实时报价
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。
行情权限要求免费
开通 OpenAPI 后自动获得,无需额外购买。
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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
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.warrant_quote(["21125.HK"])
print(resp)import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, 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.warrant_quote(["21125.HK"])
print(resp)
if __name__ == "__main__":
asyncio.run(main())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 = QuoteContext.new(config)
const resp = await ctx.warrantQuote(["21125.HK"])
for (const obj of resp) {
console.log(obj.toString())
}
}
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)) {
WarrantQuote[] resp = ctx.getWarrantQuote(new String[] { "21125.HK" }).get();
for (WarrantQuote obj : resp) {
System.out.println(obj);
}
}
}
}use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};
#[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.warrant_quote(["21125.HK"]).await?;
println!("{:?}", resp);
Ok(())
}#include <iostream>
#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);
std::vector<std::string> symbols = {"21926.HK"};
ctx.warrant_quote(symbols, [](auto res) {
if (!res) {
std::cout << "failed: " << *res.status().message() << std::endl;
return;
}
for (const auto& q : *res) {
std::cout << q.symbol << " " << (double)q.last_done << 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()
quotes, err := qctx.WarrantQuote(context.Background(), []string{"21926.HK"})
if err != nil {
log.Fatal(err)
}
for _, q := range quotes {
fmt.Println(q.Symbol, q.LastDone)
}
}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 |