# Get Filtered Warrant
- Python
- Proto
- C#
- Java
- C++
- JavaScript
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
Field 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. Only calls and puts support this field.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 outCopied!
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- Output
2 2 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 NaNCopied!
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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; }Copied!
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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; }Copied!
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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
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; }Copied!
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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; }Copied!
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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); } }Copied!
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- Output
Qot onInitConnect: ret=0 desc= connID=6825714488755091916 Send QotGetWarrant: 3 Reply: QotGetWarrant: 3 retMsg: name: MBTENCT@EC2012A, type: 1Copied!
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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; }Copied!
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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; }Copied!
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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) { } } } }Copied!
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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 }] } }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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 } ] } }Copied!
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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; }Copied!
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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; }Copied!
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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 OpenD push duration to 5 seconds }Copied!
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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 }] } stopCopied!
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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(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
Field 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 outCopied!
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- Output
2 2 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 NaNCopied!
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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; }Copied!
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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; }Copied!
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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
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; }Copied!
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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; }Copied!
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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); } }Copied!
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- Output
Qot onInitConnect: ret=0 desc= connID=6825714488755091916 Send QotGetWarrant: 3 Reply: QotGetWarrant: 3 retMsg: name: MBTENCT@EC2012A, type: 1Copied!
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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; }Copied!
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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; }Copied!
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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) { } } } }Copied!
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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 }] } }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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 } ] } }Copied!
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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; }Copied!
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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; }Copied!
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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 OpenD push duration to 5 seconds }Copied!
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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 }] } stopCopied!
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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