# 末日期權標的篩選
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_zero_dte_screener(market, sort_type=None, is_asc=None, count=None, page=None, filter_list=None)
介紹
獲取末日期權標的篩選列表，返回當日到期（0DTE）期權對應的標的股票信息，包含波動率、期權成交量、持倉量及期權鏈信息等數據。
參數
參數 類型 說明 market OptionMarket 期權市場類型 US_SECURITY=美股股票期權、US_INDEX=美股指數期權（僅支持美股市場）sort_type ZeroDteSortType 排序類型 VOLUME=期權成交量、IV=隱含波動率、CHANGE_RATIO=漲跌幅、OPEN_INTEREST=持倉量、MARKET_CAP=市值is_asc bool 是否升序 默認 False（降序）count int 每頁數量 範圍 [1,500]，默認 50page str 分頁遊標 首次不傳或傳空，翻頁傳 next_pagefilter_list list[ZeroDteFilter] 篩選條件列表 多條件為 AND 關係。支持 OWNER_LIST、HAS_EARNINGS_THIS_WEEK、VOLUME、OPEN_INTEREST、IV、HV、IV_RANK、IV_PERCENTILE、PRICE、CHANGE_RATIO返回
參數 類型 說明 ret RET_CODE 接口調用結果 data dict 當 ret == RET_OK，返回字典，包含 item_list（DataFrame）、next_page（str/None）、update_timestamp（float） str 當 ret != RET_OK，返回錯誤描述 返回 DataFrame 字段：
字段 類型 說明 owner str 標的股票代碼 name str 標的名稱 price float 標的當前價格 change_ratio float 漲跌幅（百分比） market_cap float 市值 iv float 隱含波動率（百分比） iv_rank float IV 排名（百分比） iv_percentile float IV 百分位（百分比） hv float 歷史波動率（百分比） volume int 期權成交量 open_interest int 期權持倉量 last_trading_time int 最後交易時間戳（Unix 秒） earnings_timestamp int 財報日期時間戳（秒） earnings_time str 財報時間字符串 earnings_pub_type str 財報發佈類型（BEFORE/AFTER） chain_info dict 期權鏈信息 用於 get_option_zero_dte_contract 調用
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_zero_dte_screener(
market=OptionMarket.US_SECURITY,
sort_type=ZeroDteSortType.VOLUME,
is_asc=False,
count=5
)
if ret == RET_OK:
print(data['item_list'])
else:
print('error:', data)
quote_ctx.close()
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- Output
owner name price change_ratio market_cap iv iv_rank iv_percentile hv volume open_interest last_trading_time earnings_timestamp earnings_time earnings_pub_type chain_info
0 US.SPY 標普500ETF-SPDR 741.75 0.540 7.830717e+11 17.675 27.143 61.111 15.031 14228830 19909256 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'SPY', 'multiplier': 100.0, ...}
1 US.QQQ 納指100ETF-Invesco QQQ Trust 721.34 0.588 4.805349e+11 27.652 62.918 91.269 26.196 8239190 12964422 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'QQQ', 'multiplier': 100.0, ...}
2 US.TSLA 特斯拉 406.43 1.823 1.526439e+12 55.053 39.265 64.285 49.359 3623504 7088459 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'TSLA', 'multiplier': 100.0, ...}
3 US.NVDA 英偉達 205.19 0.156 4.965598e+12 41.975 27.062 42.460 45.921 3157331 16744961 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'NVDA', 'multiplier': 100.0, ...}
4 US.IWM 羅素2000ETF-iShares 292.95 0.874 8.143528e+10 24.857 33.930 64.285 24.802 2840729 11791964 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'IWM', 'multiplier': 100.0, ...}
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# Qot_GetOptionZeroDteScreener.proto
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
uint GetOptionZeroDteScreener(Qot_GetOptionZeroDteScreener.Request req); virtual void OnReply_GetOptionZeroDteScreener(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteScreener.Response rsp);
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
int getOptionZeroDteScreener(Qot_GetOptionZeroDteScreener.Request req) onReply_GetOptionZeroDteScreener(FTAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteScreener.Response rsp)
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
Futu::u32_t GetOptionZeroDteScreener(const Qot_GetOptionZeroDteScreener::Request &stReq);
virtual void OnReply_GetOptionZeroDteScreener(Futu::u32_t nSerialNo, const Qot_GetOptionZeroDteScreener::Response &stRsp) = 0;
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
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_GetOptionZeroDteScreener::Request req;
Qot_GetOptionZeroDteScreener::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionZeroDteScreenerSerialNo = m_pQotApi->GetOptionZeroDteScreener(req);
}
virtual void OnReply_GetOptionZeroDteScreener(Futu::u32_t nSerialNo, const Qot_GetOptionZeroDteScreener::Response &stRsp) {
if (nSerialNo != m_GetOptionZeroDteScreenerSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionZeroDteScreenerSerialNo = 0;
};
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getOptionZeroDteScreener(qotGetOptionZeroDteScreener)
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
Example
import ftWebsocket from "futu-api";
import { Common, Qot_OptionCommon } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionZeroDteScreener(){
const { RetType } = Common
const { OptionMarket, ZeroDteSortType } = 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: ZeroDteSortType.ZeroDteSortType_Volume,
count: 5,
},
};
websocket.GetOptionZeroDteScreener(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionZeroDteScreener: 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);
}
QotGetOptionZeroDteScreener()
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- Output
GetOptionZeroDteScreener: errCode 0, retMsg , retType 0
{
"itemList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "標普500ETF-SPDR",
"price": 741.75,
"changeRate": 0.54,
"marketCap": 783071700000,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"hv": 15.031,
"volume": 14228830,
"openInterest": 19909256,
"lastTradingTime": 1781554500,
"chainInfo": {
"strikeDateTimestamp": 1781499600,
"productCode": "SPY",
"multiplier": 100,
"contractShareSize": 100
}
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"price": 721.34,
"changeRate": 0.588,
"marketCap": 480534900000,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"hv": 26.196,
"volume": 8239190,
"openInterest": 12964422,
"lastTradingTime": 1781554500,
"chainInfo": {
"strikeDateTimestamp": 1781499600,
"productCode": "QQQ",
"multiplier": 100,
"contractShareSize": 100
}
}
],
"updateTimestamp": 1781554500
}
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接口限制
- 30 秒內最多請求 60 次末日期權標的篩選接口（支持分頁的接口，僅首次調用納入統計）
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_zero_dte_screener(market, sort_type=None, is_asc=None, count=None, page=None, filter_list=None)
介紹
獲取末日期權標的篩選列表，返回當日到期（0DTE）期權對應的標的股票信息，包含波動率、期權成交量、持倉量及期權鏈信息等數據。
參數
參數 類型 說明 market OptionMarket 期權市場類型 US_SECURITY=美股股票期權、US_INDEX=美股指數期權（僅支持美股市場）sort_type ZeroDteSortType 排序類型 VOLUME=期權成交量、IV=隱含波動率、CHANGE_RATIO=漲跌幅、OPEN_INTEREST=持倉量、MARKET_CAP=市值is_asc bool 是否升序 默認 False（降序）count int 每頁數量 範圍 [1,500]，默認 50page str 分頁遊標 首次不傳或傳空，翻頁傳 next_pagefilter_list list[ZeroDteFilter] 篩選條件列表 多條件為 AND 關係。支持 OWNER_LIST、HAS_EARNINGS_THIS_WEEK、VOLUME、OPEN_INTEREST、IV、HV、IV_RANK、IV_PERCENTILE、PRICE、CHANGE_RATIO返回
參數 類型 說明 ret RET_CODE 接口調用結果 data dict 當 ret == RET_OK，返回字典，包含 item_list（DataFrame）、next_page（str/None）、update_timestamp（float） str 當 ret != RET_OK，返回錯誤描述 返回 DataFrame 字段：
字段 類型 說明 owner str 標的股票代碼 name str 標的名稱 price float 標的當前價格 change_ratio float 漲跌幅（百分比） market_cap float 市值 iv float 隱含波動率（百分比） iv_rank float IV 排名（百分比） iv_percentile float IV 百分位（百分比） hv float 歷史波動率（百分比） volume int 期權成交量 open_interest int 期權持倉量 last_trading_time int 最後交易時間戳（Unix 秒） earnings_timestamp int 財報日期時間戳（秒） earnings_time str 財報時間字符串 earnings_pub_type str 財報發佈類型（BEFORE/AFTER） chain_info dict 期權鏈信息 用於 get_option_zero_dte_contract 調用
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_zero_dte_screener(
market=OptionMarket.US_SECURITY,
sort_type=ZeroDteSortType.VOLUME,
is_asc=False,
count=5
)
if ret == RET_OK:
print(data['item_list'])
else:
print('error:', data)
quote_ctx.close()
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- Output
owner name price change_ratio market_cap iv iv_rank iv_percentile hv volume open_interest last_trading_time earnings_timestamp earnings_time earnings_pub_type chain_info
0 US.SPY 標普500ETF-SPDR 741.75 0.540 7.830717e+11 17.675 27.143 61.111 15.031 14228830 19909256 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'SPY', 'multiplier': 100.0, ...}
1 US.QQQ 納指100ETF-Invesco QQQ Trust 721.34 0.588 4.805349e+11 27.652 62.918 91.269 26.196 8239190 12964422 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'QQQ', 'multiplier': 100.0, ...}
2 US.TSLA 特斯拉 406.43 1.823 1.526439e+12 55.053 39.265 64.285 49.359 3623504 7088459 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'TSLA', 'multiplier': 100.0, ...}
3 US.NVDA 英偉達 205.19 0.156 4.965598e+12 41.975 27.062 42.460 45.921 3157331 16744961 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'NVDA', 'multiplier': 100.0, ...}
4 US.IWM 羅素2000ETF-iShares 292.95 0.874 8.143528e+10 24.857 33.930 64.285 24.802 2840729 11791964 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'IWM', 'multiplier': 100.0, ...}
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# Qot_GetOptionZeroDteScreener.proto
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
uint GetOptionZeroDteScreener(Qot_GetOptionZeroDteScreener.Request req); virtual void OnReply_GetOptionZeroDteScreener(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteScreener.Response rsp);
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
int getOptionZeroDteScreener(Qot_GetOptionZeroDteScreener.Request req) onReply_GetOptionZeroDteScreener(MMAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteScreener.Response rsp)
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
Moomoo::u32_t GetOptionZeroDteScreener(const Qot_GetOptionZeroDteScreener::Request &stReq);
virtual void OnReply_GetOptionZeroDteScreener(Moomoo::u32_t nSerialNo, const Qot_GetOptionZeroDteScreener::Response &stRsp) = 0;
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
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_GetOptionZeroDteScreener::Request req;
Qot_GetOptionZeroDteScreener::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionZeroDteScreenerSerialNo = m_pQotApi->GetOptionZeroDteScreener(req);
}
virtual void OnReply_GetOptionZeroDteScreener(Moomoo::u32_t nSerialNo, const Qot_GetOptionZeroDteScreener::Response &stRsp) {
if (nSerialNo != m_GetOptionZeroDteScreenerSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionZeroDteScreenerSerialNo = 0;
};
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getOptionZeroDteScreener(qotGetOptionZeroDteScreener)
介紹
獲取末日期權標的篩選列表
參數
message C2S {
required int32 optionMarket = 1;
optional int32 sortType = 2; //ZeroDteSortType
optional bool isAsc = 3;
optional int32 count = 4; //[1,500]，默認50
optional string page = 5;
repeated Qot_OptionCommon.ZeroDteIndicator filterList = 6;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionChainInfo {
optional int64 strikeDateTimestamp = 1;
optional string productCode = 2;
optional double multiplier = 3;
optional double contractShareSize = 4;
optional int32 expirationType = 5;
optional Qot_Common.Security underlying = 6;
}
message ZeroDteScreenerItem {
required Qot_Common.Security owner = 1;
optional string name = 2;
optional double price = 3;
optional double changeRate = 4;
optional double marketCap = 5;
optional double iv = 6;
optional double ivRank = 7;
optional double ivPercentile = 8;
optional double hv = 9;
optional int64 volume = 10;
optional int64 openInterest = 11;
optional int64 lastTradingTime = 12;
optional int64 earningsTimestamp = 13;
optional string earningsTime = 14;
optional int32 earningsPubType = 15;
optional OptionChainInfo chainInfo = 16;
}
message S2C {
repeated ZeroDteScreenerItem itemList = 1;
optional string nextPage = 2;
optional double updateTimestamp = 3;
}
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
3311
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_OptionCommon } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionZeroDteScreener(){
const { RetType } = Common
const { OptionMarket, ZeroDteSortType } = 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: ZeroDteSortType.ZeroDteSortType_Volume,
count: 5,
},
};
websocket.GetOptionZeroDteScreener(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionZeroDteScreener: 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);
}
QotGetOptionZeroDteScreener()
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- Output
GetOptionZeroDteScreener: errCode 0, retMsg , retType 0
{
"itemList": [
{
"owner": { "market": 1, "code": "SPY" },
"name": "標普500ETF-SPDR",
"price": 741.75,
"changeRate": 0.54,
"marketCap": 783071700000,
"iv": 17.675,
"ivRank": 27.143,
"ivPercentile": 61.111,
"hv": 15.031,
"volume": 14228830,
"openInterest": 19909256,
"lastTradingTime": 1781554500,
"chainInfo": {
"strikeDateTimestamp": 1781499600,
"productCode": "SPY",
"multiplier": 100,
"contractShareSize": 100
}
},
{
"owner": { "market": 1, "code": "QQQ" },
"name": "納指100ETF-Invesco QQQ Trust",
"price": 721.34,
"changeRate": 0.588,
"marketCap": 480534900000,
"iv": 27.652,
"ivRank": 62.918,
"ivPercentile": 91.269,
"hv": 26.196,
"volume": 8239190,
"openInterest": 12964422,
"lastTradingTime": 1781554500,
"chainInfo": {
"strikeDateTimestamp": 1781499600,
"productCode": "QQQ",
"multiplier": 100,
"contractShareSize": 100
}
}
],
"updateTimestamp": 1781554500
}
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接口限制
- 30 秒內最多請求 60 次末日期權標的篩選接口（支持分頁的接口，僅首次調用納入統計）