# 获取期权行权概率
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_exercise_probability(code)
介绍
获取指定期权合约的历史行权概率数据，按时间从大到小排序
参数
参数 类型 说明 code str 期权代码 仅支持期权合约代码，如 US.AAPL260427C270000返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK 时为行权概率数据 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 timestamp int 时间戳（秒级 Unix 时间戳） timestamp_str str 日期字符串 格式 YYYY-MM-DD，对应市场时区security_price float 正股价格 strike_probability float 行权概率 百分号前的值，如 12.34 表示 12.34%
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, df = quote_ctx.get_option_exercise_probability("US.AAPL281215C320000")
if ret == RET_OK:
print(df)
else:
print('error:', df)
quote_ctx.close()
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- Output
timestamp timestamp_str security_price strike_probability
0 1778469447 2026-05-10 293.32 41.869
1 1778212800 2026-05-08 293.05 41.887
2 1778126400 2026-05-07 287.17 40.011
3 1778040000 2026-05-06 287.24 40.122
4 1777953600 2026-05-05 283.91 38.956
5 1777867200 2026-05-04 276.56 36.861
6 1777608000 2026-05-01 279.87 37.939
7 1777521600 2026-04-30 271.08 35.189
8 1777435200 2026-04-29 269.90 34.851
9 1777348800 2026-04-28 270.44 35.040
10 1777262400 2026-04-27 267.34 34.094
11 1777003200 2026-04-24 270.79 35.170
12 1776916800 2026-04-23 273.16 35.885
13 1776830400 2026-04-22 272.90 35.805
14 1776744000 2026-04-21 265.90 33.691
15 1776657600 2026-04-20 272.78 35.799
16 1776398400 2026-04-17 269.96 34.964
17 1776312000 2026-04-16 263.13 32.901
18 1776225600 2026-04-15 266.16 33.834
19 1776139200 2026-04-14 258.56 31.536
20 1776052800 2026-04-13 258.93 31.663
21 1775793600 2026-04-10 260.21 32.069
22 1775707200 2026-04-09 260.22 32.086
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# Qot_GetOptionExerciseProbability.proto
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message StrikeProbabilityItem
{
optional int64 timestamp = 1; // 数据点时间戳（秒）
optional string timestampStr = 2; // 日期字符串，格式 YYYY-MM-DD，对应市场时区
optional double securityPrice = 3; // 正股价格
optional double strikeProbability = 4; // 行权概率（百分号前的值，如 12.34 表示 12.34%）
}
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3251
uint GetOptionExerciseProbability(QotGetOptionExerciseProbability.Request req);
virtual void OnReply_GetOptionExerciseProbability(FTAPI_Conn client, uint nSerialNo, QotGetOptionExerciseProbability.Response rsp);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- 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)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_US_Security)
.SetCode("AAPL281215C320000")
.Build();
QotGetOptionExerciseProbability.C2S c2s = QotGetOptionExerciseProbability.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetOptionExerciseProbability.Request req = QotGetOptionExerciseProbability.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionExerciseProbability(req);
Console.Write("Send QotGetOptionExerciseProbability: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionExerciseProbability(FTAPI_Conn client, uint nSerialNo, QotGetOptionExerciseProbability.Response rsp)
{
Console.Write("Reply: QotGetOptionExerciseProbability: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415125
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
// ...
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int getOptionExerciseProbability(QotGetOptionExerciseProbability.Request req);
void onReply_GetOptionExerciseProbability(FTAPI_Conn client, int nSerialNo, QotGetOptionExerciseProbability.Response rsp);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_US_Security_VALUE)
.setCode("AAPL281215C320000")
.build();
QotGetOptionExerciseProbability.C2S c2s = QotGetOptionExerciseProbability.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetOptionExerciseProbability.Request req = QotGetOptionExerciseProbability.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionExerciseProbability(req);
System.out.printf("Send QotGetOptionExerciseProbability: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionExerciseProbability(FTAPI_Conn client, int nSerialNo, QotGetOptionExerciseProbability.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionExerciseProbability failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionExerciseProbability: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213676283762214
Send Qot_GetOptionExerciseProbability: 2
Receive Qot_GetOptionExerciseProbability: retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415126
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
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Futu::u32_t GetOptionExerciseProbability(const Qot_GetOptionExerciseProbability::Request &stReq);
virtual void OnReply_GetOptionExerciseProbability(Futu::u32_t nSerialNo, const Qot_GetOptionExerciseProbability::Response &stRsp) = 0;
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 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_GetOptionExerciseProbability::Request req;
Qot_GetOptionExerciseProbability::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("AAPL281215C320000");
sec->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
m_pQotApi->GetOptionExerciseProbability(req);
cout << "GetOptionExerciseProbability" << endl;
}
virtual void OnReply_GetOptionExerciseProbability(Futu::u32_t nSerialNo, const Qot_GetOptionExerciseProbability::Response &stRsp){
cout << "OnReply_GetOptionExerciseProbability:" << 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;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetOptionExerciseProbability seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415124
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
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GetOptionExerciseProbability(req);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionExerciseProbability(){
const { RetType } = Common
const { 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: {
security: {
market: QotMarket.QotMarket_US_Security,
code: "AAPL281215C320000",
},
},
};
websocket.GetOptionExerciseProbability(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOptionExerciseProbability: 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);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
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- Output
GetOptionExerciseProbability: errCode 0, retMsg , retType 0
{
"itemList": [{
"timestamp": "1778422150",
"timestampStr": "2026-05-10",
"securityPrice": 293.32,
"strikeProbability": 41.875
//...
}]
}
stop
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接口限制
- 每 30 秒内最多请求 30 次。
- 仅支持期权合约代码，不支持正股代码。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_exercise_probability(code)
介绍
获取指定期权合约的历史行权概率数据，按时间从大到小排序
参数
参数 类型 说明 code str 期权代码 仅支持期权合约代码，如 US.AAPL260427C270000返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK 时为行权概率数据 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 timestamp int 时间戳（秒级 Unix 时间戳） timestamp_str str 日期字符串 格式 YYYY-MM-DD，对应市场时区security_price float 正股价格 strike_probability float 行权概率 百分号前的值，如 12.34 表示 12.34%
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, df = quote_ctx.get_option_exercise_probability("US.AAPL281215C320000")
if ret == RET_OK:
print(df)
else:
print('error:', df)
quote_ctx.close()
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- Output
timestamp timestamp_str security_price strike_probability
0 1778469447 2026-05-10 293.32 41.869
1 1778212800 2026-05-08 293.05 41.887
2 1778126400 2026-05-07 287.17 40.011
3 1778040000 2026-05-06 287.24 40.122
4 1777953600 2026-05-05 283.91 38.956
5 1777867200 2026-05-04 276.56 36.861
6 1777608000 2026-05-01 279.87 37.939
7 1777521600 2026-04-30 271.08 35.189
8 1777435200 2026-04-29 269.90 34.851
9 1777348800 2026-04-28 270.44 35.040
10 1777262400 2026-04-27 267.34 34.094
11 1777003200 2026-04-24 270.79 35.170
12 1776916800 2026-04-23 273.16 35.885
13 1776830400 2026-04-22 272.90 35.805
14 1776744000 2026-04-21 265.90 33.691
15 1776657600 2026-04-20 272.78 35.799
16 1776398400 2026-04-17 269.96 34.964
17 1776312000 2026-04-16 263.13 32.901
18 1776225600 2026-04-15 266.16 33.834
19 1776139200 2026-04-14 258.56 31.536
20 1776052800 2026-04-13 258.93 31.663
21 1775793600 2026-04-10 260.21 32.069
22 1775707200 2026-04-09 260.22 32.086
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# Qot_GetOptionExerciseProbability.proto
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message StrikeProbabilityItem
{
optional int64 timestamp = 1; // 数据点时间戳（秒）
optional string timestampStr = 2; // 日期字符串，格式 YYYY-MM-DD，对应市场时区
optional double securityPrice = 3; // 正股价格
optional double strikeProbability = 4; // 行权概率（百分号前的值，如 12.34 表示 12.34%）
}
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3251
uint GetOptionExerciseProbability(QotGetOptionExerciseProbability.Request req);
virtual void OnReply_GetOptionExerciseProbability(MMAPI_Conn client, uint nSerialNo, QotGetOptionExerciseProbability.Response rsp);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- 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)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_US_Security)
.SetCode("AAPL281215C320000")
.Build();
QotGetOptionExerciseProbability.C2S c2s = QotGetOptionExerciseProbability.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetOptionExerciseProbability.Request req = QotGetOptionExerciseProbability.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionExerciseProbability(req);
Console.Write("Send QotGetOptionExerciseProbability: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionExerciseProbability(MMAPI_Conn client, uint nSerialNo, QotGetOptionExerciseProbability.Response rsp)
{
Console.Write("Reply: QotGetOptionExerciseProbability: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415125
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
// ...
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int getOptionExerciseProbability(QotGetOptionExerciseProbability.Request req);
void onReply_GetOptionExerciseProbability(MMAPI_Conn client, int nSerialNo, QotGetOptionExerciseProbability.Response rsp);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_US_Security_VALUE)
.setCode("AAPL281215C320000")
.build();
QotGetOptionExerciseProbability.C2S c2s = QotGetOptionExerciseProbability.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetOptionExerciseProbability.Request req = QotGetOptionExerciseProbability.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionExerciseProbability(req);
System.out.printf("Send QotGetOptionExerciseProbability: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionExerciseProbability(MMAPI_Conn client, int nSerialNo, QotGetOptionExerciseProbability.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionExerciseProbability failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionExerciseProbability: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213676283762214
Send Qot_GetOptionExerciseProbability: 2
Receive Qot_GetOptionExerciseProbability: retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415126
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
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moomoo::u32_t GetOptionExerciseProbability(const Qot_GetOptionExerciseProbability::Request &stReq);
virtual void OnReply_GetOptionExerciseProbability(moomoo::u32_t nSerialNo, const Qot_GetOptionExerciseProbability::Response &stRsp) = 0;
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 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_GetOptionExerciseProbability::Request req;
Qot_GetOptionExerciseProbability::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("AAPL281215C320000");
sec->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
m_pQotApi->GetOptionExerciseProbability(req);
cout << "GetOptionExerciseProbability" << endl;
}
virtual void OnReply_GetOptionExerciseProbability(moomoo::u32_t nSerialNo, const Qot_GetOptionExerciseProbability::Response &stRsp){
cout << "OnReply_GetOptionExerciseProbability:" << 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;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetOptionExerciseProbability seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
itemList {
timestamp: 1778415124
timestampStr: "2026-05-10"
securityPrice: 293.32
strikeProbability: 41.876
}
itemList {
//...
}
}
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GetOptionExerciseProbability(req);
介绍
获取期权行权概率数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 期权代码
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message S2C
{
repeated StrikeProbabilityItem itemList = 1; // 行权概率列表，时间按从大到小排序
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionExerciseProbability(){
const { RetType } = Common
const { 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: {
security: {
market: QotMarket.QotMarket_US_Security,
code: "AAPL281215C320000",
},
},
};
websocket.GetOptionExerciseProbability(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOptionExerciseProbability: 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);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
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- Output
GetOptionExerciseProbability: errCode 0, retMsg , retType 0
{
"itemList": [{
"timestamp": "1778422150",
"timestampStr": "2026-05-10",
"securityPrice": 293.32,
"strikeProbability": 41.875
//...
}]
}
stop
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接口限制
- 每 30 秒内最多请求 30 次。
- 仅支持期权合约代码，不支持正股代码。