Options
About 14 min
Get Options Expiration Date
Description
Get the Expiration date for option. Maximum number of options per request is 30
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| symbols | array | Yes | symbols of underlying assets, Maximum number of symbols is 30 per request |
| market | string | Yes | US，HK |
ResponseTigerOpenAPI.Quote.Response.OptionExpirationResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class OptionExpirationResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionExpirationItem> Data { get; set; }
}
}
Use OptionExpirationResponse.Data to access the data. This property will return a OptionExpirationItemobject, where TigerOpenAPI.Quote.Response.OptionExpirationItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | Stock ticker symbol |
| count | int | number of expiration dates available |
| dates | array | Expiration date. format:'YYYY-MM-DD', Example: 2024-06-28 |
| timestamps | array | Expiration date in millisecond timestamp, such as 1544763600000 |
| periodTags | array | Option period tag, "m" is the monthly option, "w" is the weekly option |
use the corresponding get method, such as OptionExpirationItem.Symbol to access relevant data fields, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionExpirationResponse?> GetOptionExpirationAsync(QuoteClient quoteClient)
{
TigerRequest<OptionExpirationResponse> request = new TigerRequest<OptionExpirationResponse>()
{
ApiMethodName = QuoteApiService.OPTION_EXPIRATION,
ModelValue = new OptionExpirationModel()
{
Symbols = new List<string> { "AAPL" },
Market = Market.US
//Symbols = new List<string> { "PAI.HK" },
//Market = Market.HK
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data": [
{
"symbol": "AAPL",
"count": 19,
"dates": [
"2024-06-28",
"2024-07-05",
"2024-07-12",
"2024-07-19",
"2024-07-26",
"2024-08-02",
"2024-08-16",
"2024-09-20",
"2024-10-18",
"2024-11-15",
"2024-12-20",
"2025-01-17",
"2025-03-21",
"2025-06-20",
"2025-09-19",
"2025-12-19",
"2026-01-16",
"2026-06-18",
"2026-12-18"
],
"timestamps": [
1719547200000,
1720152000000,
1720756800000,
1721361600000,
1721966400000,
1722571200000,
1723780800000,
1726804800000,
1729224000000,
1731646800000,
1734670800000,
1737090000000,
1742529600000,
1750392000000,
1758254400000,
1766120400000,
1768539600000,
1781755200000,
1797570000000
],
"periodTags": [
"w",
"w",
"w",
"m",
"w",
"w",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"w",
"m"
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719405873603,
"sign": "utNCKc73HQ0ikC4LINiUGVUgPm5LypCndq1CVSSNNc+cD9yoCG/euWaNaQx5it92jNaKsizolCsxcijZZEDGvliSuUhBNeu33/0FP7vOrKTietkHO6UQnBvUJoEc5oe6J3B7TdNC2xjN3t0jYRbI8Doi5q5EXMWQYt0/GrpEvFs="
}
Get Option Chain
Description
Get option chain. The returned Greek letters are the last updated data of the previous trading day, and you can use Option indicator calculation to calculate the latest value in the intraday
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| symbol | string | Yes | Ticker symbol of underlying asset |
| expiry | long | Yes | Expiration date in millisecond timestamp. maximum number of symbol-expiry combination being quoted is 30 |
| market | string | Yes | US, HK |
Filtering parameters:
| Argument | Type | Required | Description |
|---|---|---|---|
| implied_volatility | double | No | Implied volatility |
| in_the_money | boolean | No | If the contract is in the money |
| open_interest | int | No | open interest |
| delta | double | No | delta |
| gamma | double | No | gamma |
| theta | double | No | theta |
| vega | double | No | vega |
| rho | double | No | rho |
ResponseTigerOpenAPI.Quote.Response.OptionChainResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class OptionChainResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionChainItem> Data { get; set; }
}
}
Use OptionChainResponse.Data to access returned data. This method will return a OptionChainItem object, whereTigerOpenAPI.Quote.Response.OptionChainItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | Ticker symbol of the underlying asset |
| expiry | long | Expiration date of the contract |
| items | List<OptionRealTimeQuoteGroup> | a list of items, that contains OptionRealTimeQuoteGroup object. Contains actual data |
OptionRealTimeQuoteGroup has the following attributes:
| Name | Type | Description |
|---|---|---|
| put | OptionRealTimeQuote | put option contract |
| call | OptionRealTimeQuote | call option contract |
OptionRealTimeQuote object has the following attributes:
| Name | Type | Description |
|---|---|---|
| identifier | string | option identifier, Example:AAPL210115C00095000 |
| strike | double | strike price |
| right | string | PUT/CALL |
| askPrice | double | ask price |
| askSize | int | ask size |
| bidPrice | double | bid price |
| bidSize | int | bid size |
| lastTimestamp | long | Time when last trade is made, such as: 1543343800698 |
| latestPrice | double | last price |
| multiplier | double | multiplier, 100 for U.S. options |
| openInterest | int | open interest |
| preClose | double | close price of the last trading day |
| volume | long | volume |
| impliedVol | double | implied volatility |
| delta | double | delta |
| gamma | double | gamma |
| theta | double | theta |
| vega | double | vega |
| rho | double | rho |
Use the properties, such asOptionRealTimeQuote.Identifier to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<OptionChainResponse?> GetOptionChainAsync(QuoteClient quoteClient)
{
TigerRequest<OptionChainResponse> request = new TigerRequest<OptionChainResponse>()
{
ApiMethodName = QuoteApiService.OPTION_CHAIN,
ModelValue = new OptionChainV3Model()
{
Market = Market.US,
OptionBasic = new List<OptionChainModel>()
{
new OptionChainModel() {
Symbol = "AAPL",
Expiry = DateUtil.ConvertTimestamp("2024-07-26", CustomTimeZone.NY_ZONE)
}
},
OptionFilter = new OptionChainFilterModel()
{
InTheMoney = true,
ImpliedVolatility = new Range<Double>(0.1537, 0.8282),
OpenInterest = new Range<int>(10, 50000),
Greeks = new Greeks()
{
Delta = new Range<Double>(-0.8, 0.6),
Gamma = new Range<double>(0.024, 0.3),
Vega = new Range<double>(0.019, 0.343),
Theta = new Range<double>(-0.1, 0.1),
Rho = new Range<double>(-0.096, 0.101)
}
}
//Market = Market.HK,
//OptionBasic = new List<OptionChainModel>()
//{
// new OptionChainModel() {
// Symbol = "PAI.HK",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.NY_ZONE)
// }
//},
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data": [
{
"symbol": "AAPL",
"expiry": 1721966400000,
"items": [
{
"put": null,
"call": {
"identifier": "AAPL 240726C00210000",
"strike": "210.0",
"right": "call",
"askPrice": 6.1,
"askSize": 93,
"bidPrice": 5.8,
"bidSize": 502,
"latestPrice": 6.32,
"preClose": 4.8,
"volume": 4,
"openInterest": 2766,
"multiplier": 100,
"lastTimestamp": 1719408640494,
"impliedVol": 0.197337,
"delta": 0.507864,
"gamma": 0.033127,
"theta": -0.090114,
"vega": 0.242641,
"rho": 0.086166
}
},
{
"put": {
"identifier": "AAPL 240726P00215000",
"strike": "215.0",
"right": "put",
"askPrice": 6.6,
"askSize": 118,
"bidPrice": 6.25,
"bidSize": 169,
"latestPrice": 7.8,
"preClose": 7.8,
"volume": 0,
"openInterest": 1222,
"multiplier": 100,
"lastTimestamp": 1719345365800,
"impliedVol": 0.18012,
"delta": -0.686314,
"gamma": 0.03523,
"theta": -0.048649,
"vega": 0.21153,
"rho": -0.084955
},
"call": null
}
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719408676252,
"sign": "qwhAWEAw/z2TH9kZd/VKIxafBUUdJGY0KWB9KjbybrgsQtMrNN7sWdVOgv5GxcV0kLeMHQYiF6m/lBQ1nb8+yNnHlg9UIaceOz1QmV4IVf5PwHcevIwadiVY7caHW9QLYgR2Jzmseq+pu1OurhRApevJJcNpQW04reauM0dtgOY="
}
Get Option Briefs
Description
Get Option Realtime Quotes.The parameter batch limit is 30
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| market | string | yes | US, HK |
| option_basic | List<OptionCommonModel> | yes | List of the four elements of options. max size is 30 |
OptionCommonModel 's structure is as follows:
| Argument | Type | Required | Description |
|---|---|---|---|
| symbol | string | yes | Ticker symbol of the underlying assets |
| right | string | yes | CALL/PUT |
| expiry | long | yes | Option expiration date, millisecond timestamp |
| strike | string | yes | strike price |
ResponseTigerOpenAPI.Quote.Response.OptionBriefResponsesource
has the following structure：
namespace TigerOpenAPI.Quote.Response
{
public class OptionBriefResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionBriefItem> Data { get; set; }
}
}
Use TigerResponse.Data to access the data returned from the server. This method will return a OptionBriefItem object, where TigerOpenAPI.Quote.Response.OptionBriefItem has the following attributes:
| Argument | Type | Description |
|---|---|---|
| symbol | string | ticker symbol of the underlying asset |
| strike | string | strike price |
| right | string | PUT/CALL |
| expiry | long | expiration time, in millisecond timestamp |
| bidPrice | double | bid price |
| bidSize | int | bid size |
| askPrice | double | ask price |
| askSize | int | ask size |
| latestPrice | double | last price |
| timestamp | long | Time when last trade is made |
| volume | long | trade volume |
| high | double | high price |
| low | double | low price |
| open | double | opening price |
| preClose | double | close price of the last trading day |
| openInterest | int | open intrest |
| change | double | price change |
| multiplier | int | multiplier, 100 for U.S. options |
| ratesBonds | double | retes bonds |
| volatility | string | historical volatility |
To access the data, use properties such as OptionBriefItem.Symbo, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionBriefResponse?> GetOptionBriefV2Async(QuoteClient quoteClient)
{
TigerRequest<OptionBriefResponse> request = new TigerRequest<OptionBriefResponse>()
{
ApiMethodName = QuoteApiService.OPTION_BRIEF,
ModelValue = new OptionBasicModel()
{
Market = Market.US,
OptionBasic = new List<OptionCommonModel>()
{
new OptionCommonModel() {
Symbol = "AAPL",
Right = "CALL",
Strike = "160.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE)
}
}
//Market = Market.HK,
//OptionBasic = new List<OptionCommonModel>()
//{
// new OptionCommonModel() {
// Symbol = "TCH.HK",
// Right = "CALL",
// Strike = "370.0",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.HK_ZONE)
// }
//}
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data": [
{
"identifier": "AAPL 240628C00160000",
"symbol": "AAPL",
"strike": "160.0",
"right": "call",
"expiry": 1719547200000,
"askPrice": 55.2,
"askSize": 64,
"bidPrice": 53.55,
"bidSize": 68,
"latestPrice": 51.9,
"preClose": 51.15,
"volume": 10,
"high": 51.93,
"low": 51.88,
"open": 51.88,
"openInterest": 20,
"change": 0.75,
"multiplier": 100,
"volatility": "30.95%",
"ratesBonds": 0.051339,
"timestamp": 1719409873221
}
],
"code": 0,
"message": "success",
"timestamp": 1719417365466,
"sign": "TAjVoq4HRzmvX8wx4GLcecd3y4qTQyEqO/QyrbZPnIsKI5fLEIbxXZHcSE+0F1u27ijC4Ct0txcupN7/6gHwQYw8Ca+SK1PrRJmLtzsbQyBaY1kbxQiWNHhvkmL6F/1shK2Gp3/WUcwPz7ZfqbAdmRlacuj7A+cWuRL9EO+lBYI="
}
Get option bars
Description
Get option bars.The parameter batch limit is 30
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| market | string | yes | US, HK only |
| option_query | List<OptionKlineModel> | yes | the list of the Option K-line query condition. max size is 30 |
OptionKlineModel 's structure is as follows:
| Argument | Type | Required | Description |
|---|---|---|---|
| symbol | string | yes | Ticker symbol of the underlying assets |
| right | string | yes | CALL/PUT |
| expiry | long | yes | Option expiration date, millisecond timestamp |
| strike | string | yes | strike price |
| begin_time | long | yes | Begin time, millisecond timestamp |
| end_time | long | yes | End time, millisecond timestamp |
| period | string | no | K line period, possible values are: day, 1min, 5min, 30min, 60min |
| limit | int | no | The maximum number of bars returned. Default value is 300. Maximum is 1200 |
| sort_dir | string | no | Sort Direction, include SortDir_Ascend and SortDir_Descend, enum：sort direction |
ResponseTigerOpenAPI.Quote.Response.OptionKlineResponsesource
Structured as below：
namespace TigerOpenAPI.Quote.Response
{
public class OptionKlineResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionKlineItem> Data { get; set; }
}
}
Use OptionKlineResponse.Data property to access the returned data. This method will return OptionKlineItem object, whereTigerOpenAPI.Quote.Response.OptionKlineItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | ticker symbol of the underlying asse |
| period | string | period |
| right | string | CALL/PUT |
| strike | string | strike price |
| expiry | long | Option expiration date, millisecond timestamp |
| items | List<OptionKlinePoint> | a list that contains OptionKlinePoint. OptionKlinePoint is an array that contains bar data. Data included are listed as below |
OptionKlinePoint object has the following attributes：
| Name | Type | Description |
|---|---|---|
| high | double | high price |
| low | double | low price |
| open | double | open price |
| close | double | close price |
| time | long | start time of a bar, in millisecond timestamp |
| volume | int | trading volume within a bar |
| openInterest | int | open interest |
To access the data, use the properties such as OptionKlinePoint.Volume, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionKlineResponse?> GetOptionKLineV2Async(QuoteClient quoteClient)
{
TigerRequest<OptionKlineResponse> request = new TigerRequest<OptionKlineResponse>()
{
ApiMethodName = QuoteApiService.OPTION_KLINE,
ModelValue = new OptionKlineV2Model()
{
Market = Market.US,
OptionQuery = new List<OptionKlineModel>()
{
new OptionKlineModel() {
Symbol = "AAPL", Right = "CALL", Strike = "170.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE),
BeginTime = DateUtil.ConvertTimestamp("2024-06-24", CustomTimeZone.NY_ZONE),
EndTime = DateUtil.ConvertTimestamp("2024-06-26", CustomTimeZone.NY_ZONE),
Period = OptionKType.min60.Value,
SortDir = SortDir.SortDir_Descend,
Limit = 10
}
}
//Market = Market.HK,
//OptionQuery = new List<OptionKlineModel>()
//{
// new OptionKlineModel() {
// Symbol = "TCH.HK", Right = "CALL", Strike = "370.0",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.HK_ZONE),
// BeginTime = DateUtil.ConvertTimestamp("2024-05-22", CustomTimeZone.HK_ZONE),
// EndTime = DateUtil.ConvertTimestamp("2024-05-24", CustomTimeZone.HK_ZONE),
// Period = OptionKType.min60.Value,
// Limit = 300
// }
//}
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data": [
{
"symbol": "AAPL",
"strike": "170.0",
"right": "CALL",
"expiry": 1719547200000,
"period": "60min",
"items": [
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719343800000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719340200000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719336600000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719333000000
},
{
"openInterest": 0,
"open": 39.68,
"high": 40.29,
"low": 39.68,
"close": 40.29,
"volume": 26,
"amount": "NaN",
"time": 1719329400000
},
{
"openInterest": 0,
"open": 39.68,
"high": 39.68,
"low": 39.68,
"close": 39.68,
"volume": 0,
"amount": "NaN",
"time": 1719325800000
},
{
"openInterest": 0,
"open": 39.01,
"high": 39.97,
"low": 39.01,
"close": 39.68,
"volume": 4,
"amount": "NaN",
"time": 1719322200000
},
{
"openInterest": 0,
"open": 39.01,
"high": 39.01,
"low": 39.01,
"close": 39.01,
"volume": 0,
"amount": "NaN",
"time": 1719257400000
},
{
"openInterest": 0,
"open": 38.02,
"high": 39.68,
"low": 38.02,
"close": 39.01,
"volume": 4,
"amount": "NaN",
"time": 1719253800000
},
{
"openInterest": 0,
"open": 38.02,
"high": 38.02,
"low": 38.02,
"close": 38.02,
"volume": 0,
"amount": "NaN",
"time": 1719250200000
}
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719420174285,
"sign": "Of/xzjYFjp/2BGyWf/kNEWV2GKSTie+OFBEoDjKxbSQH8bld9ffgi4Tg4UpDAVn/XDKm2LeiHLjolp7GGJKfVE0pHoy32zlxuw4qlLyv5FIUoZvKmikLDufOrmLvCKtQhymyp186ZZrDAaFWTMXTzG8cfClsKKUnuJybO/0+SaU="
}
Get Option Trade Ticks
Description
Get trade tick data for options.The parameter batch limit is 30
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| symbol | string | yes | Ticker symbol of the underlying assets |
| right | string | yes | call/put |
| expiry | long | yes | Expiration date in millisecond timestamp |
| strike | string | yes | strike price |
ResponseTigerOpenAPI.Quote.Response.OptionTradeTickResponsesource
has the following structure：
namespace TigerOpenAPI.Quote.Response
{
public class OptionTradeTickResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionTradeTickItem> Data { get; set; }
}
}
Half an hour before the opening of the market, you can get all the data of the previous trading day, and after the opening of the market, you can get the data of the current day.
Use OptionTradeTickResponse.Data property to access the returned data. This method will return a list of OptionTradeTickItem object, where TigerOpenAPI.Quote.Response.OptionTradeTickItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | Ticker symbol of underlying asset |
| expiry | long | Expiration date in millisecond timestamp. maximum number of symbol-expiry combination being quoted is 30 |
| strike | string | strike price |
| right | string | PUT/CALL |
| items | List<TradeTickPoint> | List of TradeTickPoint object. Each TradeTickPoint corresponds to a trade tick |
TradeTickPoint has the following attributes：
| Name | Type | Argument |
|---|---|---|
| price | double | transaction price |
| time | long | transaction time |
| volume | long | trade volume |
To access the data, use the properties such as TradeTickPoint.Price, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionTradeTickResponse?> GetOptionTradeTickAsync(QuoteClient quoteClient)
{
TigerRequest<OptionTradeTickResponse> request = new TigerRequest<OptionTradeTickResponse>()
{
ApiMethodName = QuoteApiService.OPTION_TRADE_TICK,
ModelValue = new BatchApiModel<OptionCommonModel>()
{
Items = new List<OptionCommonModel>()
{
new OptionCommonModel() { Symbol = "AAPL", Right = "PUT", Strike = "100.0",
Expiry = DateUtil.ConvertTimestamp("2023-03-17", CustomTimeZone.NY_ZONE)}
}
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"symbol":"AAPL",
"expiry":1679025600000,
"strike":"100.0",
"right":"put",
"items":[
{
"price":0.01,
"time":1677853806520,
"volume":5
},
{
"price":0.01,
"time":1677853807374,
"volume":1
},
{
"price":0.01,
"time":1677853820498,
"volume":1
},
{
"price":0.01,
"time":1677853865354,
"volume":2
},
{
"price":0.01,
"time":1677854154278,
"volume":100
},
{
"price":0.02,
"time":1677854599439,
"volume":1
},
{
"price":0.01,
"time":1677857196976,
"volume":3
},
{
"price":0.01,
"time":1677857351667,
"volume":5
},
{
"price":0.01,
"time":1677857720152,
"volume":5
},
{
"price":0.01,
"time":1677859305126,
"volume":4
},
{
"price":0.01,
"time":1677861301232,
"volume":1
},
{
"price":0.01,
"time":1677861593507,
"volume":3
},
{
"price":0.01,
"time":1677862023653,
"volume":5
},
{
"price":0.01,
"time":1677867442539,
"volume":1
},
{
"price":0.01,
"time":1677868578216,
"volume":1
},
{
"price":0.01,
"time":1677868660689,
"volume":1
},
{
"price":0.01,
"time":1677877019442,
"volume":10
}
]
}
],
"code":0,
"message":"success",
"timestamp":1678107119497,
"sign":"e3MV4FY+ddej+PZjeVSsxEzWJaIOg9jDQF7Zf38XTsAxrmpkDB7vGtTSHeM68klYZcqjTddn+fe4RWnf3ilQE5XEquiNlyBR5BaOPnmBJ2cP0PTy+4KS7oo9KxFeNjkOxnj1MoVq03+F0ex52vJDxBUxIcMA6TxxN2PMaJ33YFQ="
}
Get Option Depth Quote
Description
Get depth data of options.The parameter batch limit is 30
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| market | string | yes | US only |
| option_basic | List<OptionCommonModel> | yes | List of the four elements of options. max size is 30 |
OptionCommonModel 's structure is as follows:
| Argument | type | required | description |
|---|---|---|---|
| symbol | string | yes | stock code |
| right | string | yes | Look long or short (CALL/PUT) |
| expiry | long | yes | expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States) |
| strike | string | yes | strike price |
ResponseTigerOpenAPI.Quote.Response.OptionDepthResponsesource
has the following structure：
namespace TigerOpenAPI.Quote.Response
{
public class OptionDepthResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionDepthItem> Data { get; set; }
}
}
The returned data is the real-time quotes of 17 options exchanges during the trading session.
Use OptionDepthResponse.Data property to access the returned data. This method will return a list of OptionDepthItem object, where TigerOpenAPI.Quote.Response.OptionDepthItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | underlying stock code |
| expiry | long | expiry time |
| strike | string | strike price |
| right | string | PUT or CALL |
| timestamp | long | data timestamp |
| ask | List<OptionDepthOrderBook> | OptionDepthOrderBook object list, each OptionDepthOrderBook object corresponds to a ask order data from options exchange |
| bid | List<OptionDepthOrderBook> | OptionDepthOrderBook object list, each OptionDepthOrderBook object corresponds to a bid order data from options exchange |
The OptionDepthOrderBook has the following attributes:
| name | type | description |
|---|---|---|
| price | double | order price |
| code | string | Options Exchange Code |
| timestamp | long | exchange timestamp |
| volume | int | order volume |
To access the data, use the properties such as OptionDepthOrderBook.Price, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionDepthResponse?> GetOptionDepthAsync(QuoteClient quoteClient)
{
TigerRequest<OptionDepthResponse> request = new TigerRequest<OptionDepthResponse>()
{
ApiMethodName = QuoteApiService.OPTION_DEPTH,
ModelValue = new OptionBasicModel()
{
Market = Market.US,
OptionBasic = new List<OptionCommonModel>()
{
new OptionCommonModel() {
Symbol = "AAPL",
Right = "PUT",
Strike = "210.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE)
}
}
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data": [{
"symbol": null,
"expiry": 1719547200000,
"strike": "210.0",
"right": "PUT",
"timestamp": 1719345602509,
"ask": [{
"price": 2.15,
"code": "BX",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 2.16,
"code": "EDGX",
"timestamp": 1719345599683,
"volume": 1,
"count": 0
},
{
"price": 2.2,
"code": "MPRL",
"timestamp": 1719345599915,
"volume": 4,
"count": 0
},
{
"price": 2.23,
"code": "BOX",
"timestamp": 1719345599997,
"volume": 19,
"count": 0
},
{
"price": 2.23,
"code": "ARCA",
"timestamp": 1719345600003,
"volume": 5,
"count": 0
},
{
"price": 2.23,
"code": "AMEX",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.34,
"code": "BZX",
"timestamp": 1719345599973,
"volume": 1,
"count": 0
},
{
"price": 2.34,
"code": "CBOE",
"timestamp": 1719345599915,
"volume": 1,
"count": 0
},
{
"price": 2.35,
"code": "NSDQ",
"timestamp": 1719345599943,
"volume": 13,
"count": 0
},
{
"price": 2.35,
"code": "GEM",
"timestamp": 1719345599973,
"volume": 5,
"count": 0
},
{
"price": 2.39,
"code": "MIAX",
"timestamp": 1719345599991,
"volume": 6,
"count": 0
},
{
"price": 2.39,
"code": "EMLD",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.95,
"code": "ISE",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 2.95,
"code": "PHLX",
"timestamp": 1719345599985,
"volume": 1,
"count": 0
},
{
"price": 4.2,
"code": "C2",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 5.0,
"code": "MCRY",
"timestamp": 1719345599883,
"volume": 2,
"count": 0
},
{
"price": 0.0,
"code": "MEMX",
"timestamp": 1719345602509,
"volume": 0,
"count": 0
}],
"bid": [{
"price": 2.14,
"code": "MPRL",
"timestamp": 1719345599915,
"volume": 216,
"count": 0
},
{
"price": 2.14,
"code": "NSDQ",
"timestamp": 1719345599943,
"volume": 26,
"count": 0
},
{
"price": 2.14,
"code": "BOX",
"timestamp": 1719345599997,
"volume": 21,
"count": 0
},
{
"price": 2.14,
"code": "MIAX",
"timestamp": 1719345599991,
"volume": 6,
"count": 0
},
{
"price": 2.14,
"code": "ISE",
"timestamp": 1719345599997,
"volume": 2,
"count": 0
},
{
"price": 2.13,
"code": "BZX",
"timestamp": 1719345599973,
"volume": 51,
"count": 0
},
{
"price": 2.13,
"code": "AMEX",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.11,
"code": "BX",
"timestamp": 1719345599997,
"volume": 30,
"count": 0
},
{
"price": 2.04,
"code": "CBOE",
"timestamp": 1719345599915,
"volume": 9,
"count": 0
},
{
"price": 2.04,
"code": "ARCA",
"timestamp": 1719345600003,
"volume": 4,
"count": 0
},
{
"price": 2.03,
"code": "PHLX",
"timestamp": 1719345599985,
"volume": 3,
"count": 0
},
{
"price": 2.03,
"code": "EMLD",
"timestamp": 1719345600003,
"volume": 2,
"count": 0
},
{
"price": 1.8,
"code": "EDGX",
"timestamp": 1719345599683,
"volume": 14,
"count": 0
},
{
"price": 1.04,
"code": "C2",
"timestamp": 1719345599997,
"volume": 18,
"count": 0
},
{
"price": 1.04,
"code": "GEM",
"timestamp": 1719345599973,
"volume": 1,
"count": 0
},
{
"price": 0.1,
"code": "MCRY",
"timestamp": 1719345599883,
"volume": 1,
"count": 0
},
{
"price": 0.0,
"code": "MEMX",
"timestamp": 1719345602509,
"volume": 0,
"count": 0
}]
}],
"code": 0,
"message": "success",
"timestamp": 1719394567997,
"sign": "piYFgsldPci3TUrKUMHojkLr3PC3Ehx5lq89L6fR2MtIe+7ed+ZCiFEuO6rAvb4UKdIKRt51ZQDqTUayqmFPO0kbjwn+fK0/XcgZ9a2U939gezkkzhzZ/1xfxx55uvsyehP5TYxt541IX3nZYHmKTbrviy7mI5KJPURDBqlx6yk="
}
Get HK Option Symbol
Description
Get the symbol list of Hong Kong stock options. Only supports Hong Kong market
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| market | string | yes | HK only |
| lang | string | No | Language: zh_CN,zh_TW,en_US. en_US by default |
ResponseTigerOpenAPI.Quote.Response.OptionSymbolResponsesource
has the following structure：
namespace TigerOpenAPI.Quote.Response
{
public class OptionSymbolResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionSymbolItem> Data { get; set; }
}
}
Returns the symbol codes and underlying symbol codes of all options in the Hong Kong market
Use OptionSymbolResponse.Data property to access the returned data. This method will return a list of OptionSymbolItem object, where TigerOpenAPI.Quote.Response.OptionSymbolItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | option symbol |
| name | string | name |
| underlyingSymbol | string | underlying stock code |
To access the data, use the properties such as OptionSymbolItem.Symbol, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<OptionSymbolResponse?> GetHKOptionSymbolsAsync(QuoteClient quoteClient)
{
TigerRequest<OptionSymbolResponse> request = new TigerRequest<OptionSymbolResponse>()
{
ApiMethodName = QuoteApiService.ALL_HK_OPTION_SYMBOLS,
ModelValue = new OptionModel()
{
Market = Market.HK,
Lang = Language.en_US
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{"data":[{"symbol":"ALC.HK","name":"ALC","underlyingSymbol":"02600"},{"symbol":"CRG.HK","name":"CRG","underlyingSymbol":"00390"},{"symbol":"PAI.HK","name":"PAI","underlyingSymbol":"02318"},{"symbol":"XCC.HK","name":"XCC","underlyingSymbol":"00939"},{"symbol":"XTW.HK","name":"XTW","underlyingSymbol":"00788"},{"symbol":"SHL.HK","name":"SHL","underlyingSymbol":"00968"},{"symbol":"GHL.HK","name":"GHL","underlyingSymbol":"00868"},{"symbol":"HEX.HK","name":"HEX","underlyingSymbol":"00388"},{"symbol":"ACC.HK","name":"ACC","underlyingSymbol":"00914"},{"symbol":"STC.HK","name":"STC","underlyingSymbol":"02888"},{"symbol":"VNK.HK","name":"VNK","underlyingSymbol":"02202"},{"symbol":"CLI.HK","name":"CLI","underlyingSymbol":"02628"},{"symbol":"LNK.HK","name":"LNK","underlyingSymbol":"00823"},{"symbol":"SMC.HK","name":"SMC","underlyingSymbol":"00981"},{"symbol":"BEA.HK","name":"BEA","underlyingSymbol":"00023"},{"symbol":"TRP.HK","name":"TRP","underlyingSymbol":"09961"},{"symbol":"GWM.HK","name":"GWM","underlyingSymbol":"02333"},{"symbol":"NBM.HK","name":"NBM","underlyingSymbol":"03323"},{"symbol":"ANA.HK","name":"ANA","underlyingSymbol":"02020"},{"symbol":"CMB.HK","name":"CMB","underlyingSymbol":"03968"},{"symbol":"HNP.HK","name":"HNP","underlyingSymbol":"00902"},{"symbol":"HEH.HK","name":"HEH","underlyingSymbol":"00006"},{"symbol":"MET.HK","name":"MET","underlyingSymbol":"03690"},{"symbol":"SHZ.HK","name":"SHZ","underlyingSymbol":"02313"},{"symbol":"SNP.HK","name":"SNP","underlyingSymbol":"01099"},{"symbol":"INB.HK","name":"INB","underlyingSymbol":"01801"},{"symbol":"CRL.HK","name":"CRL","underlyingSymbol":"01109"},{"symbol":"ALH.HK","name":"ALH","underlyingSymbol":"00241"},{"symbol":"AAC.HK","name":"AAC","underlyingSymbol":"02018"},{"symbol":"WWC.HK","name":"WWC","underlyingSymbol":"00151"},{"symbol":"CTB.HK","name":"CTB","underlyingSymbol":"00998"},{"symbol":"NWD.HK","name":"NWD","underlyingSymbol":"00017"},{"symbol":"HSB.HK","name":"HSB","underlyingSymbol":"00011"},{"symbol":"LEN.HK","name":"LEN","underlyingSymbol":"00992"},{"symbol":"COS.HK","name":"COS","underlyingSymbol":"01919"},{"symbol":"HDO.HK","name":"HDO","underlyingSymbol":"06862"},{"symbol":"BOC.HK","name":"BOC","underlyingSymbol":"02388"},{"symbol":"CSA.HK","name":"CSA","underlyingSymbol":"02822"},{"symbol":"XAB.HK","name":"XAB","underlyingSymbol":"01288"},{"symbol":"CKH.HK","name":"CKH","underlyingSymbol":"00001"},{"symbol":"MIU.HK","name":"MIU","underlyingSymbol":"01810"},{"symbol":"AIR.HK","name":"AIR","underlyingSymbol":"00753"},{"symbol":"CKP.HK","name":"CKP","underlyingSymbol":"01113"},{"symbol":"CHU.HK","name":"CHU","underlyingSymbol":"00762"},{"symbol":"GLI.HK","name":"GLI","underlyingSymbol":"01772"},{"symbol":"LNI.HK","name":"LNI","underlyingSymbol":"02331"},{"symbol":"LAU.HK","name":"LAU","underlyingSymbol":"02015"},{"symbol":"BYD.HK","name":"BYD","underlyingSymbol":"01211"},{"symbol":"ZSH.HK","name":"ZSH","underlyingSymbol":"00881"},{"symbol":"CGN.HK","name":"CGN","underlyingSymbol":"01816"},{"symbol":"MOL.HK","name":"MOL","underlyingSymbol":"03993"},{"symbol":"CPA.HK","name":"CPA","underlyingSymbol":"00293"},{"symbol":"KLE.HK","name":"KLE","underlyingSymbol":"00135"},{"symbol":"CPI.HK","name":"CPI","underlyingSymbol":"02601"},{"symbol":"CTC.HK","name":"CTC","underlyingSymbol":"00728"},{"symbol":"MTR.HK","name":"MTR","underlyingSymbol":"00066"},{"symbol":"PEC.HK","name":"PEC","underlyingSymbol":"00857"},{"symbol":"PEN.HK","name":"PEN","underlyingSymbol":"09868"},{"symbol":"MEN.HK","name":"MEN","underlyingSymbol":"02319"},{"symbol":"TCH.HK","name":"TCH","underlyingSymbol":"00700"},{"symbol":"SUN.HK","name":"SUN","underlyingSymbol":"01918"},{"symbol":"PHT.HK","name":"PHT","underlyingSymbol":"01833"},{"symbol":"CTS.HK","name":"CTS","underlyingSymbol":"06030"},{"symbol":"BCM.HK","name":"BCM","underlyingSymbol":"03328"},{"symbol":"A50.HK","name":"A50","underlyingSymbol":"02823"},{"symbol":"RFP.HK","name":"RFP","underlyingSymbol":"02777"},{"symbol":"COL.HK","name":"COL","underlyingSymbol":"00688"},{"symbol":"CDA.HK","name":"CDA","underlyingSymbol":"01359"},{"symbol":"BYE.HK","name":"BYE","underlyingSymbol":"00285"},{"symbol":"JDH.HK","name":"JDH","underlyingSymbol":"06618"},{"symbol":"CCE.HK","name":"CCE","underlyingSymbol":"01898"},{"symbol":"CRC.HK","name":"CRC","underlyingSymbol":"01186"},{"symbol":"HCF.HK","name":"HCF","underlyingSymbol":"02828"},{"symbol":"HKG.HK","name":"HKG","underlyingSymbol":"00003"},{"symbol":"XBC.HK","name":"XBC","underlyingSymbol":"03988"},{"symbol":"XPB.HK","name":"XPB","underlyingSymbol":"01658"},{"symbol":"WEB.HK","name":"WEB","underlyingSymbol":"09898"},{"symbol":"GAH.HK","name":"GAH","underlyingSymbol":"00175"},{"symbol":"CPC.HK","name":"CPC","underlyingSymbol":"00386"},{"symbol":"EVG.HK","name":"EVG","underlyingSymbol":"03333"},{"symbol":"PIC.HK","name":"PIC","underlyingSymbol":"02328"},{"symbol":"SAN.HK","name":"SAN","underlyingSymbol":"01928"},{"symbol":"BUD.HK","name":"BUD","underlyingSymbol":"01876"},{"symbol":"HKB.HK","name":"HKB","underlyingSymbol":"00005"},{"symbol":"MGM.HK","name":"MGM","underlyingSymbol":"02282"},{"symbol":"CHT.HK","name":"CHT","underlyingSymbol":"00941"},{"symbol":"PIN.HK","name":"PIN","underlyingSymbol":"01339"},{"symbol":"XIC.HK","name":"XIC","underlyingSymbol":"01398"},{"symbol":"GAC.HK","name":"GAC","underlyingSymbol":"02238"},{"symbol":"KDS.HK","name":"KDS","underlyingSymbol":"00268"},{"symbol":"COG.HK","name":"COG","underlyingSymbol":"02007"},{"symbol":"SBO.HK","name":"SBO","underlyingSymbol":"01177"},{"symbol":"WHL.HK","name":"WHL","underlyingSymbol":"00004"},{"symbol":"CSE.HK","name":"CSE","underlyingSymbol":"01088"},{"symbol":"SET.HK","name":"SET","underlyingSymbol":"00020"},{"symbol":"SWA.HK","name":"SWA","underlyingSymbol":"00019"},{"symbol":"ZJM.HK","name":"ZJM","underlyingSymbol":"02899"},{"symbol":"MSB.HK","name":"MSB","underlyingSymbol":"01988"},{"symbol":"GLX.HK","name":"GLX","underlyingSymbol":"00027"},{"symbol":"DFM.HK","name":"DFM","underlyingSymbol":"00489"},{"symbol":"CIT.HK","name":"CIT","underlyingSymbol":"00267"},{"symbol":"CNC.HK","name":"CNC","underlyingSymbol":"00883"},{"symbol":"BIU.HK","name":"BIU","underlyingSymbol":"09888"},{"symbol":"CCC.HK","name":"CCC","underlyingSymbol":"01800"},{"symbol":"HGN.HK","name":"HGN","underlyingSymbol":"01044"},{"symbol":"NTE.HK","name":"NTE","underlyingSymbol":"09999"},{"symbol":"SNO.HK","name":"SNO","underlyingSymbol":"02382"},{"symbol":"TRF.HK","name":"TRF","underlyingSymbol":"02800"},{"symbol":"HAI.HK","name":"HAI","underlyingSymbol":"06837"},{"symbol":"WHG.HK","name":"WHG","underlyingSymbol":"00288"},{"symbol":"HLD.HK","name":"HLD","underlyingSymbol":"00012"},{"symbol":"CSP.HK","name":"CSP","underlyingSymbol":"01093"},{"symbol":"KSO.HK","name":"KSO","underlyingSymbol":"03888"},{"symbol":"YZC.HK","name":"YZC","underlyingSymbol":"01171"},{"symbol":"SHK.HK","name":"SHK","underlyingSymbol":"00016"},{"symbol":"JXC.HK","name":"JXC","underlyingSymbol":"00358"},{"symbol":"ALB.HK","name":"ALB","underlyingSymbol":"09988"},{"symbol":"BLI.HK","name":"BLI","underlyingSymbol":"09626"},{"symbol":"CLP.HK","name":"CLP","underlyingSymbol":"00002"},{"symbol":"ZAO.HK","name":"ZAO","underlyingSymbol":"06060"},{"symbol":"JDC.HK","name":"JDC","underlyingSymbol":"09618"},{"symbol":"NFU.HK","name":"NFU","underlyingSymbol":"09633"},{"symbol":"AIA.HK","name":"AIA","underlyingSymbol":"01299"},{"symbol":"KST.HK","name":"KST","underlyingSymbol":"01024"},{"symbol":"NCL.HK","name":"NCL","underlyingSymbol":"01336"},{"symbol":"TIC.HK","name":"TIC","underlyingSymbol":"00669"},{"symbol":"WXB.HK","name":"WXB","underlyingSymbol":"02269"},{"symbol":"AMC.HK","name":"AMC","underlyingSymbol":"03188"}],"code":0,"message":"success","timestamp":1719403742527,"sign":"E7n8MHnVK6rY6N4kPqI7VaErBLIvqVSjukki00zabPmq1o42/pvv2k6IQXOWX8PomddpOhneeHY4J9INaiGIPG9nRHP1pYwFPUxdjd4mvLGk9Ynyf8lBNO+7ZL+dT7kd0YXgzk8dq5xfNIU4TbmelIAA6oK9YTNZs9zQpsmLjv0="}
Option indicator calculation
description
Calculation of various indicators for selected options
parameter
| Parameter | Type | Required | Description |
|---|---|---|---|
| client | object | yes | SDK QuoteClient |
| symbol | string | yes | stock code |
| right | string | yes | Long or short (CALL/PUT) |
| strike | string | yes | strike price |
| expiry | long | yes | expiry time (the value in milliseconds corresponding to 0:00 of New York time in the United States) |
| underlyingSymbol | string | no | underlying symbol(if null or empty, defaults to the same value as 'symbol') |
return
| name | type | description |
|---|---|---|
| delta | double | Greek letter delta |
| gamma | double | Greek letter gamma |
| theta | double | Greek letter theta |
| vega | double | Greek letter vega |
| insideValue | double | Intrinsic value |
| timeValue | double | time value |
| leverage | double | leverage |
| openInterest | int | open interest |
| historyVolatility | double | historical volatility, a percentage value |
| premiumRate | double | premium rate, percentage value |
| profitRate | double | Buy profit rate, percentage value |
| volatility | double | implied volatility, a percentage value |
example
OptionFundamentals? optionFundamentals = OptionCalcUtil.GetOptionFundamentals(
quoteClient, "TSLA", "CALL", "255.0", "2023-08-11");
ApiLogger.Info("response:" + JsonConvert.SerializeObject(optionFundamentals));
response
{
"delta":0.5035072708197293,
"gamma":0.02147811316468654,
"theta":-0.3935812692492685,
"vega":0.16664060027998048,
"rho":3.263976913948943,
"predictedValue":0,
"timeValue":6.975,
"premiumRate":3.09511628822164, //percentage format, expressed as 3.095%
"profitRate":34.57023177182204, //percentage format, expressed as 34.57%
"volatility":44.464111328125, //percentage format, expressed as 44.46%
"leverage":18.343545890752896,
"insideValue":0,
"historyVolatility":48.78, //percentage format, expressed as 48.78%
"openInterest":614
}