringBreakeven point
∟ open_interestint64Open interest
∟ deltastringDelta
∟ gammastringGamma
∟ thetastringTheta
∟ vegastringVega
∟ rhostringRho

Protobuf​

message SecurityCalcIndex {
  string symbol = 1;
  string last_done = 2;
  string change_val = 3;
  string change_rate = 4;
  int64 volume = 5;
  string turnover = 6;
  string ytd_change_rate = 7;
  string turnover_rate = 8;
  string total_market_value = 9;
  string capital_flow = 10;
  string amplitude = 11;
  string volume_ratio = 12;
  string pe_ttm_ratio = 13;
  string pb_ratio = 14;
  string dividend_ratio_ttm = 15;
  string five_day_change_rate = 16;
  string ten_day_change_rate = 17;
  string half_year_change_rate = 18;
  string five_minutes_change_rate = 19;
  string expiry_date = 20;
  string strike_price = 21;
  string upper_strike_price = 22;
  string lower_strike_price = 23;
  int64  outstanding_qty = 24;
  string outstanding_ratio = 25;
  string premium = 26;
  string itm_otm = 27;
  string implied_volatility = 28;
  string warrant_delta = 29;
  string call_price = 30;
  string to_call_price = 31;
  string effective_leverage = 32;
  string leverage_ratio = 33;
  string conversion_ratio = 34;
  string balance_point = 35;
  int64 open_interest = 36;
  string delta = 37;
  string gamma = 38;
  string theta = 39;
  string vega = 40;
  string rho = 41;
}

message SecurityCalcQuoteResponse {
  repeated SecurityCalcIndex security_calc_index = 1;
}

Response JSON Example​

{
  "securityCalcIndex": [
    {
      "symbol": "AAPL.US",
      "lastDone": "131.880",
      "changeVal": "-5.2500",
      "changeRate": "-3.83",
      "volume": "122207099",
      "turnover": "16269088361.000",
      "ytdChangeRate": "-25.63",
      "turnoverRate": "0.76",
      "totalMarketValue": "2134501670280.00",
      "capitalFlow": "14664053535.556",
      "amplitude": "2.74",
      "volumeRatio": "3.22",
      "peTtmRatio": "21.26",
      "pbRatio": "31.71",
      "dividendRatioTtm": "0.64",
      "fiveDayChangeRate": "-9.76",
      "tenDayChangeRate": "-11.87",
      "halfYearChangeRate": "-7.01",
      "fiveMinutesChangeRate": "0.00"
    },
    {
      "symbol": "69672.HK",
      "lastDone": "0.010",
      "changeRate": "0.00",
      "expiryDate": "20221024",
      "strikePrice": "379.880",
      "outstandingQty": "6090000",
      "outstandingRatio": "7.61",
      "premium": "0.67",
      "itmOtm": "0.65",
      "callPrice": "375.880",
      "toCallPrice": "-100.00",
      "leverageRatio": "75.48",
      "balancePoint": "374.880"
    },
    {
      "symbol": "AAPL220617C137000.US",
      "lastDone": "1.17",
      "changeVal": "-2.04",
      "changeRate": "-63.55",
      "volume": "23499",
      "turnover": "3903660.00",
      "expiryDate": "20220617",
      "strikePrice": "137.00",
      "premium": "11709.40",
      "impliedVolatility": "43.54",
      "openInterest": "5210",
      "delta": "0.263",
      "gamma": "0.043",
      "theta": "-1.266",
      "vega": "5.660",
      "rho": "0.580"
    },
    {
      "symbol": "HSI.HK",
      "lastDone": "21119.650",
      "changeVal": "52.070",
      "changeRate": "0.25",
      "volume": "96449546281",
      "turnover": "96449546281.000",
      "ytdChangeRate": "-9.74",
      "amplitude": "1.86",
      "volumeRatio": "0.59",
      "fiveDayChangeRate": "-1.91",
      "tenDayChangeRate": "-0.02",
      "halfYearChangeRate": "-11.83",
      "fiveMinutesChangeRate": "0.00"
    }
  ]
}

Error Code​

Protocol Error CodeBusiness Error CodeDescriptionTroubleshooting Suggestions
3301600Invalid requestInvalid request parameters or unpacking request failed
3301606Request rate limitReduce the frequency of requests
7301602Server errorPlease try again or contact a technician to resolve the issue
7301607Too many request symbolsReduce the number of symbols in a request