WarrantCbbc
WarrantFilterRequest Filter Warrant CBBC
Request: WarrantFilterRequest
Description
Get stock‘s Warrant and CBBC
Parameters
Parameter | Type | Required | Description |
---|---|---|---|
symbol | String | Yes | Stock symbol |
Responsecom.tigerbrokers.stock.openapi.client.https.response.option.WarrantFilterResponse
source
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 | Integer | Page NO |
totalPage | Integer | Total pages |
totalCount | Integer | Total record count |
items | List<WarrantItem> | List of WarrantItem objects. Contains actual data |
bounds | FilterBounds | Request the filter conditions that can be set |
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 | Integer | Lot size |
strike | String | 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
Parameters
Parameter | Type | Required | Description |
---|---|---|---|
symbols | List<String> | Yes | Symbol, maximum number per request is 50 |
Responsecom.tigerbrokers.stock.openapi.client.https.response.option.WarrantQuoteResponse
source
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:
Name | Type | Description |
---|---|---|
symbol | String | Warrant/CBBC 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
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
}