# Get Filtered Warrant
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# get_warrant
get_warrant(stock_owner='', req=None)
Description
Get Filtered Warrant (only warrants, CBBCs and Inline Warrants of HK market are surpported)
Parameters
Parameter Type Description stock_owner str Code of the underlying stock. req WarrantRequest Filter parameter combination. - WarrantRequest's details as follows:
Field Type Description begin int Data start point num int The number of requested data. The maximum is 200.sort_field SortField According to which field to sort. ascend bool The sort direction. True: ascending order.
False: descending order.type_list list Warrant Type Filter List. Data type of elements in the list is WrtType.issuer_list list Issuer filter list. Data type of elements in the list is Issuer.maturity_time_min str The start time of the maturity date filter range. maturity_time_max str The end time of the maturity date filter range. ipo_period IpoPeriod Listing period. price_type PriceType In/out of the money. The Inline Warrant is not currently supported.status WarrantStatus Warrant Status. cur_price_min float The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.cur_price_max float The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.strike_price_min float The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.strike_price_max float The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.street_min float The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.street_max float The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.conversion_min float The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.conversion_max float The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.vol_min int The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞.vol_max int The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞.premium_min float The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.premium_max float The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.leverage_ratio_min float The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.leverage_ratio_max float The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.delta_min float The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.delta_max float The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.implied_min float The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field.
If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.implied_max float The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field.
If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded.recovery_price_min float The lower filter limit (closed interval) of the recovery price. Only CBBCs support this field to filter.
If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.recovery_price_max float The upper filter limit (closed interval) of the recovery price. Only CBBCs support this field to filter.
If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.price_recovery_ratio_min float The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field.
If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.price_recovery_ratio_max float The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field.
If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.
- WarrantRequest's details as follows:
Return
Parameter Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, warrant data is returned. str If ret != RET_OK, error description is returned. Warrant data format as follows:
Field Type Description warrant_data_list pd.DataFrame Warrant data after filtering. last_page bool Weather is the last page. True: the last page.
False: not the last page.all_count int The total number of warrants in the filtered result. - Warrant_data_list's detail as follows:
Field Type Description stock str Warrant code. stock_owner str Underlying stock. type WrtType Warrant type. issuer Issuer Issuer. maturity_time str Maturity date. Format: yyyy-MM-ddlist_time str Listing time. Format: yyyy-MM-ddlast_trade_time str Last trading day. Format: yyyy-MM-ddrecovery_price float Recovery price. Only CBBCs support this field.conversion_ratio float Conversion ratio. lot_size int Quantity per lot. strike_price float Strike price. last_close_price float Yesterday's close. name str Name. cur_price float Current price. price_change_val float Price change. status WarrantStatus Warrant status. bid_price float Bid price. ask_price float Ask price. bid_vol int Bid volume. ask_vol int Ask volume. volume unsigned int Volume. turnover float Turnover. score float Comprehensive score. premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.break_even_point float Breakeven point. leverage float Leverage ratio. ipop float In/out of the money. This field is in percentage form, so 20 is equivalent to 20%.price_recovery_ratio float Price recovery ratio. Only CBBC supports this field.
This field is in percentage form, so 20 is equivalent to 20%.conversion_price float Conversion price. street_rate float Outstanding percentage. This field is in percentage form, so 20 is equivalent to 20%.street_vol int Outstanding quantity. amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.issue_size int Issue size. high_price float High. low_price float Low. implied_volatility float Implied volatility. Only calls and puts support this field.delta float Hedging value. Only calls and puts support this field.effective_leverage float Effective leverage. upper_strike_price float Upper bound price. Only Inline Warrants support this field.lower_strike_price float Lower bound price. Only Inline Warrants support this field.inline_price_status PriceType In/out of bounds. Only Inline Warrants support this field.
- Warrant_data_list's detail as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
req = WarrantRequest()
req.sort_field = SortField.TURNOVER
req.type_list = WrtType.CALL
req.cur_price_min = 0.1
req.cur_price_max = 0.2
ret, ls = quote_ctx.get_warrant("HK.00700", req)
if ret == RET_OK: # First judge whether the interface return is normal, and then fetch the data
warrant_data_list, last_page, all_count = ls
print(len(warrant_data_list), all_count, warrant_data_list)
print(warrant_data_list['stock'][0]) # Take the first warrant code
print(warrant_data_list['stock'].values.tolist()) # Convert to list
else:
print('error: ', ls)
req = WarrantRequest()
req.sort_field = SortField.TURNOVER
req.issuer_list = ['UB','CS','BI']
ret, ls = quote_ctx.get_warrant(Market.HK, req)
if ret == RET_OK:
warrant_data_list, last_page, all_count = ls
print(len(warrant_data_list), all_count, warrant_data_list)
else:
print('error: ', ls)
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
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stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status
0 HK.20306 MBTENCT@EC2012A HK.00700 CALL MB 2020-12-01 2019-06-27 2020-11-25 NaN 50.0 5000 588.88 0.188 0.188 0.000 0.000000 NORMAL 0.000 0.188 0 10000 0 0.0 0.196 1.921 598.28 62.446 -0.319 NaN 9.40 4.400 1584000 0.000 36000000 0.000 0.000 32.487 0.473 29.536 1.561565e+09 1.606234e+09 1.606752e+09 NaN NaN NaN
1 HK.16545 SGTENCT@EC2102B HK.00700 CALL SG 2021-02-26 2020-07-14 2021-02-22 NaN 100.0 10000 700.00 0.147 0.143 -0.004 -2.721088 NORMAL 0.141 0.143 28000000 28000000 0 0.0 82.011 21.686 714.30 41.048 -16.142 NaN 14.30 1.420 2130000 0.000 150000000 0.000 0.000 40.657 0.225 9.235 1.594656e+09 1.613923e+09 1.614269e+09 NaN NaN NaN
HK.20306
['HK.20306', 'HK.16545']
200 358
stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status
0 HK.19839 PINGANRUIYINLINGYIGOUAC HK.02318 CALL UB 2020-12-31 2017-12-11 2020-12-24 NaN 100.0 50000 83.88 0.057 0.046 -0.011 -19.298246 NORMAL 0.043 0.046 30000000 30000000 0 0.0 39.585 1.642 88.480 18.923 3.779 NaN 4.600 1.25 6250000 0.0 500000000 0.0 0.0 25.129 0.692 13.094 1.512922e+09 1.608739e+09 1.609344e+09 NaN NaN NaN
1 HK.20084 PINGANZHONGYINLINGYIGOUAC HK.02318 CALL BI 2020-12-31 2017-12-19 2020-12-24 NaN 100.0 50000 83.88 0.059 0.050 -0.009 -15.254237 NORMAL 0.044 0.050 10000000 10000000 0 0.0 0.064 2.102 88.880 17.410 3.779 NaN 5.000 0.07 350000 0.0 500000000 0.0 0.0 29.510 0.668 11.629 1.513613e+09 1.608739e+09 1.609344e+09 NaN NaN NaN
......
198 HK.56886 UB#HSI RC2301F HK.800000 BULL UB 2023-01-30 2020-03-24 2023-01-27 21200.0 20000.0 10000 21100.00 0.230 0.232 0.002 0.869565 NORMAL 0.232 0.233 30000000 30000000 0 0.0 46.619 -2.916 25740.000 5.714 25.655 25.062689 4640.000 0.01 40000 0.0 400000000 0.0 0.0 NaN NaN 5.714 1.584979e+09 1.674749e+09 1.675008e+09 NaN NaN NaN
199 HK.56895 UB#XIAMIRC2012D HK.01810 BULL UB 2020-12-30 2020-03-24 2020-12-29 8.0 10.0 2000 7.60 2.010 1.930 -0.080 -3.980100 NORMAL 1.910 1.930 6000000 6000000 0 0.0 0.040 1.127 26.900 1.378 250.000 232.500000 19.300 0.10 60000 0.0 60000000 0.0 0.0 NaN NaN 1.378 1.584979e+09 1.609171e+09 1.609258e+09 NaN NaN NaN
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# Qot_GetWarrant.proto
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- For interface result, refer to RetType
Protocol ID
3210
# GetWarrant
uint GetWarrant(QotGetWarrant.Request req);
virtual void OnReply_GetWarrant(FTAPI_Conn client, uint nSerialNo, QotGetWarrant.Response rsp);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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;
QotGetWarrant.C2S c2s = QotGetWarrant.C2S.CreateBuilder()
.SetBegin(0)
.SetNum(50)
.SetSortField((int)QotCommon.SortField.SortField_Code)
.SetAscend(true)
.Build();
QotGetWarrant.Request req = QotGetWarrant.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetWarrant(req);
Console.Write("Send QotGetWarrant: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetWarrant(FTAPI_Conn client, uint nSerialNo, QotGetWarrant.Response rsp)
{
Console.Write("Reply: QotGetWarrant: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
Console.Write("name: {0}, type: {1}\n", rsp.S2C.WarrantDataListList[0].Name,
rsp.S2C.WarrantDataListList[0].Type);
}
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=6825714488755091916
Send QotGetWarrant: 3
Reply: QotGetWarrant: 3
retMsg:
name: MBTENCT@EC2012A, type: 1
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# getWarrant
int getWarrant(QotGetWarrant.Request req);
void onReply_GetWarrant(FTAPI_Conn client, int nSerialNo, QotGetWarrant.Response rsp);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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;
QotGetWarrant.C2S c2s = QotGetWarrant.C2S.newBuilder()
.setBegin(0)
.setNum(50)
.setSortField(QotCommon.SortField.SortField_Code_VALUE)
.setAscend(true)
.build();
QotGetWarrant.Request req = QotGetWarrant.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getWarrant(req);
System.out.printf("Send QotGetWarrant: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetWarrant(FTAPI_Conn client, int nSerialNo, QotGetWarrant.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetWarrant failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetWarrant: %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 QotGetWarrant: 2
Receive QotGetWarrant: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 15552,
"warrantDataList": [{
"stock": {
"market": 1,
"code": "10071"
},
"owner": {
"market": 11,
"code": ".DJI"
},
"type": 2,
"issuer": 7,
"maturityTime": "2021-06-18",
"maturityTimestamp": 1.6239456E9,
"listTime": "2020-11-10",
"listTimestamp": 1.6049376E9,
"lastTradeTime": "2021-06-11",
"lastTradeTimestamp": 1.6233408E9,
"conversionRatio": 66000.0,
"lotSize": 10000,
"strikePrice": 25000.0,
"lastClosePrice": 0.01,
"name": "HS-DJI @EP2106B",
"curPrice": 0.01,
"priceChangeVal": 0.0,
"changeRate": 0.0,
"status": 3,
"bidPrice": 0.0,
"askPrice": 0.0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0.0,
"score": 0.02,
"premium": 0.0,
"breakEvenPoint": 24340.0,
"leverage": 0.0,
"ipop": 100.0,
"conversionPrice": 660.0,
"streetRate": 6.54,
"streetVol": "13080000",
"amplitude": 0.0,
"issueSize": "200000000",
"highPrice": 0.0,
"lowPrice": 0.0,
"impliedVolatility": 0.0,
"delta": 0.0,
"effectiveLeverage": 0.0
}, ... {
"stock": {
"market": 1,
"code": "11047"
},
"owner": {
"market": 1,
"code": "01211"
},
"type": 2,
"issuer": 21,
"maturityTime": "2021-11-26",
"maturityTimestamp": 1.637856E9,
"listTime": "2021-05-17",
"listTimestamp": 1.6211808E9,
"lastTradeTime": "2021-11-22",
"lastTradeTimestamp": 1.6375104E9,
"conversionRatio": 50.0,
"lotSize": 25000,
"strikePrice": 121.0,
"lastClosePrice": 0.026,
"name": "VT-BYD @EP2111A",
"curPrice": 0.026,
"priceChangeVal": 0.0,
"changeRate": 0.0,
"status": 1,
"bidPrice": 0.026,
"askPrice": 0.029,
"bidVol": "125000",
"askVol": "600000",
"volume": "0",
"turnover": 0.0,
"score": 0.008,
"premium": 47.407,
"breakEvenPoint": 119.7,
"leverage": 175.076,
"ipop": -88.099,
"conversionPrice": 1.3,
"streetRate": 2.25,
"streetVol": "900000",
"amplitude": 0.0,
"issueSize": "40000000",
"highPrice": 0.0,
"lowPrice": 0.0,
"impliedVolatility": 58.629,
"delta": -0.032,
"effectiveLeverage": -5.602
}]
}
}
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# GetWarrant
Futu::u32_t GetWarrant(const Qot_GetWarrant::Request &stReq);
virtual void OnReply_GetWarrant(Futu::u32_t nSerialNo, const Qot_GetWarrant::Response &stRsp) = 0;
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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_GetWarrant::Request req;
Qot_GetWarrant::C2S *c2s = req.mutable_c2s();
c2s->set_begin(0);
c2s->set_num(50);
c2s->set_sortfield(1);
c2s->set_ascend(false);
m_GetWarrantSerialNo = m_pQotApi->GetWarrant(req);
cout << "Request GetWarrant SerialNo: " << m_GetWarrantSerialNo << endl;
}
virtual void OnReply_GetWarrant(Futu::u32_t nSerialNo, const Qot_GetWarrant::Response &stRsp){
if(nSerialNo == m_GetWarrantSerialNo)
{
cout << "OnReply_GetWarrant 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_GetWarrantSerialNo;
};
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 GetWarrant SerialNo: 4
OnReply_GetWarrant SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 15685,
"warrantDataList": [
{
"stock": {
"market": 1,
"code": "69999"
},
"owner": {
"market": 1,
"code": "01211"
},
"type": 3,
"issuer": 1,
"maturityTime": "2022-02-28",
"maturityTimestamp": 1645977600,
"listTime": "2021-06-11",
"listTimestamp": 1623340800,
"lastTradeTime": "2022-02-25",
"lastTradeTimestamp": 1645718400,
"recoveryPrice": 193,
"conversionRatio": 500,
"lotSize": 25000,
"strikePrice": 189,
"lastClosePrice": 0,
"name": "SG#BYD RC2202P",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 4,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0,
"premium": -5.12,
"breakEvenPoint": 189,
"leverage": 0,
"ipop": 5.396,
"priceRecoveryRatio": 3.2124352331606163,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "150000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
},
...
{
"stock": {
"market": 1,
"code": "69897"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 4,
"issuer": 3,
"maturityTime": "2021-12-30",
"maturityTimestamp": 1640793600,
"listTime": "2021-06-11",
"listTimestamp": 1623340800,
"lastTradeTime": "2021-12-29",
"lastTradeTimestamp": 1640707200,
"recoveryPrice": 608,
"conversionRatio": 500,
"lotSize": 5000,
"strikePrice": 610.8,
"lastClosePrice": 0,
"name": "CS#TENCTRP2112G",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 4,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0,
"premium": -1.715,
"breakEvenPoint": 610.8,
"leverage": 0,
"ipop": 1.686,
"priceRecoveryRatio": -1.2335526315789473,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "100000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
}
]
}
}
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# GetWarrant
GetWarrant(req);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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 QotGetWarrant(){
const { RetType } = Common
const { SortField, 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: {
begin: 0,
num: 2,
sortField: SortField.SortField_CurPrice,
ascend: true,
owner:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetWarrant(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Warrant: 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
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive Futu OpenD push duration to 5 seconds
}
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- Output
Warrant: errCode 0, retMsg , retType 0
{
"lastPage": false,
"allCount": 1380,
"warrantDataList": [{
"stock": {
"market": 1,
"code": "26508"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 1,
"issuer": 6,
"maturityTime": "2022-01-26",
"maturityTimestamp": 1643126400,
"listTime": "2021-09-14",
"listTimestamp": 1631548800,
"lastTradeTime": "2022-01-20",
"lastTradeTimestamp": 1642608000,
"conversionRatio": 100,
"lotSize": 10000,
"strikePrice": 575.5,
"lastClosePrice": 0,
"name": "GSTENCT@EC2201M",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 1,
"bidPrice": 0.179,
"askPrice": 0.18,
"bidVol": "10280000",
"askVol": "10280000",
"volume": "0",
"turnover": 0,
"score": 52.327,
"premium": 19.596,
"breakEvenPoint": 575.5,
"leverage": 0,
"ipop": -16.385,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "120000000",
"highPrice": 0,
"lowPrice": 0,
"impliedVolatility": 0,
"delta": 0,
"effectiveLeverage": 0
}, {
"stock": {
"market": 1,
"code": "52325"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 3,
"issuer": 7,
"maturityTime": "2022-04-29",
"maturityTimestamp": 1651161600,
"listTime": "2021-09-14",
"listTimestamp": 1631548800,
"lastTradeTime": "2022-04-28",
"lastTradeTimestamp": 1651075200,
"recoveryPrice": 492.88,
"conversionRatio": 500,
"lotSize": 50000,
"strikePrice": 488.88,
"lastClosePrice": 0,
"name": "HS#TENCTRC2204E",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 3,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0.24,
"premium": 1.596,
"breakEvenPoint": 488.88,
"leverage": 0,
"ipop": -1.57,
"priceRecoveryRatio": -2.3697451712384368,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "100000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
}]
}
stop
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Interface Limitations
- Hong Kong stock BMP permission does not support calling this API
- A maximum of 60 requests per 30 seconds
- The maximum number of data per request is 200
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# get_warrant
get_warrant(stock_owner='', req=None)
Description
Get Filtered Warrant (only warrants, CBBCs and Inline Warrants of HK market are surpported)
Parameters
Parameter Type Description stock_owner str Code of the underlying stock. req WarrantRequest Filter parameter combination. - WarrantRequest's details as follows:
Field Type Description begin int Data start point num int The number of requested data. The maximum is 200.sort_field SortField According to which field to sort. ascend bool The sort direction. True: ascending order.
False: descending order.type_list list Warrant Type Filter List. Data type of elements in the list is WrtType.issuer_list list Issuer filter list. Data type of elements in the list is Issuer.maturity_time_min str The start time of the maturity date filter range. maturity_time_max str The end time of the maturity date filter range. ipo_period IpoPeriod Listing period. price_type PriceType In/out of the money. The Inline Warrant is not currently supported.status WarrantStatus Warrant Status. cur_price_min float The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.cur_price_max float The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.strike_price_min float The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.strike_price_max float The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.street_min float The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.street_max float The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.conversion_min float The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.conversion_max float The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.vol_min int The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞.vol_max int The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞.premium_min float The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.premium_max float The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.leverage_ratio_min float The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.leverage_ratio_max float The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.delta_min float The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.delta_max float The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.implied_min float The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field.
If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.implied_max float The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field.
If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded.recovery_price_min float The lower filter limit (closed interval) of the recovery price. Only CBBCs support this field to filter.
If not passed, the lower limit is -∞.
3 decimal place accuracy, the excess part is discarded.recovery_price_max float The upper filter limit (closed interval) of the recovery price. Only CBBCs support this field to filter.
If not passed, the upper limit is +∞.
3 decimal place accuracy, the excess part is discarded.price_recovery_ratio_min float The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field.
If not passed, the lower limit is -∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.price_recovery_ratio_max float The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field.
If not passed, the upper limit is +∞.
This field is in percentage form, so 20 is equivalent to 20%.
3 decimal place accuracy, the excess part is discarded.
- WarrantRequest's details as follows:
Return
Parameter Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, warrant data is returned. str If ret != RET_OK, error description is returned. Warrant data format as follows:
Field Type Description warrant_data_list pd.DataFrame Warrant data after filtering. last_page bool Weather is the last page. True: the last page.
False: not the last page.all_count int The total number of warrants in the filtered result. - Warrant_data_list's detail as follows:
Field Type Description stock str Warrant code. stock_owner str Underlying stock. type WrtType Warrant type. issuer Issuer Issuer. maturity_time str Maturity date. Format: yyyy-MM-ddlist_time str Listing time. Format: yyyy-MM-ddlast_trade_time str Last trading day. Format: yyyy-MM-ddrecovery_price float Recovery price. Only CBBCs support this field.conversion_ratio float Conversion ratio. lot_size int Quantity per lot. strike_price float Strike price. last_close_price float Yesterday's close. name str Name. cur_price float Current price. price_change_val float Price change. status WarrantStatus Warrant status. bid_price float Bid price. ask_price float Ask price. bid_vol int Bid volume. ask_vol int Ask volume. volume unsigned int Volume. turnover float Turnover. score float Comprehensive score. premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.break_even_point float Breakeven point. leverage float Leverage ratio. ipop float In/out of the money. This field is in percentage form, so 20 is equivalent to 20%.price_recovery_ratio float Price recovery ratio. Only CBBC supports this field.
This field is in percentage form, so 20 is equivalent to 20%.conversion_price float Conversion price. street_rate float Outstanding percentage. This field is in percentage form, so 20 is equivalent to 20%.street_vol int Outstanding quantity. amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.issue_size int Issue size. high_price float High. low_price float Low. implied_volatility float Implied volatility. Only calls and puts support this field.delta float Hedging value. Only calls and puts support this field.effective_leverage float Effective leverage. upper_strike_price float Upper bound price. Only Inline Warrants support this field.lower_strike_price float Lower bound price. Only Inline Warrants support this field.inline_price_status PriceType In/out of bounds. Only Inline Warrants support this field.
- Warrant_data_list's detail as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
req = WarrantRequest()
req.sort_field = SortField.TURNOVER
req.type_list = WrtType.CALL
req.cur_price_min = 0.1
req.cur_price_max = 0.2
ret, ls = quote_ctx.get_warrant("HK.00700", req)
if ret == RET_OK: # First judge whether the interface return is normal, and then fetch the data
warrant_data_list, last_page, all_count = ls
print(len(warrant_data_list), all_count, warrant_data_list)
print(warrant_data_list['stock'][0]) # Take the first warrant code
print(warrant_data_list['stock'].values.tolist()) # Convert to list
else:
print('error: ', ls)
req = WarrantRequest()
req.sort_field = SortField.TURNOVER
req.issuer_list = ['UB','CS','BI']
ret, ls = quote_ctx.get_warrant(Market.HK, req)
if ret == RET_OK:
warrant_data_list, last_page, all_count = ls
print(len(warrant_data_list), all_count, warrant_data_list)
else:
print('error: ', ls)
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
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stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status
0 HK.20306 MBTENCT@EC2012A HK.00700 CALL MB 2020-12-01 2019-06-27 2020-11-25 NaN 50.0 5000 588.88 0.188 0.188 0.000 0.000000 NORMAL 0.000 0.188 0 10000 0 0.0 0.196 1.921 598.28 62.446 -0.319 NaN 9.40 4.400 1584000 0.000 36000000 0.000 0.000 32.487 0.473 29.536 1.561565e+09 1.606234e+09 1.606752e+09 NaN NaN NaN
1 HK.16545 SGTENCT@EC2102B HK.00700 CALL SG 2021-02-26 2020-07-14 2021-02-22 NaN 100.0 10000 700.00 0.147 0.143 -0.004 -2.721088 NORMAL 0.141 0.143 28000000 28000000 0 0.0 82.011 21.686 714.30 41.048 -16.142 NaN 14.30 1.420 2130000 0.000 150000000 0.000 0.000 40.657 0.225 9.235 1.594656e+09 1.613923e+09 1.614269e+09 NaN NaN NaN
HK.20306
['HK.20306', 'HK.16545']
200 358
stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status
0 HK.19839 PINGANRUIYINLINGYIGOUAC HK.02318 CALL UB 2020-12-31 2017-12-11 2020-12-24 NaN 100.0 50000 83.88 0.057 0.046 -0.011 -19.298246 NORMAL 0.043 0.046 30000000 30000000 0 0.0 39.585 1.642 88.480 18.923 3.779 NaN 4.600 1.25 6250000 0.0 500000000 0.0 0.0 25.129 0.692 13.094 1.512922e+09 1.608739e+09 1.609344e+09 NaN NaN NaN
1 HK.20084 PINGANZHONGYINLINGYIGOUAC HK.02318 CALL BI 2020-12-31 2017-12-19 2020-12-24 NaN 100.0 50000 83.88 0.059 0.050 -0.009 -15.254237 NORMAL 0.044 0.050 10000000 10000000 0 0.0 0.064 2.102 88.880 17.410 3.779 NaN 5.000 0.07 350000 0.0 500000000 0.0 0.0 29.510 0.668 11.629 1.513613e+09 1.608739e+09 1.609344e+09 NaN NaN NaN
......
198 HK.56886 UB#HSI RC2301F HK.800000 BULL UB 2023-01-30 2020-03-24 2023-01-27 21200.0 20000.0 10000 21100.00 0.230 0.232 0.002 0.869565 NORMAL 0.232 0.233 30000000 30000000 0 0.0 46.619 -2.916 25740.000 5.714 25.655 25.062689 4640.000 0.01 40000 0.0 400000000 0.0 0.0 NaN NaN 5.714 1.584979e+09 1.674749e+09 1.675008e+09 NaN NaN NaN
199 HK.56895 UB#XIAMIRC2012D HK.01810 BULL UB 2020-12-30 2020-03-24 2020-12-29 8.0 10.0 2000 7.60 2.010 1.930 -0.080 -3.980100 NORMAL 1.910 1.930 6000000 6000000 0 0.0 0.040 1.127 26.900 1.378 250.000 232.500000 19.300 0.10 60000 0.0 60000000 0.0 0.0 NaN NaN 1.378 1.584979e+09 1.609171e+09 1.609258e+09 NaN NaN NaN
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# Qot_GetWarrant.proto
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- For interface result, refer to RetType
Protocol ID
3210
# GetWarrant
uint GetWarrant(QotGetWarrant.Request req);
virtual void OnReply_GetWarrant(MMAPI_Conn client, uint nSerialNo, QotGetWarrant.Response rsp);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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;
QotGetWarrant.C2S c2s = QotGetWarrant.C2S.CreateBuilder()
.SetBegin(0)
.SetNum(50)
.SetSortField((int)QotCommon.SortField.SortField_Code)
.SetAscend(true)
.Build();
QotGetWarrant.Request req = QotGetWarrant.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetWarrant(req);
Console.Write("Send QotGetWarrant: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetWarrant(MMAPI_Conn client, uint nSerialNo, QotGetWarrant.Response rsp)
{
Console.Write("Reply: QotGetWarrant: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
Console.Write("name: {0}, type: {1}\n", rsp.S2C.WarrantDataListList[0].Name,
rsp.S2C.WarrantDataListList[0].Type);
}
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=6825714488755091916
Send QotGetWarrant: 3
Reply: QotGetWarrant: 3
retMsg:
name: MBTENCT@EC2012A, type: 1
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# getWarrant
int getWarrant(QotGetWarrant.Request req);
void onReply_GetWarrant(MMAPI_Conn client, int nSerialNo, QotGetWarrant.Response rsp);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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;
QotGetWarrant.C2S c2s = QotGetWarrant.C2S.newBuilder()
.setBegin(0)
.setNum(50)
.setSortField(QotCommon.SortField.SortField_Code_VALUE)
.setAscend(true)
.build();
QotGetWarrant.Request req = QotGetWarrant.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getWarrant(req);
System.out.printf("Send QotGetWarrant: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetWarrant(MMAPI_Conn client, int nSerialNo, QotGetWarrant.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetWarrant failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetWarrant: %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 QotGetWarrant: 2
Receive QotGetWarrant: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 15552,
"warrantDataList": [{
"stock": {
"market": 1,
"code": "10071"
},
"owner": {
"market": 11,
"code": ".DJI"
},
"type": 2,
"issuer": 7,
"maturityTime": "2021-06-18",
"maturityTimestamp": 1.6239456E9,
"listTime": "2020-11-10",
"listTimestamp": 1.6049376E9,
"lastTradeTime": "2021-06-11",
"lastTradeTimestamp": 1.6233408E9,
"conversionRatio": 66000.0,
"lotSize": 10000,
"strikePrice": 25000.0,
"lastClosePrice": 0.01,
"name": "HS-DJI @EP2106B",
"curPrice": 0.01,
"priceChangeVal": 0.0,
"changeRate": 0.0,
"status": 3,
"bidPrice": 0.0,
"askPrice": 0.0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0.0,
"score": 0.02,
"premium": 0.0,
"breakEvenPoint": 24340.0,
"leverage": 0.0,
"ipop": 100.0,
"conversionPrice": 660.0,
"streetRate": 6.54,
"streetVol": "13080000",
"amplitude": 0.0,
"issueSize": "200000000",
"highPrice": 0.0,
"lowPrice": 0.0,
"impliedVolatility": 0.0,
"delta": 0.0,
"effectiveLeverage": 0.0
}, ... {
"stock": {
"market": 1,
"code": "11047"
},
"owner": {
"market": 1,
"code": "01211"
},
"type": 2,
"issuer": 21,
"maturityTime": "2021-11-26",
"maturityTimestamp": 1.637856E9,
"listTime": "2021-05-17",
"listTimestamp": 1.6211808E9,
"lastTradeTime": "2021-11-22",
"lastTradeTimestamp": 1.6375104E9,
"conversionRatio": 50.0,
"lotSize": 25000,
"strikePrice": 121.0,
"lastClosePrice": 0.026,
"name": "VT-BYD @EP2111A",
"curPrice": 0.026,
"priceChangeVal": 0.0,
"changeRate": 0.0,
"status": 1,
"bidPrice": 0.026,
"askPrice": 0.029,
"bidVol": "125000",
"askVol": "600000",
"volume": "0",
"turnover": 0.0,
"score": 0.008,
"premium": 47.407,
"breakEvenPoint": 119.7,
"leverage": 175.076,
"ipop": -88.099,
"conversionPrice": 1.3,
"streetRate": 2.25,
"streetVol": "900000",
"amplitude": 0.0,
"issueSize": "40000000",
"highPrice": 0.0,
"lowPrice": 0.0,
"impliedVolatility": 58.629,
"delta": -0.032,
"effectiveLeverage": -5.602
}]
}
}
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# GetWarrant
moomoo::u32_t GetWarrant(const Qot_GetWarrant::Request &stReq);
virtual void OnReply_GetWarrant(moomoo::u32_t nSerialNo, const Qot_GetWarrant::Response &stRsp) = 0;
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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_GetWarrant::Request req;
Qot_GetWarrant::C2S *c2s = req.mutable_c2s();
c2s->set_begin(0);
c2s->set_num(50);
c2s->set_sortfield(1);
c2s->set_ascend(false);
m_GetWarrantSerialNo = m_pQotApi->GetWarrant(req);
cout << "Request GetWarrant SerialNo: " << m_GetWarrantSerialNo << endl;
}
virtual void OnReply_GetWarrant(moomoo::u32_t nSerialNo, const Qot_GetWarrant::Response &stRsp){
if(nSerialNo == m_GetWarrantSerialNo)
{
cout << "OnReply_GetWarrant 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_GetWarrantSerialNo;
};
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 GetWarrant SerialNo: 4
OnReply_GetWarrant SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 15685,
"warrantDataList": [
{
"stock": {
"market": 1,
"code": "69999"
},
"owner": {
"market": 1,
"code": "01211"
},
"type": 3,
"issuer": 1,
"maturityTime": "2022-02-28",
"maturityTimestamp": 1645977600,
"listTime": "2021-06-11",
"listTimestamp": 1623340800,
"lastTradeTime": "2022-02-25",
"lastTradeTimestamp": 1645718400,
"recoveryPrice": 193,
"conversionRatio": 500,
"lotSize": 25000,
"strikePrice": 189,
"lastClosePrice": 0,
"name": "SG#BYD RC2202P",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 4,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0,
"premium": -5.12,
"breakEvenPoint": 189,
"leverage": 0,
"ipop": 5.396,
"priceRecoveryRatio": 3.2124352331606163,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "150000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
},
...
{
"stock": {
"market": 1,
"code": "69897"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 4,
"issuer": 3,
"maturityTime": "2021-12-30",
"maturityTimestamp": 1640793600,
"listTime": "2021-06-11",
"listTimestamp": 1623340800,
"lastTradeTime": "2021-12-29",
"lastTradeTimestamp": 1640707200,
"recoveryPrice": 608,
"conversionRatio": 500,
"lotSize": 5000,
"strikePrice": 610.8,
"lastClosePrice": 0,
"name": "CS#TENCTRP2112G",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 4,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0,
"premium": -1.715,
"breakEvenPoint": 610.8,
"leverage": 0,
"ipop": 1.686,
"priceRecoveryRatio": -1.2335526315789473,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "100000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
}
]
}
}
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# GetWarrant
GetWarrant(req);
Description
Get Filtered Warrant (for HK market only)
Parameters
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 sortField = 3;//Qot_Common. SortField, according to which field to sort
required bool ascend = 4;//True: ascending order, False: descending order
//The following are filter conditions, optional fields, not filling in means no restrictions
optional Qot_Common.Security owner = 5; //The underlying stock
repeated int32 typeList = 6; //Qot_Common. WarrantType, Warrant type filter list
repeated int32 issuerList = 7; //Qot_Common. Issuer, issuer filter list
optional string maturityTimeMin = 8; //The start time of the maturity date filter range
optional string maturityTimeMax = 9; //The end time of the maturity date filter range
optional int32 ipoPeriod = 10; //Qot_Common.IpoPeriod. Listing period
optional int32 priceType = 11; //Qot_Common.PriceType. In/out of the money. (The Inline Warrant is not currently supported.)
optional int32 status = 12; //Qot_Common.WarrantStatus. Warrant Status
optional double curPriceMin = 13; //The filter lower limit (closed interval) of the latest price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double curPriceMax = 14; //The filter upper limit (closed interval) of the latest price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMin = 15; //The lower filter limit (closed interval) of the strike price. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double strikePriceMax = 16; //The upper filter limit (closed interval) of the strike price. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double streetMin = 17; //The lower limit (closed interval) of Outstanding percentage. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double streetMax = 18; //The upper limit (closed interval) of Outstanding percentage. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double conversionMin = 19; //The lower filter limit (closed interval) of the conversion ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double conversionMax = 20; //The upper filter limit (closed interval) of the conversion ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional uint64 volMin = 21; //The lower filter limit (closed interval) of the volume. If not passed, the lower limit is -∞
optional uint64 volMax = 22; //The upper filter limit (closed interval) of the volume. If not passed, the upper limit is +∞
optional double premiumMin = 23; //The lower filter limit (closed interval) of premium value. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double premiumMax = 24; //The upper filter limit (closed interval) of premium value. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMin = 25; //The lower filter limit (closed interval) of the leverage ratio. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double leverageRatioMax = 26; //The upper filter limit (closed interval) of the leverage ratio. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMin = 27;//The lower filter limit (closed interval) of the hedge value Delta. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double deltaMax = 28;//The upper filter limit (closed interval) of the hedge value Delta. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMin = 29; //The lower filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double impliedMax = 30; //The upper filter limit (closed interval) of the implied volatility. Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMin = 31; //The lower filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the lower limit is -∞(3 decimal place accuracy, the excess part is discarded)
optional double recoveryPriceMax = 32; //The upper filter limit (closed interval) of the recovery price. only CBBCs support this field to filter. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMin = 33;//The lower filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the lower limit is -∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
optional double priceRecoveryRatioMax = 34;//The upper filter limit (closed interval) of the price recovery ratio. Only CBBCs support this field. If not passed, the upper limit is +∞ (This field is in percentage form, so 20 is equivalent to 20%.)(3 decimal place accuracy, the excess part is discarded)
}
message Request
{
required C2S c2s = 1;
}
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- For security structure, refer to Security
- For sorting type, refer to SortField
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For IPO period, refer to IpoPeriod
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- Return
message WarrantData
{
//Static data item
required Qot_Common.Security stock = 1; //Security
required Qot_Common.Security owner = 2; //The underlying stock
required int32 type = 3; //Qot_Common.WarrantType. Warrant Type
required int32 issuer = 4; //Qot_Common.Issuer. Issuer
required string maturityTime = 5; //Maturity date
optional double maturityTimestamp = 6; //Maturity date timestamp
required string listTime = 7; //Listing time (Format: yyyy-MM-dd)
optional double listTimestamp = 8; //Listing timestamp
required string lastTradeTime = 9; //Last trading day
optional double lastTradeTimestamp = 10; //Last trading day timestamp
optional double recoveryPrice = 11; //Recovery price, only CBBC supports this field
required double conversionRatio = 12; //Share conversion ratio
required int32 lotSize = 13; //Quantity per lot
required double strikePrice = 14; //Strike price
required double lastClosePrice = 15; //Yesterday's close
required string name = 16; //Name
//Dynamic data item
required double curPrice = 17; //Current price
required double priceChangeVal = 18; //Change amount
required double changeRate = 19; //Change rate (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 status = 20; //Qot_Common.WarrantStatus. Warrant Status
required double bidPrice = 21; //Bid price
required double askPrice = 22; //Ask price
required int64 bidVol = 23; //Bid volume
required int64 askVol = 24; //Ask volume
required int64 volume = 25; //Volume
required double turnover = 26; //Turnover
required double score = 27; //Comprehensive score
required double premium = 28; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double breakEvenPoint = 29; //Break point
required double leverage = 30; //Leverage ratio (times)
required double ipop = 31; //In/out of the money, positive number means in the money, negative number means out of the money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double priceRecoveryRatio = 32; //Price recovery ratio of the underlying stock distance, only the CBBC supports this field (This field is in percentage form, so 20 is equivalent to 20%.)
required double conversionPrice = 33; //Conversion price
required double streetRate = 34; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 streetVol = 35; //Outstanding quantity
required double amplitude = 36; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
required int64 issueSize = 37; //Issuance
required double highPrice = 39; //High
required double lowPrice = 40; //Low
optional double impliedVolatility = 41; //Implied volatility, only calls and puts support this field
optional double delta = 42; //Hedging value, only calls and puts support this field
required double effectiveLeverage = 43; //Effective leverage
optional double upperStrikePrice = 44; //Upper bound price, only Inline Warrants support this field
optional double lowerStrikePrice = 45; //Lower bound price, only Inline Warrants support this field
optional int32 inLinePriceStatus = 46; //Qot_Common.PriceType, in/out of bounds status, only Inline Warrants support this field
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: not the last page, and remaining warrant record has not been returned; true: it is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated WarrantData warrantDataList = 3; //Warrant data
}
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 security structure, refer to Security
- For the warrant types, refer to WarrantType
- For the issuer filter list, refer to Issuer
- For in/out of bound, refer to PriceType
- For warrant status, refer to WarrantStatus
- 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 QotGetWarrant(){
const { RetType } = Common
const { SortField, 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: {
begin: 0,
num: 2,
sortField: SortField.SortField_CurPrice,
ascend: true,
owner:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetWarrant(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Warrant: 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
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive moomoo OpenD push duration to 5 seconds
}
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- Output
Warrant: errCode 0, retMsg , retType 0
{
"lastPage": false,
"allCount": 1380,
"warrantDataList": [{
"stock": {
"market": 1,
"code": "26508"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 1,
"issuer": 6,
"maturityTime": "2022-01-26",
"maturityTimestamp": 1643126400,
"listTime": "2021-09-14",
"listTimestamp": 1631548800,
"lastTradeTime": "2022-01-20",
"lastTradeTimestamp": 1642608000,
"conversionRatio": 100,
"lotSize": 10000,
"strikePrice": 575.5,
"lastClosePrice": 0,
"name": "GSTENCT@EC2201M",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 1,
"bidPrice": 0.179,
"askPrice": 0.18,
"bidVol": "10280000",
"askVol": "10280000",
"volume": "0",
"turnover": 0,
"score": 52.327,
"premium": 19.596,
"breakEvenPoint": 575.5,
"leverage": 0,
"ipop": -16.385,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "120000000",
"highPrice": 0,
"lowPrice": 0,
"impliedVolatility": 0,
"delta": 0,
"effectiveLeverage": 0
}, {
"stock": {
"market": 1,
"code": "52325"
},
"owner": {
"market": 1,
"code": "00700"
},
"type": 3,
"issuer": 7,
"maturityTime": "2022-04-29",
"maturityTimestamp": 1651161600,
"listTime": "2021-09-14",
"listTimestamp": 1631548800,
"lastTradeTime": "2022-04-28",
"lastTradeTimestamp": 1651075200,
"recoveryPrice": 492.88,
"conversionRatio": 500,
"lotSize": 50000,
"strikePrice": 488.88,
"lastClosePrice": 0,
"name": "HS#TENCTRC2204E",
"curPrice": 0,
"priceChangeVal": 0,
"changeRate": 0,
"status": 3,
"bidPrice": 0,
"askPrice": 0,
"bidVol": "0",
"askVol": "0",
"volume": "0",
"turnover": 0,
"score": 0.24,
"premium": 1.596,
"breakEvenPoint": 488.88,
"leverage": 0,
"ipop": -1.57,
"priceRecoveryRatio": -2.3697451712384368,
"conversionPrice": 0,
"streetRate": 0,
"streetVol": "0",
"amplitude": 0,
"issueSize": "100000000",
"highPrice": 0,
"lowPrice": 0,
"effectiveLeverage": 0
}]
}
stop
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Interface Limitations
- Hong Kong stock BMP permission does not support calling this API
- A maximum of 60 requests per 30 seconds
- The maximum number of data per request is 200