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獲取標的計算指標

該接口用於獲取標的計算指標數據,根據請求指定的計算指標返回數據。

ℹ️Info

Request

Parameters

NameTypeRequiredDescription
symbolsstring[]標的代碼列表,使用 ticker.region 格式,例如:[700.HK]

校驗規則:
每次請求支持傳入的標的數量上限是 500
calc_indexinit32[]計算指標,例如:[1,2,3],詳見 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
# 運行前請訪問“開發者中心”確保賬戶有正確的行情權限。
# 如沒有開通行情權限,可以通過“LongPort”手機客戶端,並進入“我的 - 我的行情 - 行情商城”購買開通行情權限。

Response

Response Properties

NameTypeDescription
security_calc_indexobject[]標的指標數據
∟ symbolstring標的代碼
∟ last_donestring最新價
∟ change_valstring漲跌額
∟ change_ratestring漲跌幅 (返回百分比數據,不包含%符號)
∟ volumeint64成交量
∟ turnoverstring成交額
∟ ytd_change_ratestring年初至今漲幅 (返回百分比數據,不包含%符號)
∟ turnover_ratestring換手率 (返回百分比數據,不包含%符號)
∟ total_market_valuestring總市值
∟ capital_flowstring流入資金
∟ amplitudestring振幅 (返回百分比數據,不包含%符號)
∟ volume_ratiostring量比
∟ pe_ttm_ratiostring市盈率 (TTM)
∟ pb_ratiostring市淨率
∟ dividend_ratio_ttmstring股息率 (TTM)
∟ five_day_change_ratestring五日漲幅 (返回百分比數據,不包含%符號)
∟ ten_day_change_ratestring十日漲幅 (返回百分比數據,不包含%符號)
∟ half_year_change_ratestring半年漲幅 (返回百分比數據,不包含%符號)
∟ five_minutes_change_ratestring五分鐘漲幅 (返回百分比數據,不包含%符號)
∟ expiry_datestring到期日
∟ strike_pricestring行權價
∟ upper_strike_pricestring上限價
∟ lower_strike_pricestring下限價
∟ outstanding_qtyint64街貨量
∟ outstanding_ratiostring街貨比 (返回百分比數據,不包含%符號)
∟ premiumstring溢價率 (返回百分比數據,不包含%符號)
∟ itm_otmstring價內/價外 (返回百分比數據,不包含%符號)
∟ implied_volatilitystring隱含波動率 (返回百分比數據,不包含%符號)
∟ warrant_deltastring對沖值
∟ call_pricestring收回價
∟ to_call_pricestring距收回價 (返回百分比數據,不包含%符號)
∟ effective_leveragestring有效槓桿
∟ leverage_ratiostring槓桿比率
∟ conversion_ratiostring換股比率
∟ balance_pointstring打和點
∟ open_interestint64未平倉數
∟ 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"
    }
  ]
}

錯誤碼

協議錯誤碼業務錯誤碼描述排查建議
3301600無效的請求請求參數有誤或解包失敗
3301606限流降低請求頻次
7301602服務端內部錯誤請重試或聯繫技術人員處理
7301607接口限制請求的標的數量超限,請減少單次請求標的數量