Options

About 9 min

get_option_expirations Get Options Expiration Date

QuoteClient.get_option_expirations(symbols, market=None)

Description

Get the Expiration date for option

Rate Limit

Argument

Argument	Type	Description
symbols	`list[str]`	List of symbols of the underlying assets
market	`tigeropen.common.consts.Market`	US/HK, required when request HK options

Response

pandas.DataFrame

Column	Type	Description
symbol	str	symbol of the option
date	str	Expiration time of the option. Date String formatted as "YYYY-MM-DD"
timestamp	int	Expiration time of the option, Unix timestamp in millisecond
period_tag	str	Option period label, "m" is the monthly option, "w" is the weekly option

Response

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

expiration = quote_client.get_option_expirations(symbols=['AAPL'])

Response Example

  symbol        date      timestamp
0    AAPL  2019-01-11  1547182800000
1    AAPL  2019-01-18  1547787600000
2    AAPL  2019-01-25  1548392400000
3    AAPL  2019-02-01  1548997200000
4    AAPL  2019-02-08  1549602000000

get_option_briefs Get Option Briefs

QuoteClient.get_option_briefs(identifiers, market=None)

**Description

Gets the option realtime quote.

**Frequency of request

For frequency limits, see: interface request limits

Parameters

parameter name	type	required or not	description
identifiers	`list[str]`	Yes	option code list
market	`tigeropen.common.consts.Market`	No	US/HK, required when request HK options

Returns

| pandas.DataFrame

The meaning of each column is as follows:

fields	type	description
symbol	str	stock symbol
strike	str	strike price
bid_price	float	buy_price
ask_price	float	bid_size
ask_price	float	sell_price
ask_size	int	sell_quantity
latest_price	float	latest_price
latest_price	float	latest_price
volume	int	Volume
high	float	highest_price
pre_close	float	pre_close
pre_close	float	previous_close
pre_close	float	previous day's close
pre_close	float	open_interest
multiplier	int	Multiplier, default 100 for US options
rates_bonds	float	One-year U.S. Treasury rate, updated daily, e.g., 0.0078 means the effective rate is 0.78%
right	str	direction (PUT/CALL)
volatility	str	Historical Volatility
expiry	int	Time to expiration (milliseconds, 0:00 on the day)

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

briefs = quote_client.get_option_briefs(['AAPL 230317C000135000'])

Return example

                      identifier symbol expiry strike put_call multiplier \
        0 AAPL 220128C00175000 AAPL 1643346000000 175.0 CALL 100

           ask_price ask_size bid_price bid_size pre_close latest_price \
        0 11.0 1 8.5 1 10.8 8.75

          latest_time volume open_interest open high low rates_bonds \
        0 None 304 328 11.7 12.5 8.72 0.0027

          volatility expiry_date
        0 28.52% 2022-01-28 00:00:00-05:00

get_option_chain Get Option Chain

QuoteClient.get_option_chain(self, symbol, expiry, option_filter=None, return_greek_value=None, market=None, **kwargs)

Description

Get option chain of a selected option

Rate Limit

Refer to：Rate Limit

Argument

Argument	Type	Description
symbol	str	Symbol of the underlying asset
expiry	str/int	Expiry time of the option, Unix timestamp in millisecond (1705640400000), or a date string formatted as 'YYYY-MM-DD' ('2024-01-19')
option_filter	tigeropen.quote.domain.filter.OptionFilter	Parameters for filtering the result. Optional
return_greek_value	bool	Whether to return Greek values
market	tigeropen.common.consts.Market	US/HK

Filter by parameters:

For each parameters or criteria, besides 'in_the_money', use _min / _max suffix to define the upper and lower bounds of a filter criteria. Example: delta_min, theta_max. Please see below for a full example.

OptionFilter can use the following parameters to filter the result：

Parameters	Type	Required	Description
implied_volatility	float	No	Implied volatility
in_the_money	bool	No	If the contract is in the money
open_interest	int	No	Open interest. Total number of option contracts that has been traded but not yet been liquified
delta	float	No	Delta, ranging from -1.0 ~ 1.0
gamma	float	No	Gamma
theta	float	No	Theta
vega	float	No	Vega
rho	float	No	Rho

Response

pandas.DataFrame

Argument	Type	Description
identifier	str	Option Identifier
symbol	str	Symbol of the underlying asset
expiry	int	Expiration time of the option, Unix timestamp in millisecond
strike	float	Strike price
put_call	str	Call/Put
multiplier	float	Multiplier
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Pre close price
latest_price	float	Latest price
volume	int	Volume
open_interest	int	Open interest
implied_vol	float	implied volatility
delta	float	delta
gamma	float	gamma
theta	float	theta
vega	float	vega
rho	float	rho

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='PEM key path, tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

option_chain = quote_client.get_option_chain(symbol='AAPL', expiry='2019-01-18')
print(option_chain)


# Use OptionFilter to select options that meets your criteria
option_filter = OptionFilter(implied_volatility_min=0.5, implied_volatility_max=0.9, delta_min=0, delta_max=1,
                          open_interest_min=100, gamma_min=0.005, theta_max=-0.05, in_the_money=True)
option_chain = openapi_client.get_option_chain('AAPL', '2023-01-20', option_filter=option_filter)
print(option_chain)

# or filiter by indicators
option_chain = openapi_client.get_option_chain('AAPL', '2023-01-20', implied_volatility_min=0.5, open_interest_min=200, vega_min=0.1, rho_max=0.9)
                                      
# format expiry time
option_chain['expiry_date'] = pd.to_datetime(option_chain['expiry'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

  symbol         expiry             identifier strike put_call  volume  latest_price  pre_close  open_interest  multiplier  implied_vol     delta     gamma     theta      vega       rho               expiry_date
0   AAPL  1689912000000  AAPL  230721C00095000   95.0     CALL       0         80.47      80.47            117         100     0.989442  0.957255  0.001332 -0.061754  0.059986  0.133840 2023-07-21 00:00:00-04:00
1   AAPL  1689912000000  AAPL  230721C00100000  100.0     CALL       0         73.50      76.85            206         100     0.903816  0.955884  0.001497 -0.058678  0.060930  0.141341 2023-07-21 00:00:00-04:00
2   AAPL  1689912000000  AAPL  230721C00105000  105.0     CALL       0         70.01      70.01             84         100     0.852019  0.949875  0.001762 -0.063437  0.070260  0.147292 2023-07-21 00:00:00-04:00
3   AAPL  1689912000000  AAPL  230721C00110000  110.0     CALL       0         61.83      61.83            521         100     0.773813  0.948045  0.001997 -0.059834  0.071063  0.154672 2023-07-21 00:00:00-04:00
4   AAPL  1689912000000  AAPL  230721C00115000  115.0     CALL       0         58.95      58.95            336         100     0.731485  0.939517  0.002387 -0.064365  0.081470  0.159871 2023-07-21 00:00:00-04:00
5   AAPL  1689912000000  AAPL  230721C00120000  120.0     CALL       0         53.60      53.60            566         100     0.662279  0.936079  0.002755 -0.060497  0.082236  0.166783 2023-07-21 00:00:00-04:00
6   AAPL  1689912000000  AAPL  230721C00125000  125.0     CALL       0         48.56      48.56           1360         100     0.612029  0.927733  0.003281 -0.063228  0.093132  0.172146 2023-07-21 00:00:00-04:00
7   AAPL  1689912000000  AAPL  230721C00130000  130.0     CALL       0         42.48      42.48           1675         100     0.583578  0.911524  0.004017 -0.067753  0.105918  0.175052 2023-07-21 00:00:00-04:00```

get_option_bars Get Option Bars

QuoteClient.get_option_bars(identifiers, begin_time=-1, end_time=4070880000000, market=None)

Description

Get daily aggregate bars for an option over a given date range.

Rate Limit

Please refer to Rate Limitopen in new window

Argument

Argument	Type	Required	Description
identifiers	list[str]	Yes	A list of option identifiers. Maximum number of contracts per request is 30. Example: ['AAPL 220128C000175000']
begin_time	str/int	Yes	The start time of the time window. UNIX timestamp in millisecond, or a date string. Example: 1643346000000 / '2019-01-01'
end_time	str/int	Yes	The end time of the time window. UNIX timestamp in millisecond, or a date string. Example: 1643346000000 / '2019-01-01'
period	tigeropen.common.consts.BarPeriodopen in new window	Yes	kLineType, range of values (DAY:1day, ONE_MINUTE:1min, FIVE_MINUTES:5min, HALF_HOUR. 30 minutes, ONE_HOUR:60 minutes)
sort_dir	tigeropen.common.consts.SortDirection	No	Sort direction. ASC/DESC ,default ASC
market	`tigeropen.common.consts.Market`	No	US/HK, required when request HK options

Response

pandas.DataFrame

Structured as follows：

Argument	Type	Description
identifier	str	Option Identifier
symbol	str	Symbol of the underlying asset
expiry	int	Option expiration date, format: YYYY-MM-DD
put_call	str	Put or call
strike	float	Strike price
time	int	Timestamp of the open/start time of each bar, UNIX timestamp in millisecond
open	float	Opening price
high	float	High
low	float	Low
close	float	Close
volume	int	Volume
open_interest	int	Open interest. Total number of option contracts that has been traded but not yet been liquified

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

bars = quote_client.get_option_bars(['AAPL 190104P00134000'])
print(bars)

# Format time
bars['expiry_date'] = pd.to_datetime(bars['expiry'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')
bars['time_date'] = pd.to_datetime(bars['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

               identifier symbol         expiry put_call  strike           time   open   high   low  close  volume  open_interest               expiry_date                 time_date
0   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639026000000   8.92   9.80  8.00   8.20     364              0 2022-01-28 00:00:00-05:00 2021-12-09 00:00:00-05:00
1   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639112400000   9.05  10.80  7.80  10.80     277            177 2022-01-28 00:00:00-05:00 2021-12-10 00:00:00-05:00
2   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639371600000  11.70  12.50  8.72   8.75     304            328 2022-01-28 00:00:00-05:00 2021-12-13 00:00:00-05:00
3   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639458000000   8.60   9.82  7.00   7.80    1139            427 2022-01-28 00:00:00-05:00 2021-12-14 00:00:00-05:00
4   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639544400000   8.30  10.70  7.05  10.57     927           1207 2022-01-28 00:00:00-05:00 2021-12-15 00:00:00-05:00
5   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639630800000  10.50  11.60  6.60   7.14    1118           1447 2022-01-28 00:00:00-05:00 2021-12-16 00:00:00-05:00
6   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639717200000   6.75   7.25  5.80   6.25     674           2057 2022-01-28 00:00:00-05:00 2021-12-17 00:00:00-05:00
7   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1639976400000   5.00   5.85  4.75   5.40    1034           2363 2022-01-28 00:00:00-05:00 2021-12-20 00:00:00-05:00
8   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640062800000   6.20   6.30  4.85   6.20     756           2549 2022-01-28 00:00:00-05:00 2021-12-21 00:00:00-05:00
9   AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640149200000   6.24   7.40  5.90   7.40    2211           3002 2022-01-28 00:00:00-05:00 2021-12-22 00:00:00-05:00
10  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640235600000   7.35   7.65  7.09   7.40     909           3031 2022-01-28 00:00:00-05:00 2021-12-23 00:00:00-05:00
11  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640581200000   7.75   9.70  7.60   9.50    1165           3324 2022-01-28 00:00:00-05:00 2021-12-27 00:00:00-05:00
12  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640667600000   9.38  10.05  8.52   8.85    1110           2816 2022-01-28 00:00:00-05:00 2021-12-28 00:00:00-05:00

get_option_trade_ticks Get Option Tick Data

QuoteClient.get_option_trade_ticks(identifiers, market=None)

Description

Get the most recent tick data for a given option

Rate Limit

Refer to Rate Limitopen in new window

Argument

Argument	Type	Description
identifiers	str	A list of option identifiers. Example: ['AAPL 220128C000175000']
market	`tigeropen.common.consts.Market`	US/HK, required when request HK options

Response

pandas.DataFrame

Structured as follows：

Argument	Type	Description
symbol	str	Option identifier
expiry	str	Option expiration date, format: YYYY-MM-DD
put_call	str	Put or call
strike	float	Strike price
time	int	Time of the
price	float	Price
volume	int	Volume

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

option_trade_ticks = quote_client.get_option_trade_ticks(['AAPL  190111P00134000'])

Response Example

                identifier symbol         expiry put_call  strike           time  price  volume
0    AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640701803177   9.38       9
1    AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640701803177   9.38       1
2    AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640701803846   9.46       7
3    AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640701806266   9.55       1
4    AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640701918302   9.08       1
..                     ...    ...            ...      ...     ...            ...    ...     ...
111  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640722112754   8.91      25
112  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640723067491   9.00       4
113  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640723585351   8.85       4
114  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640724302670   9.13       2
115  AAPL  220128C00175000   AAPL  1643346000000     CALL   175.0  1640724600973   8.85       1

get_option_depth Get Option Depth Quote

QuoteClient.get_option_depth(identifiers: list[str], market)

Description

Get the depth of an option's ticker data

Request Limit

Refer to Rate Limitopen in new window

Parameters

parameter name	type	required or not	description
identifiers	`list[str]`	Yes	List of option codes, e.g. ['AAPL 220128C000175000']. [Format description](/en/python/operation/trade/getContract.md#Contract introduction)
market	`tigeropen.common.consts.Market`	No	US/HK, required when request HK options

Returns

The structure is as follows:

parameter name	type	description
identifier	str	option symbol
asks	`list[tuple]`	asks information
bids	`list[tuple]`	bids information

Each item in asks and bids is a tuple whose elements are (price, volume, timestamp, code).

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.util.contract_utils import get_option_identifier

client_config = get_client_config(private key path', tiger_id='your tiger id', account='your account')
# or client_config = get_client_config(props_path='directory path to tiger_openapi_config.properties file')
quote_client = QuoteClient(client_config)

identifier = 'AAPL 190104P00134000' # or generated by four elements
# or generated by four elements
# identifier = get_option_identifier('AAPL', '20190104', 'PUT', 134)


result = quote_client.get_option_depth([identifier])
print(result)

Return example When requesting a single subject

{'identifier': 'ADBE 240816C00560000', 
 'request': 3, 10, 1719852973090, 'CBOE'), (18.3, 7, 1719852973090, 'gem'), (18.3, 7, 1719852969591, 'mcry'), (18.3, 7, 1719852969585, 'bzx'), (18.3, 7. 1719852969591, 'BZX'). 3, 6, 1719852969647, 'NSDQ'), (18.3, 4, 1719852973525, 'ARCA'), (18.3, 3, 1719852972512, 'MEMX'), (18.3, 3, 1719852969818, 'C2'), (18.3, 2. 1719852973422, 'BX')], 
 Bid [(17.9, 8, 1719852972512, 'BOX'), (17.9, 7, 1719852973487, 'AMEX'), (17.9, 6, 1719852973090, 'EMLD'), (17.9, 6, 1719852972660, 'MPRL'), (17.9, 6. 1719852969837, 'ISE'), (17.9, 5, 1719852973422, 'BX'), (1

When requesting multiple subjects

{'ADBE 240816C00560000': 
    {'identifier': 'ADBE 240816C00560000', 
     'asks': [(18.3, 36, 1719852973090, 'PHLX'), (18.3, 19, 1719852973090, 'EDGX'), (18.3, 14, 1719852972660, 'MPRL'), (18.3, 14, 1719852972512, 'BOX'), (18.3, 13, 1719852973090, 'EMLD'), (18.3, 12, 1719852973090, 'MIAX'), (18.3, 11, 1719852969837, 'ISE'), (18.3, 10, 1719852973487, 'AMEX'), (18.3, 10, 1719852973090, 'CBOE'), (18.3, 7, 1719852973090, 'GEM'), (18.3, 7, 1719852969591, 'MCRY'), (18.3, 7, 1719852969585, 'BZX'), (18.3, 6, 1719852969647, 'NSDQ'), (18.3, 4, 1719852973525, 'ARCA'), (18.3, 3, 1719852972512, 'MEMX'), (18.3, 3, 1719852969818, 'C2'), (18.3, 2, 1719852973422, 'BX')], 
     'bids': [(17.9, 8, 1719852972512, 'BOX'), (17.9, 7, 1719852973487, 'AMEX'), (17.9, 6, 1719852973090, 'EMLD'), (17.9, 6, 1719852972660, 'MPRL'), (17.9, 6, 1719852969837, 'ISE'), (17.9, 5, 1719852973422, 'BX'), (17.9, 5, 1719852973090, 'PHLX'), (17.9, 5, 1719852969647, 'NSDQ'), (17.9, 5, 1719852969591, 'MCRY'), (17.9, 4, 1719852973090, 'EDGX'), (17.9, 4, 1719852973090, 'MIAX'), (17.9, 3, 1719852973525, 'ARCA'), (17.9, 2, 1719852973090, 'CBOE'), (17.9, 2, 1719852973090, 'GEM'), (17.9, 2, 1719852969818, 'C2'), (17.9, 1, 1719852969585, 'BZX'), (17.85, 6, 1719852972512, 'MEMX')]}, 
 'ADBE 240816P00560000': 
    {'identifier': 'ADBE 240816P00560000', 
     'asks': [(17.45, 6, 1719863999000, 'BOX'), (17.45, 5, 1719863999000, 'EMLD'), (17.45, 5, 1719863999000, 'PHLX'), (17.45, 1, 1719863999000, 'CBOE'), (17.45, 1, 1719863999000, 'ISE'), (17.45, 1, 1719863999000, 'ARCA'), (17.45, 1, 1719863999000, 'MPRL'), (17.45, 1, 1719863999000, 'NSDQ'), (17.45, 1, 1719863999000, 'BX'), (17.45, 1, 1719863999000, 'C2'), (17.45, 1, 1719863999000, 'BZX'), (21.65, 4, 1719863999000, 'EDGX'), (22.0, 2, 1719863999000, 'AMEX'), (27.3, 1, 1719863999000, 'GEM'), (27.5, 1, 1719863999000, 'MIAX'), (28.0, 1, 1719863999000, 'MCRY'), (0.0, 0, 1719864000000, 'MEMX')], 
     'bids': [(17.05, 6, 1719863999000, 'ISE'), (17.05, 5, 1719863999000, 'BOX'), (17.05, 5, 1719863999000, 'PHLX'), (17.05, 3, 1719863999000, 'MCRY'), (17.05, 2, 1719863999000, 'ARCA'), (17.05, 2, 1719863999000, 'MPRL'), (17.05, 2, 1719863999000, 'NSDQ'), (17.05, 2, 1719863999000, 'BX'), (17.05, 2, 1719863999000, 'BZX'), (17.05, 1, 1719863999000, 'AMEX'), (17.05, 1, 1719863999000, 'CBOE'), (17.05, 1, 1719863999000, 'GEM'), (17.05, 1, 1719863999000, 'C2'), (15.6, 1, 1719863999000, 'EDGX'), (15.5, 1, 1719863999000, 'MIAX'), (11.95, 1, 1719863999000, 'EMLD'), (0.0, 0, 1719864000000, 'MEMX')]}
  }

get_option_symbols Get HK options symbols

QuoteClient.get_option_symbols(lang: Language = Language.en_US)

Description

Get the symbols of Hong Kong stock options, e.g. the symbol of 00700 is TCH.

Request Frequency

Refer to Rate Limitopen in new window

Parameters

parameter name	type	required or not	description
lang	`Language`	No	Language of the returned message, not required, defaults to English

Returns

pandas.DataFrame.

The structure is as follows:

parameter name	type	description
symbol	str	option code, e.g. TCH.HK
name	str	name
underlying_symbol	str	HK stock code e.g. 00700

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.util.contract_utils import get_option_identifier

client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_option_symbols()
print(result)

Return example

     symbol name underlying_symbol
0    ALC.HK  ALC             02600
1    CRG.HK  CRG             00390
2    PAI.HK  PAI             02318
3    XCC.HK  XCC             00939
4    XTW.HK  XTW             00788
5    SHL.HK  SHL             00968
6    GHL.HK  GHL             00868
7    HEX.HK  HEX             00388
8    ACC.HK  ACC             00914
9    STC.HK  STC             02888

Options

# get_option_expirations Get Options Expiration Date

# get_option_briefs Get Option Briefs

# get_option_chain Get Option Chain

# get_option_bars Get Option Bars

# get_option_trade_ticks Get Option Tick Data

# get_option_depth Get Option Depth Quote

# get_option_symbols Get HK options symbols

get_option_expirations Get Options Expiration Date

get_option_briefs Get Option Briefs

get_option_chain Get Option Chain

get_option_bars Get Option Bars

get_option_trade_ticks Get Option Tick Data

get_option_depth Get Option Depth Quote

get_option_symbols Get HK options symbols