# Option Underlying Rank
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_rank(option_market, sort_type, sort_direction=None, count=None, trading_date=None, filter_list=None, page=None)
Description
Get option underlying ranking. Ranks option underlyings (stocks/ETFs/indices) by the specified dimension, with support for multi-dimensional filtering and pagination.
Parameters
Parameter Type Description option_market OptionMarket Option market type US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index optionssort_type UnderlyingRankSortType Sort field VOLUME=Total volume, VOLUME_RATIO=Put/Call volume ratio, OPEN_INTEREST=Total open interest, OPEN_INTEREST_RATIO=Put/Call OI ratio, PRICE=Latest price, PRICE_CHANGE=Price change, IV=IV, IV_CHANGE=IV change, HV=HV, HV_CHANGE=HV change, IV_RANK=IV Rank, IV_PERCENTILE=IV Percentile, MARKET_CAP=Market capsort_direction int Sort direction 0=Descending (default), 1=Ascendingcount int Page size Range [1,200], default 200trading_date str Trading date Format yyyy-MM-dd, returns latest ranking if not specifiedfilter_list list[UnderlyingRankFilter] Filter conditions list Multiple conditions are combined with AND logicpage str Pagination cursor Pass None for the first request, pass the previously returned next_page for subsequent pagesFilter (UnderlyingRankFilter)
Build filter conditions with UnderlyingRankFilter; multiple conditions use AND logic.
UnderlyingRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2Parameter Type Description indicator_type UnderlyingRankIndicatorType Filter indicator type value_list list Exact value list (enum values or integers) interval_min float Interval lower bound interval_max float Interval upper bound min_inclusive bool Whether lower bound is inclusive, default True max_inclusive bool Whether upper bound is inclusive, default True security_list list[str] Security code list Filter indicators (full enum list see UnderlyingRankIndicatorType), grouped by filter mode:
Filter mode Parameter Applicable indicators Semantics security_list security_listOWNER_LISTOnly specified underlyings value_list value_listSTOCK_CATEGORYMatch category enum Range interval_min/interval_maxIV,IV_RANK,IV_PERCENTILE,IV_CHANGE,HV,HV_CHANGE,VOLUME,OPEN_INTEREST,VOLUME_RATIO,OI_RATIO,MARKET_CAPFall within interval Percentage indicators (e.g. IV_RANK, IV_PERCENTILE) take decimals directly, 0.2 means 20%.Each condition carries only one filter mode; the three modes are mutually exclusive. `STOCK_CATEGORY` takes value_list=[StockCategory.ETF] (built-in enum mapping).
Returns
Parameter Type Description ret RET_CODE Interface call result data pandas.DataFrame When ret == RET_OK, returns ranking data str When ret != RET_OK, returns error description next_page str Next page cursor string, None indicates no more pages all_count int Total count of records matching the filter conditions data DataFrame fields:
Field Type Description code str Underlying stock code name str Underlying name total_volume int Total option volume total_open_interest int Total option open interest volume_ratio float Put/Call volume ratio (percentage) open_interest_ratio float Put/Call open interest ratio (percentage) iv float Implied volatility (percentage) iv_rank float IV rank percentile (percentage) iv_percentile float IV percentile (percentage) price float Underlying latest price change_ratio float Underlying price change ratio (decimal) iv_change float IV change rate (percentage) hv float Historical volatility (percentage) hv_change float HV change rate (percentage) market_cap float Market capitalization trading_date str Trading date of the ranking data trading_timestamp float Trading date timestamp of the ranking data (Unix seconds)
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Filter usage guide (uncomment as needed, build then pass to filter_list, multiple conditions use AND logic):
# # ① Owner list filter — only specified underlyings
# f_owner = UnderlyingRankFilter(UnderlyingRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL', 'US.NVDA'])
# # ② Exact value filter — only ETF underlyings
# f_cat = UnderlyingRankFilter(UnderlyingRankIndicatorType.STOCK_CATEGORY,
# value_list=[StockCategory.ETF])
# # ③ Range filter — IV Rank > 50% (decimal 0.5), OI P/C ratio > 1 (bearish)
# f_ivrank = UnderlyingRankFilter(UnderlyingRankIndicatorType.IV_RANK, interval_min=0.5)
# f_pcr = UnderlyingRankFilter(UnderlyingRankIndicatorType.OI_RATIO, interval_min=1.0)
ret, data, next_page, all_count = quote_ctx.get_option_underlying_rank(
option_market=OptionMarket.US_SECURITY,
sort_type=UnderlyingRankSortType.VOLUME,
count=5
# filter_list=[f_cat, f_ivrank] # AND of multiple conditions, pass filters built above
)
if ret == RET_OK:
print(data)
print('all_count:', all_count)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
- Output
code name total_volume total_open_interest volume_ratio open_interest_ratio iv iv_rank iv_percentile price change_ratio iv_change hv hv_change market_cap trading_date trading_timestamp
0 US.SPY 标普500ETF-SPDR 14228830 19909256 0.97899 1.93868 17.675 27.143 61.111 741.75 0.540826 -8.261 15.031 -0.057 7.814945e+11 2026-06-12 1.781237e+09
1 US.QQQ 纳指100ETF-Invesco QQQ Trust 8239190 12964422 0.99417 1.49888 27.652 62.918 91.269 721.34 0.588465 -8.332 26.196 -0.644 4.765533e+11 2026-06-12 1.781237e+09
2 US.TSLA 特斯拉 3623504 7088459 0.64872 0.69633 55.053 39.265 64.285 406.43 1.823876 -0.629 49.359 -1.194 1.526439e+12 2026-06-12 1.781237e+09
3 US.NVDA 英伟达 3157331 16744961 0.59428 0.84085 41.975 27.062 42.460 205.19 0.156197 -7.002 45.921 -1.972 4.965598e+12 2026-06-12 1.781237e+09
4 US.IWM 罗素2000ETF-iShares 2840729 11791964 0.79034 2.78276 24.857 33.930 64.285 292.95 0.874626 -6.744 24.802 0.522 8.061984e+10 2026-06-12 1.781237e+09
all_count: 6017
1
2
3
4
5
6
7
2
3
4
5
6
7
# Qot_GetOptionUnderlyingRank.proto
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
uint GetOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req); virtual void OnReply_GetOptionUnderlyingRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp);
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
var c2s = Qot_GetOptionUnderlyingRank.C2S.CreateBuilder()
// TODO: fill c2s fields per proto
.Build();
var req = Qot_GetOptionUnderlyingRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionUnderlyingRank(req);
Console.Write("Send GetOptionUnderlyingRank: {0}\n", seqNo);
}
public void OnReply_GetOptionUnderlyingRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
Send GetOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
int getOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req) onReply_GetOptionUnderlyingRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
public class Program implements FTSPI_Qot, FTSPI_Conn {
private FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
Qot_GetOptionUnderlyingRank.C2S c2s = Qot_GetOptionUnderlyingRank.C2S.newBuilder()
// TODO: fill c2s fields per proto
.build();
Qot_GetOptionUnderlyingRank.Request req = Qot_GetOptionUnderlyingRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionUnderlyingRank(req);
System.out.println("Send getOptionUnderlyingRank: " + seqNo);
}
@Override
public void onReply_GetOptionUnderlyingRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
FTAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
Send getOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Futu::u32_t GetOptionUnderlyingRank(const Qot_GetOptionUnderlyingRank::Request &stReq);
virtual void OnReply_GetOptionUnderlyingRank(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) = 0;
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
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_GetOptionUnderlyingRank::Request req;
Qot_GetOptionUnderlyingRank::C2S *c2s = req.mutable_c2s();
// TODO: populate c2s fields per proto
m_GetOptionUnderlyingRankSerialNo = m_pQotApi->GetOptionUnderlyingRank(req);
}
virtual void OnReply_GetOptionUnderlyingRank(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionUnderlyingRankSerialNo = 0;
};
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
getOptionUnderlyingRank(qotGetOptionUnderlyingRank)
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
import ftWebsocket from "futu-api";
import { Common, Qot_OptionCommon } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingRank(){
const { RetType } = Common
const { OptionMarket, UnderlyingRankSortType } = Qot_OptionCommon
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: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: UnderlyingRankSortType.UnderlyingRankSortType_Volume,
count: 5,
},
};
websocket.GetOptionUnderlyingRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingRank: 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);
}
QotGetOptionUnderlyingRank()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
- Output
GetOptionUnderlyingRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "标普500ETF-SPDR",
"totalVolume": 14228830,
"totalOpenInterest": 19909256,
"volumeRatio": 0.97899,
"openInterestRatio": 1.93868,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"price": 741.75,
"changeRate": 0.540826,
"ivChange": -8.261,
"hv": 15.031,
"hvChange": -0.057,
"marketCap": 781494500000
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
Rate Limit
- Maximum 60 requests per 30 seconds for the option underlying rank interface (for paginated interfaces, only the first call counts)
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_rank(option_market, sort_type, sort_direction=None, count=None, trading_date=None, filter_list=None, page=None)
Description
Get option underlying ranking. Ranks option underlyings (stocks/ETFs/indices) by the specified dimension, with support for multi-dimensional filtering and pagination.
Parameters
Parameter Type Description option_market OptionMarket Option market type US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index optionssort_type UnderlyingRankSortType Sort field VOLUME=Total volume, VOLUME_RATIO=Put/Call volume ratio, OPEN_INTEREST=Total open interest, OPEN_INTEREST_RATIO=Put/Call OI ratio, PRICE=Latest price, PRICE_CHANGE=Price change, IV=IV, IV_CHANGE=IV change, HV=HV, HV_CHANGE=HV change, IV_RANK=IV Rank, IV_PERCENTILE=IV Percentile, MARKET_CAP=Market capsort_direction int Sort direction 0=Descending (default), 1=Ascendingcount int Page size Range [1,200], default 200trading_date str Trading date Format yyyy-MM-dd, returns latest ranking if not specifiedfilter_list list[UnderlyingRankFilter] Filter conditions list Multiple conditions are combined with AND logicpage str Pagination cursor Pass None for the first request, pass the previously returned next_page for subsequent pagesFilter (UnderlyingRankFilter)
Build filter conditions with UnderlyingRankFilter; multiple conditions use AND logic.
UnderlyingRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2Parameter Type Description indicator_type UnderlyingRankIndicatorType Filter indicator type value_list list Exact value list (enum values or integers) interval_min float Interval lower bound interval_max float Interval upper bound min_inclusive bool Whether lower bound is inclusive, default True max_inclusive bool Whether upper bound is inclusive, default True security_list list[str] Security code list Filter indicators (full enum list see UnderlyingRankIndicatorType), grouped by filter mode:
Filter mode Parameter Applicable indicators Semantics security_list security_listOWNER_LISTOnly specified underlyings value_list value_listSTOCK_CATEGORYMatch category enum Range interval_min/interval_maxIV,IV_RANK,IV_PERCENTILE,IV_CHANGE,HV,HV_CHANGE,VOLUME,OPEN_INTEREST,VOLUME_RATIO,OI_RATIO,MARKET_CAPFall within interval Percentage indicators (e.g. IV_RANK, IV_PERCENTILE) take decimals directly, 0.2 means 20%.Each condition carries only one filter mode; the three modes are mutually exclusive. `STOCK_CATEGORY` takes value_list=[StockCategory.ETF] (built-in enum mapping).
Returns
Parameter Type Description ret RET_CODE Interface call result data pandas.DataFrame When ret == RET_OK, returns ranking data str When ret != RET_OK, returns error description next_page str Next page cursor string, None indicates no more pages all_count int Total count of records matching the filter conditions data DataFrame fields:
Field Type Description code str Underlying stock code name str Underlying name total_volume int Total option volume total_open_interest int Total option open interest volume_ratio float Put/Call volume ratio (percentage) open_interest_ratio float Put/Call open interest ratio (percentage) iv float Implied volatility (percentage) iv_rank float IV rank percentile (percentage) iv_percentile float IV percentile (percentage) price float Underlying latest price change_ratio float Underlying price change ratio (decimal) iv_change float IV change rate (percentage) hv float Historical volatility (percentage) hv_change float HV change rate (percentage) market_cap float Market capitalization trading_date str Trading date of the ranking data trading_timestamp float Trading date timestamp of the ranking data (Unix seconds)
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Filter usage guide (uncomment as needed, build then pass to filter_list, multiple conditions use AND logic):
# # ① Owner list filter — only specified underlyings
# f_owner = UnderlyingRankFilter(UnderlyingRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL', 'US.NVDA'])
# # ② Exact value filter — only ETF underlyings
# f_cat = UnderlyingRankFilter(UnderlyingRankIndicatorType.STOCK_CATEGORY,
# value_list=[StockCategory.ETF])
# # ③ Range filter — IV Rank > 50% (decimal 0.5), OI P/C ratio > 1 (bearish)
# f_ivrank = UnderlyingRankFilter(UnderlyingRankIndicatorType.IV_RANK, interval_min=0.5)
# f_pcr = UnderlyingRankFilter(UnderlyingRankIndicatorType.OI_RATIO, interval_min=1.0)
ret, data, next_page, all_count = quote_ctx.get_option_underlying_rank(
option_market=OptionMarket.US_SECURITY,
sort_type=UnderlyingRankSortType.VOLUME,
count=5
# filter_list=[f_cat, f_ivrank] # AND of multiple conditions, pass filters built above
)
if ret == RET_OK:
print(data)
print('all_count:', all_count)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
- Output
code name total_volume total_open_interest volume_ratio open_interest_ratio iv iv_rank iv_percentile price change_ratio iv_change hv hv_change market_cap trading_date trading_timestamp
0 US.SPY 标普500ETF-SPDR 14228830 19909256 0.97899 1.93868 17.675 27.143 61.111 741.75 0.540826 -8.261 15.031 -0.057 7.814945e+11 2026-06-12 1.781237e+09
1 US.QQQ 纳指100ETF-Invesco QQQ Trust 8239190 12964422 0.99417 1.49888 27.652 62.918 91.269 721.34 0.588465 -8.332 26.196 -0.644 4.765533e+11 2026-06-12 1.781237e+09
2 US.TSLA 特斯拉 3623504 7088459 0.64872 0.69633 55.053 39.265 64.285 406.43 1.823876 -0.629 49.359 -1.194 1.526439e+12 2026-06-12 1.781237e+09
3 US.NVDA 英伟达 3157331 16744961 0.59428 0.84085 41.975 27.062 42.460 205.19 0.156197 -7.002 45.921 -1.972 4.965598e+12 2026-06-12 1.781237e+09
4 US.IWM 罗素2000ETF-iShares 2840729 11791964 0.79034 2.78276 24.857 33.930 64.285 292.95 0.874626 -6.744 24.802 0.522 8.061984e+10 2026-06-12 1.781237e+09
all_count: 6017
1
2
3
4
5
6
7
2
3
4
5
6
7
# Qot_GetOptionUnderlyingRank.proto
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
uint GetOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req); virtual void OnReply_GetOptionUnderlyingRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp);
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
var c2s = Qot_GetOptionUnderlyingRank.C2S.CreateBuilder()
// TODO: fill c2s fields per proto
.Build();
var req = Qot_GetOptionUnderlyingRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionUnderlyingRank(req);
Console.Write("Send GetOptionUnderlyingRank: {0}\n", seqNo);
}
public void OnReply_GetOptionUnderlyingRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
Send GetOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
int getOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req) onReply_GetOptionUnderlyingRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
public class Program implements MMSPI_Qot, MMSPI_Conn {
private MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
Qot_GetOptionUnderlyingRank.C2S c2s = Qot_GetOptionUnderlyingRank.C2S.newBuilder()
// TODO: fill c2s fields per proto
.build();
Qot_GetOptionUnderlyingRank.Request req = Qot_GetOptionUnderlyingRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionUnderlyingRank(req);
System.out.println("Send getOptionUnderlyingRank: " + seqNo);
}
@Override
public void onReply_GetOptionUnderlyingRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
MMAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
Send getOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Moomoo::u32_t GetOptionUnderlyingRank(const Qot_GetOptionUnderlyingRank::Request &stReq);
virtual void OnReply_GetOptionUnderlyingRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) = 0;
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
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_GetOptionUnderlyingRank::Request req;
Qot_GetOptionUnderlyingRank::C2S *c2s = req.mutable_c2s();
// TODO: populate c2s fields per proto
m_GetOptionUnderlyingRankSerialNo = m_pQotApi->GetOptionUnderlyingRank(req);
}
virtual void OnReply_GetOptionUnderlyingRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionUnderlyingRankSerialNo = 0;
};
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
getOptionUnderlyingRank(qotGetOptionUnderlyingRank)
Description
Get option underlying ranking list
Parameters
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //Ascending order, default false
optional int32 count = 4; //Page size [1,200], default 200
optional string tradingDate = 5; //Trading date, format yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //Pagination cursor
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Returns
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, cyclic result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
- Interface call result, see RetType
Protocol ID
3305
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_OptionCommon } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingRank(){
const { RetType } = Common
const { OptionMarket, UnderlyingRankSortType } = Qot_OptionCommon
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: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: UnderlyingRankSortType.UnderlyingRankSortType_Volume,
count: 5,
},
};
websocket.GetOptionUnderlyingRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingRank: 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);
}
QotGetOptionUnderlyingRank()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
- Output
GetOptionUnderlyingRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "标普500ETF-SPDR",
"totalVolume": 14228830,
"totalOpenInterest": 19909256,
"volumeRatio": 0.97899,
"openInterestRatio": 1.93868,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"price": 741.75,
"changeRate": 0.540826,
"ivChange": -8.261,
"hv": 15.031,
"hvChange": -0.057,
"marketCap": 781494500000
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "纳指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
Rate Limit
- Maximum 60 requests per 30 seconds for the option underlying rank interface (for paginated interfaces, only the first call counts)