Get Real-time Quotes Of Option Securities

This API is used to obtain the real-time quotes of US stock options, including the option-specific data.

info

Business Command: 12

Request

Parameters

Name	Type	Required	Description
symbol	string[]	Yes	Security code list. obtain the symbol of the options through the optionchain API, for example: [BABA230120C160000.US] Check rules: The maximum number of symbols in each request is 500

Protobuf

message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

# Get Real-time Quotes Of Option Securities
# https://open.longportapp.com/docs/quote/pull/option-quote
# 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.
from longport.openapi import QuoteContext, Config

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

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

Response

Response Properties

Name	Type	Description
secu_quote	object[]	Options quote
∟ symbol	string	Security code
∟ last_done	string	Latest price
∟ prev_close	string	Yesterday's close
∟ open	string	Open
∟ high	string	High
∟ low	string	Low
∟ timestamp	int64	Time of latest price
∟ volume	int64	Volume
∟ turnover	string	Turnover
∟ trade_status	int32	Security trading status, see TradeStatus
∟ option_extend	object	Option extend quote
∟∟ implied_volatility	string	Implied volatility
∟∟ open_interest	int64	Number of open positions
∟∟ expiry_date	string	Exprity date, in YYMMDD format
∟∟ strike_price	string	Strike price
∟∟ contract_multiplier	string	Contract multiplier
∟∟ contract_type	string	Option type Optional value: A - American U - Europe
∟∟ contract_size	string	Contract size
∟∟ direction	string	Direction Optional value: P - put C - call
∟∟ historical_volatility	string	Underlying security historical volatility of the optionn
∟∟ underlying_symbol	string	Underlying security symbol of the option

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"
      }
    }
  ]
}

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