# Option Underlying Historical Statistics
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_his_statistic(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)
Description
Get option underlying historical statistics data, returning daily time series of volume, open interest, and Put/Call ratios for the underlying's options, with pagination support.
Parameters
Parameter Type Description code str Underlying stock code e.g. 'US.AAPL'index_option_type IndexOptionType Index option type NORMAL=standard options (default), SMALL=mini index optionsbegin_time str Start date, format 'YYYY-MM-DD' Defaults to 364 days before end_time if not providedend_time str End date, format 'YYYY-MM-DD' Max span of 364 days from begin_timepage_req_key bytes Pagination request key Pass None for first call, pass previous return value for subsequent callsReturns
Parameter Type Description ret RET_CODE Interface call result data pandas.DataFrame When ret == RET_OK, returns statistics data str When ret != RET_OK, returns error description page_req_key bytes Next page key, None indicates no more data Return DataFrame fields:
Field Type Description code str Stock code name str Stock name time str Trading day time string timestamp float Trading day timestamp (Unix seconds) option_volume int Total option volume (call_volume + put_volume) call_volume int Call option volume put_volume int Put option volume put_call_volume_ratio float Put/Call volume ratio option_open_interest int Total option open interest call_open_interest int Call option open interest (T-1 delayed) put_open_interest int Put option open interest (T-1 delayed) put_call_open_interest_ratio float Put/Call open interest ratio underlying_price float Underlying price
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.get_option_underlying_his_statistic(
'US.AAPL',
begin_time='2026-06-01',
end_time='2026-06-15'
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name time timestamp option_volume call_volume put_volume put_call_volume_ratio option_open_interest call_open_interest put_open_interest put_call_open_interest_ratio underlying_price
0 US.AAPL Apple 2026-06-12 1.781237e+09 1273240 782941 490299 0.626227 0 0 0 N/A 291.13
1 US.AAPL Apple 2026-06-11 1.781150e+09 950737 580535 370202 0.637691 5403058 3165108 2237950 0.707069 295.63
2 US.AAPL Apple 2026-06-10 1.781064e+09 1734799 1039630 695169 0.668670 5522747 3270454 2252293 0.688679 291.58
3 US.AAPL Apple 2026-06-09 1.780978e+09 1715749 1024046 691703 0.675461 5405022 3209586 2195436 0.684025 290.55
4 US.AAPL Apple 2026-06-08 1.780891e+09 2179789 1293656 886133 0.684983 5350402 3142828 2207574 0.702416 301.54
...
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# Qot_GetOptionUnderlyingHisStatistic.proto
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
uint GetOptionUnderlyingHisStatistic(Qot_GetOptionUnderlyingHisStatistic.Request req); virtual void OnReply_GetOptionUnderlyingHisStatistic(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisStatistic.Response rsp);
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
int getOptionUnderlyingHisStatistic(Qot_GetOptionUnderlyingHisStatistic.Request req) onReply_GetOptionUnderlyingHisStatistic(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisStatistic.Response rsp)
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Futu::u32_t GetOptionUnderlyingHisStatistic(const Qot_GetOptionUnderlyingHisStatistic::Request &stReq);
virtual void OnReply_GetOptionUnderlyingHisStatistic(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisStatistic::Response &stRsp) = 0;
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Example
class Program : public FTSPI_Qot, 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) {
Qot_GetOptionUnderlyingHisStatistic::Request req;
Qot_GetOptionUnderlyingHisStatistic::C2S *c2s = req.mutable_c2s();
// TODO: populate c2s fields per proto
m_GetOptionUnderlyingHisStatisticSerialNo = m_pQotApi->GetOptionUnderlyingHisStatistic(req);
}
virtual void OnReply_GetOptionUnderlyingHisStatistic(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisStatistic::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingHisStatisticSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionUnderlyingHisStatisticSerialNo = 0;
};
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getOptionUnderlyingHisStatistic(qotGetOptionUnderlyingHisStatistic)
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingHisStatistic(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_US_Security, code: 'AAPL' },
beginTime: '2026-06-01',
endTime: '2026-06-15',
},
};
websocket.GetOptionUnderlyingHisStatistic(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingHisStatistic: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingHisStatistic()
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- Output
GetOptionUnderlyingHisStatistic: errCode 0, retMsg , retType 0
{
"owner": { "market": 1, "code": "AAPL" },
"code": "US.AAPL",
"name": "Apple",
"statisticList": [
{
"time": "2026-06-12",
"timestamp": 1781237000,
"optionVolume": 1273240,
"callVolume": 782941,
"putVolume": 490299,
"putCallVolumeRatio": 0.626227,
"callOpenInterest": 0,
"putOpenInterest": 0,
"underlyingPrice": 291.13
},
{
"time": "2026-06-11",
"timestamp": 1781150000,
"optionVolume": 950737,
"callVolume": 580535,
"putVolume": 370202,
"putCallVolumeRatio": 0.637691,
"optionOpenInterest": 5403058,
"callOpenInterest": 3165108,
"putOpenInterest": 2237950,
"putCallOpenInterestRatio": 0.707069,
"underlyingPrice": 295.63
}
]
}
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Rate Limit
- Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts)
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_his_statistic(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)
Description
Get option underlying historical statistics data, returning daily time series of volume, open interest, and Put/Call ratios for the underlying's options, with pagination support.
Parameters
Parameter Type Description code str Underlying stock code e.g. 'US.AAPL'index_option_type IndexOptionType Index option type NORMAL=standard options (default), SMALL=mini index optionsbegin_time str Start date, format 'YYYY-MM-DD' Defaults to 364 days before end_time if not providedend_time str End date, format 'YYYY-MM-DD' Max span of 364 days from begin_timepage_req_key bytes Pagination request key Pass None for first call, pass previous return value for subsequent callsReturns
Parameter Type Description ret RET_CODE Interface call result data pandas.DataFrame When ret == RET_OK, returns statistics data str When ret != RET_OK, returns error description page_req_key bytes Next page key, None indicates no more data Return DataFrame fields:
Field Type Description code str Stock code name str Stock name time str Trading day time string timestamp float Trading day timestamp (Unix seconds) option_volume int Total option volume (call_volume + put_volume) call_volume int Call option volume put_volume int Put option volume put_call_volume_ratio float Put/Call volume ratio option_open_interest int Total option open interest call_open_interest int Call option open interest (T-1 delayed) put_open_interest int Put option open interest (T-1 delayed) put_call_open_interest_ratio float Put/Call open interest ratio underlying_price float Underlying price
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data, page_req_key = quote_ctx.get_option_underlying_his_statistic(
'US.AAPL',
begin_time='2026-06-01',
end_time='2026-06-15'
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name time timestamp option_volume call_volume put_volume put_call_volume_ratio option_open_interest call_open_interest put_open_interest put_call_open_interest_ratio underlying_price
0 US.AAPL Apple 2026-06-12 1.781237e+09 1273240 782941 490299 0.626227 0 0 0 N/A 291.13
1 US.AAPL Apple 2026-06-11 1.781150e+09 950737 580535 370202 0.637691 5403058 3165108 2237950 0.707069 295.63
2 US.AAPL Apple 2026-06-10 1.781064e+09 1734799 1039630 695169 0.668670 5522747 3270454 2252293 0.688679 291.58
3 US.AAPL Apple 2026-06-09 1.780978e+09 1715749 1024046 691703 0.675461 5405022 3209586 2195436 0.684025 290.55
4 US.AAPL Apple 2026-06-08 1.780891e+09 2179789 1293656 886133 0.684983 5350402 3142828 2207574 0.702416 301.54
...
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# Qot_GetOptionUnderlyingHisStatistic.proto
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
uint GetOptionUnderlyingHisStatistic(Qot_GetOptionUnderlyingHisStatistic.Request req); virtual void OnReply_GetOptionUnderlyingHisStatistic(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingHisStatistic.Response rsp);
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
int getOptionUnderlyingHisStatistic(Qot_GetOptionUnderlyingHisStatistic.Request req) onReply_GetOptionUnderlyingHisStatistic(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingHisStatistic.Response rsp)
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Moomoo::u32_t GetOptionUnderlyingHisStatistic(const Qot_GetOptionUnderlyingHisStatistic::Request &stReq);
virtual void OnReply_GetOptionUnderlyingHisStatistic(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisStatistic::Response &stRsp) = 0;
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Example
class Program : public MMSPI_Qot, 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) {
Qot_GetOptionUnderlyingHisStatistic::Request req;
Qot_GetOptionUnderlyingHisStatistic::C2S *c2s = req.mutable_c2s();
// TODO: populate c2s fields per proto
m_GetOptionUnderlyingHisStatisticSerialNo = m_pQotApi->GetOptionUnderlyingHisStatistic(req);
}
virtual void OnReply_GetOptionUnderlyingHisStatistic(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingHisStatistic::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingHisStatisticSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionUnderlyingHisStatisticSerialNo = 0;
};
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getOptionUnderlyingHisStatistic(qotGetOptionUnderlyingHisStatistic)
Description
Get option underlying historical statistics data
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType
required string beginTime = 3; //Start time string
required string endTime = 4; //End time string
optional bytes nextPageKey = 5; //Pagination request key
}
message Request
{
required C2S c2s = 1;
}
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- Returns
message DailyStatistic
{
required string time = 1; //Trading day time string
optional double timestamp = 2; //Trading day timestamp
optional int64 optionVolume = 3; //Total option volume
required int64 callVolume = 4; //Call option volume
required int64 putVolume = 5; //Put option volume
optional double putCallVolumeRatio = 6; //Put/Call volume ratio
optional int64 optionOpenInterest = 7; //Total option open interest
required int64 callOpenInterest = 8; //Call option open interest
required int64 putOpenInterest = 9; //Put option open interest
optional double putCallOpenInterestRatio = 10; //Put/Call open interest ratio
optional double underlyingPrice = 11; //Underlying price
}
message S2C
{
required Qot_Common.Security owner = 1; //Option underlying stock
optional string code = 2; //Stock code
optional string name = 3; //Stock name
repeated DailyStatistic statisticList = 4; //Statistics data list, sorted by trading day descending
optional bytes nextPageKey = 5; //Pagination request key
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Interface call result, structure refer to RetType
Protocol ID
3302
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingHisStatistic(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_US_Security, code: 'AAPL' },
beginTime: '2026-06-01',
endTime: '2026-06-15',
},
};
websocket.GetOptionUnderlyingHisStatistic(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingHisStatistic: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingHisStatistic()
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- Output
GetOptionUnderlyingHisStatistic: errCode 0, retMsg , retType 0
{
"owner": { "market": 1, "code": "AAPL" },
"code": "US.AAPL",
"name": "Apple",
"statisticList": [
{
"time": "2026-06-12",
"timestamp": 1781237000,
"optionVolume": 1273240,
"callVolume": 782941,
"putVolume": 490299,
"putCallVolumeRatio": 0.626227,
"callOpenInterest": 0,
"putOpenInterest": 0,
"underlyingPrice": 291.13
},
{
"time": "2026-06-11",
"timestamp": 1781150000,
"optionVolume": 950737,
"callVolume": 580535,
"putVolume": 370202,
"putCallVolumeRatio": 0.637691,
"optionOpenInterest": 5403058,
"callOpenInterest": 3165108,
"putOpenInterest": 2237950,
"putCallOpenInterestRatio": 0.707069,
"underlyingPrice": 295.63
}
]
}
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Rate Limit
- Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts)