longbridge__developers/docs/quote/pull/option-quote.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
quote_option_quote	获取期权实时行情	option-quote	3

该接口用于获取美股期权标的的实时行情，包括期权的特有数据。

:::info 业务指令：12 :::

Request

Parameters

Name	Type	Required	Description
symbol	string[]	是	标的代码列表，通过期权链接口获取期权标的的 symbol， 例如：[BABA230120C160000.US] 校验规则： 每次请求支持传入的标的数量上限是 500 个

Protobuf

message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

# 获取期权实时行情
# https://open.longbridgeapp.com/docs/quote/pull/option-quote
import os
import time
from longbridge.http import Auth, Config, HttpClient
from longbridge.ws import ReadyState, WsCallback, WsClient
# Protobuf 变量定义参见：https://github.com/longbridgeapp/openapi-protobufs/blob/main/quote/api.proto
from longbridge.proto.quote_pb2 import (Command, MultiSecurityRequest, OptionQuoteResponse)

class MyWsCallback(WsCallback):
    def on_state(self, state: ReadyState):
        print(f"-> state: {state}")

auth = Auth(os.getenv("LONGBRIDGE_APP_KEY"), os.getenv("LONGBRIDGE_APP_SECRET"), access_token=os.getenv("LONGBRIDGE_ACCESS_TOKEN"))
http = HttpClient(auth, Config(base_url="https://openapi.longbridgeapp.com"))
ws = WsClient("wss://openapi-quote.longbridgeapp.com", http, MyWsCallback())

# 运行前请访问 “开发者中心“ 确保账户有正确的行情权限。
# 如没有开通行情权限，可以通过 "长桥" 手机客户端，并进入 “我的 - 我的行情 - 行情商城“ 购买开通行情权限。
req = MultiSecurityRequest(symbol=["AAPL230317P160000.US"])
result = ws.send_request(Command.QueryOptionQuote, req.SerializeToString())
resp = OptionQuoteResponse()
resp.ParseFromString(result)

print(f"Option quote:\n\n {resp.secu_quote}")

Response

Response Properties

Name	Type	Description
secu_quote	object[]	期权标的行情数据列表
∟ symbol	string	标的代码
∟ last_done	string	最新价
∟ prev_close	string	昨收价
∟ open	string	开盘价
∟ high	string	最高价
∟ low	string	最低价
∟ timestamp	int64	最新成交的时间戳
∟ volume	int64	成交量
∟ turnover	string	成交额
∟ trade_status	int32	标的交易状态，详见 TradeStatus
∟ option_extend	object	期权扩展行情
∟∟ implied_volatility	string	隐含波动率
∟∟ open_interest	int64	未平仓数
∟∟ expiry_date	string	到期日，使用：YYMMDD 格式
∟∟ strike_price	string	行权价
∟∟ contract_multiplier	string	合约乘数
∟∟ contract_type	string	期权类型 可选值： A - 美式 U - 欧式
∟∟ contract_size	string	合约规模
∟∟ direction	string	方向 可选值： P - put C - call
∟∟ historical_volatility	string	对应正股的历史波动率
∟∟ underlying_symbol	string	对应的正股标的代码

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"
      }
    }
  ]
}

错误码

协议错误码	业务错误码	描述	排查建议
3	301600	无效的请求	请求参数有误或解包失败
3	301606	限流	降低请求频次
7	301602	服务端内部错误	请重试或联系技术人员处理
7	301607	接口限制	请求的标的数量超限，请减少单次请求标的数量