Option Chain By Date

This API is used to obtain a list of option securities by the option chain expiry date.

SDK Links

Python	longbridge.openapi.QuoteContext.option_chain_info_by_date
Rust	longbridge::quote::QuoteContext#option_chain_info_by_date
Go	QuoteContext.OptionChainInfoByDate
Node.js	QuoteContext#optionChainInfoByDate
Java	QuoteContext.getOptionChainInfoByDate
C++	longbridge::quote::QuoteContext::option_chain_info_by_date

ℹ️Info

Business Command: 21

Request

Parameters

Name	Type	Required	Description
symbol	string	Yes	Security code, in ticker.region format, for example:700.HK
expiry_date	string	Yes	Option expiry date，in YYMMDD format, for example: 20220429, obtained by Option Expiry Date API

Protobuf

message OptionChainDateStrikeInfoRequest {
  string symbol = 1;
  string expiry_date = 2;
}

Request Example

from datetime import date
from longbridge.openapi import QuoteContext, Config, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)

resp = ctx.option_chain_info_by_date("AAPL.US", date(2023, 1, 20))
print(resp)

const { Config, QuoteContext, OAuth } = 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 = await QuoteContext.new(config)
  const resp = await ctx.optionChainInfoByDate("AAPL.US", "20230120")
  console.log(resp)
}
main().catch(console.error)

import com.longbridge.*;
import com.longbridge.quote.*;
import java.time.LocalDate;

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).get()) {
            StrikePriceInfo[] resp = ctx.getOptionChainInfoByDate("AAPL.US", LocalDate.of(2023, 1, 20)).get();
            for (StrikePriceInfo o : resp) System.out.println(o);
        }
    }
}

use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};
use time::macros::date;

#[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::try_new(config).await?;
    let resp = ctx.option_chain_info_by_date("AAPL.US", date!(2023 - 01 - 20)).await?;
    println!("{:?}", resp);
    Ok(())
}

#include <iostream>
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::quote;

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;
      }
      Config config = Config::from_oauth(*res);
      QuoteContext::create(config, [](auto res) {
        if (!res) {
          std::cout << "failed to create quote context: " << *res.status().message() << std::endl;
          return;
        }
        res.context().option_chain_info_by_date("AAPL.US", Date{2023, 1, 20}, [](auto res) {
          if (!res) {
            std::cout << "failed: " << *res.status().message() << std::endl;
            return;
          }
          for (const auto& o : *res) std::cout << o.price << std::endl;
        });
      });
    });

  std::cin.get();
  return 0;
}

package main

import (
	"context"
	"fmt"
	"log"
	"time"

	"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()
	expiry := time.Date(2023, 1, 20, 0, 0, 0, 0, time.UTC)
	list, err := qctx.OptionChainInfoByDate(context.Background(), "AAPL.US", &expiry)
	if err != nil {
		log.Fatal(err)
	}
	for _, o := range list {
		fmt.Println(o.Price)
	}
}

Response

Response Properties

Name	Type	Description
strike_price_info	object[]	Option security info
∟ price	string	Strike price
∟ call_symbol	string	Security code of call option
∟ put_symbol	string	Security code of put option
∟ standard	bool	Is standard

Protobuf

message OptionChainDateStrikeInfoResponse {
  repeated StrikePriceInfo strike_price_info = 1;
}

message StrikePriceInfo {
  string price = 1;
  string call_symbol = 2;
  string put_symbol = 3;
  bool  standard = 4;
}

Response JSON Example

{
  "strike_price_info": [
    {
      "price": "100",
      "call_symbol": "AAPL220429C100000.US",
      "put_symbol": "AAPL220429P100000.US",
      "standard": true
    },
    {
      "price": "105",
      "call_symbol": "AAPL220429C105000.US",
      "put_symbol": "AAPL220429P105000.US",
      "standard": true
    },
    {
      "price": "110",
      "call_symbol": "AAPL220429C110000.US",
      "put_symbol": "AAPL220429P110000.US",
      "standard": true
    },
    {
      "price": "115",
      "call_symbol": "AAPL220429C115000.US",
      "put_symbol": "AAPL220429P115000.US",
      "standard": true
    }
  ]
}

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	301600	Invalue request parameters	Please check the request parameter: symbol，expiry_date