獲取期權實時行情
該接口用於獲取美股期權標的的實時行情,包括期權的特有數據。
SDK Links
Python |
Rust |
Go |
Node.js |
信息
業務指令:12
Request
Parameters
Name | Type | Required | Description |
---|---|---|---|
symbol | string[] | 是 | 標的代碼列表,通過期權鏈接口 獲取期權標的的 symbol,例如:[BABA230120C160000.US] 校驗規則: 每次請求支持傳入的標的數量上限是 500 個 |
Protobuf
message MultiSecurityRequest {
repeated string symbol = 1;
}
Request Example
# 獲取期權實時行情
# https://open.longportapp.com/docs/quote/pull/option-quote
# 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。
from longport.openapi import QuoteContext, Config
config = Config.from_env()
ctx = QuoteContext(config)
resp = ctx.option_quote(["AAPL230317P160000.US"])
print(resp)
Response
Response Properties
Name | Type | Description |
---|---|---|
secu_quote | object[] | 期權標的行情數據列表 |
∟ symbol | string | 標的代碼 |
∟ last_done | string | 最新價 |
∟ prev_close | string | 昨收價 |
∟ open | string | 開盤價 |
∟ high | string | 最高價 |
∟ low | string | 最低價 |
∟ timestamp | int64 | 最新成交的時間戳 |
∟ volume | int64 | 成交量 |
∟ turnover | string | 成交額 |
∟ trade_status | int32 | 標的交易狀態,詳見 TradeStatus |
∟ option_extend | object | 期權擴展行情 |
∟∟ implied_volatility | string | 隱含波動率 |
∟∟ open_interest | int64 | 未平倉數 |
∟∟ expiry_date | string | 到期日,使用:YYMMDD 格式 |
∟∟ strike_price | string | 行權價 |
∟∟ contract_multiplier | string | 合約乘數 |
∟∟ contract_type | string | 期權類型 可選值: A - 美式 U - 歐式 |
∟∟ contract_size | string | 合約規模 |
∟∟ direction | string | 方向 可選值: P - put C - call |
∟∟ historical_volatility | string | 對應正股的歷史波動率 |
∟∟ underlying_symbol | string | 對應的正股標的代碼 |
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"
}
}
]
}
錯誤碼
協議錯誤碼 | 業務錯誤碼 | 描述 | 排查建議 |
---|---|---|---|
3 | 301600 | 無效的請求 | 請求參數有誤或解包失敗 |
3 | 301606 | 限流 | 降低請求頻次 |
7 | 301602 | 服務端內部錯誤 | 請重試或聯繫技術人員處理 |
7 | 301607 | 接口限制 | 請求的標的數量超限,請減少單次請求標的數量 |