WarrantCbbc

Filter Warrant CBBC

Description

Get stock‘s Warrant and CBBC

Argument

Argument	Type	Required	Description
symbol	string	Yes	stock's symbol
page	int	No	page NO, default 0
page_size	int	No	Page size，default 50
sort_field_name	string	No	Sort field name，default 'expireDate'（Refer to the fields of the returned WarrantItem）
sort_dir	SortDir	No	sort directory，enum SortDir_Ascend/SortDir_Descend , default SortDir_Ascend
warrant_type	Set<Int32>	No	type: WarrantType(1:Call, 2: Put, 3: Bull, 4: Bear, 0: All), default 0
issuer_name	string	No	Issuer name
expire_ym	string	No	expire date, formate:yyyy-MM
state	int	No	State，0 All, 1 Normal, 2 Terminate Trades, 3 Waiting to be listed, default 0
in_out_price	Set<Int32>	No	-1:out the money, 1: in the money
lot_size	Set<Int32>	No	lot size
entitlement_ratio	Set<Double>	No	entitlement ratio
strike	Range<Double>	No	strike price range
effective_leverage	Range<Double>	No	effective leverage range
leverage_ratio	Range<Double>	No	leverage ratio range
call_price	Range<Double>	No	call price range
volume	Range<Long>	No	volume range
premium	Range<Double>	No	premium range
outstanding_ratio	Range<Double>	No	outstanding ratio range
implied_volatility	Range<Double>	No	implied volatility range

ResponseTigerOpenAPI.Quote.Response.WarrantFilterResponsesource

Structured as follows：

namespace TigerOpenAPI.Quote.Response
{
  public class WarrantFilterResponse : TigerResponse
  {
    [JsonProperty(PropertyName = "data")]
    public WarrantFilterItem Data { get; set; }
  }
}

Use WarrantFilterResponse.Data to access returned data. This method will return a WarrantFilterItem object, whereTigerOpenAPI.Quote.Response.WarrantFilterItem has the following attributes:

Name	Type	Description
page	int	page NO
totalPage	int	total pages
totalCount	int	total record count
bounds	FilterBounds	Request the filter conditions that can be set
items	List<WarrantItem>	a list of items, that contains WarrantItem object. Contains actual data

FilterBounds has the following attributes:

Name	Type	Description
issuerName	List<String>	issuer names
expireDate	List<String>	expire date
lotSize	List<Int32>	lot size
entitlementRatio	List<Double>	entitlement ratio
leverageRatio	Range<Double>	leverage ratio range
strike	Range<Double>	strike price range
premium	Range<Double>	premium range
outstandingRatio	Range<Double>	outstanding ratio range
impliedVolatility	Range<Double>	implied volatility range
effectiveLeverage	Range<Double>	effective leverage range
callPrice	Range<Double>	call price range

WarrantItem object has the following attributes:

Name	Type	Description
symbol	string	symbol
name	string	name
type	WarrantType	warrant type 1：Call，2：Put，3：Bull，4：Bear
secType	string	contract type，Warrant:WAR/CBBC:IOPT
market	string	Market，HK
entitlementRatio	double	entitlement ratio
entitlementPrice	double	entitlement price
premium	double	premium
breakevenPoint	double	breakeven point
callPrice	double	call price（only support IOPT）
beforeCallLevel	double	distance from recovery price (percentage, such as 0.196875, which means 19.6875%)
expireDate	string	expire date
lastTradingDate	string	last trading date
state	WarrantState	state，1 Normal, 2 Terminate Trades, 3 Waiting to be listed
changeRate	double	change rate
change	double	change
latestPrice	double	latest price
volume	long	volume
outstandingRatio	double	outstanding ratio
lotSize	int	lot size
strike	double	strike price
inOutPrice	double	in(bigger zhan 0)/out(less zhan 0) price
delta	double	delta
leverageRatio	double	leverage ratio
effectiveLeverage	double	effective leverage
impliedVolatility	double	implied volatility

Use the properties, such asWarrantItem.Symbol to access data

Example

  static async Task<WarrantFilterResponse?> FilterWarrantAsync(QuoteClient quoteClient)
  {
    TigerRequest<WarrantFilterResponse> request = new TigerRequest<WarrantFilterResponse>()
    {
      ApiMethodName = QuoteApiService.WARRANT_FILTER,
      ModelValue = new WarrantFilterModel()
      {
        Symbol = "00700",
        Lang = Language.en_US,
        SortFieldName = "expireDate",
        SortDir = SortDir.SortDir_Descend,
        WarrantType = new HashSet<Int32>() { (int)WarrantType.Bull },
        IssuerName = "GS",
        Strike = new Range<double>(300, 320.0),
        Page = 0,
        PageSize = 10
      }
    };
    return await quoteClient.ExecuteAsync(request);
  }

Response Example

{
    "data":{
        "page":0,
        "totalPage":1,
        "totalCount":2,
        "items":[
            {
                "symbol":"68723",
                "name":"GS#TENCTRC2403B.C",
                "type":"Bull",
                "secType":"IOPT",
                "market":"HK",
                "entitlementRatio":500,
                "entitlementPrice":45,
                "premium":0.014566,
                "breakevenPoint":362.2,
                "callPrice":320,
                "beforeCallLevel":0.115625,
                "expireDate":"2024-03-28",
                "lastTradingDate":"2024-03-27",
                "state":"Normal",
                "changeRate":-0.142857,
                "change":-0.015,
                "latestPrice":0.09,
                "volume":3530000,
                "amount":358480,
                "outstandingRatio":0.0065,
                "lotSize":5000,
                "strike":"317.2",
                "inOutPrice":0.125473,
                "delta":0,
                "leverageRatio":7.933333,
                "effectiveLeverage":0,
                "impliedVolatility":0
            },
            {
                "symbol":"68722",
                "name":"GS#TENCTRC2403A.C",
                "type":"Bull",
                "secType":"IOPT",
                "market":"HK",
                "entitlementRatio":500,
                "entitlementPrice":56,
                "premium":0.017367,
                "breakevenPoint":363.2,
                "callPrice":310,
                "beforeCallLevel":0.151613,
                "expireDate":"2024-03-28",
                "lastTradingDate":"2024-03-27",
                "state":"Normal",
                "changeRate":-0.111111,
                "change":-0.014,
                "latestPrice":0.112,
                "volume":3560000,
                "amount":411775,
                "outstandingRatio":0.0356,
                "lotSize":5000,
                "strike":"307.2",
                "inOutPrice":0.162109,
                "delta":0,
                "leverageRatio":6.375,
                "effectiveLeverage":0,
                "impliedVolatility":0
            }
        ],
        "bounds":{
            "issuerName":[
                "BI",
                "BP",
                "CS",
                "CT",
                "DS",
                "EA",
                "GJ",
                "GS",
                "HS",
                "HT",
                "JP",
                "MB",
                "MS",
                "SG",
                "UB",
                "VT"
            ],
            "expireDate":[
                "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",
                "2023-03"
            ],
            "lotSize":[
                1000,
                5000,
                10000,
                50000
            ],
            "entitlementRatio":[
                47.483,
                92.166,
                94.967,
                100,
                460.829,
                474.834,
                500
            ],
            "leverageRatio":{
                "min":1.418569,
                "max":751.84803
            },
            "strike":{
                "min":111.301,
                "max":717.11
            },
            "premium":{
                "min":-0.167507,
                "max":1.012842
            },
            "outstandingRatio":{
                "min":0,
                "max":1
            },
            "impliedVolatility":{
                "min":0,
                "max":252.155
            },
            "effectiveLeverage":{
                "min":-14.994,
                "max":51.765
            },
            "callPrice":{
                "min":113.96,
                "max":520
            }
        }
    },
    "code":0,
    "message":"success",
    "timestamp":1678181055141,
    "sign":"UVEfNFy2Oux0zi8h84Fc5mZbaQcirEWJVFxBtNiiPtqToqa9aRxSl1Rj96bnaulbJHGAf4dILOYn0EcurAh0WvDAmswIdu0TsycnqimUJkfbl7WaUYLXqhFGthOHE9nFkm4clvLk9PfICjpVMKL5GLLX2wewgNRQbki//TSzeD4="
}

Get Warrant Realtime Quotes

Description

Get Warrant/CBBC Realtime Quotes

Argument

Argument	Type	Required	Description
symbols	List<string>	yes	symbol, maximum number per request is 50

ResponseTigerOpenAPI.Quote.Response.WarrantQuoteResponsesource

Structured as follows：

namespace TigerOpenAPI.Quote.Response
{
  public class WarrantQuoteResponse : TigerResponse
  {
    [JsonProperty(PropertyName = "data")]
    public WarrantQuoteItem Data { get; set; }
  }
}

Use WarrantQuoteResponse.Data to access returned data. This method will return a WarrantQuoteItem object, whereTigerOpenAPI.Quote.Response.WarrantQuote has the following attributes:

Name	Type	Description
symbol	string	warrant/cbbc's symbol
name	string	Name
exchange	string	exchange
market	string	market
secType	string	security type
currency	string	currency
expiry	string	expire date: yyyy-MM-dd
strike	string	strike price
right	string	right (PUT/CALL)
multiplier	double	multiplier
lastTradingDate	long	last trading date's timestamp
entitlementRatio	double	entitlement ratio
entitlementPrice	double	entitlement price
minTick	double	min tick
listingDate	long	listing date
callPrice	double	call price*（only support CBBC）*
halted	HaltedStatus	halted. 0: Normal 3: Suspension 4: Delisted
underlyingSymbol	string	underlying symbol
timestamp	long	timestamp
latestPrice	double	latest price
preClose	double	previous close price
open	double	open
high	double	high
low	double	low
volume	long	volume
amount	double	trading amount
premium	double	premium
outstandingRatio	double	outstanding ratio
impliedVolatility	double	implied volatility(only for warrant)
inOutPrice	double	in/out price (in the money, 20.744% -> 0.20744)
delta	double	delta(only for warrant)
leverageRatio	double	leverage ratio
breakevenPoint	double	breakeven point

Use the get methods, such asgetSymbol() to access data

Example

  static async Task<WarrantQuoteResponse?> GetWarrantQuoteAsync(QuoteClient quoteClient)
  {
    TigerRequest<WarrantQuoteResponse> request = new TigerRequest<WarrantQuoteResponse>()
    {
      ApiMethodName = QuoteApiService.WARRANT_REAL_TIME_QUOTE,
      ModelValue = new WarrantQuoteModel()
      {
        Symbols = new List<string>()
        {
          "68723",
          "68722"
        },
        Lang = Language.en_US
      }
    };
    return await quoteClient.ExecuteAsync(request);
  }

Response Example

{
    "data":{
        "items":[
            {
                "symbol":"68723",
                "name":"GS#TENCTRC2403B.C",
                "exchange":"SEHK",
                "secType":"IOPT",
                "market":"HK",
                "currency":"HKD",
                "expiry":"2024-03-28",
                "strike":"317.2",
                "right":"CALL",
                "multiplier":5000,
                "lastTradingDate":1711468800000,
                "entitlementRatio":500,
                "entitlementPrice":45,
                "minTick":0.001,
                "listingDate":1673280000000,
                "callPrice":320,
                "halted":"Normal",
                "underlyingSymbol":"00700",
                "timestamp":1678176488065,
                "latestPrice":0.09,
                "preClose":0.105,
                "open":0.099,
                "high":0.115,
                "low":0.087,
                "volume":3530000,
                "amount":358480,
                "premium":0.014566,
                "outstandingRatio":0.0065,
                "impliedVolatility":"NaN",
                "inOutPrice":0.125473,
                "delta":"NaN",
                "leverageRatio":7.933333,
                "breakevenPoint":362.2
            },
            {
                "symbol":"68722",
                "name":"GS#TENCTRC2403A.C",
                "exchange":"SEHK",
                "secType":"IOPT",
                "market":"HK",
                "currency":"HKD",
                "expiry":"2024-03-28",
                "strike":"307.2",
                "right":"CALL",
                "multiplier":5000,
                "lastTradingDate":1711468800000,
                "entitlementRatio":500,
                "entitlementPrice":56,
                "minTick":0.001,
                "listingDate":1673280000000,
                "callPrice":310,
                "halted":"Normal",
                "underlyingSymbol":"00700",
                "timestamp":1678176488065,
                "latestPrice":0.112,
                "preClose":0.126,
                "open":0.121,
                "high":0.132,
                "low":0.109,
                "volume":3560000,
                "amount":411775,
                "premium":0.017367,
                "outstandingRatio":0.0356,
                "impliedVolatility":"NaN",
                "inOutPrice":0.162109,
                "delta":"NaN",
                "leverageRatio":6.375,
                "breakevenPoint":363.2
            }
        ]
    },
    "code":0,
    "message":"success",
    "timestamp":1678182130169,
    "sign":"uf16kFbfEf9jzXzbzypdiaq/5uQ1qt64gNUu1DTGqcklxE4AjBEmOADiC3i0w7rQ4c3xc8KmFem5Dz2i4ZM0VQkV1ehi8cxTjeMFMrq3noFCd34Un/ZjL5Hbgl7DwSefs1Bz1ER5V0x7AtWxC6Q2ouL3BjO0JOX3HbwPWbZDiNc="
}