--- id: quote_calc_index.md title: Calculate Indexes Of Securities slug: calc-index sidebar_position: 19 --- This API is used to obtain the calculate indexes of securities. # PE, PB, EPS and other indexes longbridge calc-index TSLA.US NVDA.US # select specific indexes longbridge calc-index AAPL.US --index pe,pb,eps,turnover_rate # market cap indexes longbridge calc-index TSLA.US --index pe,total_market_value ## SDK | Language | Link | |---|---| | Python | [longbridge.openapi.quote._quote_context](https://longbridge.github.io/openapi/python/reference_all/#longbridge.openapi.quote._quote_context) | | Rust | [longbridge::::quote#_quote_context](https://longbridge.github.io/openapi/rust/longbridge//struct.quote.html#method._quote_context) | | Go | [quote.calc_indexes](https://pkg.go.dev/github.com/longbridge/openapi-go/#quote.calc_indexes) | | Node.js | [quote#QuoteContext](https://longbridge.github.io/openapi/nodejs/classes/quote.html#quotecontext) | | Java | [quote.CalcIndex](https://longbridge.github.io/openapi/java/com/longbridge//quote.html#CalcIndex) | | C++ | [longbridge::::quote::_quote_context](https://longbridge.github.io/openapi/cpp/classlongbridge_1_1_1_1_quote.html) | :::info [Business Command](../../socket/biz-command)：`26` ::: ## Request ### Parameters | Name | Type | Required | Description | | ---------- | -------- | -------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------- | | symbols | string[] | Yes | Security code list, in `ticker.region` format, for example: `[700.HK]`

**Check rules:**
The maximum number of symbols in each request is `500` | | calc_index | init32[] | Yes | Calc indexes, for example: `[1,2,3]`, see [CalcIndex](../objects#calcindex---calculate-index) | ### Protobuf ```protobuf message SecurityCalcQuoteRequest { repeated string symbols = 1; repeated CalcIndex calc_index = 2; } ``` ### Request Example ```python from longbridge.openapi import QuoteContext, Config, CalcIndex, OAuthBuilder oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url)) config = Config.from_oauth(oauth) ctx = QuoteContext(config) resp = ctx.calc_indexes(["700.HK", "AAPL.US"], [CalcIndex.LastDone, CalcIndex.ChangeRate]) print(resp) ``` ```python import asyncio from longbridge.openapi import AsyncQuoteContext, Config, CalcIndex, OAuthBuilder async def main() -> None: oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url)) config = Config.from_oauth(oauth) ctx = AsyncQuoteContext.create(config) resp = await ctx.calc_indexes(["700.HK", "AAPL.US"], [CalcIndex.LastDone, CalcIndex.ChangeRate]) print(resp) if __name__ == "__main__": asyncio.run(main()) ``` ```javascript const { Config, QuoteContext, OAuth, CalcIndex } = require('longbridge') async function main() { const oauth = await OAuth.build('your-client-id', (_, url) => { console.log('Open this URL to authorize: ' + url) }) const config = Config.fromOAuth(oauth) const ctx = QuoteContext.new(config) const resp = await ctx.calcIndexes(['700.HK', 'AAPL.US'], [CalcIndex.LastDone, CalcIndex.ChangeRate]) console.log(resp) } main().catch(console.error) ``` ```java import com.longbridge.*; import com.longbridge.quote.*; class Main { public static void main(String[] args) throws Exception { try (OAuth oauth = new OAuthBuilder("your-client-id") .build(url -> System.out.println("Open to authorize: " + url)) .get(); Config config = Config.fromOAuth(oauth); QuoteContext ctx = QuoteContext.create(config)) { SecurityCalcIndex[] resp = ctx.getCalcIndexes( new String[] { "700.HK", "AAPL.US" }, new CalcIndex[] { CalcIndex.LastDone, CalcIndex.ChangeRate } ).get(); for (SecurityCalcIndex o : resp) System.out.println(o); } } } ``` ```rust use std::sync::Arc; use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config, quote::CalcIndex}; #[tokio::main] async fn main() -> Result<(), Box> { let oauth = OAuthBuilder::new("your-client-id") .build(|url| println!("Open this URL to authorize: {url}")) .await?; let config = Arc::new(Config::from_oauth(oauth)); let (ctx, _) = QuoteContext::new(config); let resp = ctx.calc_indexes( vec!["700.HK".to_string(), "AAPL.US".to_string()], vec![CalcIndex::LastDone, CalcIndex::ChangeRate], ).await?; println!("{:?}", resp); Ok(()) } ``` ```cpp #include #include #ifdef WIN32 #include #endif using namespace longbridge; using namespace longbridge::quote; static void run(const OAuth& oauth) { Config config = Config::from_oauth(oauth); QuoteContext ctx = QuoteContext::create(config); ctx.calc_indexes(symbols, indexes, [](auto res) { if (!res) { std::cout << "failed: " << *res.status().message() << std::endl; return; } for (const auto& o : *res) std::cout << o.symbol << std::endl; }); } int main(int argc, char const* argv[]) { #ifdef WIN32 SetConsoleOutputCP(CP_UTF8); #endif const std::string client_id = "your-client-id"; OAuthBuilder(client_id).build( [](const std::string& url) { std::cout << "Open this URL to authorize: " << url << std::endl; }, [](auto res) { if (!res) { std::cout << "authorization failed: " << *res.status().message() << std::endl; return; } run(*res); }); std::cin.get(); return 0; } ``` ```go package main import ( "context" "fmt" "log" "github.com/longbridge/openapi-go/config" "github.com/longbridge/openapi-go/oauth" "github.com/longbridge/openapi-go/quote" ) func main() { o := oauth.New("your-client-id"). OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) }) if err := o.Build(context.Background()); err != nil { log.Fatal(err) } conf, err := config.New(config.WithOAuthClient(o)) if err != nil { log.Fatal(err) } qctx, err := quote.NewFromCfg(conf) if err != nil { log.Fatal(err) } defer qctx.Close() indexes, err := qctx.CalcIndex(context.Background(), []string{"700.HK", "AAPL.US"}, []quote.CalcIndex{quote.CalcIndexLastDone, quote.CalcIndexChangeRate}) if err != nil { log.Fatal(err) } for _, o := range indexes { fmt.Println(o.Symbol) } } ``` ## Response ### Response Properties | Name | Type | Description | | -------------------------- | -------- | ---------------------------------------------------------------------------------------- | | security_calc_index | object[] | Security Index Data | | ∟ symbol | string | Security code | | ∟ last_done | string | Latest price | | ∟ change_val | string | Change value | | ∟ change_rate | string | Change ratio (This field is a ratio field, not include symbol `%`) | | ∟ volume | int64 | Volume | | ∟ turnover | string | Turnover | | ∟ ytd_change_rate | string | Year-to-date change ratio (This field is a ratio field, not include symbol `%`) | | ∟ turnover_rate | string | Turnover rate (This field is a ratio field, not include symbol `%`) | | ∟ total_market_value | string | Total market value | | ∟ capital_flow | string | Capital flow | | ∟ amplitude | string | Amplitude (This field is a ratio field, not include symbol `%`) | | ∟ volume_ratio | string | Volume ratio | | ∟ pe_ttm_ratio | string | PE (TTM) | | ∟ pb_ratio | string | PB | | ∟ dividend_ratio_ttm | string | Dividend ratio (TTM) | | ∟ five_day_change_rate | string | Five days change ratio (This field is a ratio field, not include symbol `%`) | | ∟ ten_day_change_rate | string | Ten days change ratio (This field is a ratio field, not include symbol `%`) | | ∟ half_year_change_rate | string | Half year change ratio (This field is a ratio field, not include symbol `%`) | | ∟ five_minutes_change_rate | string | Five minutes change ratio (This field is a ratio field, not include symbol `%`) | | ∟ expiry_date | string | Expirt date | | ∟ strike_price | string | Strike price | | ∟ upper_strike_price | string | Upper bound price | | ∟ lower_strike_price | string | Lower bound price | | ∟ outstanding_qty | int64 | Outstanding quantity | | ∟ outstanding_ratio | string | Outstanding ratio (This field is a ratio field, not include symbol `%`) | | ∟ premium | string | Premium (This field is a ratio field, not include symbol `%`) | | ∟ itm_otm | string | In/out of the bound (This field is a ratio field, not include symbol `%`) | | ∟ implied_volatility | string | Implied volatility (This field is a ratio field, not include symbol `%`) | | ∟ warrant_delta | string | Warrant delta | | ∟ call_price | string | Call price | | ∟ to_call_price | string | Price interval from the call price (This field is a ratio field, not include symbol `%`) | | ∟ effective_leverage | string | Effective leverage | | ∟ leverage_ratio | string | Leverage ratio | | ∟ conversion_ratio | string | Conversion ratio | | ∟ balance_point | string | Breakeven point | | ∟ open_interest | int64 | Open interest | | ∟ delta | string | Delta | | ∟ gamma | string | Gamma | | ∟ theta | string | Theta. Raw value needs to be divided by 100 to get the standard per-share per-day value | | ∟ vega | string | Vega. Raw value needs to be divided by 100 to get the standard per-share per-1%-IV value | | ∟ rho | string | Rho. Raw value needs to be divided by 100 to get the standard per-share per-1%-rate value | ### Protobuf ```protobuf message SecurityCalcIndex { string symbol = 1; string last_done = 2; string change_val = 3; string change_rate = 4; int64 volume = 5; string turnover = 6; string ytd_change_rate = 7; string turnover_rate = 8; string total_market_value = 9; string capital_flow = 10; string amplitude = 11; string volume_ratio = 12; string pe_ttm_ratio = 13; string pb_ratio = 14; string dividend_ratio_ttm = 15; string five_day_change_rate = 16; string ten_day_change_rate = 17; string half_year_change_rate = 18; string five_minutes_change_rate = 19; string expiry_date = 20; string strike_price = 21; string upper_strike_price = 22; string lower_strike_price = 23; int64 outstanding_qty = 24; string outstanding_ratio = 25; string premium = 26; string itm_otm = 27; string implied_volatility = 28; string warrant_delta = 29; string call_price = 30; string to_call_price = 31; string effective_leverage = 32; string leverage_ratio = 33; string conversion_ratio = 34; string balance_point = 35; int64 open_interest = 36; string delta = 37; string gamma = 38; string theta = 39; string vega = 40; string rho = 41; } message SecurityCalcQuoteResponse { repeated SecurityCalcIndex security_calc_index = 1; } ``` ### Response JSON Example ```json { "securityCalcIndex": [ { "symbol": "AAPL.US", "lastDone": "131.880", "changeVal": "-5.2500", "changeRate": "-3.83", "volume": "122207099", "turnover": "16269088361.000", "ytdChangeRate": "-25.63", "turnoverRate": "0.76", "totalMarketValue": "2134501670280.00", "capitalFlow": "14664053535.556", "amplitude": "2.74", "volumeRatio": "3.22", "peTtmRatio": "21.26", "pbRatio": "31.71", "dividendRatioTtm": "0.64", "fiveDayChangeRate": "-9.76", "tenDayChangeRate": "-11.87", "halfYearChangeRate": "-7.01", "fiveMinutesChangeRate": "0.00" }, { "symbol": "69672.HK", "lastDone": "0.010", "changeRate": "0.00", "expiryDate": "20221024", "strikePrice": "379.880", "outstandingQty": "6090000", "outstandingRatio": "7.61", "premium": "0.67", "itmOtm": "0.65", "callPrice": "375.880", "toCallPrice": "-100.00", "leverageRatio": "75.48", "balancePoint": "374.880" }, { "symbol": "AAPL220617C137000.US", "lastDone": "1.17", "changeVal": "-2.04", "changeRate": "-63.55", "volume": "23499", "turnover": "3903660.00", "expiryDate": "20220617", "strikePrice": "137.00", "premium": "11709.40", "impliedVolatility": "43.54", "openInterest": "5210", "delta": "0.263", "gamma": "0.043", "theta": "-1.266", "vega": "5.660", "rho": "0.580" }, { "symbol": "HSI.HK", "lastDone": "21119.650", "changeVal": "52.070", "changeRate": "0.25", "volume": "96449546281", "turnover": "96449546281.000", "ytdChangeRate": "-9.74", "amplitude": "1.86", "volumeRatio": "0.59", "fiveDayChangeRate": "-1.91", "tenDayChangeRate": "-0.02", "halfYearChangeRate": "-11.83", "fiveMinutesChangeRate": "0.00" } ] } ``` ## Error Code | Protocol Error Code | Business Error Code | Description | Troubleshooting Suggestions | | ------------------- | ------------------- | ------------------------ | ------------------------------------------------------------- | | 3 | 301600 | Invalid request | Invalid request parameters or unpacking request failed | | 3 | 301606 | Request rate limit | Reduce the frequency of requests | | 7 | 301602 | Server error | Please try again or contact a technician to resolve the issue | | 7 | 301607 | Too many request symbols | Reduce the number of symbols in a request |