# Get Futures Contract Information
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_future_info(code_list)
Description
Get futures contract information
Parameters
Parameter Type Description code_list list Futures code list. Data type of elements in the list is str.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, futures contract data is returned. str If ret != RET_OK, error description is returned. - Futures contract data format as follows:
Field Type Description code str Future code. name str Future name. owner str Subject. exchange str Exchange. type str Contract type. size float Contract size. size_unit str Contract size unit. price_currency str Quote currency. price_unit str Price unit. min_change float Price change step. min_change_unit str Unit of price change step. trade_time str Trading time. time_zone str Time zone. last_trade_time str The last trading time. Main, current month and next month futures do not have this field.exchange_format_url str Exchange format url address. origin_code str Original future code.
- Futures contract data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_future_info(["HK.MPImain", "HK.HAImain"])
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name owner exchange type size size_unit price_currency price_unit min_change min_change_unit trade_time time_zone last_trade_time exchange_format_url origin_code
0 HK.MPImain MPI Future Main(NOV0) Hang Seng Mainland Properties Index HKEX Equity Index 50.0 Index Points×HKD HKD Index Point 0.50 Index Point (09:15 - 12:00), (13:00 - 16:30) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.MPI2112
1 HK.HAImain HAI Future Main(NOV0) HK.06837 HKEX Single Stock 10000.0 shares HKD 1 share/HKD 0.01 HKD (09:30 - 12:00), (13:00 - 16:00) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.HAI2112
HK.MPImain
['HK.MPImain', 'HK.HAImain']
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# Qot_GetFutureInfo.proto
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3218
uint GetFutureInfo(QotGetFutureInfo.Request req);
virtual void OnReply_GetFutureInfo(FTAPI_Conn client, uint nSerialNo, QotGetFutureInfo.Response rsp);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("HSImain")
.Build();
QotGetFutureInfo.C2S c2s = QotGetFutureInfo.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetFutureInfo.Request req = QotGetFutureInfo.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetFutureInfo(req);
Console.Write("Send QotGetFutureInfo: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetFutureInfo(FTAPI_Conn client, uint nSerialNo, QotGetFutureInfo.Response rsp)
{
Console.Write("Reply: QotGetFutureInfo: {0}\n", nSerialNo);
Console.Write("name: {0}, exchange: {1} \n", rsp.S2C.FutureInfoListList[0].Name,
rsp.S2C.FutureInfoListList[0].Exchange);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825719160020953581
Send QotGetFutureInfo: 3
Reply: QotGetFutureInfo: 3
name: HSI Future Main(AUG1), exchange: HKEX
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int getFutureInfo(QotGetFutureInfo.Request req);
void onReply_GetFutureInfo(FTAPI_Conn client, int nSerialNo, QotGetFutureInfo.Response rsp);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("HSImain")
.build();
QotGetFutureInfo.C2S c2s = QotGetFutureInfo.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetFutureInfo.Request req = QotGetFutureInfo.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getFutureInfo(req);
System.out.printf("Send QotGetFutureInfo: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetFutureInfo(FTAPI_Conn client, int nSerialNo, QotGetFutureInfo.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetFutureInfo failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetFutureInfo: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetFutureInfo: 2
Receive QotGetFutureInfo: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"futureInfoList": [{
"name": "HSI Future Main(JUN1)",
"security": {
"market": 1,
"code": "HSImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "800000"
},
"ownerOther": "Hang Seng Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50.0,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 1.0,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [{
"begin": 555.0,
"end": 720.0
}, {
"begin": 780.0,
"end": 990.0
}, {
"begin": 1035.0,
"end": 180.0
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Hang-Seng-Index-(HSI)/Hang-Seng-Index-Futures?sc_lang=en#&product=HSI",
"origin": {
"market": 1,
"code": "HSI2112"
}
}]
}
}
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Futu::u32_t GetFutureInfo(const Qot_GetFutureInfo::Request &stReq);
virtual void OnReply_GetFutureInfo(Futu::u32_t nSerialNo, const Qot_GetFutureInfo::Response &stRsp) = 0;
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_GetFutureInfo::Request req;
Qot_GetFutureInfo::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("HSImain");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetFutureInfoSerialNo = m_pQotApi->GetFutureInfo(req);
cout << "Request GetFutureInfo SerialNo: " << m_GetFutureInfoSerialNo << endl;
}
virtual void OnReply_GetFutureInfo(Futu::u32_t nSerialNo, const Qot_GetFutureInfo::Response &stRsp){
if(nSerialNo == m_GetFutureInfoSerialNo)
{
cout << "OnReply_GetFutureInfo SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetFutureInfoSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request GetFutureInfo SerialNo: 4
OnReply_GetFutureInfo SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"futureInfoList": [
{
"name": "HSI Future Main(JUN1)",
"security": {
"market": 1,
"code": "HSImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "800000"
},
"ownerOther": "Hang Seng Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 1,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [
{
"begin": 555,
"end": 720
},
{
"begin": 780,
"end": 990
},
{
"begin": 1035,
"end": 180
}
],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Hang-Seng-Index-(HSI)/Hang-Seng-Index-Futures?sc_lang=en#&product=HSI",
"security": {
"market": 1,
"code": "HSI2112"
}
}
]
}
}
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GetFutureInfo(req);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetFutureInfo(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList:[{
market: QotMarket.QotMarket_HK_Future,
code: "MPImain",
},{
market: QotMarket.QotMarket_HK_Future,
code: "HAImain",
},],
},
};
websocket.GetFutureInfo(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("FutureInfo: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
// OpenD accepts up to 128 connections
// In this example, it creates one connection for one request
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
FutureInfo: errCode 0, retMsg , retType 0
{
"futureInfoList": [{
"name": "MPI Future Main(SEP1)",
"security": {
"market": 1,
"code": "MPImain"
},
"lastTradeTime": "",
"ownerOther": "Hang Seng Mainland Properties Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 0.5,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [{
"begin": 555,
"end": 720
}, {
"begin": 780,
"end": 990
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Sector-Index/Sector-Index-Futures?sc_lang=en"
}, {
"name": "HAI Future Main(SEP1)",
"security": {
"market": 1,
"code": "HAImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "06837"
},
"ownerOther": "Haitong Securities Co. Ltd.",
"exchange": "HKEX",
"contractType": "Single Stock",
"contractSize": 10000,
"contractSizeUnit": "shares",
"quoteCurrency": "HKD",
"minVar": 0.01,
"minVarUnit": "HKD",
"quoteUnit": "1 share/HKD",
"tradeTime": [{
"begin": 570,
"end": 720
}, {
"begin": 780,
"end": 960
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Single-Stock/Stock-Futures?sc_lang=en",
"security": {
"market": 1,
"code": "HAI2112"
}
}]
}
stop
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Interface Limitations
- A maximum of 30 requests for obtaining futures contract data interface every 30 seconds
- The maximum number of futures is 200, in the code list for each request.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_future_info(code_list)
Description
Get futures contract information
Parameters
Parameter Type Description code_list list Futures code list. Data type of elements in the list is str.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, futures contract data is returned. str If ret != RET_OK, error description is returned. - Futures contract data format as follows:
Field Type Description code str Future code. name str Future name. owner str Subject. exchange str Exchange. type str Contract type. size float Contract size. size_unit str Contract size unit. price_currency str Quote currency. price_unit str Price unit. min_change float Price change step. min_change_unit str Unit of price change step. trade_time str Trading time. time_zone str Time zone. last_trade_time str The last trading time. Main, current month and next month futures do not have this field.exchange_format_url str Exchange format url address. origin_code str Original future code.
- Futures contract data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_future_info(["HK.MPImain", "HK.HAImain"])
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name owner exchange type size size_unit price_currency price_unit min_change min_change_unit trade_time time_zone last_trade_time exchange_format_url origin_code
0 HK.MPImain MPI Future Main(NOV0) Hang Seng Mainland Properties Index HKEX Equity Index 50.0 Index Points×HKD HKD Index Point 0.50 Index Point (09:15 - 12:00), (13:00 - 16:30) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.MPI2112
1 HK.HAImain HAI Future Main(NOV0) HK.06837 HKEX Single Stock 10000.0 shares HKD 1 share/HKD 0.01 HKD (09:30 - 12:00), (13:00 - 16:00) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.HAI2112
HK.MPImain
['HK.MPImain', 'HK.HAImain']
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# Qot_GetFutureInfo.proto
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3218
uint GetFutureInfo(QotGetFutureInfo.Request req);
virtual void OnReply_GetFutureInfo(MMAPI_Conn client, uint nSerialNo, QotGetFutureInfo.Response rsp);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("HSImain")
.Build();
QotGetFutureInfo.C2S c2s = QotGetFutureInfo.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetFutureInfo.Request req = QotGetFutureInfo.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetFutureInfo(req);
Console.Write("Send QotGetFutureInfo: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetFutureInfo(MMAPI_Conn client, uint nSerialNo, QotGetFutureInfo.Response rsp)
{
Console.Write("Reply: QotGetFutureInfo: {0}\n", nSerialNo);
Console.Write("name: {0}, exchange: {1} \n", rsp.S2C.FutureInfoListList[0].Name,
rsp.S2C.FutureInfoListList[0].Exchange);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825719160020953581
Send QotGetFutureInfo: 3
Reply: QotGetFutureInfo: 3
name: HSI Future Main(AUG1), exchange: HKEX
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int getFutureInfo(QotGetFutureInfo.Request req);
void onReply_GetFutureInfo(MMAPI_Conn client, int nSerialNo, QotGetFutureInfo.Response rsp);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("HSImain")
.build();
QotGetFutureInfo.C2S c2s = QotGetFutureInfo.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetFutureInfo.Request req = QotGetFutureInfo.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getFutureInfo(req);
System.out.printf("Send QotGetFutureInfo: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetFutureInfo(MMAPI_Conn client, int nSerialNo, QotGetFutureInfo.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetFutureInfo failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetFutureInfo: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetFutureInfo: 2
Receive QotGetFutureInfo: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"futureInfoList": [{
"name": "HSI Future Main(JUN1)",
"security": {
"market": 1,
"code": "HSImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "800000"
},
"ownerOther": "Hang Seng Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50.0,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 1.0,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [{
"begin": 555.0,
"end": 720.0
}, {
"begin": 780.0,
"end": 990.0
}, {
"begin": 1035.0,
"end": 180.0
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Hang-Seng-Index-(HSI)/Hang-Seng-Index-Futures?sc_lang=en#&product=HSI",
"origin": {
"market": 1,
"code": "HSI2112"
}
}]
}
}
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moomoo::u32_t GetFutureInfo(const Qot_GetFutureInfo::Request &stReq);
virtual void OnReply_GetFutureInfo(moomoo::u32_t nSerialNo, const Qot_GetFutureInfo::Response &stRsp) = 0;
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_GetFutureInfo::Request req;
Qot_GetFutureInfo::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("HSImain");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetFutureInfoSerialNo = m_pQotApi->GetFutureInfo(req);
cout << "Request GetFutureInfo SerialNo: " << m_GetFutureInfoSerialNo << endl;
}
virtual void OnReply_GetFutureInfo(moomoo::u32_t nSerialNo, const Qot_GetFutureInfo::Response &stRsp){
if(nSerialNo == m_GetFutureInfoSerialNo)
{
cout << "OnReply_GetFutureInfo SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetFutureInfoSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request GetFutureInfo SerialNo: 4
OnReply_GetFutureInfo SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"futureInfoList": [
{
"name": "HSI Future Main(JUN1)",
"security": {
"market": 1,
"code": "HSImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "800000"
},
"ownerOther": "Hang Seng Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 1,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [
{
"begin": 555,
"end": 720
},
{
"begin": 780,
"end": 990
},
{
"begin": 1035,
"end": 180
}
],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Hang-Seng-Index-(HSI)/Hang-Seng-Index-Futures?sc_lang=en#&product=HSI",
"security": {
"market": 1,
"code": "HSI2112"
}
}
]
}
}
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GetFutureInfo(req);
Description
Get futures contract information
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Stock list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
//Trading time
message TradeTime
{
optional double begin = 1; // start time, in minutes
optional double end = 2; // end time, in minutes
}
//List of futures contract data
message FutureInfo
{
required string name = 1; // contract name
required Qot_Common.Security security = 2; // contract code
required string lastTradeTime = 3; //On the last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 4; //The last trading day timestamp, only future non-main contracts have this field
optional Qot_Common.Security owner = 5; //Underlying stock stock futures and stock index futures have this field
required string ownerOther = 6; //Underlying asset
required string exchange = 7; //Exchange
required string contractType = 8; //Contract type
required double contractSize = 9; //Contract size
required string contractSizeUnit = 10; //Unit of contract size
required string quoteCurrency = 11; //Quote currency
required double minVar = 12; //Price change step
required string minVarUnit = 13; //Unit of price change step
optional string quoteUnit = 14; //Quote unit
repeated TradeTime tradeTime = 15; //Trading time
required string timeZone = 16; //The time zone
required string exchangeFormatUrl = 17; //Exchange format
optional Qot_Common.Security origin = 18; //Original future code
}
message S2C
{
repeated FutureInfo futureInfoList = 1; //List of futures contract information
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetFutureInfo(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList:[{
market: QotMarket.QotMarket_HK_Future,
code: "MPImain",
},{
market: QotMarket.QotMarket_HK_Future,
code: "HAImain",
},],
},
};
websocket.GetFutureInfo(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("FutureInfo: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
// OpenD accepts up to 128 connections
// In this example, it creates one connection for one request
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
FutureInfo: errCode 0, retMsg , retType 0
{
"futureInfoList": [{
"name": "MPI Future Main(SEP1)",
"security": {
"market": 1,
"code": "MPImain"
},
"lastTradeTime": "",
"ownerOther": "Hang Seng Mainland Properties Index",
"exchange": "HKEX",
"contractType": "Equity Index",
"contractSize": 50,
"contractSizeUnit": "Index Points×HKD",
"quoteCurrency": "HKD",
"minVar": 0.5,
"minVarUnit": "Index Point",
"quoteUnit": "Index Point",
"tradeTime": [{
"begin": 555,
"end": 720
}, {
"begin": 780,
"end": 990
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Equity-Index/Sector-Index/Sector-Index-Futures?sc_lang=en"
}, {
"name": "HAI Future Main(SEP1)",
"security": {
"market": 1,
"code": "HAImain"
},
"lastTradeTime": "",
"owner": {
"market": 1,
"code": "06837"
},
"ownerOther": "Haitong Securities Co. Ltd.",
"exchange": "HKEX",
"contractType": "Single Stock",
"contractSize": 10000,
"contractSizeUnit": "shares",
"quoteCurrency": "HKD",
"minVar": 0.01,
"minVarUnit": "HKD",
"quoteUnit": "1 share/HKD",
"tradeTime": [{
"begin": 570,
"end": 720
}, {
"begin": 780,
"end": 960
}],
"timeZone": "CCT",
"exchangeFormatUrl": "https://www.hkex.com.hk/Products/Listed-Derivatives/Single-Stock/Stock-Futures?sc_lang=en",
"security": {
"market": 1,
"code": "HAI2112"
}
}]
}
stop
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Interface Limitations
- A maximum of 30 requests for obtaining futures contract data interface every 30 seconds
- The maximum number of futures is 200, in the code list for each request.