Get Calculate Indexes Of Securities

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

SDK Links

Python	longport.openapi.QuoteContext.calc_indexes
Rust	longport::quote::QuoteContext#calc_indexes
Go	QuoteContext.CalcIndex
Node.js	QuoteContext#calcIndexes

info

Business Command：26

Request

Parameters

Name	Type	Required	Description
symbols	string[]	Yes	Security code list, in `ticker.region` format, for example: `[700.HK]` Check rules: The maximum number of symbols in each request is `500`
calc_index	init32[]	Yes	Calc 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

Name	Type	Description
security_calc_index	object[]	Security Index Data
∟ symbol	string	Security code
∟ last_done	string	Latest price
∟ change_val	string	Change value
∟ change_rate	string	Change ratio (This field is a ratio field, not include symbol `%`)
∟ volume	int64	Volume
∟ turnover	string	Turnover
∟ ytd_change_rate	string	Year-to-date change ratio (This field is a ratio field, not include symbol `%`)
∟ turnover_rate	string	Turnover rate (This field is a ratio field, not include symbol `%`)
∟ total_market_value	string	Total market value
∟ capital_flow	string	Capital flow
∟ amplitude	string	Amplitude (This field is a ratio field, not include symbol `%`)
∟ volume_ratio	string	Volume ratio
∟ pe_ttm_ratio	string	PE (TTM)
∟ pb_ratio	string	PB
∟ dividend_ratio_ttm	string	Dividend ratio (TTM)
∟ five_day_change_rate	string	Five days change ratio (This field is a ratio field, not include symbol `%`)
∟ ten_day_change_rate	string	Ten days change ratio (This field is a ratio field, not include symbol `%`)
∟ half_year_change_rate	string	Half year change ratio (This field is a ratio field, not include symbol `%`)
∟ five_minutes_change_rate	string	Five minutes change ratio (This field is a ratio field, not include symbol `%`)
∟ expiry_date	string	Expirt date
∟ strike_price	string	Strike price
∟ upper_strike_price	string	Upper bound price
∟ lower_strike_price	string	Lower bound price
∟ outstanding_qty	int64	Outstanding quantity
∟ outstanding_ratio	string	Outstanding ratio (This field is a ratio field, not include symbol `%`)
∟ premium	string	Premium (This field is a ratio field, not include symbol `%`)
∟ itm_otm	string	In/out of the bound (This field is a ratio field, not include symbol `%`)
∟ implied_volatility	string	Implied volatility (This field is a ratio field, not include symbol `%`)
∟ warrant_delta	string	Warrant delta
∟ call_price	string	Call price
∟ to_call_price	string	Price interval from the call price (This field is a ratio field, not include symbol `%`)
∟ effective_leverage	string	Effective leverage
∟ leverage_ratio	string	Leverage ratio
∟ conversion_ratio	string	Conversion ratio
∟ balance_point	string	Breakeven point
∟ open_interest	int64	Open interest
∟ delta	string	Delta
∟ gamma	string	Gamma
∟ theta	string	Theta
∟ vega	string	Vega
∟ rho	string	Rho

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 Code	Business Error Code	Description	Troubleshooting Suggestions
3	301600	Invalid request	Invalid request parameters or unpacking request failed
3	301606	Request rate limit	Reduce the frequency of requests
7	301602	Server error	Please try again or contact a technician to resolve the issue
7	301607	Too many request symbols	Reduce the number of symbols in a request

SDK Links

Request​

Parameters​

Protobuf​

Request Example​

Response​

Response Properties​

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Response JSON Example​

Error Code​

Request

Parameters

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Request Example

Response

Response Properties

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Response JSON Example

Error Code