Get Filtered Warrant

This API is used to obtain the quotes of HK warrants, and supports sorting and filtering.

SDK Links

Python	longport.openapi.QuoteContext.warrant_list
Rust	longport::quote::QuoteContext#warrant_list
Go	QuoteContext.WarrantList
Node.js	QuoteContext#warrantList

info

Business Command: 23

Request

Parameters

Name	Type	Required	Description
symbol	string	Yes	Security code, in ticker.region format, for example:700.HK
filter_config	object	Yes	Filter conditions
∟ sort_by	int32	Yes	Which data to sort by, for example: 0, see the OrderSequence field of the response data for the sequence number.
∟ sort_order	int32	Yes	Order, for example: 1 Optional value: 0 - Ascending 1 - Descending
∟ sort_offset	int32	Yes	The first data offset of paging, for example: 0
∟ sort_count	int32	Yes	Number of paginated pages per page, for example: 20, no pagination when filling in 0
∟ type	int32[]	No	Filter warrant type, for example: [0,1] Optional value: 0 - Call 1 - Put 2 - Bull 3 - Bear 4 - Inline
∟ issuer	int32[]	No	Filter issuer example: [12,14], obtain Issuer ID through API
∟ expiry_date	int32[]	No	Filter expiry date, example: [1] Optional value: 1 - Less than 3 months 2 - 3 - 6 months 3 - 6 - 12 months 4 - greater than 12 months
∟ price_type	int32[]	No	Filter in/out of bounds, for example: [2] Optional value: 1 - In bounds 2 - Out bounds
∟ status	int32[]	No	Filter status, for example: [2] Optional value: 2- Suspend trading 3 - Papare List 4 - Normal
language	int32	Yes	Language, for example: [1] Optional value: 0 - zh-CN 1 - en 2 - zh-HK

Protobuf

message WarrantFilterListRequest {
  string symbol = 1;
  FilterConfig filter_config = 2;
  int32 language = 3;
}

message FilterConfig {
  int32 sort_by = 1;
  int32 sort_order = 2;
  int32 sort_offset = 3;
  int32 sort_count = 4;
  repeated int32 type = 5;
  repeated int32 issuer = 6;
  repeated int32 expiry_date = 7;
  repeated int32 price_type = 8;
  repeated int32 status = 9;
}

Request Example

from longport.openapi import QuoteContext, Config, WarrantSortBy, SortOrderType

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

resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)

Response

Response Properties

Name	Type	Description	OrderSequence	Support_Call/Put	Support_Bull/Bear	Support_Inline
warrant_list	object[]	Filted warrant data list
∟ symbol	string	Security code		true	true	true
∟ name	string	Security name		true	true	true
∟ last_done	string	Latest price	0	true	true	true
∟ change_rate	string	Quote change rate	1	true	true	true
∟ change_val	string	Quote change	2	true	true	true
∟ volume	int64	Volume	3	true	true	true
∟ turnover	string	Turnover	4	true	true	true
∟ expiry_date	string	Expiry date, in YYMMDD format	5	true	true	true
∟ strike_price	string	Strike price	6	true	true	false
∟ upper_strike_price	string	Upper bound price	7	false	false	true
∟ lower_strike_price	string	Lower bound price	8	false	false	true
∟ outstanding_qty	string	Outstanding quantity	9	true	true	true
∟ outstanding_ratio	string	Outstanding ratio	10	true	true	true
∟ premium	string	Premium	11	true	true	true
∟ itm_otm	string	In/out of the bound	12	true	true	false
∟ implied_volatility	string	Implied volatility	13	true	false	false
∟ delta	string	Greek value Delta	14	true	false	false
∟ call_price	string	Call price	15	false	true	false
∟ to_call_price	string	Price interval from the call price	16	false	true	false
∟ effective_leverage	string	Effective leverage	17	true	false	false
∟ leverage_ratio	string	Leverage ratio	18	true	true	true
∟ conversion_ratio	string	Conversion ratio	19	true	true	false
∟ balance_point	string	Breakeven point	20	true	true	false
∟ status	int32	Status, Optional value: 2- Suspend trading 3 - Papare List 4 - Normal	21	true	true	true
total_count	int32	Total number of eligible

Protobuf

message WarrantFilterListResponse {
  repeated FilterWarrant warrant_list = 1;
  int32 total_count = 2;
}

message FilterWarrant {
  string symbol = 1;
  string name = 2;
  string last_done = 3;
  string change_rate = 4;
  string change_val = 5;
  int64 volume = 6;
  string turnover = 7;
  string expiry_date = 8;
  string strike_price = 9;
  string upper_strike_price = 10;
  string lower_strike_price = 11;
  string outstanding_qty = 12;
  string outstanding_ratio = 13;
  string premium = 14;
  string itm_otm = 15;
  string implied_volatility = 16;
  string delta = 17;
  string call_price = 18;
  string to_call_price = 19;
  string effective_leverage = 20;
  string leverage_ratio = 21;
  string conversion_ratio = 22;
  string balance_point = 23;
  int32 status = 24;
}

Response JSON Example

{
  "warrant_list": [
    {
      "symbol": "13157.HK",
      "name": "MBTENCT@EP2207A",
      "last_done": "2.26",
      "change_rate": "-0.0216450216450218",
      "change_val": "-0.050000000000000266",
      "turnover": "0",
      "expiry_date": "20220705",
      "strike_price": "442.233",
      "upper_strike_price": "0",
      "lower_strike_price": "0",
      "outstanding_qty": "5000",
      "outstanding_ratio": "0.0003",
      "premium": "0.016784269662921222",
      "itm_otm": "0.23524476916014864",
      "implied_volatility": "0.5275",
      "delta": "-0.8524",
      "call_price": "0",
      "effective_leverage": "-2.627683451852457",
      "leverage_ratio": "3.0826882353970637",
      "conversion_ratio": "48.544",
      "balance_point": "332.52356000000003",
      "status": 4
    },
    {
      "symbol": "13649.HK",
      "name": "MBTENCT@EP2205A",
      "last_done": "1.14",
      "change_rate": "0",
      "change_val": "0",
      "turnover": "0",
      "expiry_date": "20220518",
      "strike_price": "445.223",
      "upper_strike_price": "0",
      "lower_strike_price": "0",
      "outstanding_qty": "80000",
      "outstanding_ratio": "0.0004",
      "premium": "0.010810703725606",
      "itm_otm": "0.24038066317328624",
      "implied_volatility": "0.5997",
      "delta": "-0.7964",
      "call_price": "0",
      "effective_leverage": "-2.4335424241487873",
      "leverage_ratio": "3.055678583813144",
      "conversion_ratio": "97.087",
      "balance_point": "334.54382000000004",
      "status": 4
    }
  ],
  "total_count": 1197
}

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	301600	Symbol not found	Check that the requested symbol is correct
7	301603	No quotes	Security no quote
7	301604	No access	No access to security quote
7	301607	Too many symbols in one page	Reduce the number of symbols in a page of request