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獲取輪證實時行情

該接口用於獲取港股輪證標的的實時行情,包括輪證的特有數據。

ℹ️Info

Request

Parameters

NameTypeRequiredDescription
symbolstring[]標的代碼列表,使用 ticker.region 格式,例如:[13447.HK]

校驗規則:
每次請求支持傳入的標的數量上限是 500

Protobuf

protobuf
message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

python
# 獲取輪證實時行情
# https://open.longportapp.com/docs/quote/pull/warrant-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.warrant_quote(["21125.HK"])
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
∟ warrant_extendobject輪證擴展行情
∟∟ implied_volatilitystring引申波幅
∟∟ expiry_datestring到期日,使用:YYMMDD 格式
∟∟ last_trade_datestring最後交易日,使用:YYMMDD 格式
∟∟ outstanding_ratiostring街貨比
∟∟ outstanding_qtyint64街貨量
∟∟ conversion_ratiostring換股比率
∟∟ categorystring輪證類型

可選值:
Call - 認購證
Put - 認沽證
Bull - 牛證
Bear - 熊證
Inline - 界內證
∟∟ strike_pricestring行權價
∟∟ upper_strike_pricestring上限價
∟∟ lower_strike_pricestring下限價
∟∟ call_pricestring收回價
∟∟ underlying_symbolstring對應的正股標的代碼

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,超過 20 支的港股標的將響應延遲行情。

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