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https://github.com/longbridge/developers.git
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Jason Lee
173 lines
7.0 KiB
Markdown
173 lines
7.0 KiB
Markdown
---
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id: quote_option_quote
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title: 获取期权实时行情
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slug: option-quote
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sidebar_position: 3
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---
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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。
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:::info
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[业务指令](../../socket/protocol/request)：`12`
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:::
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## Request
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### Parameters
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| Name | Type | Required | Description |
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| ------ | -------- | -------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
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| symbol | string[] | 是 | 标的代码列表，通过[期权链接口](./optionchain-date-strike.md)获取期权标的的 symbol，例如：`[BABA230120C160000.US]` <br /><br />**校验规则：**<br />每次请求支持传入的标的数量上限是 `500` 个 |
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### Protobuf
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```protobuf
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message MultiSecurityRequest {
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repeated string symbol = 1;
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}
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```
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### Request Example
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```python
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# 获取期权实时行情
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# https://open.longbridgeapp.com/docs/quote/pull/option-quote
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# 运行前请访问“开发者中心”确保账户有正确的行情权限。
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# 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。
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from longbridge.openapi import QuoteContext, Config
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config = Config.from_env()
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ctx = QuoteContext(config)
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resp = ctx.option_quote(["AAPL230317P160000.US"])
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print(resp)
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```
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## Response
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### Response Properties
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| Name | Type | Description |
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| ------------------------ | -------- | ------------------------------------------------------------------- |
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| secu_quote | object[] | 期权标的行情数据列表 |
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| ∟ symbol | string | 标的代码 |
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| ∟ last_done | string | 最新价 |
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| ∟ prev_close | string | 昨收价 |
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| ∟ open | string | 开盘价 |
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| ∟ high | string | 最高价 |
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| ∟ low | string | 最低价 |
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| ∟ timestamp | int64 | 最新成交的时间戳 |
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| ∟ volume | int64 | 成交量 |
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| ∟ turnover | string | 成交额 |
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| ∟ trade_status | int32 | 标的交易状态，详见 [TradeStatus](../objects#tradestatus---交易状态) |
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| ∟ option_extend | object | 期权扩展行情 |
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| ∟∟ implied_volatility | string | 隐含波动率 |
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| ∟∟ open_interest | int64 | 未平仓数 |
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| ∟∟ expiry_date | string | 到期日，使用：`YYMMDD` 格式 |
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| ∟∟ strike_price | string | 行权价 |
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| ∟∟ contract_multiplier | string | 合约乘数 |
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| ∟∟ contract_type | string | 期权类型 <br /><br />**可选值：**<br />`A` - 美式 <br />`U` - 欧式 |
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| ∟∟ contract_size | string | 合约规模 |
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| ∟∟ direction | string | 方向 <br /><br />**可选值：**<br />`P` - put <br />`C` - call |
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| ∟∟ historical_volatility | string | 对应正股的历史波动率 |
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| ∟∟ underlying_symbol | string | 对应的正股标的代码 |
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### Protobuf
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```protobuf
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message OptionQuoteResponse {
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repeated OptionQuote secu_quote = 1;
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}
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message OptionQuote {
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string symbol = 1;
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string last_done = 2;
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string prev_close = 3;
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string open = 4;
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string high = 5;
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string low = 6;
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int64 timestamp = 7;
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int64 volume = 8;
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string turnover = 9;
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TradeStatus trade_status = 10;
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OptionExtend option_extend = 11;
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}
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message OptionExtend {
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string implied_volatility = 1;
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int64 open_interest = 2;
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string expiry_date = 3;
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string strike_price = 4;
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string contract_multiplier = 5;
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string contract_type = 6;
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string contract_size = 7;
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string direction = 8;
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string historical_volatility = 9;
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string underlying_symbol = 10;
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}
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```
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### Response JSON Example
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```json
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{
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"secu_quote": [
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{
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"symbol": "AAPL220429P162500.US",
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"last_done": "7.78",
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"prev_close": "4.13",
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"open": "4.43",
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"high": "7.80",
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"low": "4.43",
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"timestamp": 1651003200,
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"volume": 3082,
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"turnover": "1813434.00",
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"option_extend": {
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"implied_volatility": "0.592",
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"open_interest": 11463,
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"expiry_date": "20220429",
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"strike_price": "162.50",
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"contract_multiplier": "100",
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"contract_type": "A",
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"contract_size": "100",
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"direction": "P",
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"historical_volatility": "0.2750",
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"underlying_symbol": "AAPL.US"
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}
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},
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{
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"symbol": "AAPL220429C150000.US",
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"last_done": "9.25",
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"prev_close": "13.87",
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"open": "13.80",
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"high": "13.80",
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"low": "9.15",
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"timestamp": 1651003200,
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"volume": 413,
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"turnover": "436835.00",
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"option_extend": {
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"implied_volatility": "0.702",
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"open_interest": 800,
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"expiry_date": "20220429",
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"strike_price": "150.00",
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"contract_multiplier": "100",
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"contract_type": "A",
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"contract_size": "100",
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"direction": "C",
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"historical_volatility": "0.2750",
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"underlying_symbol": "AAPL.US"
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}
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}
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]
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}
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```
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## 错误码
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| 协议错误码 | 业务错误码 | 描述 | 排查建议 |
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| ---------- | ---------- | -------------- | ------------------------------------------ |
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| 3 | 301600 | 无效的请求 | 请求参数有误或解包失败 |
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| 3 | 301606 | 限流 | 降低请求频次 |
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| 7 | 301602 | 服务端内部错误 | 请重试或联系技术人员处理 |
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| 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 |
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