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Calc Index

This API is used to obtain the calculate indexes of securities.

Quote Permission RequiredFree

Included with OpenAPI activation — no extra purchase needed.

>_ CLI
# 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

Request

Parameters

NameTypeRequiredDescription
symbolsstring[]YesSecurity code list, in ticker.region format, for example: [700.HK]

Check rules:
The maximum number of symbols in each request is 500
calc_indexinit32[]YesCalc indexes, for example: [1,2,3], see CalcIndex

Protobuf

message SecurityCalcQuoteRequest {
  repeated string symbols = 1;
  repeated CalcIndex calc_index = 2;
}

Request Example

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)
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())
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)
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);
        }
    }
}
use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config, quote::CalcIndex};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    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(())
}
#include &lt;iostream&gt;
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#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;
}
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

NameTypeDescription
security_calc_indexobject[]Security Index Data
∟ symbolstringSecurity code
∟ last_donestringLatest price
∟ change_valstringChange value
∟ change_ratestringChange ratio (This field is a ratio field, not include symbol %)
∟ volumeint64Volume
∟ turnoverstringTurnover
∟ ytd_change_ratestringYear-to-date change ratio (This field is a ratio field, not include symbol %)
∟ turnover_ratestringTurnover rate (This field is a ratio field, not include symbol %)
∟ total_market_valuestringTotal market value
∟ capital_flowstringCapital flow
∟ amplitudestringAmplitude (This field is a ratio field, not include symbol %)
∟ volume_ratiostringVolume ratio
∟ pe_ttm_ratiostringPE (TTM)
∟ pb_ratiostringPB
∟ dividend_ratio_ttmstringDividend ratio (TTM)
∟ five_day_change_ratestringFive days change ratio (This field is a ratio field, not include symbol %)
∟ ten_day_change_ratestringTen days change ratio (This field is a ratio field, not include symbol %)
∟ half_year_change_ratestringHalf year change ratio (This field is a ratio field, not include symbol %)
∟ five_minutes_change_ratestringFive minutes change ratio (This field is a ratio field, not include symbol %)
∟ expiry_datestringExpirt date
∟ strike_pricestringStrike price
∟ upper_strike_pricestringUpper bound price
∟ lower_strike_pricestringLower bound price
∟ outstanding_qtyint64Outstanding quantity
∟ outstanding_ratiostringOutstanding ratio (This field is a ratio field, not include symbol %)
∟ premiumstringPremium (This field is a ratio field, not include symbol %)
∟ itm_otmstringIn/out of the bound (This field is a ratio field, not include symbol %)
∟ implied_volatilitystringImplied volatility (This field is a ratio field, not include symbol %)
∟ warrant_deltastringWarrant delta
∟ call_pricestringCall price
∟ to_call_pricestringPrice interval from the call price (This field is a ratio field, not include symbol %)
∟ effective_leveragestringEffective leverage
∟ leverage_ratiostringLeverage ratio
∟ conversion_ratiostringConversion ratio
∟ balance_pointstringBreakeven point
∟ open_interestint64Open interest
∟ deltastringDelta
∟ gammastringGamma
∟ thetastringTheta. Raw value needs to be divided by 100 to get the standard per-share per-day value
∟ vegastringVega. Raw value needs to be divided by 100 to get the standard per-share per-1%-IV value
∟ rhostringRho. Raw value needs to be divided by 100 to get the standard per-share per-1%-rate value

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

{
  "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 CodeBusiness Error CodeDescriptionTroubleshooting Suggestions
3301600Invalid requestInvalid request parameters or unpacking request failed
3301606Request rate limitReduce the frequency of requests
7301602Server errorPlease try again or contact a technician to resolve the issue
7301607Too many request symbolsReduce the number of symbols in a request