期权实时报价

该接口用于获取美股期权标的的实时行情，包括期权的特有数据。

SDK Links

Python	longport.openapi.QuoteContext.option_quote
Rust	longport::quote::QuoteContext#option_quote
Go	QuoteContext.OptionQuote
Node.js	QuoteContext#optionQuote

ℹ️Info

业务指令：12

Request

Parameters

Name	Type	Required	Description
symbol	string[]	是	标的代码列表，通过期权链接口 获取期权标的的 symbol，例如：[BABA230120C160000.US] 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

from longport.openapi import QuoteContext, Config, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)

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

import asyncio
from longport.openapi import AsyncQuoteContext, Config, OAuthBuilder

async def main() -> None:
    oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url))
    config = Config.from_oauth(oauth)
    ctx = AsyncQuoteContext.create(config)

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

if __name__ == "__main__":
    asyncio.run(main())

const { Config, QuoteContext, OAuth } = require('longport')

async function main() {
  const oauth = await OAuth.build("your-client-id", (_, url) => {
    console.log("Open this URL to authorize: " + url)
  })
  const config = Config.fromOAuth(oauth)
  const ctx = QuoteContext.new(config)
  const resp = await ctx.optionQuote(["AAPL230317P160000.US"])
  for (const obj of resp) {
    console.log(obj.toString())
  }
}
main().catch(console.error)

import com.longport.*;
import com.longport.quote.*;

class Main {
    public static void main(String[] args) throws Exception {
        try (OAuth oauth = new OAuthBuilder("your-client-id")
                .build(url -> System.out.println("Open to authorize: " + url))
                .get();
             Config config = Config.fromOAuth(oauth);
             QuoteContext ctx = QuoteContext.create(config)) {
            OptionQuote[] resp = ctx.getOptionQuote(new String[] { "AAPL230317P160000.US" }).get();
            for (OptionQuote obj : resp) {
                System.out.println(obj);
            }
        }
    }
}

use std::sync::Arc;
use longport::{oauth::OAuthBuilder, quote::QuoteContext, Config};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let oauth = OAuthBuilder::new("your-client-id")
        .build(|url| println!("Open this URL to authorize: {url}"))
        .await?;
    let config = Arc::new(Config::from_oauth(oauth));
    let (ctx, _) = QuoteContext::new(config);
    let resp = ctx.option_quote(["AAPL230317P160000.US"]).await?;
    println!("{:?}", resp);
    Ok(())
}

#include <iostream>
#include <longport.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longport;
using namespace longport::quote;

static void
run(const OAuth& oauth)
{
    Config config = Config::from_oauth(oauth);
    QuoteContext ctx = QuoteContext::create(config);

    std::vector<std::string> symbols = {"AAPL230317C160000.US"};
    ctx.option_quote(symbols, [](auto res) {
        if (!res) {
            std::cout << "failed: " << *res.status().message() << std::endl;
            return;
        }
        for (const auto& q : *res) {
            std::cout << q.symbol << " " << (double)q.last_done << std::endl;
        }
    });
}

int main(int argc, char const* argv[]) {
#ifdef WIN32
    SetConsoleOutputCP(CP_UTF8);
#endif

    const std::string client_id = "your-client-id";
    OAuthBuilder(client_id).build(
    [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
    },
    [](auto res) {
        if (!res) {
            std::cout << "authorization failed: " << *res.status().message() << std::endl;
            return;
        }
        run(*res);
    });

    std::cin.get();
    return 0;
}

package main

import (
	"context"
	"fmt"
	"log"

	"github.com/longportapp/openapi-go/config"
	"github.com/longportapp/openapi-go/oauth"
	"github.com/longportapp/openapi-go/quote"
)

func main() {
	o := oauth.New("your-client-id").
		OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) })
	if err := o.Build(context.Background()); err != nil {
		log.Fatal(err)
	}
	conf, err := config.New(config.WithOAuthClient(o))
	if err != nil {
		log.Fatal(err)
	}
	qctx, err := quote.NewFromCfg(conf)
	if err != nil {
		log.Fatal(err)
	}
	defer qctx.Close()
	quotes, err := qctx.OptionQuote(context.Background(), []string{"AAPL230317C160000.US"})
	if err != nil {
		log.Fatal(err)
	}
	for _, q := range quotes {
		fmt.Println(q.Symbol, q.LastDone)
	}
}

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
∟ option_extend	object	期权扩展行情
∟∟ implied_volatility	string	隐含波动率
∟∟ open_interest	int64	未平仓数
∟∟ expiry_date	string	到期日，使用：YYMMDD 格式
∟∟ strike_price	string	行权价
∟∟ contract_multiplier	string	合约乘数
∟∟ contract_type	string	期权类型 可选值： A - 美式 U - 欧式
∟∟ contract_size	string	合约规模
∟∟ direction	string	方向 可选值： P - put C - call
∟∟ historical_volatility	string	对应正股的历史波动率
∟∟ underlying_symbol	string	对应的正股标的代码

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"
      }
    }
  ]
}

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