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获取标的计算指标

该接口用于获取标的计算指标数据,根据请求指定的计算指标返回数据。

ℹ️Info

Request

Parameters

NameTypeRequiredDescription
symbolsstring[]标的代码列表,使用 ticker.region 格式,例如:[700.HK]

校验规则:
每次请求支持传入的标的数量上限是 500
calc_indexinit32[]计算指标,例如:[1,2,3],详见 CalcIndex

Protobuf

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

Request Example

python
# Get Security Calc Index
# https://open.longportapp.com/docs/quote/pull/calc-index
# 运行前请访问“开发者中心”确保账户有正确的行情权限。
# 如没有开通行情权限,可以通过“LongPort”手机客户端,并进入“我的 - 我的行情 - 行情商城”购买开通行情权限。

Response

Response Properties

NameTypeDescription
security_calc_indexobject[]标的指标数据
∟ symbolstring标的代码
∟ last_donestring最新价
∟ change_valstring涨跌额
∟ change_ratestring涨跌幅 (返回百分比数据,不包含%符号)
∟ volumeint64成交量
∟ turnoverstring成交额
∟ ytd_change_ratestring年初至今涨幅 (返回百分比数据,不包含%符号)
∟ turnover_ratestring换手率 (返回百分比数据,不包含%符号)
∟ total_market_valuestring总市值
∟ capital_flowstring流入资金
∟ amplitudestring振幅 (返回百分比数据,不包含%符号)
∟ volume_ratiostring量比
∟ pe_ttm_ratiostring市盈率 (TTM)
∟ pb_ratiostring市净率
∟ dividend_ratio_ttmstring股息率 (TTM)
∟ five_day_change_ratestring五日涨幅 (返回百分比数据,不包含%符号)
∟ ten_day_change_ratestring十日涨幅 (返回百分比数据,不包含%符号)
∟ half_year_change_ratestring半年涨幅 (返回百分比数据,不包含%符号)
∟ five_minutes_change_ratestring五分钟涨幅 (返回百分比数据,不包含%符号)
∟ expiry_datestring到期日
∟ strike_pricestring行权价
∟ upper_strike_pricestring上限价
∟ lower_strike_pricestring下限价
∟ outstanding_qtyint64街货量
∟ outstanding_ratiostring街货比 (返回百分比数据,不包含%符号)
∟ premiumstring溢价率 (返回百分比数据,不包含%符号)
∟ itm_otmstring价内/价外 (返回百分比数据,不包含%符号)
∟ implied_volatilitystring隐含波动率 (返回百分比数据,不包含%符号)
∟ warrant_deltastring对冲值
∟ call_pricestring收回价
∟ to_call_pricestring距收回价 (返回百分比数据,不包含%符号)
∟ effective_leveragestring有效杠杆
∟ leverage_ratiostring杠杆比率
∟ conversion_ratiostring换股比率
∟ balance_pointstring打和点
∟ open_interestint64未平仓数
∟ deltastringDelta
∟ gammastringGamma
∟ thetastringTheta
∟ vegastringVega
∟ rhostringRho

Protobuf

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

json
{
  "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"
    }
  ]
}

错误码

协议错误码业务错误码描述排查建议
3301600无效的请求请求参数有误或解包失败
3301606限流降低请求频次
7301602服务端内部错误请重试或联系技术人员处理
7301600请求标的不存在检查请求的 symbol 是否正确
7301603标的无行情标的没有请求的行情数据
7301604无权限没有获取标的行情的权限