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获取轮证实时行情

该接口用于获取港股轮证标的的实时行情,包括轮证的特有数据。

ℹ️Info

Request

Parameters

NameTypeRequiredDescription
symbolstring[]标的代码列表,使用 ticker.region 格式,例如:[13447.HK]

校验规则:
每次请求支持传入的标的数量上限是 500

Protobuf

protobuf
message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

python
# 获取轮证实时行情
#
# 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。
from longport.openapi import QuoteContext, Config

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

resp = ctx.warrant_quote(["21125.HK"])
print(resp)

Response

Response Properties

NameTypeDescription
secu_quoteobject[]期权标的行情数据列表
∟ symbolstring标的代码
∟ last_donestring最新价
∟ prev_closestring昨收价
∟ openstring开盘价
∟ highstring最高价
∟ lowstring最低价
∟ timestampint64最新成交的时间戳
∟ volumeint64成交量
∟ turnoverstring成交额
∟ trade_statusint32标的交易状态,详见TradeStatus
∟ warrant_extendobject轮证扩展行情
∟∟ implied_volatilitystring引申波幅
∟∟ expiry_datestring到期日,使用:YYMMDD 格式
∟∟ last_trade_datestring最后交易日,使用:YYMMDD 格式
∟∟ outstanding_ratiostring街货比
∟∟ outstanding_qtyint64街货量
∟∟ conversion_ratiostring换股比率
∟∟ categorystring轮证类型

可选值:
Call - 认购证
Put - 认沽证
Bull - 牛证
Bear - 熊证
Inline - 界内证
∟∟ strike_pricestring行权价
∟∟ upper_strike_pricestring上限价
∟∟ lower_strike_pricestring下限价
∟∟ call_pricestring收回价
∟∟ underlying_symbolstring对应的正股标的代码

Protobuf

protobuf
message WarrantQuoteResponse {
  repeated WarrantQuote secu_quote = 2;
}

message WarrantQuote {
  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;
  WarrantExtend warrant_extend = 11;
}

message WarrantExtend {
  string implied_volatility = 1;
  string expiry_date = 2;
  string last_trade_date = 3;
  string outstanding_ratio = 4;
  int64  outstanding_qty = 5;
  string conversion_ratio = 6;
  string category = 7;
  string strike_price = 8;
  string upper_strike_price = 9;
  string lower_strike_price = 10;
  string call_price = 11;
  string underlying_symbol = 12;
}

Response JSON Example

json
{
  "secu_quote": [
    {
      "symbol": "66642.HK",
      "last_done": "0.345",
      "prev_close": "0.365",
      "open": "0.345",
      "high": "0.345",
      "low": "0.345",
      "timestamp": 1651130421,
      "volume": 200000,
      "turnover": "69000.000",
      "warrant_extend": {
        "implied_volatility": "0.319",
        "expiry_date": "20220830",
        "last_trade_date": "20220829",
        "outstanding_ratio": "0.0001",
        "outstanding_qty": 20000,
        "conversion_ratio": "10000",
        "category": "Bear",
        "strike_price": "23200.000",
        "upper_strike_price": "0.000",
        "lower_strike_price": "0.000",
        "call_price": "23100.000",
        "underlying_symbol": "HSI.HK"
      }
    },
    {
      "symbol": "14993.HK",
      "last_done": "0.073",
      "prev_close": "0.066",
      "open": "0.069",
      "high": "0.076",
      "low": "0.069",
      "timestamp": 1651130930,
      "volume": 320825000,
      "turnover": "23401125.000",
      "warrant_extend": {
        "implied_volatility": "0.404",
        "expiry_date": "20220927",
        "last_trade_date": "20220921",
        "outstanding_ratio": "0.0247",
        "outstanding_qty": 2465000,
        "conversion_ratio": "10",
        "category": "Call",
        "strike_price": "70.050",
        "upper_strike_price": "0.000",
        "lower_strike_price": "0.000",
        "call_price": "0.000",
        "underlying_symbol": "2318.HK"
      }
    }
  ]
}

接口限制

⚠️Caution
  • 港股 BMP 行情,超过 20 支的港股标的将响应延迟行情。

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
7301607接口限制请求的标的数量超限,请减少单次请求标的数量