窝轮牛熊证

get_warrant_filter 轮证筛选器

value QuoteClient::get_warrant_filter(const utility::string_t symbol, int page, int page_size, utility::string_t sort_field_name, utility::string_t sort_dir, value filter_params)

说明

获取窝轮牛熊证行情列表数据,支持按不同字段排序和筛选轮证。

参数

参数名类型是否必填描述
symbolutility::string_tYes正股股票代码
pageintNo页码,从0开始,默认为0
page_sizeintNo每页数量,默认50
sort_field_nameutility::string_tNo排序字段,默认expireDate(参照返回对象中的字段)
sort_dirutility::string_tNo排序顺序,U("ASC") 或 U("DESC"),默认 ASC
filter_paramsvalueNo过滤参数 JSON 对象,默认 value::null()

filter_params 过滤参数

字段名类型描述
issuer_namestring发行商(参照返回中bounds的issuerName字段),默认全部
expire_ymstring到期日,格式为 yyyy-MM
stateint状态,0 全部, 1 正常, 2 终止交易, 3 等待上市,默认0
warrant_typearray[int]类型(1:Call, 2: Put, 3: Bull, 4: Bear, 0: All),默认全部
in_out_pricearray[int]1:价内(包含平值),-1:价外
lot_sizearray[int]每手股数
entitlement_ratioarray[double]换股比率
strike_mindouble行权价区间最小值
strike_maxdouble行权价区间最大值
effective_leverage_mindouble有效杠杆区间最小值
effective_leverage_maxdouble有效杠杆区间最大值
leverage_ratio_mindouble杠杆比例区间最小值
leverage_ratio_maxdouble杠杆比例区间最大值
call_price_mindouble回收价区间最小值
call_price_maxdouble回收价区间最大值
volume_minint成交量区间最小值
volume_maxint成交量区间最大值
premium_mindouble溢价区间最小值
premium_maxdouble溢价区间最大值
outstanding_ratio_mindouble街货比区间最小值
outstanding_ratio_maxdouble街货比区间最大值
implied_volatility_mindouble隐含波动率区间最小值
implied_volatility_maxdouble隐含波动率区间最大值

返回

web::json::value JSON 对象

返回字段说明:

名称类型说明
pageint页码
totalPageint总页数
totalCountint数据总数
boundsobject请求可设置的过滤条件,说明见下文
itemsarray轮证数据列表,字段见下方说明

bounds 对象结构:

名称类型说明
issuer_namearray[string]发行商名称
expire_datearray[string]到期日
lot_sizearray[int]每手股数
entitlement_ratioarray[double]换股比率
leverage_ratioobject杠杆比率范围
strikeobject行权价范围
premiumobject溢价范围
outstanding_ratioobject街货比范围
implied_volatilityobject隐含波动率范围
effective_leverageobject有效杠杆范围
call_priceobject回收价范围

items 数组中每个元素的字段说明:

名称类型说明
symbolstring标的股票代码
namestring标的名称
typeint类型,1:认购,2:认沽,3:牛证,4:熊证
sec_typestring合约类型,窝轮:war/牛熊证:iopt
marketstring市场,hk
entitlement_ratiodouble换股比率
entitlement_pricedouble换股价
premiumdouble溢价
breakeven_pointdouble到期盈亏平衡点
call_pricedouble回收价(仅牛熊证)
before_call_leveldouble距回收价(百分比,比如0.196875,含义为19.6875%)
expire_datestring到期日
last_trading_datestring最后交易日
stateint状态,1 正常, 2 终止交易, 3 等待上市
change_ratedouble涨跌幅
changedouble涨跌额
latest_pricedouble最新价
volumelong成交量
outstanding_ratiodouble街货比
lot_sizeint每手股数
strikedouble行权价
in_out_pricedouble价内(大于0)/价外(小于0)
deltadouble对冲值
leverage_ratiodouble杠杆比率
effective_leveragedouble有效杠杆
implied_volatilitydouble隐含波动率

示例

#include "tigerapi/quote_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

// 构造过滤参数
value filter_params = value::object();
filter_params[U("issuer_name")] = value::string(U("摩利"));
filter_params[U("expire_ym")] = value::string(U("2024-06"));
// 0 All, 1 Normal, 2 Terminate Trades, 3 Waiting to be listed
filter_params[U("state")] = value::number(1);

value lot_size_arr = value::array();
lot_size_arr[0] = value::number(1000);
lot_size_arr[1] = value::number(5000);
filter_params[U("lot_size")] = lot_size_arr;

// -1: out the money, 1: in the money
value in_out_price_arr = value::array();
in_out_price_arr[0] = value::number(1);
in_out_price_arr[1] = value::number(-1);
filter_params[U("in_out_price")] = in_out_price_arr;

// 1: Call, 2: Put, 3: Bull, 4: Bear, 0: All
value warrant_type_arr = value::array();
warrant_type_arr[0] = value::number(2);
warrant_type_arr[1] = value::number(4);
filter_params[U("warrant_type")] = warrant_type_arr;

filter_params[U("premium_min")] = value::number(0.0);
filter_params[U("premium_max")] = value::number(1.0);
filter_params[U("strike_min")] = value::number(100.0);
filter_params[U("strike_max")] = value::number(500.0);
filter_params[U("implied_volatility_min")] = value::number(1.0);
filter_params[U("implied_volatility_max")] = value::number(100.0);

value result = quote_client.get_warrant_filter(
    U("00700"), 0, 10,
    U("implied_volatility"), U("DESC"),
    filter_params);
ucout << result.serialize() << std::endl;

返回示例

{
  "page": 0,
  "totalPage": 1,
  "totalCount": 1,
  "bounds": {
    "issuerName": ["东亚", "法巴", "法兴", "高盛", "国君", "海通", "花旗", "汇丰", "麦银", "摩利", "摩通", "瑞通", "瑞信", "瑞银", "星展", "中银"],
    "expireDate": ["2026-01", "2025-12", "2025-09", "2025-08", "2024-12", "2024-07", "2024-06", "2024-04", "2024-03", "2024-02", "2024-01", "2023-12", "2023-11", "2023-10", "2023-09", "2023-08", "2023-07", "2023-06", "2023-05", "2023-04"],
    "lotSize": [1000, 5000, 10000, 50000],
    "entitlementRatio": [1.053, 47.483, 50.0, 92.166, 94.967, 100.0, 460.829, 474.834, 485.437, 500.0],
    "leverageRatio": {"min": 1.391437, "max": 3056.79342},
    "strike": {"min": 111.301, "max": 717.11},
    "premium": {"min": -0.314923, "max": 0.908085},
    "outstandingRatio": {"min": 0.0, "max": 1.0},
    "impliedVolatility": {"min": 0.0, "max": 131.085},
    "effectiveLeverage": {"min": -46.321801, "max": 20.189945},
    "callPrice": {"min": 113.96, "max": 520.0}
  },
  "items": [
    {
      "symbol": "27062",
      "name": "腾讯摩利三十沽A.P",
      "type": 2,
      "secType": "WAR",
      "market": "HK",
      "entitlementRatio": 47.483,
      "entitlementPrice": 1.377007,
      "premium": 0.605231,
      "breakevenPoint": 148.669993,
      "expireDate": "2023-10-20",
      "lastTradingDate": "2023-10-16",
      "state": 1,
      "changeRate": 0.035714,
      "change": 0.001,
      "latestPrice": 0.029,
      "volume": 0,
      "outstandingRatio": 0.002,
      "lotSize": 5000,
      "strike": 150.047,
      "inOutPrice": 1.50988,
      "delta": -0.030389,
      "leverageRatio": 273.491711,
      "effectiveLeverage": -8.311172,
      "impliedVolatility": 69.847
    }
  ]
}

get_warrant_briefs 获取轮证行情

value QuoteClient::get_warrant_briefs(const value &symbols)

说明

获取窝轮牛熊证实时行情

参数

参数名类型是否必填描述
symbolsvalueYes轮证标的代码数组,上限为50个,如 value::array({value::string(U("15792"))})

返回

web::json::value JSON 对象

返回字段说明:

字段类型说明
symbolstring标的代码
namestring标的名称
exchangestring交易所
marketstring市场
sec_typestring合约类型
currencystring币种
expirystring到期日 yyyy-mm-dd
strikestring行权价
rightstring方向 (put/call)
multiplierdouble每手数量
last_trading_datelong最后交易日时间戳
entitlement_ratiodouble换股比率
entitlement_pricedouble换股价
min_tickdouble股价最小变动单位
listing_datelong上市日期的时间戳
call_pricedouble回收价(仅牛熊证)
haltedint是否停牌。0: 正常, 3: 停牌, 4: 退市
underlying_symbolstring底层资产代码
timestamplong时间戳
latest_pricedouble最新价格
pre_closedouble前一交易日收盘价
opendouble开盘价
highdouble最高价
lowdouble最低价
volumeint成交量
amountdouble成交额
premiumdouble溢价
outstanding_ratiodouble街货比
implied_volatilitydouble隐含波动率(仅窝轮支持)
in_out_pricedouble价内/价外
deltadouble对冲值(仅窝轮支持)
leverage_ratiodouble杠杆率
breakeven_pointdouble到期盈亏平衡点

示例

#include "tigerapi/quote_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

value symbols = value::array();
symbols[0] = value::string(U("15792"));
symbols[1] = value::string(U("58603"));

value result = quote_client.get_warrant_briefs(symbols);
ucout << result.serialize() << std::endl;

返回示例

[
  {
    "symbol": "58603",
    "name": "恒指瑞通五三熊R.P",
    "exchange": "SEHK",
    "market": "HK",
    "secType": "IOPT",
    "currency": "HKD",
    "expiry": "2025-03-28",
    "strike": 16700.0,
    "right": "PUT",
    "multiplier": 10000.0,
    "lastTradingDate": 1743004800000,
    "entitlementRatio": 10000.0,
    "entitlementPrice": 1890.00,
    "minTick": 0.001,
    "listingDate": 1668009600000,
    "callPrice": 16600.0,
    "halted": 0,
    "underlyingSymbol": "HSI",
    "timestamp": 1681200546054,
    "latestPrice": 0.189,
    "preClose": 0.175,
    "open": 0.188,
    "high": 0.189,
    "low": 0.170,
    "volume": 444000,
    "amount": 83378.0,
    "premium": 0.277040,
    "outstandingRatio": 0.0375,
    "leverageRatio": 0.226661,
    "breakevenPoint": 10.838751,
    "inOutPrice": 14810.00
  },
  {
    "symbol": "15792",
    "name": "招行摩通二十沽A.P",
    "exchange": "SEHK",
    "market": "HK",
    "secType": "WAR",
    "currency": "HKD",
    "expiry": "2022-10-31",
    "strike": 39.39,
    "right": "PUT",
    "multiplier": 5000.0,
    "lastTradingDate": 1666627200000,
    "entitlementRatio": 10.0,
    "entitlementPrice": 2.28,
    "minTick": 0.001,
    "listingDate": 1651075200000,
    "halted": 0,
    "underlyingSymbol": "03968",
    "timestamp": 1681200546030,
    "latestPrice": 0.228,
    "preClose": 0.223,
    "open": 0.227,
    "high": 0.228,
    "low": 0.216,
    "volume": 21572000,
    "amount": 4795879.0,
    "outstandingRatio": 0.058122,
    "inOutPrice": 0.0011,
    "leverageRatio": 0.000254,
    "breakevenPoint": 17.280702,
    "impliedVolatility": 37.11,
    "delta": -0.9844,
    "premium": 130.577
  }
]