# 末日期权合约列表
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_zero_dte_contract(owner, strike_date_timestamp, chain_info, sort_type=None, is_asc=None, filter_list=None)
介绍
获取末日期权合约列表，返回指定标的在指定行权日的 0DTE 期权合约详情，包含希腊值、盈亏平衡点及盈利概率等数据。
参数
参数 类型 说明 owner str 标的股票代码 如 'US.AAPL'，仅支持美股股票strike_date_timestamp int 行权日期时间戳（Unix 秒） chain_info dict 期权链信息 来自 get_option_zero_dte_screener 返回的 chain_infosort_type ZeroDteContractSortType 排序类型 VOLUME=成交量、OPEN_INTEREST=持仓量、IV=隐含波动率、DELTA=Deltais_asc bool 是否升序 默认 False（降序）filter_list list[ZeroDteContractFilter] 筛选条件列表 多条件为 AND 关系。支持 OPTION_TYPE、VOLUME、OPEN_INTEREST、IV、DELTA、GAMMA、THETA、VEGA、RHO、PRICE、CHANGE_RATIO、BREAK_EVEN_POINT、TO_BEP、BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY筛选器（ZeroDteContractFilter）
通过 ZeroDteContractFilter 构造筛选条件，多个条件为 AND 关系。因 owner 已固定，仅支持确切值与范围两种筛选方式（无标的列表筛选）。
ZeroDteContractFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True)1
2参数 类型 说明 indicator_type ZeroDteContractIndicatorType 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 筛选因子（完整枚举见 ZeroDteContractIndicatorType），按筛选方式分组：
筛选方式 用哪个参数 适用因子 语义 value_list value_listOPTION_TYPE命中枚举值（1=Call, 2=Put） 范围 interval_min/interval_maxIV、DELTA、GAMMA、THETA、VEGA、RHO、VOLUME、OPEN_INTEREST、PRICE、CHANGE_RATIO、BREAK_EVEN_POINT、TO_BEP、BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY落在区间内 涉及百分比的因子（如 BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY）直接输入小数，0.2 代表 20%。一个条件只承载一种筛选方式，两种互斥，按因子所属方式对号入座。`OPTION_TYPE` 传 value_list=[1]（Call）/[2]（Put）。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回合约列表 str 当 ret != RET_OK，返回错误描述 返回 DataFrame 字段：
字段 类型 说明 option str 期权合约代码 name str 合约名称 option_type str 期权类型（CALL/PUT） option_price float 期权价格 change_ratio float 涨跌幅（百分比） volume int 成交量 open_interest int 持仓量 iv float 隐含波动率（百分比） delta float Delta gamma float Gamma vega float Vega theta float Theta rho float Rho buy_break_even_point float 买入盈亏平衡点 buy_to_bep float 到达盈亏平衡点所需涨跌幅（百分比） buy_profit_probability float 买入盈利概率（百分比） sell_profit_probability float 卖出盈利概率（百分比）
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 第一步：获取末日期权标的列表
ret, screener_data = quote_ctx.get_option_zero_dte_screener(
market=OptionMarket.US_SECURITY,
sort_type=ZeroDteSortType.VOLUME,
is_asc=False,
count=1
)
if ret != RET_OK:
print('error:', screener_data)
quote_ctx.close()
exit()
# 第二步：取第一个标的的 chain_info，查询其合约列表
df = screener_data['item_list']
owner = df.iloc[0]['owner']
chain_info = df.iloc[0]['chain_info']
strike_date_timestamp = chain_info['strike_date_timestamp']
# 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）：
# # 只要 PUT
# f_type = ZeroDteContractFilter(ZeroDteContractIndicatorType.OPTION_TYPE, value_list=[2])
# # Delta 在 -0.6 ~ -0.1 之间（价外 Put）
# f_delta = ZeroDteContractFilter(ZeroDteContractIndicatorType.DELTA,
# interval_min=-0.6, interval_max=-0.1)
ret, data = quote_ctx.get_option_zero_dte_contract(
owner=owner,
strike_date_timestamp=strike_date_timestamp,
chain_info=chain_info,
sort_type=ZeroDteContractSortType.VOLUME,
is_asc=False
# filter_list=[f_type, f_delta] # 多条件 AND，传入上方构造的筛选条件
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
option name option_type option_price change_ratio volume open_interest iv delta gamma vega theta rho buy_break_even_point buy_to_bep buy_profit_probability sell_profit_probability
0 US.SPY260612C742000 SPY 260612 C742 CALL 0.58 -67.688 730160 7449 146.5 0.4367 0.2745 0.0039 -455.46 0.000 742.58 0.11 43.5 56.5
1 US.SPY260612C745000 SPY 260612 C745 CALL 0.01 -98.958 617981 17013 87.1 0.0244 0.0350 0.0011 -18.52 0.000 745.01 0.44 2.4 97.6
...
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# Qot_GetOptionZeroDteContract.proto
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
uint GetOptionZeroDteContract(Qot_GetOptionZeroDteContract.Request req); virtual void OnReply_GetOptionZeroDteContract(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteContract.Response rsp);
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
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_GetOptionZeroDteContract.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionZeroDteContract.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionZeroDteContract(req);
Console.Write("Send GetOptionZeroDteContract: {0}\n", seqNo);
}
public void OnReply_GetOptionZeroDteContract(FTAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteContract.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 getOptionZeroDteContract(Qot_GetOptionZeroDteContract.Request req) onReply_GetOptionZeroDteContract(FTAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteContract.Response rsp)
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
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_GetOptionZeroDteContract.C2S c2s = Qot_GetOptionZeroDteContract.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionZeroDteContract.Request req = Qot_GetOptionZeroDteContract.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionZeroDteContract(req);
System.out.println("Send getOptionZeroDteContract: " + seqNo);
}
@Override
public void onReply_GetOptionZeroDteContract(FTAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteContract.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 GetOptionZeroDteContract(const Qot_GetOptionZeroDteContract::Request &stReq);
virtual void OnReply_GetOptionZeroDteContract(Futu::u32_t nSerialNo, const Qot_GetOptionZeroDteContract::Response &stRsp) = 0;
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
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_GetOptionZeroDteContract::Request req;
Qot_GetOptionZeroDteContract::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionZeroDteContractSerialNo = m_pQotApi->GetOptionZeroDteContract(req);
}
virtual void OnReply_GetOptionZeroDteContract(Futu::u32_t nSerialNo, const Qot_GetOptionZeroDteContract::Response &stRsp) {
if (nSerialNo != m_GetOptionZeroDteContractSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionZeroDteContractSerialNo = 0;
};
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getOptionZeroDteContract(qotGetOptionZeroDteContract)
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
Example
import ftWebsocket from "futu-api";
import { Common, Qot_OptionCommon } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionZeroDteContract(){
const { RetType } = Common
const { OptionMarket, ZeroDteSortType, ZeroDteContractSortType } = Qot_OptionCommon
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
// 第一步：获取末日期权标的列表，取第一条的 chainInfo
websocket.GetOptionZeroDteScreener({
c2s: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: ZeroDteSortType.ZeroDteSortType_Volume,
count: 1,
},
})
.then((screenerRes)=>{
let { s2c: screenerS2c } = screenerRes
if (!screenerS2c || !screenerS2c.itemList || screenerS2c.itemList.length === 0) return
let { owner, chainInfo } = screenerS2c.itemList[0]
// 第二步：用 chainInfo 查询末日期权合约列表
return websocket.GetOptionZeroDteContract({
c2s: {
owner: owner,
strikeDateTimestamp: chainInfo.strikeDateTimestamp,
chainInfo: chainInfo,
sortType: ZeroDteContractSortType.ZeroDteContractSortType_Volume,
},
})
})
.then((res)=>{
if (!res) return
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionZeroDteContract: 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);
}
QotGetOptionZeroDteContract()
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- Output
GetOptionZeroDteContract: errCode 0, retMsg , retType 0
{
"itemList": [
{
"option": { "market": 1, "code": "SPY260612C742000" },
"name": "SPY 260612 C742",
"optionType": 1,
"optionPrice": 0.58,
"changeRate": -67.688,
"volume": 730160,
"openInterest": 7449,
"iv": 146.5,
"delta": 0.4367,
"gamma": 0.2745,
"vega": 0.0039,
"theta": -455.46,
"rho": 0,
"buyBreakEvenPoint": 742.58,
"buyToBep": 0.11,
"buyProfitProbability": 43.5,
"sellProfitProbability": 56.5
},
{
"option": { "market": 1, "code": "SPY260612C745000" },
"name": "SPY 260612 C745",
"optionType": 1,
"optionPrice": 0.01,
"changeRate": -98.958,
"volume": 617981,
"openInterest": 17013,
"iv": 87.1,
"delta": 0.0244,
"gamma": 0.035,
"vega": 0.0011,
"theta": -18.52,
"rho": 0,
"buyBreakEvenPoint": 745.01,
"buyToBep": 0.44,
"buyProfitProbability": 2.4,
"sellProfitProbability": 97.6
}
]
}
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接口限制
- 30 秒内最多请求 60 次末日期权合约列表接口
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_zero_dte_contract(owner, strike_date_timestamp, chain_info, sort_type=None, is_asc=None, filter_list=None)
介绍
获取末日期权合约列表，返回指定标的在指定行权日的 0DTE 期权合约详情，包含希腊值、盈亏平衡点及盈利概率等数据。
参数
参数 类型 说明 owner str 标的股票代码 如 'US.AAPL'，仅支持美股股票strike_date_timestamp int 行权日期时间戳（Unix 秒） chain_info dict 期权链信息 来自 get_option_zero_dte_screener 返回的 chain_infosort_type ZeroDteContractSortType 排序类型 VOLUME=成交量、OPEN_INTEREST=持仓量、IV=隐含波动率、DELTA=Deltais_asc bool 是否升序 默认 False（降序）filter_list list[ZeroDteContractFilter] 筛选条件列表 多条件为 AND 关系。支持 OPTION_TYPE、VOLUME、OPEN_INTEREST、IV、DELTA、GAMMA、THETA、VEGA、RHO、PRICE、CHANGE_RATIO、BREAK_EVEN_POINT、TO_BEP、BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY筛选器（ZeroDteContractFilter）
通过 ZeroDteContractFilter 构造筛选条件，多个条件为 AND 关系。因 owner 已固定，仅支持确切值与范围两种筛选方式（无标的列表筛选）。
ZeroDteContractFilter(indicator_type, value_list=None, interval_min=None, interval_max=None, min_inclusive=True, max_inclusive=True)1
2参数 类型 说明 indicator_type ZeroDteContractIndicatorType 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 筛选因子（完整枚举见 ZeroDteContractIndicatorType），按筛选方式分组：
筛选方式 用哪个参数 适用因子 语义 value_list value_listOPTION_TYPE命中枚举值（1=Call, 2=Put） 范围 interval_min/interval_maxIV、DELTA、GAMMA、THETA、VEGA、RHO、VOLUME、OPEN_INTEREST、PRICE、CHANGE_RATIO、BREAK_EVEN_POINT、TO_BEP、BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY落在区间内 涉及百分比的因子（如 BUY_PROFIT_PROBABILITY、SELL_PROFIT_PROBABILITY）直接输入小数，0.2 代表 20%。一个条件只承载一种筛选方式，两种互斥，按因子所属方式对号入座。`OPTION_TYPE` 传 value_list=[1]（Call）/[2]（Put）。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pandas.DataFrame 当 ret == RET_OK，返回合约列表 str 当 ret != RET_OK，返回错误描述 返回 DataFrame 字段：
字段 类型 说明 option str 期权合约代码 name str 合约名称 option_type str 期权类型（CALL/PUT） option_price float 期权价格 change_ratio float 涨跌幅（百分比） volume int 成交量 open_interest int 持仓量 iv float 隐含波动率（百分比） delta float Delta gamma float Gamma vega float Vega theta float Theta rho float Rho buy_break_even_point float 买入盈亏平衡点 buy_to_bep float 到达盈亏平衡点所需涨跌幅（百分比） buy_profit_probability float 买入盈利概率（百分比） sell_profit_probability float 卖出盈利概率（百分比）
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 第一步：获取末日期权标的列表
ret, screener_data = quote_ctx.get_option_zero_dte_screener(
market=OptionMarket.US_SECURITY,
sort_type=ZeroDteSortType.VOLUME,
is_asc=False,
count=1
)
if ret != RET_OK:
print('error:', screener_data)
quote_ctx.close()
exit()
# 第二步：取第一个标的的 chain_info，查询其合约列表
df = screener_data['item_list']
owner = df.iloc[0]['owner']
chain_info = df.iloc[0]['chain_info']
strike_date_timestamp = chain_info['strike_date_timestamp']
# 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）：
# # 只要 PUT
# f_type = ZeroDteContractFilter(ZeroDteContractIndicatorType.OPTION_TYPE, value_list=[2])
# # Delta 在 -0.6 ~ -0.1 之间（价外 Put）
# f_delta = ZeroDteContractFilter(ZeroDteContractIndicatorType.DELTA,
# interval_min=-0.6, interval_max=-0.1)
ret, data = quote_ctx.get_option_zero_dte_contract(
owner=owner,
strike_date_timestamp=strike_date_timestamp,
chain_info=chain_info,
sort_type=ZeroDteContractSortType.VOLUME,
is_asc=False
# filter_list=[f_type, f_delta] # 多条件 AND，传入上方构造的筛选条件
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
option name option_type option_price change_ratio volume open_interest iv delta gamma vega theta rho buy_break_even_point buy_to_bep buy_profit_probability sell_profit_probability
0 US.SPY260612C742000 SPY 260612 C742 CALL 0.58 -67.688 730160 7449 146.5 0.4367 0.2745 0.0039 -455.46 0.000 742.58 0.11 43.5 56.5
1 US.SPY260612C745000 SPY 260612 C745 CALL 0.01 -98.958 617981 17013 87.1 0.0244 0.0350 0.0011 -18.52 0.000 745.01 0.44 2.4 97.6
...
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# Qot_GetOptionZeroDteContract.proto
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
uint GetOptionZeroDteContract(Qot_GetOptionZeroDteContract.Request req); virtual void OnReply_GetOptionZeroDteContract(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteContract.Response rsp);
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
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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_GetOptionZeroDteContract.C2S.CreateBuilder()
// TODO: 按 proto 填充 c2s 字段
.Build();
var req = Qot_GetOptionZeroDteContract.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionZeroDteContract(req);
Console.Write("Send GetOptionZeroDteContract: {0}\n", seqNo);
}
public void OnReply_GetOptionZeroDteContract(MMAPI_Conn client, uint nSerialNo, Qot_GetOptionZeroDteContract.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 getOptionZeroDteContract(Qot_GetOptionZeroDteContract.Request req) onReply_GetOptionZeroDteContract(MMAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteContract.Response rsp)
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
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_GetOptionZeroDteContract.C2S c2s = Qot_GetOptionZeroDteContract.C2S.newBuilder()
// TODO: 按 proto 填充 c2s 字段
.build();
Qot_GetOptionZeroDteContract.Request req = Qot_GetOptionZeroDteContract.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getOptionZeroDteContract(req);
System.out.println("Send getOptionZeroDteContract: " + seqNo);
}
@Override
public void onReply_GetOptionZeroDteContract(MMAPI_Conn client, int nSerialNo, Qot_GetOptionZeroDteContract.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 GetOptionZeroDteContract(const Qot_GetOptionZeroDteContract::Request &stReq);
virtual void OnReply_GetOptionZeroDteContract(Moomoo::u32_t nSerialNo, const Qot_GetOptionZeroDteContract::Response &stRsp) = 0;
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
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_GetOptionZeroDteContract::Request req;
Qot_GetOptionZeroDteContract::C2S *c2s = req.mutable_c2s();
// TODO: 按 proto 填充 c2s 字段
m_GetOptionZeroDteContractSerialNo = m_pQotApi->GetOptionZeroDteContract(req);
}
virtual void OnReply_GetOptionZeroDteContract(Moomoo::u32_t nSerialNo, const Qot_GetOptionZeroDteContract::Response &stRsp) {
if (nSerialNo != m_GetOptionZeroDteContractSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_GetOptionZeroDteContractSerialNo = 0;
};
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getOptionZeroDteContract(qotGetOptionZeroDteContract)
介绍
获取末日期权合约列表
参数
message C2S {
required Qot_Common.Security owner = 1;
required int64 strikeDateTimestamp = 2;
required Qot_GetOptionZeroDteScreener.OptionChainInfo chainInfo = 3;
optional int32 sortType = 4; // Qot_OptionCommon.ZeroDteContractSortType
optional bool isAsc = 5; // 默认 false
repeated Qot_OptionCommon.ZeroDteContractIndicator filterList = 6;
}
message Request {
required C2S c2s = 1;
}
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- 返回
message ZeroDteContractItem {
required Qot_Common.Security option = 1;
optional string name = 2;
optional int32 optionType = 3; // Qot_Common.OptionType
optional double optionPrice = 4;
optional double changeRate = 5; // 涨跌幅（百分比）
optional int64 volume = 6;
optional int64 openInterest = 7;
optional double iv = 8; // (%)
optional double delta = 9;
optional double gamma = 10;
optional double vega = 11;
optional double theta = 12;
optional double rho = 13;
optional double buyBreakEvenPoint = 14; // 价格
optional double buyToBep = 15; // (%)
optional double buyProfitProbability = 16; // (%)
optional double sellProfitProbability = 17;// (%)
}
message S2C {
repeated ZeroDteContractItem itemList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
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
3312
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_OptionCommon } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionZeroDteContract(){
const { RetType } = Common
const { OptionMarket, ZeroDteSortType, ZeroDteContractSortType } = Qot_OptionCommon
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11112, false, ''];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
// 第一步：获取末日期权标的列表，取第一条的 chainInfo
websocket.GetOptionZeroDteScreener({
c2s: {
optionMarket: OptionMarket.OptionMarket_US_Security,
sortType: ZeroDteSortType.ZeroDteSortType_Volume,
count: 1,
},
})
.then((screenerRes)=>{
let { s2c: screenerS2c } = screenerRes
if (!screenerS2c || !screenerS2c.itemList || screenerS2c.itemList.length === 0) return
let { owner, chainInfo } = screenerS2c.itemList[0]
// 第二步：用 chainInfo 查询末日期权合约列表
return websocket.GetOptionZeroDteContract({
c2s: {
owner: owner,
strikeDateTimestamp: chainInfo.strikeDateTimestamp,
chainInfo: chainInfo,
sortType: ZeroDteContractSortType.ZeroDteContractSortType_Volume,
},
})
})
.then((res)=>{
if (!res) return
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionZeroDteContract: 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);
}
QotGetOptionZeroDteContract()
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- Output
GetOptionZeroDteContract: errCode 0, retMsg , retType 0
{
"itemList": [
{
"option": { "market": 1, "code": "SPY260612C742000" },
"name": "SPY 260612 C742",
"optionType": 1,
"optionPrice": 0.58,
"changeRate": -67.688,
"volume": 730160,
"openInterest": 7449,
"iv": 146.5,
"delta": 0.4367,
"gamma": 0.2745,
"vega": 0.0039,
"theta": -455.46,
"rho": 0,
"buyBreakEvenPoint": 742.58,
"buyToBep": 0.11,
"buyProfitProbability": 43.5,
"sellProfitProbability": 56.5
},
{
"option": { "market": 1, "code": "SPY260612C745000" },
"name": "SPY 260612 C745",
"optionType": 1,
"optionPrice": 0.01,
"changeRate": -98.958,
"volume": 617981,
"openInterest": 17013,
"iv": 87.1,
"delta": 0.0244,
"gamma": 0.035,
"vega": 0.0011,
"theta": -18.52,
"rho": 0,
"buyBreakEvenPoint": 745.01,
"buyToBep": 0.44,
"buyProfitProbability": 2.4,
"sellProfitProbability": 97.6
}
]
}
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接口限制
- 30 秒内最多请求 60 次末日期权合约列表接口