期权
大约 16 分钟
获取期权过期日
对应的请求类：TigerRequest(QuoteApiService.OPTION_EXPIRATION)
说明
获取期权过期日，请求上限为30支股票
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbols | array | Yes | 股票代码列表，上限为：30 |
| market | string | Yes | US/HK港股 |
返回TigerOpenAPI.Quote.Response.OptionExpirationResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionExpirationResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionExpirationItem> Data { get; set; }
}
}
返回数据可通过OptionExpirationResponse.Data属性访问，返回OptionExpirationItem对象，其中TigerOpenAPI.Quote.Response.OptionExpirationItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票代码 |
| count | int | 过期日期个数 |
| dates | array | 过期时间,日期格式，如：2024-06-28 |
| timestamps | array | 过期日期，时间戳格式，如：1544763600000(美国NewYork时间对应的时间戳) |
| periodTags | array | 期权周期标签，m为月期权，w为周期权 |
具体字段可通过对象的属性，如OptionExpirationItem.Symbol进行访问，或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionExpirationResponse?> GetOptionExpirationAsync(QuoteClient quoteClient)
{
TigerRequest<OptionExpirationResponse> request = new TigerRequest<OptionExpirationResponse>()
{
ApiMethodName = QuoteApiService.OPTION_EXPIRATION,
ModelValue = new OptionExpirationModel()
{
Symbols = new List<string> { "AAPL" },
Market = Market.US
//Symbols = new List<string> { "PAI.HK" },
//Market = Market.HK
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data": [
{
"symbol": "AAPL",
"count": 19,
"dates": [
"2024-06-28",
"2024-07-05",
"2024-07-12",
"2024-07-19",
"2024-07-26",
"2024-08-02",
"2024-08-16",
"2024-09-20",
"2024-10-18",
"2024-11-15",
"2024-12-20",
"2025-01-17",
"2025-03-21",
"2025-06-20",
"2025-09-19",
"2025-12-19",
"2026-01-16",
"2026-06-18",
"2026-12-18"
],
"timestamps": [
1719547200000,
1720152000000,
1720756800000,
1721361600000,
1721966400000,
1722571200000,
1723780800000,
1726804800000,
1729224000000,
1731646800000,
1734670800000,
1737090000000,
1742529600000,
1750392000000,
1758254400000,
1766120400000,
1768539600000,
1781755200000,
1797570000000
],
"periodTags": [
"w",
"w",
"w",
"m",
"w",
"w",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"m",
"w",
"m"
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719405873603,
"sign": "utNCKc73HQ0ikC4LINiUGVUgPm5LypCndq1CVSSNNc+cD9yoCG/euWaNaQx5it92jNaKsizolCsxcijZZEDGvliSuUhBNeu33/0FP7vOrKTietkHO6UQnBvUJoEc5oe6J3B7TdNC2xjN3t0jYRbI8Doi5q5EXMWQYt0/GrpEvFs="
}
获取期权链
对应的请求类：TigerRequest(QuoteApiService.OPTION_CHAIN)
说明
获取期权链。返回的希腊字母不是最新数据，是上个交易日最后更新的数据，盘中可以用期权指标计算
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbol | string | Yes | 股票代码，symbol和expiry组合上限为：30 |
| expiry | String | Yes | 期权过期日，示例：'2022-01-01' |
| market | string | Yes | US 美股，HK港股 |
筛选参数：
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| implied_volatility | double | No | 隐含波动率 |
| in_the_money | boolean | No | 是否价内 |
| open_interest | int | No | 未平仓量 |
| delta | double | No | delta |
| gamma | double | No | gamma |
| theta | double | No | theta |
| vega | double | No | vega |
| rho | double | No | rho |
返回TigerOpenAPI.Quote.Response.OptionChainResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionChainResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionChainItem> Data { get; set; }
}
}
返回数据可通过OptionChainResponse.Data属性访问，返回OptionChainItem对象，其中TigerOpenAPI.Quote.Response.OptionChainItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 标的股票代码 |
| expiry | long | 期权过期日 |
| items | List<OptionRealTimeQuoteGroup> | 列表，包含OptionRealTimeQuoteGroup对象，保存期权链数据，说明见下文 |
OptionRealTimeQuoteGroup对象结构：
| 名称 | 类型 | 说明 |
|---|---|---|
| put | OptionRealTimeQuote | 看跌期权合约 |
| call | OptionRealTimeQuote | 看涨期权合约 |
OptionRealTimeQuote对象结构：
| 名称 | 类型 | 说明 |
|---|---|---|
| identifier | string | 期权标识,如:AAPL 230317P00152500 |
| strike | double | 行权价 |
| right | string | 期权方向 PUT/CALL |
| askPrice | double | 卖盘价格 |
| askSize | int | 卖盘数量 |
| bidPrice | double | 买盘价格 |
| bidSize | int | 买盘数量 |
| lastTimestamp | long | 最新成交时间 如:1543343800698 |
| latestPrice | double | 最新价 |
| multiplier | double | 乘数，美股期权默认100 |
| openInterest | int | 未平仓量 |
| preClose | double | 前一交易日的收盘价 |
| volume | long | 成交量 |
| impliedVol | double | 隐含波动率 |
| delta | double | delta |
| gamma | double | gamma |
| theta | double | theta |
| vega | double | vega |
| rho | double | rho |
具体字段可通过对象的属性，如OptionRealTimeQuote.Identifier进行访问，或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionChainResponse?> GetOptionChainAsync(QuoteClient quoteClient)
{
TigerRequest<OptionChainResponse> request = new TigerRequest<OptionChainResponse>()
{
ApiMethodName = QuoteApiService.OPTION_CHAIN,
ModelValue = new OptionChainV3Model()
{
Market = Market.US,
OptionBasic = new List<OptionChainModel>()
{
new OptionChainModel() {
Symbol = "AAPL",
Expiry = DateUtil.ConvertTimestamp("2024-07-26", CustomTimeZone.NY_ZONE)
}
},
OptionFilter = new OptionChainFilterModel()
{
InTheMoney = true,
ImpliedVolatility = new Range<Double>(0.1537, 0.8282),
OpenInterest = new Range<int>(10, 50000),
Greeks = new Greeks()
{
Delta = new Range<Double>(-0.8, 0.6),
Gamma = new Range<double>(0.024, 0.3),
Vega = new Range<double>(0.019, 0.343),
Theta = new Range<double>(-0.1, 0.1),
Rho = new Range<double>(-0.096, 0.101)
}
}
//Market = Market.HK,
//OptionBasic = new List<OptionChainModel>()
//{
// new OptionChainModel() {
// Symbol = "PAI.HK",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.NY_ZONE)
// }
//},
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data": [
{
"symbol": "AAPL",
"expiry": 1721966400000,
"items": [
{
"put": null,
"call": {
"identifier": "AAPL 240726C00210000",
"strike": "210.0",
"right": "call",
"askPrice": 6.1,
"askSize": 93,
"bidPrice": 5.8,
"bidSize": 502,
"latestPrice": 6.32,
"preClose": 4.8,
"volume": 4,
"openInterest": 2766,
"multiplier": 100,
"lastTimestamp": 1719408640494,
"impliedVol": 0.197337,
"delta": 0.507864,
"gamma": 0.033127,
"theta": -0.090114,
"vega": 0.242641,
"rho": 0.086166
}
},
{
"put": {
"identifier": "AAPL 240726P00215000",
"strike": "215.0",
"right": "put",
"askPrice": 6.6,
"askSize": 118,
"bidPrice": 6.25,
"bidSize": 169,
"latestPrice": 7.8,
"preClose": 7.8,
"volume": 0,
"openInterest": 1222,
"multiplier": 100,
"lastTimestamp": 1719345365800,
"impliedVol": 0.18012,
"delta": -0.686314,
"gamma": 0.03523,
"theta": -0.048649,
"vega": 0.21153,
"rho": -0.084955
},
"call": null
}
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719408676252,
"sign": "qwhAWEAw/z2TH9kZd/VKIxafBUUdJGY0KWB9KjbybrgsQtMrNN7sWdVOgv5GxcV0kLeMHQYiF6m/lBQ1nb8+yNnHlg9UIaceOz1QmV4IVf5PwHcevIwadiVY7caHW9QLYgR2Jzmseq+pu1OurhRApevJJcNpQW04reauM0dtgOY="
}
获取期权行情摘要
对应的请求类：TigerRequest(QuoteApiService.OPTION_BRIEF)
说明
获取期权行情摘要。批量参数上限为30
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| market | Market | yes | 市场，只支持US、HK |
| option_basic | List<OptionCommonModel> | yes | 期权四要素列表，最大30 |
OptionCommonModel参数结构如下
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbol | string | yes | 股票代码 |
| right | string | yes | 看多或看空（CALL/PUT） |
| expiry | long | yes | 到期时间 |
| strike | string | yes | 行权价 |
返回TigerOpenAPI.Quote.Response.OptionBriefResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionBriefResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionBriefItem> Data { get; set; }
}
}
返回数据可通过TigerResponse.Data属性访问，返回OptionBriefItem对象，其中TigerOpenAPI.Quote.Response.OptionBriefItem 属性如下:
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票代码 |
| strike | string | 行权价 |
| right | string | 方向 (PUT/CALL) |
| expiry | long | 到期时间（毫秒，当天0点） |
| bidPrice | double | 买盘价格 |
| bidSize | int | 买盘数量 |
| askPrice | double | 卖盘价格 |
| askSize | int | 卖盘数量 |
| latestPrice | double | 最新价格 |
| timestamp | long | 最新成交时间 |
| volume | long | 成交量 |
| high | double | 最高价 |
| low | double | 最低价 |
| open | double | 开盘价 |
| preClose | double | 前一交易日收盘价 |
| openInterest | int | 未平仓量 |
| change | double | 涨跌额 |
| multiplier | int | 乘数，美股期权默认100 |
| ratesBonds | double | 一年期美国国债利率，每天更新一次，如：0.0078 表示实际利率为：0.78% |
| volatility | string | 历史波动率 |
具体字段可通过对象的属性，如OptionBriefItem.Symbol进行访问， 或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionBriefResponse?> GetOptionBriefV2Async(QuoteClient quoteClient)
{
TigerRequest<OptionBriefResponse> request = new TigerRequest<OptionBriefResponse>()
{
ApiMethodName = QuoteApiService.OPTION_BRIEF,
ModelValue = new OptionBasicModel()
{
Market = Market.US,
OptionBasic = new List<OptionCommonModel>()
{
new OptionCommonModel() {
Symbol = "AAPL",
Right = "CALL",
Strike = "160.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE)
}
}
//Market = Market.HK,
//OptionBasic = new List<OptionCommonModel>()
//{
// new OptionCommonModel() {
// Symbol = "TCH.HK",
// Right = "CALL",
// Strike = "370.0",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.HK_ZONE)
// }
//}
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data": [
{
"identifier": "AAPL 240628C00160000",
"symbol": "AAPL",
"strike": "160.0",
"right": "call",
"expiry": 1719547200000,
"askPrice": 55.2,
"askSize": 64,
"bidPrice": 53.55,
"bidSize": 68,
"latestPrice": 51.9,
"preClose": 51.15,
"volume": 10,
"high": 51.93,
"low": 51.88,
"open": 51.88,
"openInterest": 20,
"change": 0.75,
"multiplier": 100,
"volatility": "30.95%",
"ratesBonds": 0.051339,
"timestamp": 1719409873221
}
],
"code": 0,
"message": "success",
"timestamp": 1719417365466,
"sign": "TAjVoq4HRzmvX8wx4GLcecd3y4qTQyEqO/QyrbZPnIsKI5fLEIbxXZHcSE+0F1u27ijC4Ct0txcupN7/6gHwQYw8Ca+SK1PrRJmLtzsbQyBaY1kbxQiWNHhvkmL6F/1shK2Gp3/WUcwPz7ZfqbAdmRlacuj7A+cWuRL9EO+lBYI="
}
获取期权K线
对应的请求类：TigerRequest(QuoteApiService.OPTION_KLINE)
说明
获取期权K线。批量参数上限为30
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| market | Market | yes | 市场，只支持US、HK |
| option_query | List<OptionKlineModel> | yes | 期权K线查询条件列表，最大30 |
OptionKlineModel参数结构如下
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbol | string | yes | 股票代码 |
| right | string | yes | 看多或看空（CALL/PUT） |
| expiry | long | yes | 到期时间 |
| strike | string | yes | 行权价 |
| begin_time | long | yes | 开始时间 |
| end_time | long | yes | 结束时间 |
| period | string | no | K线类型，取值范围(day:日K，1min:1分钟，5min:5分钟，30min:30分钟，60min:60分钟) |
| limit | int | no | 分钟线返回最近记录数，默认300，最大1200。如果limit设置大于1200，只会返回1200条数据。日K线暂不支持 |
| sort_dir | string | no | 排序方向，包括：升序，降序，排序方向枚举：排序方向 |
返回TigerOpenAPI.Quote.Response.OptionKlineResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionKlineResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionKlineItem> Data { get; set; }
}
}
返回数据可通过OptionKlineResponse.Data属性访问，返回OptionKlineItem对象，其中TigerOpenAPI.Quote.Response.OptionKlineItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票代码 |
| period | string | 周期 |
| right | string | 看多或看空，取值CALL/PUT |
| strike | string | 行权价 |
| expiry | long | 到期时间，毫秒 |
| items | List<OptionKlinePoint> | 包含OptionKlinePoint的List，OptionKlinePoint为k线数组，包含的具体数据见下文 |
OptionKlinePoint对象属性如下：
| 名称 | 类型 | 说明 |
|---|---|---|
| high | double | 最高价 |
| low | double | 最低价 |
| open | double | 开盘价 |
| close | double | 收盘价 |
| time | long | k线时间 |
| volume | int | 成交量 |
| openInterest | int | 未平仓量（只有日K线有值） |
具体字段可通过对象的属性，如OptionKlinePoint.Volume进行访问, 或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionKlineResponse?> GetOptionKLineV2Async(QuoteClient quoteClient)
{
TigerRequest<OptionKlineResponse> request = new TigerRequest<OptionKlineResponse>()
{
ApiMethodName = QuoteApiService.OPTION_KLINE,
ModelValue = new OptionKlineV2Model()
{
Market = Market.US,
OptionQuery = new List<OptionKlineModel>()
{
new OptionKlineModel() {
Symbol = "AAPL", Right = "CALL", Strike = "170.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE),
BeginTime = DateUtil.ConvertTimestamp("2024-06-24", CustomTimeZone.NY_ZONE),
EndTime = DateUtil.ConvertTimestamp("2024-06-26", CustomTimeZone.NY_ZONE),
Period = OptionKType.min60.Value,
SortDir = SortDir.SortDir_Descend,
Limit = 10
}
}
//Market = Market.HK,
//OptionQuery = new List<OptionKlineModel>()
//{
// new OptionKlineModel() {
// Symbol = "TCH.HK", Right = "CALL", Strike = "370.0",
// Expiry = DateUtil.ConvertTimestamp("2024-06-27", CustomTimeZone.HK_ZONE),
// BeginTime = DateUtil.ConvertTimestamp("2024-05-22", CustomTimeZone.HK_ZONE),
// EndTime = DateUtil.ConvertTimestamp("2024-05-24", CustomTimeZone.HK_ZONE),
// Period = OptionKType.min60.Value,
// Limit = 300
// }
//}
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data": [
{
"symbol": "AAPL",
"strike": "170.0",
"right": "CALL",
"expiry": 1719547200000,
"period": "60min",
"items": [
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719343800000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719340200000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719336600000
},
{
"openInterest": 0,
"open": 40.29,
"high": 40.29,
"low": 40.29,
"close": 40.29,
"volume": 0,
"amount": "NaN",
"time": 1719333000000
},
{
"openInterest": 0,
"open": 39.68,
"high": 40.29,
"low": 39.68,
"close": 40.29,
"volume": 26,
"amount": "NaN",
"time": 1719329400000
},
{
"openInterest": 0,
"open": 39.68,
"high": 39.68,
"low": 39.68,
"close": 39.68,
"volume": 0,
"amount": "NaN",
"time": 1719325800000
},
{
"openInterest": 0,
"open": 39.01,
"high": 39.97,
"low": 39.01,
"close": 39.68,
"volume": 4,
"amount": "NaN",
"time": 1719322200000
},
{
"openInterest": 0,
"open": 39.01,
"high": 39.01,
"low": 39.01,
"close": 39.01,
"volume": 0,
"amount": "NaN",
"time": 1719257400000
},
{
"openInterest": 0,
"open": 38.02,
"high": 39.68,
"low": 38.02,
"close": 39.01,
"volume": 4,
"amount": "NaN",
"time": 1719253800000
},
{
"openInterest": 0,
"open": 38.02,
"high": 38.02,
"low": 38.02,
"close": 38.02,
"volume": 0,
"amount": "NaN",
"time": 1719250200000
}
]
}
],
"code": 0,
"message": "success",
"timestamp": 1719420174285,
"sign": "Of/xzjYFjp/2BGyWf/kNEWV2GKSTie+OFBEoDjKxbSQH8bld9ffgi4Tg4UpDAVn/XDKm2LeiHLjolp7GGJKfVE0pHoy32zlxuw4qlLyv5FIUoZvKmikLDufOrmLvCKtQhymyp186ZZrDAaFWTMXTzG8cfClsKKUnuJybO/0+SaU="
}
获取期权逐笔成交
对应的请求类：TigerRequest(QuoteApiService.OPTION_TRADE_TICK)
说明
获取期权逐笔成交数据。只支持美国市场期权，批量参数上限为30
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbol | string | yes | 股票代码 |
| right | string | yes | 看多或看空（call/put） |
| expiry | long | yes | 到期时间（美国NewYork时间当天0点所对应的毫秒值） |
| strike | string | yes | 行权价 |
返回TigerOpenAPI.Quote.Response.OptionTradeTickResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionTradeTickResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionTradeTickItem> Data { get; set; }
}
}
开盘前半小时可以取到前一个交易日的全部，开盘后是新一天的数据。
返回数据可通过OptionTradeTickResponse.Data属性访问，返回OptionTradeTickItem对象列表，其中TigerOpenAPI.Quote.Response.OptionTradeTickItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 标的股票代码 |
| expiry | long | 到期时间 |
| strike | string | strike price |
| right | string | PUT或CALL |
| items | List<TradeTickPoint> | TradeTickPoint对象列表，每个TradeTickPoint对象对应单条逐笔成交数据 |
TradeTickPoint对象结构如下：
| 名称 | 类型 | 说明 |
|---|---|---|
| price | double | 成交价格 |
| time | long | 成交时间 |
| volume | long | 成交量 |
具体字段可通过对象的属性，如TradeTickPoint.Price进行访问, 或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionTradeTickResponse?> GetOptionTradeTickAsync(QuoteClient quoteClient)
{
TigerRequest<OptionTradeTickResponse> request = new TigerRequest<OptionTradeTickResponse>()
{
ApiMethodName = QuoteApiService.OPTION_TRADE_TICK,
ModelValue = new BatchApiModel<OptionCommonModel>()
{
Items = new List<OptionCommonModel>()
{
new OptionCommonModel() { Symbol = "AAPL", Right = "PUT", Strike = "100.0",
Expiry = DateUtil.ConvertTimestamp("2023-03-17", CustomTimeZone.NY_ZONE)}
}
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data":[
{
"symbol":"AAPL",
"expiry":1679025600000,
"strike":"100.0",
"right":"put",
"items":[
{
"price":0.01,
"time":1677853806520,
"volume":5
},
{
"price":0.01,
"time":1677853807374,
"volume":1
},
{
"price":0.01,
"time":1677853820498,
"volume":1
},
{
"price":0.01,
"time":1677853865354,
"volume":2
},
{
"price":0.01,
"time":1677854154278,
"volume":100
},
{
"price":0.02,
"time":1677854599439,
"volume":1
},
{
"price":0.01,
"time":1677857196976,
"volume":3
},
{
"price":0.01,
"time":1677857351667,
"volume":5
},
{
"price":0.01,
"time":1677857720152,
"volume":5
},
{
"price":0.01,
"time":1677859305126,
"volume":4
},
{
"price":0.01,
"time":1677861301232,
"volume":1
},
{
"price":0.01,
"time":1677861593507,
"volume":3
},
{
"price":0.01,
"time":1677862023653,
"volume":5
},
{
"price":0.01,
"time":1677867442539,
"volume":1
},
{
"price":0.01,
"time":1677868578216,
"volume":1
},
{
"price":0.01,
"time":1677868660689,
"volume":1
},
{
"price":0.01,
"time":1677877019442,
"volume":10
}
]
}
],
"code":0,
"message":"success",
"timestamp":1678107119497,
"sign":"e3MV4FY+ddej+PZjeVSsxEzWJaIOg9jDQF7Zf38XTsAxrmpkDB7vGtTSHeM68klYZcqjTddn+fe4RWnf3ilQE5XEquiNlyBR5BaOPnmBJ2cP0PTy+4KS7oo9KxFeNjkOxnj1MoVq03+F0ex52vJDxBUxIcMA6TxxN2PMaJ33YFQ="
}
获取期权深度行情
对应的请求类：TigerRequest(QuoteApiService.OPTION_DEPTH)
说明
获取期权深度行情数据。只支持美国市场期权，批量参数上限为30
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| market | Market | yes | 市场，只支持US |
| option_basic | List<OptionCommonModel> | yes | 期权四要素列表，最大30 |
OptionCommonModel参数结构如下
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| symbol | string | yes | 股票代码 |
| right | string | yes | 看多或看空（CALL/PUT） |
| expiry | long | yes | 到期时间（美国NewYork时间当天0点所对应的毫秒值） |
| strike | string | yes | 行权价 |
返回TigerOpenAPI.Quote.Response.OptionDepthResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionDepthResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionDepthItem> Data { get; set; }
}
}
返回数据为盘中17个交易所的实时报价。 如果报价为0表示该交易所没有报价
返回数据可通过OptionDepthResponse.Data属性访问，返回OptionDepthItem对象列表，其中TigerOpenAPI.Quote.Response.OptionDepthItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 标的股票代码 |
| expiry | long | 到期时间 |
| strike | string | strike price |
| right | string | PUT或CALL |
| timestamp | long | 数据时间戳 |
| ask | List<OptionDepthOrderBook> | OptionDepthOrderBook对象列表，每个OptionDepthOrderBook对象对应期权交易所的卖盘挂单数据 |
| bid | List<OptionDepthOrderBook> | OptionDepthOrderBook对象列表，每个OptionDepthOrderBook对象对应期权交易所的买盘挂单数据 |
OptionDepthOrderBook对象结构如下：
| 名称 | 类型 | 说明 |
|---|---|---|
| price | double | 委托价 |
| code | string | 期权交易所Code |
| timestamp | long | 交易所时间 |
| volume | int | 委托量 |
具体字段可通过对象的属性，如OptionDepthOrderBook.Price进行访问, 或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionDepthResponse?> GetOptionDepthAsync(QuoteClient quoteClient)
{
TigerRequest<OptionDepthResponse> request = new TigerRequest<OptionDepthResponse>()
{
ApiMethodName = QuoteApiService.OPTION_DEPTH,
ModelValue = new OptionBasicModel()
{
Market = Market.US,
OptionBasic = new List<OptionCommonModel>()
{
new OptionCommonModel() {
Symbol = "AAPL",
Right = "PUT",
Strike = "210.0",
Expiry = DateUtil.ConvertTimestamp("2024-06-28", CustomTimeZone.NY_ZONE)
}
}
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{
"data": [{
"symbol": null,
"expiry": 1719547200000,
"strike": "210.0",
"right": "PUT",
"timestamp": 1719345602509,
"ask": [{
"price": 2.15,
"code": "BX",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 2.16,
"code": "EDGX",
"timestamp": 1719345599683,
"volume": 1,
"count": 0
},
{
"price": 2.2,
"code": "MPRL",
"timestamp": 1719345599915,
"volume": 4,
"count": 0
},
{
"price": 2.23,
"code": "BOX",
"timestamp": 1719345599997,
"volume": 19,
"count": 0
},
{
"price": 2.23,
"code": "ARCA",
"timestamp": 1719345600003,
"volume": 5,
"count": 0
},
{
"price": 2.23,
"code": "AMEX",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.34,
"code": "BZX",
"timestamp": 1719345599973,
"volume": 1,
"count": 0
},
{
"price": 2.34,
"code": "CBOE",
"timestamp": 1719345599915,
"volume": 1,
"count": 0
},
{
"price": 2.35,
"code": "NSDQ",
"timestamp": 1719345599943,
"volume": 13,
"count": 0
},
{
"price": 2.35,
"code": "GEM",
"timestamp": 1719345599973,
"volume": 5,
"count": 0
},
{
"price": 2.39,
"code": "MIAX",
"timestamp": 1719345599991,
"volume": 6,
"count": 0
},
{
"price": 2.39,
"code": "EMLD",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.95,
"code": "ISE",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 2.95,
"code": "PHLX",
"timestamp": 1719345599985,
"volume": 1,
"count": 0
},
{
"price": 4.2,
"code": "C2",
"timestamp": 1719345599997,
"volume": 1,
"count": 0
},
{
"price": 5.0,
"code": "MCRY",
"timestamp": 1719345599883,
"volume": 2,
"count": 0
},
{
"price": 0.0,
"code": "MEMX",
"timestamp": 1719345602509,
"volume": 0,
"count": 0
}],
"bid": [{
"price": 2.14,
"code": "MPRL",
"timestamp": 1719345599915,
"volume": 216,
"count": 0
},
{
"price": 2.14,
"code": "NSDQ",
"timestamp": 1719345599943,
"volume": 26,
"count": 0
},
{
"price": 2.14,
"code": "BOX",
"timestamp": 1719345599997,
"volume": 21,
"count": 0
},
{
"price": 2.14,
"code": "MIAX",
"timestamp": 1719345599991,
"volume": 6,
"count": 0
},
{
"price": 2.14,
"code": "ISE",
"timestamp": 1719345599997,
"volume": 2,
"count": 0
},
{
"price": 2.13,
"code": "BZX",
"timestamp": 1719345599973,
"volume": 51,
"count": 0
},
{
"price": 2.13,
"code": "AMEX",
"timestamp": 1719345600003,
"volume": 1,
"count": 0
},
{
"price": 2.11,
"code": "BX",
"timestamp": 1719345599997,
"volume": 30,
"count": 0
},
{
"price": 2.04,
"code": "CBOE",
"timestamp": 1719345599915,
"volume": 9,
"count": 0
},
{
"price": 2.04,
"code": "ARCA",
"timestamp": 1719345600003,
"volume": 4,
"count": 0
},
{
"price": 2.03,
"code": "PHLX",
"timestamp": 1719345599985,
"volume": 3,
"count": 0
},
{
"price": 2.03,
"code": "EMLD",
"timestamp": 1719345600003,
"volume": 2,
"count": 0
},
{
"price": 1.8,
"code": "EDGX",
"timestamp": 1719345599683,
"volume": 14,
"count": 0
},
{
"price": 1.04,
"code": "C2",
"timestamp": 1719345599997,
"volume": 18,
"count": 0
},
{
"price": 1.04,
"code": "GEM",
"timestamp": 1719345599973,
"volume": 1,
"count": 0
},
{
"price": 0.1,
"code": "MCRY",
"timestamp": 1719345599883,
"volume": 1,
"count": 0
},
{
"price": 0.0,
"code": "MEMX",
"timestamp": 1719345602509,
"volume": 0,
"count": 0
}]
}],
"code": 0,
"message": "success",
"timestamp": 1719394567997,
"sign": "piYFgsldPci3TUrKUMHojkLr3PC3Ehx5lq89L6fR2MtIe+7ed+ZCiFEuO6rAvb4UKdIKRt51ZQDqTUayqmFPO0kbjwn+fK0/XcgZ9a2U939gezkkzhzZ/1xfxx55uvsyehP5TYxt541IX3nZYHmKTbrviy7mI5KJPURDBqlx6yk="
}
获取港股期权名称
对应的请求类：TigerRequest(QuoteApiService.ALL_HK_OPTION_SYMBOLS)
说明
获取港股期权标的名称列表。只支持香港市场
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| market | Market | yes | 市场，只支持HK |
| lang | string | No | 语言支持: zh_CN,zh_TW,en_US, 默认: en_US |
返回TigerOpenAPI.Quote.Response.OptionSymbolResponsesource
结构如下：
namespace TigerOpenAPI.Quote.Response
{
public class OptionSymbolResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<OptionSymbolItem> Data { get; set; }
}
}
返回香港市场所有期权的symbol代码及底层资产标的集合
返回数据可通过OptionSymbolResponse.Data属性访问，返回OptionSymbolItem对象列表，其中TigerOpenAPI.Quote.Response.OptionSymbolItem 属性如下:
| 名称 | 类型 | 说明 |
|---|---|---|
| symbol | string | 期权四要素的symbol |
| name | string | 标的名称 |
| underlyingSymbol | string | 底层资产标的代码 |
具体字段可通过对象的属性，如OptionSymbolItem.Symbol进行访问, 或通过对象的JsonConvert.SerializeObject()方法转换为字符串
示例
static async Task<OptionSymbolResponse?> GetHKOptionSymbolsAsync(QuoteClient quoteClient)
{
TigerRequest<OptionSymbolResponse> request = new TigerRequest<OptionSymbolResponse>()
{
ApiMethodName = QuoteApiService.ALL_HK_OPTION_SYMBOLS,
ModelValue = new OptionModel()
{
Market = Market.HK,
Lang = Language.en_US
}
};
return await quoteClient.ExecuteAsync(request);
}
返回示例
{"data":[{"symbol":"ALC.HK","name":"ALC","underlyingSymbol":"02600"},{"symbol":"CRG.HK","name":"CRG","underlyingSymbol":"00390"},{"symbol":"PAI.HK","name":"PAI","underlyingSymbol":"02318"},{"symbol":"XCC.HK","name":"XCC","underlyingSymbol":"00939"},{"symbol":"XTW.HK","name":"XTW","underlyingSymbol":"00788"},{"symbol":"SHL.HK","name":"SHL","underlyingSymbol":"00968"},{"symbol":"GHL.HK","name":"GHL","underlyingSymbol":"00868"},{"symbol":"HEX.HK","name":"HEX","underlyingSymbol":"00388"},{"symbol":"ACC.HK","name":"ACC","underlyingSymbol":"00914"},{"symbol":"STC.HK","name":"STC","underlyingSymbol":"02888"},{"symbol":"VNK.HK","name":"VNK","underlyingSymbol":"02202"},{"symbol":"CLI.HK","name":"CLI","underlyingSymbol":"02628"},{"symbol":"LNK.HK","name":"LNK","underlyingSymbol":"00823"},{"symbol":"SMC.HK","name":"SMC","underlyingSymbol":"00981"},{"symbol":"BEA.HK","name":"BEA","underlyingSymbol":"00023"},{"symbol":"TRP.HK","name":"TRP","underlyingSymbol":"09961"},{"symbol":"GWM.HK","name":"GWM","underlyingSymbol":"02333"},{"symbol":"NBM.HK","name":"NBM","underlyingSymbol":"03323"},{"symbol":"ANA.HK","name":"ANA","underlyingSymbol":"02020"},{"symbol":"CMB.HK","name":"CMB","underlyingSymbol":"03968"},{"symbol":"HNP.HK","name":"HNP","underlyingSymbol":"00902"},{"symbol":"HEH.HK","name":"HEH","underlyingSymbol":"00006"},{"symbol":"MET.HK","name":"MET","underlyingSymbol":"03690"},{"symbol":"SHZ.HK","name":"SHZ","underlyingSymbol":"02313"},{"symbol":"SNP.HK","name":"SNP","underlyingSymbol":"01099"},{"symbol":"INB.HK","name":"INB","underlyingSymbol":"01801"},{"symbol":"CRL.HK","name":"CRL","underlyingSymbol":"01109"},{"symbol":"ALH.HK","name":"ALH","underlyingSymbol":"00241"},{"symbol":"AAC.HK","name":"AAC","underlyingSymbol":"02018"},{"symbol":"WWC.HK","name":"WWC","underlyingSymbol":"00151"},{"symbol":"CTB.HK","name":"CTB","underlyingSymbol":"00998"},{"symbol":"NWD.HK","name":"NWD","underlyingSymbol":"00017"},{"symbol":"HSB.HK","name":"HSB","underlyingSymbol":"00011"},{"symbol":"LEN.HK","name":"LEN","underlyingSymbol":"00992"},{"symbol":"COS.HK","name":"COS","underlyingSymbol":"01919"},{"symbol":"HDO.HK","name":"HDO","underlyingSymbol":"06862"},{"symbol":"BOC.HK","name":"BOC","underlyingSymbol":"02388"},{"symbol":"CSA.HK","name":"CSA","underlyingSymbol":"02822"},{"symbol":"XAB.HK","name":"XAB","underlyingSymbol":"01288"},{"symbol":"CKH.HK","name":"CKH","underlyingSymbol":"00001"},{"symbol":"MIU.HK","name":"MIU","underlyingSymbol":"01810"},{"symbol":"AIR.HK","name":"AIR","underlyingSymbol":"00753"},{"symbol":"CKP.HK","name":"CKP","underlyingSymbol":"01113"},{"symbol":"CHU.HK","name":"CHU","underlyingSymbol":"00762"},{"symbol":"GLI.HK","name":"GLI","underlyingSymbol":"01772"},{"symbol":"LNI.HK","name":"LNI","underlyingSymbol":"02331"},{"symbol":"LAU.HK","name":"LAU","underlyingSymbol":"02015"},{"symbol":"BYD.HK","name":"BYD","underlyingSymbol":"01211"},{"symbol":"ZSH.HK","name":"ZSH","underlyingSymbol":"00881"},{"symbol":"CGN.HK","name":"CGN","underlyingSymbol":"01816"},{"symbol":"MOL.HK","name":"MOL","underlyingSymbol":"03993"},{"symbol":"CPA.HK","name":"CPA","underlyingSymbol":"00293"},{"symbol":"KLE.HK","name":"KLE","underlyingSymbol":"00135"},{"symbol":"CPI.HK","name":"CPI","underlyingSymbol":"02601"},{"symbol":"CTC.HK","name":"CTC","underlyingSymbol":"00728"},{"symbol":"MTR.HK","name":"MTR","underlyingSymbol":"00066"},{"symbol":"PEC.HK","name":"PEC","underlyingSymbol":"00857"},{"symbol":"PEN.HK","name":"PEN","underlyingSymbol":"09868"},{"symbol":"MEN.HK","name":"MEN","underlyingSymbol":"02319"},{"symbol":"TCH.HK","name":"TCH","underlyingSymbol":"00700"},{"symbol":"SUN.HK","name":"SUN","underlyingSymbol":"01918"},{"symbol":"PHT.HK","name":"PHT","underlyingSymbol":"01833"},{"symbol":"CTS.HK","name":"CTS","underlyingSymbol":"06030"},{"symbol":"BCM.HK","name":"BCM","underlyingSymbol":"03328"},{"symbol":"A50.HK","name":"A50","underlyingSymbol":"02823"},{"symbol":"RFP.HK","name":"RFP","underlyingSymbol":"02777"},{"symbol":"COL.HK","name":"COL","underlyingSymbol":"00688"},{"symbol":"CDA.HK","name":"CDA","underlyingSymbol":"01359"},{"symbol":"BYE.HK","name":"BYE","underlyingSymbol":"00285"},{"symbol":"JDH.HK","name":"JDH","underlyingSymbol":"06618"},{"symbol":"CCE.HK","name":"CCE","underlyingSymbol":"01898"},{"symbol":"CRC.HK","name":"CRC","underlyingSymbol":"01186"},{"symbol":"HCF.HK","name":"HCF","underlyingSymbol":"02828"},{"symbol":"HKG.HK","name":"HKG","underlyingSymbol":"00003"},{"symbol":"XBC.HK","name":"XBC","underlyingSymbol":"03988"},{"symbol":"XPB.HK","name":"XPB","underlyingSymbol":"01658"},{"symbol":"WEB.HK","name":"WEB","underlyingSymbol":"09898"},{"symbol":"GAH.HK","name":"GAH","underlyingSymbol":"00175"},{"symbol":"CPC.HK","name":"CPC","underlyingSymbol":"00386"},{"symbol":"EVG.HK","name":"EVG","underlyingSymbol":"03333"},{"symbol":"PIC.HK","name":"PIC","underlyingSymbol":"02328"},{"symbol":"SAN.HK","name":"SAN","underlyingSymbol":"01928"},{"symbol":"BUD.HK","name":"BUD","underlyingSymbol":"01876"},{"symbol":"HKB.HK","name":"HKB","underlyingSymbol":"00005"},{"symbol":"MGM.HK","name":"MGM","underlyingSymbol":"02282"},{"symbol":"CHT.HK","name":"CHT","underlyingSymbol":"00941"},{"symbol":"PIN.HK","name":"PIN","underlyingSymbol":"01339"},{"symbol":"XIC.HK","name":"XIC","underlyingSymbol":"01398"},{"symbol":"GAC.HK","name":"GAC","underlyingSymbol":"02238"},{"symbol":"KDS.HK","name":"KDS","underlyingSymbol":"00268"},{"symbol":"COG.HK","name":"COG","underlyingSymbol":"02007"},{"symbol":"SBO.HK","name":"SBO","underlyingSymbol":"01177"},{"symbol":"WHL.HK","name":"WHL","underlyingSymbol":"00004"},{"symbol":"CSE.HK","name":"CSE","underlyingSymbol":"01088"},{"symbol":"SET.HK","name":"SET","underlyingSymbol":"00020"},{"symbol":"SWA.HK","name":"SWA","underlyingSymbol":"00019"},{"symbol":"ZJM.HK","name":"ZJM","underlyingSymbol":"02899"},{"symbol":"MSB.HK","name":"MSB","underlyingSymbol":"01988"},{"symbol":"GLX.HK","name":"GLX","underlyingSymbol":"00027"},{"symbol":"DFM.HK","name":"DFM","underlyingSymbol":"00489"},{"symbol":"CIT.HK","name":"CIT","underlyingSymbol":"00267"},{"symbol":"CNC.HK","name":"CNC","underlyingSymbol":"00883"},{"symbol":"BIU.HK","name":"BIU","underlyingSymbol":"09888"},{"symbol":"CCC.HK","name":"CCC","underlyingSymbol":"01800"},{"symbol":"HGN.HK","name":"HGN","underlyingSymbol":"01044"},{"symbol":"NTE.HK","name":"NTE","underlyingSymbol":"09999"},{"symbol":"SNO.HK","name":"SNO","underlyingSymbol":"02382"},{"symbol":"TRF.HK","name":"TRF","underlyingSymbol":"02800"},{"symbol":"HAI.HK","name":"HAI","underlyingSymbol":"06837"},{"symbol":"WHG.HK","name":"WHG","underlyingSymbol":"00288"},{"symbol":"HLD.HK","name":"HLD","underlyingSymbol":"00012"},{"symbol":"CSP.HK","name":"CSP","underlyingSymbol":"01093"},{"symbol":"KSO.HK","name":"KSO","underlyingSymbol":"03888"},{"symbol":"YZC.HK","name":"YZC","underlyingSymbol":"01171"},{"symbol":"SHK.HK","name":"SHK","underlyingSymbol":"00016"},{"symbol":"JXC.HK","name":"JXC","underlyingSymbol":"00358"},{"symbol":"ALB.HK","name":"ALB","underlyingSymbol":"09988"},{"symbol":"BLI.HK","name":"BLI","underlyingSymbol":"09626"},{"symbol":"CLP.HK","name":"CLP","underlyingSymbol":"00002"},{"symbol":"ZAO.HK","name":"ZAO","underlyingSymbol":"06060"},{"symbol":"JDC.HK","name":"JDC","underlyingSymbol":"09618"},{"symbol":"NFU.HK","name":"NFU","underlyingSymbol":"09633"},{"symbol":"AIA.HK","name":"AIA","underlyingSymbol":"01299"},{"symbol":"KST.HK","name":"KST","underlyingSymbol":"01024"},{"symbol":"NCL.HK","name":"NCL","underlyingSymbol":"01336"},{"symbol":"TIC.HK","name":"TIC","underlyingSymbol":"00669"},{"symbol":"WXB.HK","name":"WXB","underlyingSymbol":"02269"},{"symbol":"AMC.HK","name":"AMC","underlyingSymbol":"03188"}],"code":0,"message":"success","timestamp":1719403742527,"sign":"E7n8MHnVK6rY6N4kPqI7VaErBLIvqVSjukki00zabPmq1o42/pvv2k6IQXOWX8PomddpOhneeHY4J9INaiGIPG9nRHP1pYwFPUxdjd4mvLGk9Ynyf8lBNO+7ZL+dT7kd0YXgzk8dq5xfNIU4TbmelIAA6oK9YTNZs9zQpsmLjv0="}
期权指标计算
说明
计算所选期权的各类指标
参数
| 参数 | 类型 | 是否必填 | 描述 |
|---|---|---|---|
| client | object | yes | SDK QuoteClient |
| symbol | string | yes | 股票代码 |
| right | string | yes | 看多或看空（CALL/PUT） |
| strike | string | yes | 行权价 |
| expiry | long | yes | 到期时间（美国NewYork时间当天0点所对应的毫秒值） |
| underlyingSymbol | string | no | 底层次产标的，默认为symbol的值 |
返回
| 名称 | 类型 | 说明 |
|---|---|---|
| delta | double | 希腊字母delta |
| gamma | double | 希腊字母gamma |
| theta | double | 希腊字母theta |
| vega | double | 希腊字母vega |
| insideValue | double | 内在价值 |
| timeValue | double | 时间价值 |
| leverage | double | 杠杆率 |
| openInterest | int | 未平仓量 |
| historyVolatility | double | 历史波动率，百分比数值 |
| premiumRate | double | 溢价率，百分比数值 |
| profitRate | double | 买入盈利率，百分比数值 |
| volatility | double | 隐含波动率，百分比数值 |
示例
OptionFundamentals? optionFundamentals = OptionCalcUtil.GetOptionFundamentals(
quoteClient, "TSLA", "CALL", "255.0", "2023-08-11");
ApiLogger.Info("response:" + JsonConvert.SerializeObject(optionFundamentals));
返回示例
{
"delta":0.5035072708197293,
"gamma":0.02147811316468654,
"theta":-0.3935812692492685,
"vega":0.16664060027998048,
"rho":3.263976913948943,
"predictedValue":0,
"timeValue":6.975,
"premiumRate":3.09511628822164, //百分比形式，表示为 3.095%
"profitRate":34.57023177182204, //百分比形式，表示为 34.57%
"volatility":44.464111328125, //百分比形式，表示为 44.46%
"leverage":18.343545890752896,
"insideValue":0,
"historyVolatility":48.78, //百分比形式，表示为 48.78%
"openInterest":614
}