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

id, title, slug, sidebar_position

id	title	slug	sidebar_position
quote_warrant_quote	获取轮证实时行情	warrant-quote	4

该接口用于获取港股轮证标的的实时行情，包括轮证的特有数据。

:::info

业务指令：13

:::

Request

Parameters

Name	Type	Required	Description
symbol	string[]	是	标的代码列表，使用 ticker.region 格式，例如：[13447.HK] 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

# 获取轮证实时行情
# https://open.longportapp.com/docs/quote/pull/warrant-quote
# 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“LongPort”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。
from longport.openapi import QuoteContext, Config

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

resp = ctx.warrant_quote(["21125.HK"])
print(resp)

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
∟ warrant_extend	object	轮证扩展行情
∟∟ implied_volatility	string	引申波幅
∟∟ expiry_date	string	到期日，使用：YYMMDD 格式
∟∟ last_trade_date	string	最后交易日，使用：YYMMDD 格式
∟∟ outstanding_ratio	string	街货比
∟∟ outstanding_qty	int64	街货量
∟∟ conversion_ratio	string	换股比率
∟∟ category	string	轮证类型 可选值： Call - 认购证 Put - 认沽证 Bull - 牛证 Bear - 熊证 Inline - 界内证
∟∟ strike_price	string	行权价
∟∟ upper_strike_price	string	上限价
∟∟ lower_strike_price	string	下限价
∟∟ call_price	string	收回价
∟∟ underlying_symbol	string	对应的正股标的代码

Protobuf

message WarrantQuoteResponse {
  repeated WarrantQuote secu_quote = 2;
}

message WarrantQuote {
  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;
  WarrantExtend warrant_extend = 11;
}

message WarrantExtend {
  string implied_volatility = 1;
  string expiry_date = 2;
  string last_trade_date = 3;
  string outstanding_ratio = 4;
  int64  outstanding_qty = 5;
  string conversion_ratio = 6;
  string category = 7;
  string strike_price = 8;
  string upper_strike_price = 9;
  string lower_strike_price = 10;
  string call_price = 11;
  string underlying_symbol = 12;
}

Response JSON Example

{
  "secu_quote": [
    {
      "symbol": "66642.HK",
      "last_done": "0.345",
      "prev_close": "0.365",
      "open": "0.345",
      "high": "0.345",
      "low": "0.345",
      "timestamp": 1651130421,
      "volume": 200000,
      "turnover": "69000.000",
      "warrant_extend": {
        "implied_volatility": "0.319",
        "expiry_date": "20220830",
        "last_trade_date": "20220829",
        "outstanding_ratio": "0.0001",
        "outstanding_qty": 20000,
        "conversion_ratio": "10000",
        "category": "Bear",
        "strike_price": "23200.000",
        "upper_strike_price": "0.000",
        "lower_strike_price": "0.000",
        "call_price": "23100.000",
        "underlying_symbol": "HSI.HK"
      }
    },
    {
      "symbol": "14993.HK",
      "last_done": "0.073",
      "prev_close": "0.066",
      "open": "0.069",
      "high": "0.076",
      "low": "0.069",
      "timestamp": 1651130930,
      "volume": 320825000,
      "turnover": "23401125.000",
      "warrant_extend": {
        "implied_volatility": "0.404",
        "expiry_date": "20220927",
        "last_trade_date": "20220921",
        "outstanding_ratio": "0.0247",
        "outstanding_qty": 2465000,
        "conversion_ratio": "10",
        "category": "Call",
        "strike_price": "70.050",
        "upper_strike_price": "0.000",
        "lower_strike_price": "0.000",
        "call_price": "0.000",
        "underlying_symbol": "2318.HK"
      }
    }
  ]
}

接口限制

:::caution

• 港股 BMP 行情，超过 20 支的港股标的将响应延迟行情。

:::

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