WarrantCbbc

get_warrant_filter

warrant filter

value get_warrant_filter(const utility::string_t symbol, int page_size = 100, int page = 0,
        utility::string_t sort_field_name = U(""), utility::string_t sort_dir = U("SortDir_Ascend"));

Description

Get the list of nested CBBC ticker data, support sorting and filtering the rounds by different fields.

Parameters

Parameter	Type	Required	Description
symbol	string_t	Yes	Positive Stock Code
page_size	int	No	number of items per page default: 100
page	int	No	starting page default: 0
sort_field_name	string_t	No	default: U("")
sort_dir	string_t	No	sort order, enum ASC/DESC default: U("SortDir_Ascend")

WarrantFilterParams | No | filter_params | The fields of filter_params are as follows.

Parameters	Type	Required or not	Description
issuer_name	str	No	issuer (refer to the issuerName field of the returned FilterBounds instance), default all
expire_ym	str	No	expiration date in yyyy-MM format
state	int	No	state, 0 all, 1 normal, 2 terminated transaction, 3 waiting for listing, default 0
warrant_type	set[int]	No	type WarrantType (1: Call, 2: Put, 3: Bull, 4: Bear, 0: All), default All
in_out_price	set[int]	No	1: in_price (contains flat values), -1: out-of-price
lot_size	set[int]	No	shares per lot
entitlement_ratio	set[float]	No	Conversion ratio
strike	tuple[float, float]	No	strike price range
effective_leverage	tuple[float, float]	No	Effective leverage range
effective_leverage	tuple[float, float]	No	leverage_ratio range
call_price	tuple[float, float]	No	Recovery Price Range
volume	tuple[int, int]	No	Volume Range
premium	tuple[float, float]	No	Premium range
outstanding_ratio	tuple[float, float]	No	Street Ratio Range
implied_volatility	tuple[float, float]	No	Implied Volatility Range
Returns

name	type	description
page	int	page number
totalPage	int	totalPage
totalCount	int	Total data
bounds	tigeropen.quote.domain.filter.WarrantFilterBounds	Requests for settable filters, see below for description
items	pandas.DataFrame	fields see description below

Name	Type	Description
issuer_name	list[str]	issuer_name
expire_date	list[str]	expiration date
lot_size	list[int]	shares per lot
entitlement_ratio	list<double>	exchange_ratio
	leverage_ratio	dict
strike	dict	Strike price range
strike	dict	strike price range
outstanding_ratio	dict	street_ratio_range
implied_volatility	dict	implied_volatility_range
effective_leverage	dict	effective_leverage_range
effective_leverage	dict	effective_leverage range

name	type	description
symbol	str	Subject stock code
name	str	Subject name
type	warrant_type	type, 1: call, 2: put, 3: bull, 4: bear
sec_type	str	Contract type, Warrant: WAR / CBBC: IOPT
market	str	Market, hk
entitlement_ratio	float	Conversion Ratio
entitlement_price	float	Conversion Price
premium	float	premium
float	break-even_point	float
call_price	float	call price (CBBCs only)

Example

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

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";

    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_warrant_filter(U("00700"));
    ucout << U("result: ") << result << endl;

    return 0;
}

Response Example

WarrantFilterItem({
'items':   
    symbol        name type sec_type market  entitlement_ratio  entitlement_price   premium  breakeven_point expire_date last_trading_date   state  change_rate  change  latest_price  volume  amount  outstanding_ratio  lot_size   strike  in_out_price     delta  leverage_ratio  effective_leverage  implied_volatility
    0  27062  A.P  Put      WAR     HK             47.483           1.377007  0.605231       148.669993  2023-10-20        2023-10-16  Normal     0.035714   0.001         0.029       0     0.0              0.002      5000  150.047       1.50988 -0.030389      273.491711           -8.311172              69.847, 
'page': 0, 'total_page': 1, 'total_count': 1, 
'bounds': FilterBounds({
    'expire_date': ['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'], 
    'lot_size': [1000, 5000, 10000, 50000], 
    'entitlement_ratio': [1.053, 47.483, 50.0, 92.166, 94.967, 100.0, 460.829, 474.834, 485.437, 500.0], 
    'leverage_ratio': {'min': 1.391437, 'max': 3056.79342}, 
    'strike': {'min': 111.301, 'max': 717.11}, 
    'premium': {'min': -0.314923, 'max': 0.908085}, 
    'outstanding_ratio': {'min': 0.0, 'max': 1.0}, 
    'implied_volatility': {'min': 0.0, 'max': 131.085}, 
    'effective_leverage': {'min': -46.321801, 'max': 20.189945}, 
    'call_price': {'min': 113.96, 'max': 520.0}})})

---

get_warrant_real_time_quote

value get_warrant_real_time_quote(const utility::string_t symbol);value get_warrant_real_time_quote(const value &symbols);

Description

Get the time quote of a Warrant Bull/Bear Confirmation

**Parameters

Parameter	Type	Required	Description
symbols	value	Yes	Rotating symbols code, limit to 50

**Returns

The structure is as follows:

fields	type	description
amount	float	Transaction Amount / Turnover
breakevenPoint	float	break-even point at expiry
currency	string	Currency
delta	float	Hedge Value (Only supported for Warrants)
entitlementPrice	float	Stock swap price
entitlementRatio	float	Stock swap ratio
exchange	string	Exchange
expiry	string	Expiration Date (yyyy_mm_dd)
halted	string	Suspension status
high	float	Highest price
impliedVolatility	float	Implied votlatility (Warrants only)
inOutPrice	float	In the money/Out the money
lastTradingDate	int	Last trading day timestamp
latestPrice	float	Latest price
leverageRatio	float	leverage ratio
listingDate	int	Listing date timestamp
low	float	Lowest price
market	string	Market
multiplier	float	Contract size
name	string	Underlying asset name
open	float	Opening price
outstandingRatio	float	Street Goods Ratio
preClose	float	Previous Trading Day Closing Price
premium	float	Premium
right	string	Direction (put/call)
strike	float	strike price
symbol	string	Symbol
timestamp	int	timestamp
underlyingSymbol	string	Underlying Asset Code
volume	int	Volume

Example

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

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";

    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_warrant_real_time_quote(U("15792"));
    ucout << U("result: ") << result << endl;

    return 0;
}

Response example

{
  "amount":0,
  "breakevenPoint":17.32,
  "currency":"HKD",
  "delta":0.31859999999999999,
  "entitlementPrice":0.44,
  "entitlementRatio":5,
  "exchange":"SEHK",
  "expiry":"2024-05-03",
  "halted":"Suspension",
  "high":0.087999999999999995,
  "impliedVolatility":22.035,
  "inOutPrice":2.178318,
  "lastTradingDate":1714060800000,
  "latestPrice":0.087999999999999995,
  "leverageRatio":121.93181800000001,
  "listingDate":1680710400000,
  "low":0.087999999999999995,
  "market":"HK","minTick":0.001,
  "multiplier":1000,
  "name":"MBXIAMI@EC2405A.C",
  "open":0.087999999999999995,
  "outstandingRatio":0.12529999999999999,
  "preClose":0.087999999999999995,
  "premium":-0.67716699999999996,
  "right":"CALL","secType":"WAR",
  "strike":"16.88",
  "symbol":"15792",
  "timestamp":1714723200018,
  "underlyingSymbol":"01810",
  "volume":0
}