WarrantCbbc

About 4 min

WarrantFilterRequest Filter Warrant CBBC

Request: WarrantFilterRequest

Description

Get stock‘s Warrant and CBBC

Parameters

ParameterTypeRequiredDescription
symbolStringYesStock symbol

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:

NameTypeDescription
pageIntegerPage NO
totalPageIntegerTotal pages
totalCountIntegerTotal record count
itemsList<WarrantItem>List of WarrantItem objects. Contains actual data
boundsFilterBoundsRequest the filter conditions that can be set

FilterBounds has the following attributes:

NameTypeDescription
issuerNameList<String>Issuer names
expireDateList<String>Expire date
lotSizeList<Integer>Lot size
entitlementRatioList<Double>Entitlement ratio
leverageRatioRange<Double>Leverage ratio range
strikeRange<Double>Strike price range
premiumRange<Double>Premium range
outstandingRatioRange<Double>Outstanding ratio range
impliedVolatilityRange<Double>Implied volatility range
effectiveLeverageRange<Double>Effective leverage range
callPriceRange<Double>Call price range

WarrantItem object has the following attributes:

NameTypeDescription
symbolStringSymbol
nameStringName
typeWarrantTypeWarrant type 1:Call,2:Put,3:Bull,4:Bear
secTypeStringContract type,Warrant:WAR/CBBC:IOPT
marketStringMarket,HK
entitlementRatioDoubleEntitlement ratio
entitlementPriceDoubleEntitlement price
premiumDoublePremium
breakevenPointDoubleBreakeven point
callPriceDoubleCall price(only support IOPT)
beforeCallLevelDoubleDistance from recovery price (percentage, such as 0.196875, which means 19.6875%)
expireDateStringExpire date
lastTradingDateStringLast trading date
stateWarrantStateState,1 Normal, 2 Terminate Trades, 3 Waiting to be listed
changeRateDoubleChange rate
changeDoubleChange
latestPriceDoubleLatest price
volumeLongVolume
outstandingRatioDoubleOutstanding ratio
lotSizeIntegerLot size
strikeStringStrike price
inOutPriceDoubleIn(bigger zhan 0)/out(less zhan 0) price
deltaDoubleDelta
leverageRatioDoubleLeverage ratio
effectiveLeverageDoubleEffective leverage
impliedVolatilityDoubleImplied 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

Parameters

ParameterTypeRequiredDescription
symbolsList<String>YesSymbol, maximum number per request is 50

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

Structured as follows:

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

Use TigerResponse.getItem() to access returned data. This method will return a WarrantQuoteItem object, wherecom.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantQuote has the following attributes:

NameTypeDescription
symbolStringWarrant/CBBC symbol
nameStringName
exchangeStringExchange
marketStringMarket
secTypeStringSecurity type
currencyStringCurrency
expiryStringExpire date: yyyy-MM-dd
strikeStringStrike price
rightStringRight (PUT/CALL)
multiplierDoubleMultiplier
lastTradingDateLongLast trading date's timestamp
entitlementRatioDoubleEntitlement ratio
entitlementPriceDoubleEntitlement price
minTickDoubleMin tick
listingDateLongListing date
callPriceDoubleCall price*(only support CBBC)*
haltedHaltedStatusHalted. 0: Normal 3: Suspension 4: Delisted
underlyingSymbolStringUnderlying symbol
timestampLongTimestamp
latestPriceDoubleLatest price
preCloseDoublePrevious close price
openDoubleOpen
highDoubleHigh
lowDoubleLow
volumeLongVolume
amountDoubleTrading amount
premiumDoublePremium
outstandingRatioDoubleOutstanding ratio
impliedVolatilityDoubleImplied volatility(only for warrant)
inOutPriceDoubleIn/out price (in the money, 20.744% -> 0.20744)
deltaDoubleDelta(only for warrant)
leverageRatioDoubleLeverage ratio
breakevenPointDoubleBreakeven point

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

Example

    List<String> symbols = new ArrayList<>();
    symbols.add("68723");
    symbols.add("68722");
    WarrantQuoteRequest request = WarrantQuoteRequest.newRequest(symbols);
    request.lang(Language.en_US);
    WarrantQuoteResponse response = client.execute(request);
    if (response.isSuccess()) {
      System.out.println(JSONObject.toJSONString(response));
    } else {
      System.out.println("response error:" + response.getMessage());
    }

Response Example

{
    "code":0,
    "data":{
        "items":[
            {
                "amount":495035,
                "breakevenPoint":391.7,
                "callPrice":320,
                "currency":"HKD",
                "entitlementPrice":74.5,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.171,
                "inOutPrice":0.206179,
                "lastTradingDate":1711468800000,
                "latestPrice":0.149,
                "leverageRatio":5.13557,
                "listingDate":1673280000000,
                "low":0.142,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"GS#TENCTRC2403B.C",
                "open":0.142,
                "outstandingRatio":0.0023,
                "preClose":0.135,
                "premium":0.023785,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"317.2",
                "symbol":"68723",
                "timestamp":1676534896067,
                "underlyingSymbol":"00700",
                "volume":3130000
            },
            {
                "amount":582925,
                "breakevenPoint":393.2,
                "callPrice":310,
                "currency":"HKD",
                "entitlementPrice":86,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.193,
                "inOutPrice":0.245443,
                "lastTradingDate":1711468800000,
                "latestPrice":0.172,
                "leverageRatio":4.448837,
                "listingDate":1673280000000,
                "low":0.169,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"GS#TENCTRC2403A.C",
                "open":0.172,
                "outstandingRatio":0.0111,
                "preClose":0.156,
                "premium":0.027705,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"307.2",
                "symbol":"68722",
                "timestamp":1676534896067,
                "underlyingSymbol":"00700",
                "volume":3225000
            }
        ]
    },
    "message":"success",
    "sign":"Q1LwM1tlJ1/3DWfJA75egextav6YmKTArJv693gBjeOo4QJR1cNrKMe3+lFUWvveM8XpMgiIGvsE3LpNglIz0b2TAbUW466337H7bScQQC61sM9uRiP0P5PZYkDbWffPIIjHWOX8Muu8xx6WAN4SX9kKj+4Q3tzkNg2tZDxL1Jo=",
    "success":true,
    "timestamp":1676545870772
}
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