WarrantCbbc

About 4 min

WarrantFilterRequest Filter Warrant CBBC

request:WarrantFilterRequest

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<Integer>`	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<Integer>`	No	-1:out the money, 1: in the money
lot_size	`Set<Integer>`	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

Responsecom.tigerbrokers.stock.openapi.client.https.response.option.WarrantFilterResponsesourceopen in new window

Structured as follows：

public class WarrantFilterResponse extends TigerResponse {
  @JSONField(name = "data")
  private WarrantFilterItem item;
}

Use WarrantFilterResponse.getItem() to access returned data. This method will return a WarrantFilterItem object, wherecom.tigerbrokers.stock.openapi.client.https.domain.option.item.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<Integer>`	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 get methods, such asgetSymbol() to access data

Example

    WarrantFilterRequest request = WarrantFilterRequest.newRequest("00700");
    request.lang(Language.en_US);
    request.sortFieldName("expireDate");
    request.sortDir(SortDir.SortDir_Descend);
    request.warrantType(WarrantType.Bull);
    request.issuerName("GS");
    request.strike(300.0, 320.0);
    request.pageSize(10);
    WarrantFilterResponse response = client.execute(request);
    if (response.isSuccess()) {
      System.out.println(JSONObject.toJSONString(response.getItem()));
    } else {
      System.out.println("response error:" + response.getMessage());
    }

Response Example

{
    "code":0,
    "data":{
        "bounds":{
            "callPrice":{
                "max":520,
                "min":113.96
            },
            "effectiveLeverage":{
                "max":34.217435,
                "min":-13.7736
            },
            "entitlementRatio":[
                47.483,
                92.166,
                94.967,
                100,
                460.829,
                474.834,
                485.437,
                500
            ],
            "expireDate":[
                "2026-01",
                "2025-12",
                "2025-08",
                "2024-12",
                "2024-08",
                "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",
                "2023-02"
            ],
            "impliedVolatility":{
                "max":344.093,
                "min":0
            },
            "issuerName":[
                "BI",
                "BP",
                "CS",
                "CT",
                "DS",
                "EA",
                "GJ",
                "GS",
                "HS",
                "HT",
                "JP",
                "MB",
                "MS",
                "SG",
                "UB",
                "VT"
            ],
            "leverageRatio":{
                "max":805.762075,
                "min":1.389233
            },
            "lotSize":[
                1000,
                5000,
                10000,
                50000
            ],
            "outstandingRatio":{
                "max":1,
                "min":0
            },
            "premium":{
                "max":0.885781,
                "min":-0.325667
            },
            "strike":{
                "max":717.11,
                "min":111.301
            }
        },
        "items":[
            {
                "amount":495035,
                "beforeCallLevel":0.195625,
                "breakevenPoint":391.7,
                "callPrice":320,
                "change":0.014,
                "changeRate":0.103704,
                "entitlementPrice":74.5,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.206179,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.149,
                "leverageRatio":5.13557,
                "lotSize":5000,
                "market":"HK",
                "name":"GS#TENCTRC2403B.C",
                "outstandingRatio":0.0023,
                "premium":0.023785,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"317.2",
                "symbol":"68723",
                "type":"Bull",
                "volume":3130000
            },
            {
                "amount":582925,
                "beforeCallLevel":0.234194,
                "breakevenPoint":393.2,
                "callPrice":310,
                "change":0.016,
                "changeRate":0.102564,
                "entitlementPrice":86,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.245443,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.172,
                "leverageRatio":4.448837,
                "lotSize":5000,
                "market":"HK",
                "name":"GS#TENCTRC2403A.C",
                "outstandingRatio":0.0111,
                "premium":0.027705,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"307.2",
                "symbol":"68722",
                "type":"Bull",
                "volume":3225000
            }
        ],
        "page":0,
        "totalCount":2,
        "totalPage":1
    },
    "message":"success",
    "sign":"eeRY+v7SZC4aOXe9+wO1dV2s0oQDFLqx88Os63I944S0jxCixJKIEXkRak+u78Sp5Xo9RRmyLMSyo7plw+nvU5vALQDCYHk8LblJJNbAwuImdbHQinwqIeGKELdu06Caz4d+ttTh+l8glZ0dkO4SHAYuiu+ILMqSfuekwRqqoZo=",
    "success":true,
    "timestamp":1676544820895
}

WarrantQuoteRequest Get Warrant Realtime Quotes

request: WarrantQuoteRequest

Description

Get Warrant/CBBC Realtime Quotes

Argument

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

Responsecom.tigerbrokers.stock.openapi.client.https.response.option.WarrantQuoteResponsesourceopen in new window