# 期权合约排行
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_rank(option_market, sort_type, count=None, trading_date=None, sort_direction=None, page=None, filter_list=None)
介绍
获取期权合约排行列表，支持按成交量、持仓量、增仓量、减仓量、IV、涨跌幅等维度排序。
参数
参数 类型 说明 option_market OptionMarket 期权市场类型 US_SECURITY=美股股票期权、US_INDEX=美股指数期权、HK_SECURITY=港股股票期权、HK_INDEX=港股指数期权sort_type OptionRankType 排序类型 VOLUME=成交量、TURNOVER=成交额、OI=持仓量、OI_INCREMENT=增仓量(日)、OI_DECREMENT=减仓量(日)、OI_MARKET_CAP=持仓额、OI_MARKET_CAP_INCREMENT=增仓额(日)、OI_MARKET_CAP_DECREMENT=减仓额(日)、CHANGE_RATE=涨跌幅、IV=隐含波动率count int 返回数量 范围 [1,200]，默认 200trading_date str 交易日 格式 yyyy-MM-dd，不填返回最新排行sort_direction int 排序方向 0=降序(默认)，1=升序page str 分页游标 首次请求不传，后续传 next_pagefilter_list list[OptionRankFilter] 筛选条件列表 多条件为 AND 关系筛选器（OptionRankFilter）
通过 OptionRankFilter 构造筛选条件，多个条件为 AND 关系。
OptionRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2参数 类型 说明 indicator_type OptionRankIndicatorType 筛选因子类型 value_list list 确切值列表（枚举值或整数） interval_min float 区间下限 interval_max float 区间上限 min_inclusive bool 下限是否闭区间，默认 True max_inclusive bool 上限是否闭区间，默认 True security_list list[str] 证券代码列表 筛选因子（完整枚举见 OptionRankIndicatorType），按筛选方式分组：
筛选方式 用哪个参数 适用因子 语义 security_list security_listOWNER_LIST只看指定标的的合约 value_list value_listSTOCK_CATEGORY、OPTION_TYPE、IN_THE_MONEY命中枚举值集合 范围 interval_min/interval_maxIV、IV_RANK、IV_PERCENTILE、UNDERLYING_IV、UNDERLYING_HV、MARKET_CAP、VOLUME、OPEN_INTEREST、LEFT_DAYS、DELTA、GAMMA、THETA、VEGA、RHO落在区间内 涉及百分比的因子（如 IV_RANK、IV_PERCENTILE）直接输入小数，0.2 代表 20%。一个条件只承载一种筛选方式，三种互斥，按因子所属方式对号入座。`STOCK_CATEGORY` 传 [StockCategory.ETF]；`OPTION_TYPE` 传 [1](Call)/[2](Put)；`IN_THE_MONEY` 传 [0](价外)/[1](价内)。
返回
返回四元组 (ret, data, next_page, all_count)
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回排行数据 data str 当 ret != RET_OK，返回错误描述 next_page str 下一页游标，None 表示无更多数据 all_count int 满足筛选条件的总数量 data DataFrame 字段：
字段 类型 说明 code str 期权合约代码 name str 期权名称 option_type str 期权类型 CALL/PUToi_increment int 增仓量（>=0） oi_decrement int 减仓量（>=0） oi_market_cap_increment float 增仓额（>=0） oi_market_cap_decrement float 减仓额（>=0） volume int 成交量 turnover float 成交额 open_interest int 持仓量 open_interest_market_cap float 持仓额 iv float 隐含波动率（百分比） option_price float 期权最新价 change_ratio float 涨跌幅（小数） mid_price float 中间价 bid_price float 买入价 bid_volume int 买量 ask_price float 卖出价 ask_volume int 卖量 delta float Delta gamma float Gamma theta float Theta vega float Vega rho float Rho trading_date str 排行数据对应交易日 trading_timestamp float 排行数据对应交易日时间戳（Unix 秒）
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 筛选器用法引导（按需取消注释，构造后传入 filter_list，多条件为 AND 关系）：
# # ① 标的列表筛选 — 只排指定标的的合约
# f_owner = OptionRankFilter(OptionRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL'])
# # ② 确切值筛选 — ETF 标的 + 只要 PUT + 价外合约
# f_cat = OptionRankFilter(OptionRankIndicatorType.STOCK_CATEGORY, value_list=[StockCategory.ETF])
# f_type = OptionRankFilter(OptionRankIndicatorType.OPTION_TYPE, value_list=[2]) # 2=Put
# f_itm = OptionRankFilter(OptionRankIndicatorType.IN_THE_MONEY, value_list=[0]) # 0=价外
# # ③ 范围筛选 — 距到期 1~30 天、Delta 在 -0.5 ~ -0.2
# f_days = OptionRankFilter(OptionRankIndicatorType.LEFT_DAYS, interval_min=1, interval_max=30)
# f_delta = OptionRankFilter(OptionRankIndicatorType.DELTA, interval_min=-0.5, interval_max=-0.2)
ret, data, next_page, all_count = quote_ctx.get_option_rank(
OptionMarket.US_SECURITY,
OptionRankType.VOLUME,
count=5
# filter_list=[f_cat, f_type, f_itm, f_days, f_delta] # 多条件 AND，传入上方构造的筛选条件
)
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 option_type oi_increment oi_decrement oi_market_cap_increment oi_market_cap_decrement volume turnover open_interest open_interest_market_cap iv option_price change_ratio mid_price bid_price bid_volume ask_price ask_volume delta gamma theta vega rho trading_date trading_timestamp
0 US.SPY260612C742000 SPY 260612 742.00C CALL 1816 N/A 105328.0 N/A 730160 91928623.0 7449 432042.0 146.507 0.58 -67.688 0.580 0.56 28 0.60 1 0.43674 0.27447 -455.46028 0.00385 0.0 2026-06-12 1.781237e+09
1 US.SPY260612C745000 SPY 260612 745.00C CALL 5416 N/A 5416.0 N/A 617981 44479304.0 17013 17013.0 87.067 0.01 -98.958 0.015 0.01 708 0.02 500 0.02438 0.03501 -18.52310 0.00107 0.0 2026-06-12 1.781237e+09
2 US.SPY260612C743000 SPY 260612 743.00C CALL 5438 N/A 48942.0 N/A 606769 64419534.0 7426 66834.0 59.082 0.09 -93.898 0.095 0.09 208 0.10 118 0.13412 0.19487 -50.92453 0.00405 0.0 2026-06-12 1.781237e+09
3 US.SPY260612P740000 SPY 260612 740.00P PUT 1223 N/A 1223.0 N/A 566915 69291991.0 15291 15291.0 53.083 0.01 -99.790 0.015 0.01 447 0.02 407 -0.03761 0.08224 -16.47701 0.00153 0.0 2026-06-12 1.781237e+09
4 US.SPY260612C741000 SPY 260612 741.00C CALL 2924 N/A 423980.0 N/A 506505 88981079.0 6229 903205.0 224.448 1.45 -33.179 1.520 1.46 12 1.58 23 0.63754 0.17055 -662.49947 0.00367 0.0 2026-06-12 1.781237e+09
all_count: 1955829
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# Qot_GetOptionRank.proto
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
uint GetOptionRank(Qot_GetOptionRank.Request req); virtual void OnReply_GetOptionRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionRank.Response rsp);
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionRank(req);
Console.Write("Send GetOptionRank: {0}\n", seqNo);
}
public void OnReply_GetOptionRank(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionRank.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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int getOptionRank(Qot_GetOptionRank.Request req) onReply_GetOptionRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionRank.Response rsp)
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank.C2S c2s = Qot_GetOptionRank.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionRank.Request req = Qot_GetOptionRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionRank(req);
System.out.println("Send getOptionRank: " + seqNo);
}
@Override
public void onReply_GetOptionRank(FTAPI_Conn client, int nSerialNo, Qot_GetOptionRank.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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Futu::u32_t GetOptionRank(const Qot_GetOptionRank::Request &stReq);
virtual void OnReply_GetOptionRank(Futu::u32_t nSerialNo, const Qot_GetOptionRank::Response &stRsp) = 0;
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank::Request req;
Qot_GetOptionRank::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionRankSerialNo = m_pQotApi->GetOptionRank(req);
}
virtual void OnReply_GetOptionRank(Futu::u32_t nSerialNo, const Qot_GetOptionRank::Response &stRsp) {
if (nSerialNo != m_GetOptionRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionRankSerialNo = 0;
};
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getOptionRank(qotGetOptionRank)
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
Example
import ftWebsocket from "futu-api";
import { Common, Qot_OptionCommon } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionRank(){
const { RetType } = Common
const { OptionMarket, OptionRankType } = 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: OptionRankType.OptionRankType_Volume,
count: 5,
},
};
websocket.GetOptionRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionRank: 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);
}
QotGetOptionRank()
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- Output
GetOptionRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"option": { "market": 1, "code": "SPY260612C742000" },
"name": "SPY 260612 742.00C",
"optionType": 1,
"oiIncrement": 1816,
"volume": 730160,
"turnover": 91928623,
"openInterest": 7449,
"iv": 146.507,
"optionPrice": 0.58,
"changeRate": -67.688,
"midPrice": 0.58,
"bidPrice": 0.56,
"bidVolume": 28,
"askPrice": 0.6,
"askVolume": 1,
"delta": 0.43674,
"gamma": 0.27447,
"theta": -455.46028,
"vega": 0.00385,
"rho": 0
},
{
"option": { "market": 1, "code": "SPY260612C745000" },
"name": "SPY 260612 745.00C",
"optionType": 1,
"oiIncrement": 5416,
"volume": 617981,
"turnover": 44479304,
"openInterest": 17013,
"iv": 87.067,
"optionPrice": 0.01,
"changeRate": -98.958,
"midPrice": 0.015,
"bidPrice": 0.01,
"bidVolume": 708,
"askPrice": 0.02,
"askVolume": 500,
"delta": 0.02438,
"gamma": 0.03501,
"theta": -18.5231,
"vega": 0.00107,
"rho": 0
}
],
"allCount": 1955829
}
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接口限制
- 30 秒内最多请求 60 次期权合约排行接口（支持分页的接口，仅首次调用纳入统计）
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_rank(option_market, sort_type, count=None, trading_date=None, sort_direction=None, page=None, filter_list=None)
介绍
获取期权合约排行列表，支持按成交量、持仓量、增仓量、减仓量、IV、涨跌幅等维度排序。
参数
参数 类型 说明 option_market OptionMarket 期权市场类型 US_SECURITY=美股股票期权、US_INDEX=美股指数期权、HK_SECURITY=港股股票期权、HK_INDEX=港股指数期权sort_type OptionRankType 排序类型 VOLUME=成交量、TURNOVER=成交额、OI=持仓量、OI_INCREMENT=增仓量(日)、OI_DECREMENT=减仓量(日)、OI_MARKET_CAP=持仓额、OI_MARKET_CAP_INCREMENT=增仓额(日)、OI_MARKET_CAP_DECREMENT=减仓额(日)、CHANGE_RATE=涨跌幅、IV=隐含波动率count int 返回数量 范围 [1,200]，默认 200trading_date str 交易日 格式 yyyy-MM-dd，不填返回最新排行sort_direction int 排序方向 0=降序(默认)，1=升序page str 分页游标 首次请求不传，后续传 next_pagefilter_list list[OptionRankFilter] 筛选条件列表 多条件为 AND 关系筛选器（OptionRankFilter）
通过 OptionRankFilter 构造筛选条件，多个条件为 AND 关系。
OptionRankFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True, security_list=None)1
2参数 类型 说明 indicator_type OptionRankIndicatorType 筛选因子类型 value_list list 确切值列表（枚举值或整数） interval_min float 区间下限 interval_max float 区间上限 min_inclusive bool 下限是否闭区间，默认 True max_inclusive bool 上限是否闭区间，默认 True security_list list[str] 证券代码列表 筛选因子（完整枚举见 OptionRankIndicatorType），按筛选方式分组：
筛选方式 用哪个参数 适用因子 语义 security_list security_listOWNER_LIST只看指定标的的合约 value_list value_listSTOCK_CATEGORY、OPTION_TYPE、IN_THE_MONEY命中枚举值集合 范围 interval_min/interval_maxIV、IV_RANK、IV_PERCENTILE、UNDERLYING_IV、UNDERLYING_HV、MARKET_CAP、VOLUME、OPEN_INTEREST、LEFT_DAYS、DELTA、GAMMA、THETA、VEGA、RHO落在区间内 涉及百分比的因子（如 IV_RANK、IV_PERCENTILE）直接输入小数，0.2 代表 20%。一个条件只承载一种筛选方式，三种互斥，按因子所属方式对号入座。`STOCK_CATEGORY` 传 [StockCategory.ETF]；`OPTION_TYPE` 传 [1](Call)/[2](Put)；`IN_THE_MONEY` 传 [0](价外)/[1](价内)。
返回
返回四元组 (ret, data, next_page, all_count)
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回排行数据 data str 当 ret != RET_OK，返回错误描述 next_page str 下一页游标，None 表示无更多数据 all_count int 满足筛选条件的总数量 data DataFrame 字段：
字段 类型 说明 code str 期权合约代码 name str 期权名称 option_type str 期权类型 CALL/PUToi_increment int 增仓量（>=0） oi_decrement int 减仓量（>=0） oi_market_cap_increment float 增仓额（>=0） oi_market_cap_decrement float 减仓额（>=0） volume int 成交量 turnover float 成交额 open_interest int 持仓量 open_interest_market_cap float 持仓额 iv float 隐含波动率（百分比） option_price float 期权最新价 change_ratio float 涨跌幅（小数） mid_price float 中间价 bid_price float 买入价 bid_volume int 买量 ask_price float 卖出价 ask_volume int 卖量 delta float Delta gamma float Gamma theta float Theta vega float Vega rho float Rho trading_date str 排行数据对应交易日 trading_timestamp float 排行数据对应交易日时间戳（Unix 秒）
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 筛选器用法引导（按需取消注释，构造后传入 filter_list，多条件为 AND 关系）：
# # ① 标的列表筛选 — 只排指定标的的合约
# f_owner = OptionRankFilter(OptionRankIndicatorType.OWNER_LIST,
# security_list=['US.TSLA', 'US.AAPL'])
# # ② 确切值筛选 — ETF 标的 + 只要 PUT + 价外合约
# f_cat = OptionRankFilter(OptionRankIndicatorType.STOCK_CATEGORY, value_list=[StockCategory.ETF])
# f_type = OptionRankFilter(OptionRankIndicatorType.OPTION_TYPE, value_list=[2]) # 2=Put
# f_itm = OptionRankFilter(OptionRankIndicatorType.IN_THE_MONEY, value_list=[0]) # 0=价外
# # ③ 范围筛选 — 距到期 1~30 天、Delta 在 -0.5 ~ -0.2
# f_days = OptionRankFilter(OptionRankIndicatorType.LEFT_DAYS, interval_min=1, interval_max=30)
# f_delta = OptionRankFilter(OptionRankIndicatorType.DELTA, interval_min=-0.5, interval_max=-0.2)
ret, data, next_page, all_count = quote_ctx.get_option_rank(
OptionMarket.US_SECURITY,
OptionRankType.VOLUME,
count=5
# filter_list=[f_cat, f_type, f_itm, f_days, f_delta] # 多条件 AND，传入上方构造的筛选条件
)
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 option_type oi_increment oi_decrement oi_market_cap_increment oi_market_cap_decrement volume turnover open_interest open_interest_market_cap iv option_price change_ratio mid_price bid_price bid_volume ask_price ask_volume delta gamma theta vega rho trading_date trading_timestamp
0 US.SPY260612C742000 SPY 260612 742.00C CALL 1816 N/A 105328.0 N/A 730160 91928623.0 7449 432042.0 146.507 0.58 -67.688 0.580 0.56 28 0.60 1 0.43674 0.27447 -455.46028 0.00385 0.0 2026-06-12 1.781237e+09
1 US.SPY260612C745000 SPY 260612 745.00C CALL 5416 N/A 5416.0 N/A 617981 44479304.0 17013 17013.0 87.067 0.01 -98.958 0.015 0.01 708 0.02 500 0.02438 0.03501 -18.52310 0.00107 0.0 2026-06-12 1.781237e+09
2 US.SPY260612C743000 SPY 260612 743.00C CALL 5438 N/A 48942.0 N/A 606769 64419534.0 7426 66834.0 59.082 0.09 -93.898 0.095 0.09 208 0.10 118 0.13412 0.19487 -50.92453 0.00405 0.0 2026-06-12 1.781237e+09
3 US.SPY260612P740000 SPY 260612 740.00P PUT 1223 N/A 1223.0 N/A 566915 69291991.0 15291 15291.0 53.083 0.01 -99.790 0.015 0.01 447 0.02 407 -0.03761 0.08224 -16.47701 0.00153 0.0 2026-06-12 1.781237e+09
4 US.SPY260612C741000 SPY 260612 741.00C CALL 2924 N/A 423980.0 N/A 506505 88981079.0 6229 903205.0 224.448 1.45 -33.179 1.520 1.46 12 1.58 23 0.63754 0.17055 -662.49947 0.00367 0.0 2026-06-12 1.781237e+09
all_count: 1955829
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# Qot_GetOptionRank.proto
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
uint GetOptionRank(Qot_GetOptionRank.Request req); virtual void OnReply_GetOptionRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionRank.Response rsp);
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionRank(req);
Console.Write("Send GetOptionRank: {0}\n", seqNo);
}
public void OnReply_GetOptionRank(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionRank.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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int getOptionRank(Qot_GetOptionRank.Request req) onReply_GetOptionRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionRank.Response rsp)
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank.C2S c2s = Qot_GetOptionRank.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionRank.Request req = Qot_GetOptionRank.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionRank(req);
System.out.println("Send getOptionRank: " + seqNo);
}
@Override
public void onReply_GetOptionRank(MMAPI_Conn client, int nSerialNo, Qot_GetOptionRank.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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Moomoo::u32_t GetOptionRank(const Qot_GetOptionRank::Request &stReq);
virtual void OnReply_GetOptionRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionRank::Response &stRsp) = 0;
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
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_GetOptionRank::Request req;
Qot_GetOptionRank::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionRankSerialNo = m_pQotApi->GetOptionRank(req);
}
virtual void OnReply_GetOptionRank(Moomoo::u32_t nSerialNo, const Qot_GetOptionRank::Response &stRsp) {
if (nSerialNo != m_GetOptionRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionRankSerialNo = 0;
};
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getOptionRank(qotGetOptionRank)
介绍
获取期权合约排行列表
参数
message C2S
{
required int32 optionMarket = 1; //Qot_OptionCommon.OptionMarket
required int32 sortType = 2; //Qot_OptionCommon.OptionRankType
optional int32 count = 3; //返回数量[1,200]，默认200
optional string tradingDate = 4; //交易日，格式yyyy-MM-dd
optional bool isAsc = 5; //是否升序，默认false
optional string page = 6; //分页游标
repeated Qot_OptionCommon.OptionRankIndicator filterList = 7;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message OptionRankItem
{
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3;
optional int64 oiIncrement = 4;
optional int64 oiDecrement = 5;
optional double oiMarketCapIncrement = 6;
optional double oiMarketCapDecrement = 7;
optional int64 volume = 8;
optional double turnover = 9;
optional int64 openInterest = 10;
optional double openInterestMarketCap = 11;
optional double iv = 12;
optional double optionPrice = 13;
optional double changeRate = 14;
optional double midPrice = 15;
optional double bidPrice = 16;
optional int64 bidVolume = 17;
optional double askPrice = 18;
optional int64 askVolume = 19;
optional double delta = 20;
optional double gamma = 21;
optional double theta = 22;
optional double vega = 23;
optional double rho = 24;
}
message S2C
{
required int32 optionMarket = 1;
required int32 sortType = 2;
optional string tradingDate = 3;
optional double tradingTimestamp = 4;
repeated OptionRankItem rankList = 5;
optional string nextPage = 6;
optional int32 allCount = 7;
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3306
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_OptionCommon } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionRank(){
const { RetType } = Common
const { OptionMarket, OptionRankType } = 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: OptionRankType.OptionRankType_Volume,
count: 5,
},
};
websocket.GetOptionRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionRank: 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);
}
QotGetOptionRank()
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- Output
GetOptionRank: errCode 0, retMsg , retType 0
{
"optionMarket": 1,
"sortType": 1,
"tradingDate": "2026-06-12",
"tradingTimestamp": 1781237000,
"rankList": [
{
"option": { "market": 1, "code": "SPY260612C742000" },
"name": "SPY 260612 742.00C",
"optionType": 1,
"oiIncrement": 1816,
"volume": 730160,
"turnover": 91928623,
"openInterest": 7449,
"iv": 146.507,
"optionPrice": 0.58,
"changeRate": -67.688,
"midPrice": 0.58,
"bidPrice": 0.56,
"bidVolume": 28,
"askPrice": 0.6,
"askVolume": 1,
"delta": 0.43674,
"gamma": 0.27447,
"theta": -455.46028,
"vega": 0.00385,
"rho": 0
},
{
"option": { "market": 1, "code": "SPY260612C745000" },
"name": "SPY 260612 745.00C",
"optionType": 1,
"oiIncrement": 5416,
"volume": 617981,
"turnover": 44479304,
"openInterest": 17013,
"iv": 87.067,
"optionPrice": 0.01,
"changeRate": -98.958,
"midPrice": 0.015,
"bidPrice": 0.01,
"bidVolume": 708,
"askPrice": 0.02,
"askVolume": 500,
"delta": 0.02438,
"gamma": 0.03501,
"theta": -18.5231,
"vega": 0.00107,
"rho": 0
}
],
"allCount": 1955829
}
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接口限制
- 30 秒内最多请求 60 次期权合约排行接口（支持分页的接口，仅首次调用纳入统计）