窝轮牛熊证

大约 5 分钟

轮证筛选器

对应的请求类：WarrantFilterRequest

说明

获取窝轮牛熊证行情列表数据，支持按不同字段排序和筛选轮证。

参数

参数类型是否必填描述
symbolstringYes正股股票代码
pageintNo页码，从0开始，默认为0
page_sizeintNo每页数量，默认50
sort_field_namestringNo排序字段，默认expireDate（参照返回对象WarrantItem的字段）
sort_dirSortDirNo排序顺序，枚举SortDir_Ascend/SortDir_Descend ,默认SortDir_Ascend
warrant_typeSet<Integer>No类型WarrantType（1:Call, 2: Put, 3: Bull, 4: Bear, 0: All），默认全部
issuer_namestringNo发行商（参照返回FilterBounds实例的issuerName字段），默认全部
expire_ymstringNo到期日，格式为yyyy-MM
stateintNo状态，0 全部, 1 正常, 2 终止交易, 3 等待上市，默认0
in_out_priceSet<Integer>No1：价内（包含平值），-1：价外
lot_sizeSet<Integer>No每手股数
entitlement_ratioSet<Double>No换股比率
strikeRange<Double>No行权价区间
effective_leverageRange<Double>No有效杠杆区间
leverage_ratioRange<Double>No杠杆比例区间
call_priceRange<Double>No回收价区间
volumeRange<Long>No成交量区间
premiumRange<Double>No溢价区间
outstanding_ratioRange<Double>No街货比区间
implied_volatilityRange<Double>No隐含波动率区间

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

结构如下：

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

返回数据可通过WarrantFilterResponse.getItem()方法访问，返回WarrantFilterItem对象，其中com.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantFilterItem 属性如下:

名称类型说明
pageint页码
totalPageint总页数
totalCountint数据总数
boundsFilterBounds请求可设置的过滤条件，说明见下文
itemsList<WarrantItem>列表，包含WarrantItem对象，轮证数据，说明见下文

FilterBounds对象结构：

名称类型说明
issuerNameList<String>发行商名称
expireDateList<String>到期日
lotSizeList<Integer>每手股数
entitlementRatioList<Double>换股比率
leverageRatioRange<Double>杠杆比率范围
strikeRange<Double>行权价范围
premiumRange<Double>溢价范围
outstandingRatioRange<Double>街货比范围
impliedVolatilityRange<Double>隐含波动率范围
effectiveLeverageRange<Double>有效杠杆范围
callPriceRange<Double>回收价范围

WarrantItem对象结构：

名称类型说明
symbolstring标的股票代码
namestring标的名称
typeWarrantType类型，1：认购，2：认沽，3：牛证，4：熊证
secTypestring合约类型，窝轮：WAR/牛熊证：IOPT
marketstring市场，HK
entitlementRatiodouble换股比率
entitlementPricedouble换股价
premiumdouble溢价
breakevenPointdouble到期盈亏平衡点
callPricedouble回收价（仅牛熊证）
beforeCallLeveldouble距回收价（百分比，比如0.196875，含义为19.6875%）
expireDatestring到期日
lastTradingDatestring最后交易日
stateWarrantState状态，1 正常, 2 终止交易, 3 等待上市
changeRatedouble涨跌幅
changedouble涨跌额
latestPricedouble最新价
volumelong成交量
outstandingRatiodouble街货比
lotSizeint每手股数
strikedouble行权价
inOutPricedouble价内（大于0）/价外（小于0）
deltadouble对冲值
leverageRatiodouble杠杆比率
effectiveLeveragedouble有效杠杆
impliedVolatilitydouble隐含波动率

具体字段可通过对象的get方法，如getSymbol()进行访问

示例

    WarrantFilterRequest request = WarrantFilterRequest.newRequest("00700");
    request.lang(Language.zh_CN);
    request.sortFieldName("expireDate");
    request.sortDir(SortDir.SortDir_Descend);
    request.warrantType(WarrantType.Bull);
    request.issuerName("高盛");
    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());
    }

返回示例

{
    "code":0,
    "data":{
        "bounds":{
            "callPrice":{
                "max":520,
                "min":113.96
            },
            "effectiveLeverage":{
                "max":16.116,
                "min":-14.076
            },
            "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":[
                "东亚",
                "法巴",
                "法兴",
                "高盛",
                "国君",
                "海通",
                "花旗",
                "汇丰",
                "麦银",
                "摩利",
                "摩通",
                "瑞通",
                "瑞信",
                "瑞银",
                "星展",
                "中银"
            ],
            "leverageRatio":{
                "max":823.452604,
                "min":1.372409
            },
            "lotSize":[
                1000,
                5000,
                10000,
                50000
            ],
            "outstandingRatio":{
                "max":1,
                "min":0
            },
            "premium":{
                "max":0.848338,
                "min":-0.340153
            },
            "strike":{
                "max":717.11,
                "min":111.301
            }
        },
        "items":[
            {
                "amount":391370,
                "beforeCallLevel":0.221875,
                "breakevenPoint":401.2,
                "callPrice":320,
                "change":0.033,
                "changeRate":0.244444,
                "entitlementPrice":84,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.232661,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.168,
                "leverageRatio":4.654762,
                "lotSize":5000,
                "market":"HK",
                "name":"腾讯高盛四三牛B.C",
                "outstandingRatio":0.0023,
                "premium":0.026087,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"317.2",
                "symbol":"68723",
                "type":"Bull",
                "volume":2460000
            },
            {
                "amount":341700,
                "beforeCallLevel":0.26129,
                "breakevenPoint":402.7,
                "callPrice":310,
                "change":0.035,
                "changeRate":0.224359,
                "entitlementPrice":95.5,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.272786,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.191,
                "leverageRatio":4.094241,
                "lotSize":5000,
                "market":"HK",
                "name":"腾讯高盛四三牛A.C",
                "outstandingRatio":0.0111,
                "premium":0.029923,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"307.2",
                "symbol":"68722",
                "type":"Bull",
                "volume":1870000
            }
        ],
        "page":0,
        "totalCount":2,
        "totalPage":1
    },
    "message":"success",
    "sign":"l8TsgnaHBThS1X3oQKyLAt+rKEqnY/bW4S/e2U0o5Zmvpr0NgcR86cbWXHSwr1eNIh9ffR0hPlE1j6cbZp2ClrUzDvBT/rIu+mSfIZDg7qTZ9I340VTlk1pIWQzc28Iickx+pzVd0k9tMsIF/hnoiBXfpiyywYa7pa/pLhIcHo8=",
    "success":true,
    "timestamp":1676522644671
}

获取轮证行情

对应的请求类：WarrantQuoteRequest

说明

获取窝轮牛熊证实时行情

参数

参数类型是否必填描述
symbolsList<String>yes轮证标的代码,上限为50个

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

结构如下：

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

返回数据可通过TigerResponse.getItem()方法访问，返回WarrantQuoteItem对象，其中items属性列表的com.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantQuote 属性如下:

字段类型说明
symbolstring标的代码
namestring标的名称
exchangestring交易所
marketstring市场
secTypestring合约类型
currencystring币种
expirystring到期日 yyyy-MM-dd
strikestring行权价
rightstring方向 (PUT/CALL)
multiplierdouble每手数量
lastTradingDatelong最后交易日时间戳
entitlementRatiodouble换股比率
entitlementPricedouble换股价
minTickdouble股价最小变动单位
listingDatelong上市日期的时间戳
callPricedouble回收价*（仅牛熊证）*
haltedHaltedStatus是否停牌。0: 正常 3: 停牌 4: 退市
underlyingSymbolstring底层资产代码
timestamplong时间戳
latestPricedouble最新价格
preClosedouble前一交易日收盘价
opendouble开盘价
highdouble最高价
lowdouble最低价
volumelong成交量
amountdouble成交额
premiumdouble溢价
outstandingRatiodouble街货比
impliedVolatilitydouble隐含波动率（仅窝轮支持）
inOutPricedouble价内/价外
deltadouble对冲值（仅窝轮支持）
leverageRatiodouble杠杆率
breakevenPointdouble到期盈亏平衡点

具体字段可通过对象的get方法，如getSymbol()进行访问

示例

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

返回示例

{
    "code":0,
    "data":{
        "items":[
            {
                "amount":391370,
                "breakevenPoint":401.2,
                "callPrice":320,
                "currency":"HKD",
                "entitlementPrice":84,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.171,
                "inOutPrice":0.232661,
                "lastTradingDate":1711468800000,
                "latestPrice":0.168,
                "leverageRatio":4.654762,
                "listingDate":1673280000000,
                "low":0.142,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"腾讯高盛四三牛B.C",
                "open":0.142,
                "outstandingRatio":0.0023,
                "preClose":0.135,
                "premium":0.026087,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"317.2",
                "symbol":"68723",
                "timestamp":1676521860314,
                "underlyingSymbol":"00700",
                "volume":2460000
            },
            {
                "amount":341700,
                "breakevenPoint":402.7,
                "callPrice":310,
                "currency":"HKD",
                "entitlementPrice":95.5,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.193,
                "inOutPrice":0.272786,
                "lastTradingDate":1711468800000,
                "latestPrice":0.191,
                "leverageRatio":4.094241,
                "listingDate":1673280000000,
                "low":0.172,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"腾讯高盛四三牛A.C",
                "open":0.172,
                "outstandingRatio":0.0111,
                "preClose":0.156,
                "premium":0.029923,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"307.2",
                "symbol":"68722",
                "timestamp":1676521860314,
                "underlyingSymbol":"00700",
                "volume":1870000
            }
        ]
    },
    "message":"success",
    "sign":"af55ER5QJh0jv3iELe01l+Kfw/qt6DJTGOaLeMgJMgqZ/xWH+ELVfHEEscnTa4YkQE3DDJN78Nln7gUFIaMK9NeoC2JNgT3gUUiDEgHhaWmSGerEd56srOZiEC90yIEKSBn8sIrW2ZTs1c/8jyu9QBraxcWnnb4NoopOTL7hXXg=",
    "success":true,
    "timestamp":1676522864184
}
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