獲取期權實時行情

該接口用於獲取美股期權標的的實時行情，包括期權的特有數據。

SDK Links

Python	longport.openapi.QuoteContext.option_quote
Rust	longport::quote::QuoteContext#option_quote
Go	QuoteContext.OptionQuote
Node.js	QuoteContext#optionQuote

ℹ️Info

業務指令：12

Request

Parameters

Name	Type	Required	Description
symbol	string[]	是	標的代碼列表，通過期權鏈接口 獲取期權標的的 symbol，例如：[BABA230120C160000.US] 校驗規則： 每次請求支持傳入的標的數量上限是 500 個

Protobuf

message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

# 獲取期權實時行情
# https://open.longportapp.com/docs/quote/pull/option-quote
# 運行前請訪問“開發者中心“確保賬戶有正確的行情權限。
# 如沒有開通行情權限，可以通過“LongPort”手機客戶端，並進入“我的 - 我的行情 - 行情商城”購買開通行情權限。
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_quote(["AAPL230317P160000.US"])
print(resp)

Response

Response Properties

Name	Type	Description
secu_quote	object[]	期權標的行情數據列表
∟ symbol	string	標的代碼
∟ last_done	string	最新價
∟ prev_close	string	昨收價
∟ open	string	開盤價
∟ high	string	最高價
∟ low	string	最低價
∟ timestamp	int64	最新成交的時間戳
∟ volume	int64	成交量
∟ turnover	string	成交額
∟ trade_status	int32	標的交易狀態，詳見 TradeStatus
∟ option_extend	object	期權擴展行情
∟∟ implied_volatility	string	隱含波動率
∟∟ open_interest	int64	未平倉數
∟∟ expiry_date	string	到期日，使用：YYMMDD 格式
∟∟ strike_price	string	行權價
∟∟ contract_multiplier	string	合約乘數
∟∟ contract_type	string	期權類型 可選值： A - 美式 U - 歐式
∟∟ contract_size	string	合約規模
∟∟ direction	string	方向 可選值： P - put C - call
∟∟ historical_volatility	string	對應正股的歷史波動率
∟∟ underlying_symbol	string	對應的正股標的代碼

Protobuf

message OptionQuoteResponse {
  repeated OptionQuote secu_quote = 1;
}

message OptionQuote {
  string symbol = 1;
  string last_done = 2;
  string prev_close = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  int64 timestamp = 7;
  int64 volume = 8;
  string turnover = 9;
  TradeStatus trade_status = 10;
  OptionExtend option_extend = 11;
}

message OptionExtend {
  string implied_volatility = 1;
  int64 open_interest = 2;
  string expiry_date = 3;
  string strike_price = 4;
  string contract_multiplier = 5;
  string contract_type = 6;
  string contract_size = 7;
  string direction = 8;
  string historical_volatility = 9;
  string underlying_symbol = 10;
}

Response JSON Example

{
  "secu_quote": [
    {
      "symbol": "AAPL220429P162500.US",
      "last_done": "7.78",
      "prev_close": "4.13",
      "open": "4.43",
      "high": "7.80",
      "low": "4.43",
      "timestamp": 1651003200,
      "volume": 3082,
      "turnover": "1813434.00",
      "option_extend": {
        "implied_volatility": "0.592",
        "open_interest": 11463,
        "expiry_date": "20220429",
        "strike_price": "162.50",
        "contract_multiplier": "100",
        "contract_type": "A",
        "contract_size": "100",
        "direction": "P",
        "historical_volatility": "0.2750",
        "underlying_symbol": "AAPL.US"
      }
    },
    {
      "symbol": "AAPL220429C150000.US",
      "last_done": "9.25",
      "prev_close": "13.87",
      "open": "13.80",
      "high": "13.80",
      "low": "9.15",
      "timestamp": 1651003200,
      "volume": 413,
      "turnover": "436835.00",
      "option_extend": {
        "implied_volatility": "0.702",
        "open_interest": 800,
        "expiry_date": "20220429",
        "strike_price": "150.00",
        "contract_multiplier": "100",
        "contract_type": "A",
        "contract_size": "100",
        "direction": "C",
        "historical_volatility": "0.2750",
        "underlying_symbol": "AAPL.US"
      }
    }
  ]
}

錯誤碼

協議錯誤碼	業務錯誤碼	描述	排查建議
3	301600	無效的請求	請求參數有誤或解包失敗
3	301606	限流	降低請求頻次
7	301602	服務端內部錯誤	請重試或聯繫技術人員處理
7	301607	接口限制	請求的標的數量超限，請減少單次請求標的數量