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

Request

Parameters

NameTypeRequiredDescription
symbolstring[]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

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

NameTypeDescription
secu_quoteobject[]期權標的行情數據列表
∟ symbolstring標的代碼
∟ last_donestring最新價
∟ prev_closestring昨收價
∟ openstring開盤價
∟ highstring最高價
∟ lowstring最低價
∟ timestampint64最新成交的時間戳
∟ volumeint64成交量
∟ turnoverstring成交額
∟ trade_statusint32標的交易狀態,詳見 TradeStatus
∟ option_extendobject期權擴展行情
∟∟ implied_volatilitystring隱含波動率
∟∟ open_interestint64未平倉數
∟∟ expiry_datestring到期日,使用:YYMMDD 格式
∟∟ strike_pricestring行權價
∟∟ contract_multiplierstring合約乘數
∟∟ contract_typestring期權類型

可選值:
A - 美式
U - 歐式
∟∟ contract_sizestring合約規模
∟∟ directionstring方向

可選值:
P - put
C - call
∟∟ historical_volatilitystring對應正股的歷史波動率
∟∟ underlying_symbolstring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
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