# 期權標的排行
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_rank(option_market, sort_type, sort_direction=None, count=None, trading_date=None, filter_list=None, page=None)
介紹
獲取期權熱門標的排行，按指定維度對期權標的（正股/ETF/指數）進行排名，支持多維度篩選與分頁。
參數
參數 類型 說明 option_market OptionMarket 期權市場類型 US_SECURITY=美股股票期權、US_INDEX=美股指數期權、HK_SECURITY=港股股票期權、HK_INDEX=港股指數期權sort_type UnderlyingRankSortType 排序字段 VOLUME=總成交量、VOLUME_RATIO=Put/Call成交量比值、OPEN_INTEREST=總持倉量、OPEN_INTEREST_RATIO=Put/Call持倉量比值、PRICE=最新價、PRICE_CHANGE=漲跌幅、IV=IV、IV_CHANGE=IV變化率、HV=HV、HV_CHANGE=HV變化率、IV_RANK=IV Rank、IV_PERCENTILE=IV Percentile、MARKET_CAP=市值sort_direction int 排序方向 0=降序（默認）、1=升序count int 每頁數量 範圍 [1,200]，默認 200trading_date str 交易日 格式 yyyy-MM-dd，不填返回最新排行filter_list list[UnderlyingRankFilter] 篩選條件列表 多條件為 AND 關係page str 分頁遊標 首次請求傳 None，翻頁時傳上次返回的 next_page篩選器（UnderlyingRankFilter）
透過 UnderlyingRankFilter 構造篩選條件，多個條件為 AND 關係。
UnderlyingRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2參數 類型 說明 indicator_type UnderlyingRankIndicatorType 篩選因子類型 value_list list 確切值列表（枚舉值或整數） interval_min float 區間下限 interval_max float 區間上限 min_inclusive bool 下限是否閉區間，默認 True max_inclusive bool 上限是否閉區間，默認 True security_list list[str] 證券代碼列表 篩選因子（完整枚舉見 UnderlyingRankIndicatorType），按篩選方式分組：
篩選方式 用哪個參數 適用因子 語義 security_list security_listOWNER_LIST只看指定標的 value_list value_listSTOCK_CATEGORY命中品類枚舉 範圍 interval_min/interval_maxIV、IV_RANK、IV_PERCENTILE、IV_CHANGE、HV、HV_CHANGE、VOLUME、OPEN_INTEREST、VOLUME_RATIO、OI_RATIO、MARKET_CAP落在區間內 涉及百分比的因子（如 IV_RANK、IV_PERCENTILE）直接輸入小數，0.2 代表 20%。一個條件只承載一種篩選方式，三種互斥，按因子所屬方式對號入座。`STOCK_CATEGORY` 可傳 value_list=[StockCategory.ETF]（內置枚舉映射）。
返回
參數 類型 說明 ret RET_CODE 接口調用結果 data pandas.DataFrame 當 ret == RET_OK，返回排行數據 str 當 ret != RET_OK，返回錯誤描述 next_page str 下一頁遊標字符串，None 表示無下一頁 all_count int 符合條件的總數據量 data DataFrame 字段：
字段 類型 說明 code str 標的股票代碼 name str 標的名稱 total_volume int 期權總成交量 total_open_interest int 期權總持倉量 volume_ratio float Put/Call 成交量比值（百分比） open_interest_ratio float Put/Call 持倉量比值（百分比） iv float 隱含波動率（百分比） iv_rank float IV 排名百分位（百分比） iv_percentile float IV 百分位（百分比） price float 標的最新價 change_ratio float 標的漲跌幅（小數） iv_change float IV 變化率（百分比） hv float 歷史波動率（百分比） hv_change float HV 變化率（百分比） market_cap float 市值 trading_date str 排行數據對應交易日 trading_timestamp float 排行數據對應交易日時間戳（Unix 秒）
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 篩選器用法引導（按需取消註釋，構造後傳入 filter_list，多條件為 AND 關係）：
# # ① 標的列表篩選 — 只排指定標的
# f_owner = UnderlyingRankFilter(UnderlyingRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL', 'US.NVDA'])
# # ② 確切值篩選 — 只要 ETF 標的
# f_cat = UnderlyingRankFilter(UnderlyingRankIndicatorType.STOCK_CATEGORY,
# value_list=[StockCategory.ETF])
# # ③ 範圍篩選 — IV Rank > 50%（入參用小數 0.5）、持倉量 P/C 比值 > 1（偏空）
# f_ivrank = UnderlyingRankFilter(UnderlyingRankIndicatorType.IV_RANK, interval_min=0.5)
# f_pcr = UnderlyingRankFilter(UnderlyingRankIndicatorType.OI_RATIO, interval_min=1.0)
ret, data, next_page, all_count = quote_ctx.get_option_underlying_rank(
option_market=OptionMarket.US_SECURITY,
sort_type=UnderlyingRankSortType.VOLUME,
count=5
# filter_list=[f_cat, f_ivrank] # 多條件 AND，傳入上方構造的篩選條件
)
if ret == RET_OK:
print(data)
print('all_count:', all_count)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name total_volume total_open_interest volume_ratio open_interest_ratio iv iv_rank iv_percentile price change_ratio iv_change hv hv_change market_cap trading_date trading_timestamp
0 US.SPY 標普500ETF-SPDR 14228830 19909256 0.97899 1.93868 17.675 27.143 61.111 741.75 0.540826 -8.261 15.031 -0.057 7.814945e+11 2026-06-12 1.781237e+09
1 US.QQQ 納指100ETF-Invesco QQQ Trust 8239190 12964422 0.99417 1.49888 27.652 62.918 91.269 721.34 0.588465 -8.332 26.196 -0.644 4.765533e+11 2026-06-12 1.781237e+09
2 US.TSLA 特斯拉 3623504 7088459 0.64872 0.69633 55.053 39.265 64.285 406.43 1.823876 -0.629 49.359 -1.194 1.526439e+12 2026-06-12 1.781237e+09
3 US.NVDA 英偉達 3157331 16744961 0.59428 0.84085 41.975 27.062 42.460 205.19 0.156197 -7.002 45.921 -1.972 4.965598e+12 2026-06-12 1.781237e+09
4 US.IWM 羅素2000ETF-iShares 2840729 11791964 0.79034 2.78276 24.857 33.930 64.285 292.95 0.874626 -6.744 24.802 0.522 8.061984e+10 2026-06-12 1.781237e+09
all_count: 6017
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# Qot_GetOptionUnderlyingRank.proto
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
uint GetOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req); virtual void OnReply_GetOptionUnderlyingRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp);
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
var c2s = Qot_GetOptionUnderlyingRank.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionUnderlyingRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionUnderlyingRank(req);
Console.Write("Send GetOptionUnderlyingRank: {0}\n", seqNo);
}
public void OnReply_GetOptionUnderlyingRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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- Output
Send GetOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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int getOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req) onReply_GetOptionUnderlyingRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
public class Program implements FTSPI_Qot, FTSPI_Conn {
private FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
Qot_GetOptionUnderlyingRank.C2S c2s = Qot_GetOptionUnderlyingRank.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionUnderlyingRank.Request req = Qot_GetOptionUnderlyingRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionUnderlyingRank(req);
System.out.println("Send getOptionUnderlyingRank: " + seqNo);
}
@Override
public void onReply_GetOptionUnderlyingRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
FTAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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- Output
Send getOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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Futu::u32_t GetOptionUnderlyingRank(const Qot_GetOptionUnderlyingRank::Request &stReq);
virtual void OnReply_GetOptionUnderlyingRank(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) = 0;
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
class Program : public FTSPI_Qot, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
Qot_GetOptionUnderlyingRank::Request req;
Qot_GetOptionUnderlyingRank::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionUnderlyingRankSerialNo = m_pQotApi->GetOptionUnderlyingRank(req);
}
virtual void OnReply_GetOptionUnderlyingRank(Futu::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionUnderlyingRankSerialNo = 0;
};
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getOptionUnderlyingRank(qotGetOptionUnderlyingRank)
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
import ftWebsocket from "futu-api";
import { Common, Qot_OptionCommon } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingRank(){
const { RetType } = Common
const { OptionMarket, UnderlyingRankSortType } = Qot_OptionCommon
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: UnderlyingRankSortType.UnderlyingRankSortType_Volume,
count: 5,
},
};
websocket.GetOptionUnderlyingRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingRank: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true });
console.log(data);
}
})
.catch((error)=>{ console.log("error:", error); });
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingRank()
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- Output
GetOptionUnderlyingRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "標普500ETF-SPDR",
"totalVolume": 14228830,
"totalOpenInterest": 19909256,
"volumeRatio": 0.97899,
"openInterestRatio": 1.93868,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"price": 741.75,
"changeRate": 0.540826,
"ivChange": -8.261,
"hv": 15.031,
"hvChange": -0.057,
"marketCap": 781494500000
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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接口限制
- 30 秒內最多請求 60 次期權標的排行接口（支持分頁的接口，僅首次調用納入統計）
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_underlying_rank(option_market, sort_type, sort_direction=None, count=None, trading_date=None, filter_list=None, page=None)
介紹
獲取期權熱門標的排行，按指定維度對期權標的（正股/ETF/指數）進行排名，支持多維度篩選與分頁。
參數
參數 類型 說明 option_market OptionMarket 期權市場類型 US_SECURITY=美股股票期權、US_INDEX=美股指數期權、HK_SECURITY=港股股票期權、HK_INDEX=港股指數期權sort_type UnderlyingRankSortType 排序字段 VOLUME=總成交量、VOLUME_RATIO=Put/Call成交量比值、OPEN_INTEREST=總持倉量、OPEN_INTEREST_RATIO=Put/Call持倉量比值、PRICE=最新價、PRICE_CHANGE=漲跌幅、IV=IV、IV_CHANGE=IV變化率、HV=HV、HV_CHANGE=HV變化率、IV_RANK=IV Rank、IV_PERCENTILE=IV Percentile、MARKET_CAP=市值sort_direction int 排序方向 0=降序（默認）、1=升序count int 每頁數量 範圍 [1,200]，默認 200trading_date str 交易日 格式 yyyy-MM-dd，不填返回最新排行filter_list list[UnderlyingRankFilter] 篩選條件列表 多條件為 AND 關係page str 分頁遊標 首次請求傳 None，翻頁時傳上次返回的 next_page篩選器（UnderlyingRankFilter）
透過 UnderlyingRankFilter 構造篩選條件，多個條件為 AND 關係。
UnderlyingRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2參數 類型 說明 indicator_type UnderlyingRankIndicatorType 篩選因子類型 value_list list 確切值列表（枚舉值或整數） interval_min float 區間下限 interval_max float 區間上限 min_inclusive bool 下限是否閉區間，默認 True max_inclusive bool 上限是否閉區間，默認 True security_list list[str] 證券代碼列表 篩選因子（完整枚舉見 UnderlyingRankIndicatorType），按篩選方式分組：
篩選方式 用哪個參數 適用因子 語義 security_list security_listOWNER_LIST只看指定標的 value_list value_listSTOCK_CATEGORY命中品類枚舉 範圍 interval_min/interval_maxIV、IV_RANK、IV_PERCENTILE、IV_CHANGE、HV、HV_CHANGE、VOLUME、OPEN_INTEREST、VOLUME_RATIO、OI_RATIO、MARKET_CAP落在區間內 涉及百分比的因子（如 IV_RANK、IV_PERCENTILE）直接輸入小數，0.2 代表 20%。一個條件只承載一種篩選方式，三種互斥，按因子所屬方式對號入座。`STOCK_CATEGORY` 可傳 value_list=[StockCategory.ETF]（內置枚舉映射）。
返回
參數 類型 說明 ret RET_CODE 接口調用結果 data pandas.DataFrame 當 ret == RET_OK，返回排行數據 str 當 ret != RET_OK，返回錯誤描述 next_page str 下一頁遊標字符串，None 表示無下一頁 all_count int 符合條件的總數據量 data DataFrame 字段：
字段 類型 說明 code str 標的股票代碼 name str 標的名稱 total_volume int 期權總成交量 total_open_interest int 期權總持倉量 volume_ratio float Put/Call 成交量比值（百分比） open_interest_ratio float Put/Call 持倉量比值（百分比） iv float 隱含波動率（百分比） iv_rank float IV 排名百分位（百分比） iv_percentile float IV 百分位（百分比） price float 標的最新價 change_ratio float 標的漲跌幅（小數） iv_change float IV 變化率（百分比） hv float 歷史波動率（百分比） hv_change float HV 變化率（百分比） market_cap float 市值 trading_date str 排行數據對應交易日 trading_timestamp float 排行數據對應交易日時間戳（Unix 秒）
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 篩選器用法引導（按需取消註釋，構造後傳入 filter_list，多條件為 AND 關係）：
# # ① 標的列表篩選 — 只排指定標的
# f_owner = UnderlyingRankFilter(UnderlyingRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL', 'US.NVDA'])
# # ② 確切值篩選 — 只要 ETF 標的
# f_cat = UnderlyingRankFilter(UnderlyingRankIndicatorType.STOCK_CATEGORY,
# value_list=[StockCategory.ETF])
# # ③ 範圍篩選 — IV Rank > 50%（入參用小數 0.5）、持倉量 P/C 比值 > 1（偏空）
# f_ivrank = UnderlyingRankFilter(UnderlyingRankIndicatorType.IV_RANK, interval_min=0.5)
# f_pcr = UnderlyingRankFilter(UnderlyingRankIndicatorType.OI_RATIO, interval_min=1.0)
ret, data, next_page, all_count = quote_ctx.get_option_underlying_rank(
option_market=OptionMarket.US_SECURITY,
sort_type=UnderlyingRankSortType.VOLUME,
count=5
# filter_list=[f_cat, f_ivrank] # 多條件 AND，傳入上方構造的篩選條件
)
if ret == RET_OK:
print(data)
print('all_count:', all_count)
else:
print('error:', data)
quote_ctx.close()
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- Output
code name total_volume total_open_interest volume_ratio open_interest_ratio iv iv_rank iv_percentile price change_ratio iv_change hv hv_change market_cap trading_date trading_timestamp
0 US.SPY 標普500ETF-SPDR 14228830 19909256 0.97899 1.93868 17.675 27.143 61.111 741.75 0.540826 -8.261 15.031 -0.057 7.814945e+11 2026-06-12 1.781237e+09
1 US.QQQ 納指100ETF-Invesco QQQ Trust 8239190 12964422 0.99417 1.49888 27.652 62.918 91.269 721.34 0.588465 -8.332 26.196 -0.644 4.765533e+11 2026-06-12 1.781237e+09
2 US.TSLA 特斯拉 3623504 7088459 0.64872 0.69633 55.053 39.265 64.285 406.43 1.823876 -0.629 49.359 -1.194 1.526439e+12 2026-06-12 1.781237e+09
3 US.NVDA 英偉達 3157331 16744961 0.59428 0.84085 41.975 27.062 42.460 205.19 0.156197 -7.002 45.921 -1.972 4.965598e+12 2026-06-12 1.781237e+09
4 US.IWM 羅素2000ETF-iShares 2840729 11791964 0.79034 2.78276 24.857 33.930 64.285 292.95 0.874626 -6.744 24.802 0.522 8.061984e+10 2026-06-12 1.781237e+09
all_count: 6017
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# Qot_GetOptionUnderlyingRank.proto
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
uint GetOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req); virtual void OnReply_GetOptionUnderlyingRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp);
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
var c2s = Qot_GetOptionUnderlyingRank.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionUnderlyingRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionUnderlyingRank(req);
Console.Write("Send GetOptionUnderlyingRank: {0}\n", seqNo);
}
public void OnReply_GetOptionUnderlyingRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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- Output
Send GetOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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int getOptionUnderlyingRank(Qot_GetOptionUnderlyingRank.Request req) onReply_GetOptionUnderlyingRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp)
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
public class Program implements MMSPI_Qot, MMSPI_Conn {
private MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
Qot_GetOptionUnderlyingRank.C2S c2s = Qot_GetOptionUnderlyingRank.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionUnderlyingRank.Request req = Qot_GetOptionUnderlyingRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionUnderlyingRank(req);
System.out.println("Send getOptionUnderlyingRank: " + seqNo);
}
@Override
public void onReply_GetOptionUnderlyingRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionUnderlyingRank.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
MMAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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- Output
Send getOptionUnderlyingRank: 1
Reply: 1 { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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Moomoo::u32_t GetOptionUnderlyingRank(const Qot_GetOptionUnderlyingRank::Request &stReq);
virtual void OnReply_GetOptionUnderlyingRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) = 0;
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
class Program : public MMSPI_Qot, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, Moomoo::i64_t nErrCode, const char* strDesc) {
Qot_GetOptionUnderlyingRank::Request req;
Qot_GetOptionUnderlyingRank::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionUnderlyingRankSerialNo = m_pQotApi->GetOptionUnderlyingRank(req);
}
virtual void OnReply_GetOptionUnderlyingRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionUnderlyingRank::Response &stRsp) {
if (nSerialNo != m_GetOptionUnderlyingRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionUnderlyingRankSerialNo = 0;
};
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getOptionUnderlyingRank(qotGetOptionUnderlyingRank)
介紹
獲取期權標的排行列表
參數
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.UnderlyingRankSortType
optional bool isAsc = 3; //是否升序，默認false
optional int32 count = 4; //每頁數量[1,200]，默認200
optional string tradingDate = 5; //交易日，格式yyyy-MM-dd
repeated Qot_OptionCommon.UnderlyingRankIndicator filterList = 6;
optional string page = 7; //分頁遊標
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message UnderlyingRankItem
{
required Qot_Common.Security owner = 1;
optional string name = 2;
optional int64 totalVolume = 3;
optional int64 totalOpenInterest = 4;
optional double volumeRatio = 5;
optional double openInterestRatio = 6;
optional double iv = 7;
optional double ivRank = 8;
optional double ivPercentile = 9;
optional double price = 10;
optional double changeRate = 11;
optional double ivChange = 12;
optional double hv = 13;
optional double hvChange = 14;
optional double marketCap = 15;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated UnderlyingRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口調用結果，結構參見 RetType
協議 ID
3305
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_OptionCommon } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionUnderlyingRank(){
const { RetType } = Common
const { OptionMarket, UnderlyingRankSortType } = Qot_OptionCommon
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: UnderlyingRankSortType.UnderlyingRankSortType_Volume,
count: 5,
},
};
websocket.GetOptionUnderlyingRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionUnderlyingRank: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true });
console.log(data);
}
})
.catch((error)=>{ console.log("error:", error); });
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetOptionUnderlyingRank()
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- Output
GetOptionUnderlyingRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "標普500ETF-SPDR",
"totalVolume": 14228830,
"totalOpenInterest": 19909256,
"volumeRatio": 0.97899,
"openInterestRatio": 1.93868,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"price": 741.75,
"changeRate": 0.540826,
"ivChange": -8.261,
"hv": 15.031,
"hvChange": -0.057,
"marketCap": 781494500000
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"totalVolume": 8239190,
"totalOpenInterest": 12964422,
"volumeRatio": 0.99417,
"openInterestRatio": 1.49888,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"price": 721.34,
"changeRate": 0.588465,
"ivChange": -8.332,
"hv": 26.196,
"hvChange": -0.644,
"marketCap": 476553300000
}
],
"allCount": 6017
}
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接口限制
- 30 秒內最多請求 60 次期權標的排行接口（支持分頁的接口，僅首次調用納入統計）