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# 轮证筛选器 对应的请求类：TigerRequest(QuoteApiService.WARRANT_FILTER) 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0page_sizeintNo每页数量，默认50sort_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_Ascendwarrant_typeSetNo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-MMstateintNo状态，0 全部, 1 正常, 2 终止交易, 3 等待上市，默认0in_out_priceSetNo1：价内（包含平值），-1：价外lot_sizeSetNo每手股数entitlement_ratioSetNo换股比率strikeRangeNo行权价区间effective_leverageRangeNo有效杠杆区间leverage_ratioRangeNo杠杆比例区间call_priceRangeNo回收价区间volumeRangeNo成交量区间premiumRangeNo溢价区间outstanding_ratioRangeNo街货比区间implied_volatilityRangeNo隐含波动率区间返回TigerOpenAPI.Quote.Response.WarrantFilterResponsesourceopen in new window 结构如下： namespace TigerOpenAPI.Quote.Response { public class WarrantFilterResponse : TigerResponse { [JsonProperty(PropertyName = "data")] public WarrantFilterItem Data { get; set; } } }返回数据可通过WarrantFilterResponse.Data属性访问，返回WarrantFilterItem对象，其中TigerOpenAPI.Quote.Response.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发行商名称expireDateList到期日lotSizeList每手股数entitlementRatioList换股比率leverageRatioRange杠杆比率范围strikeRange行权价范围premiumRange溢价范围outstandingRatioRange街货比范围impliedVolatilityRange隐含波动率范围effectiveLeverageRange有效杠杆范围callPriceRange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：IOPTmarketstring市场，HKentitlementRatiodouble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属性，如WarrantItem.Symbol进行访问 示例 static async Task FilterWarrantAsync(QuoteClient quoteClient) { TigerRequest request = new TigerRequest() { ApiMethodName = QuoteApiService.WARRANT_FILTER, ModelValue = new WarrantFilterModel() { Symbol = "00700", Lang = Language.zh_CN, SortFieldName = "expireDate", SortDir = SortDir.SortDir_Descend, WarrantType = new HashSet() { (int)WarrantType.Bull }, IssuerName = "高盛", Strike = new Range(300, 320.0), Page = 0, PageSize = 10 } }; return await quoteClient.ExecuteAsync(request); }返回示例 { "data":{ "page":0, "totalPage":1, "totalCount":2, "items":[ { "symbol":"68723", "name":"腾讯高盛四三牛B.C", "type":"Bull", "secType":"IOPT", "market":"HK", "entitlementRatio":500, "entitlementPrice":45, "premium":0.014566, "breakevenPoint":362.2, "callPrice":320, "beforeCallLevel":0.115625, "expireDate":"2024-03-28", "lastTradingDate":"2024-03-27", "state":"Normal", "changeRate":-0.142857, "change":-0.015, "latestPrice":0.09, "volume":3530000, "amount":358480, "outstandingRatio":0.0065, "lotSize":5000, "strike":"317.2", "inOutPrice":0.125473, "delta":0, "leverageRatio":7.933333, "effectiveLeverage":0, "impliedVolatility":0 }, { "symbol":"68722", "name":"腾讯高盛四三牛A.C", "type":"Bull", "secType":"IOPT", "market":"HK", "entitlementRatio":500, "entitlementPrice":56, "premium":0.017367, "breakevenPoint":363.2, "callPrice":310, "beforeCallLevel":0.151613, "expireDate":"2024-03-28", "lastTradingDate":"2024-03-27", "state":"Normal", "changeRate":-0.111111, "change":-0.014, "latestPrice":0.112, "volume":3560000, "amount":411775, "outstandingRatio":0.0356, "lotSize":5000, "strike":"307.2", "inOutPrice":0.162109, "delta":0, "leverageRatio":6.375, "effectiveLeverage":0, "impliedVolatility":0 } ], "bounds":{ "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" ], "expireDate":[ "2026-01", "2025-12", "2025-09", "2025-08", "2024-12", "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" ], "lotSize":[ 1000, 5000, 10000, 50000 ], "entitlementRatio":[ 47.483, 92.166, 94.967, 100, 460.829, 474.834, 500 ], "leverageRatio":{ "min":1.418569, "max":751.84803 }, "strike":{ "min":111.301, "max":717.11 }, "premium":{ "min":-0.167507, "max":1.012842 }, "outstandingRatio":{ "min":0, "max":1 }, "impliedVolatility":{ "min":0, "max":252.155 }, "effectiveLeverage":{ "min":-14.994, "max":51.765 }, "callPrice":{ "min":113.96, "max":520 } } }, "code":0, "message":"success", "timestamp":1678180669797, "sign":"oaPHlkLI44Yfg2BPCp7fNsXgnTeDC/5+cBX109/eRbbtA8gVih4r4E0dCn9BgTkyo/fGRMIpMu0mq0clckybFFV/+83Q3rW9CaoimHEJzvTwcK8nkwI6gTz5EfipXUWJUnFy5/BDtmcISQ9oIkKSIuVAaI/Dk+EMEIlx7ClVO6Y=" } # 获取轮证行情对应的请求类：TigerRequest(QuoteApiService.WARRANT_REAL_TIME_QUOTE) 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symbolsListyes轮证标的代码,上限为50个返回TigerOpenAPI.Quote.Response.WarrantQuoteResponsesourceopen in new window 结构如下： namespace TigerOpenAPI.Quote.Response { public class WarrantQuoteResponse : TigerResponse { [JsonProperty(PropertyName = "data")] public WarrantQuoteItem Data { get; set; } } }返回数据可通过WarrantQuoteResponse.Data属性访问，返回WarrantQuoteItem对象，其中items属性列表的TigerOpenAPI.Quote.Response.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-ddstrikestring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属性，如WarrantQuote.Symbol进行访问 示例 static async Task GetWarrantQuoteAsync(QuoteClient quoteClient) { TigerRequest request = new TigerRequest() { ApiMethodName = QuoteApiService.WARRANT_REAL_TIME_QUOTE, ModelValue = new WarrantQuoteModel() { Symbols = new List() { "68723", "68722" }, Lang = Language.zh_CN } }; return await quoteClient.ExecuteAsync(request); }返回示例 { "data":{ "items":[ { "symbol":"68723", "name":"腾讯高盛四三牛B.C", "exchange":"SEHK", "secType":"IOPT", "market":"HK", "currency":"HKD", "expiry":"2024-03-28", "strike":"317.2", "right":"CALL", "multiplier":5000, "lastTradingDate":1711468800000, "entitlementRatio":500, "entitlementPrice":45, "minTick":0.001, "listingDate":1673280000000, "callPrice":320, "halted":"Normal", "underlyingSymbol":"00700", "timestamp":1678176488065, "latestPrice":0.09, "preClose":0.105, "open":0.099, "high":0.115, "low":0.087, "volume":3530000, "amount":358480, "premium":0.014566, "outstandingRatio":0.0065, "impliedVolatility":"NaN", "inOutPrice":0.125473, "delta":"NaN", "leverageRatio":7.933333, "breakevenPoint":362.2 }, { "symbol":"68722", "name":"腾讯高盛四三牛A.C", "exchange":"SEHK", "secType":"IOPT", "market":"HK", "currency":"HKD", "expiry":"2024-03-28", "strike":"307.2", "right":"CALL", "multiplier":5000, "lastTradingDate":1711468800000, "entitlementRatio":500, "entitlementPrice":56, "minTick":0.001, "listingDate":1673280000000, "callPrice":310, "halted":"Normal", "underlyingSymbol":"00700", "timestamp":1678176488065, "latestPrice":0.112, "preClose":0.126, "open":0.121, "high":0.132, "low":0.109, "volume":3560000, "amount":411775, "premium":0.017367, "outstandingRatio":0.0356, "impliedVolatility":"NaN", "inOutPrice":0.162109, "delta":"NaN", "leverageRatio":6.375, "breakevenPoint":363.2 } ] }, "code":0, "message":"success", "timestamp":1678181939808, "sign":"pWm6NThfBa2jjR4p2o5jiwoBx/r0EuPDMcVBYASH7BCXfqsZx1OXqRrD/NRPJHPTCylGzZ4djQkYQPIzzfrQQQ2fTJJHR6SnR79dW7s9QSsjqwgyReH/u8xif8cXa7jlWK5k12IOOsOvtz9C4OTJhOmbPotN76MaZAI5DYXSQRo=" } |
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