Options Quote
get_option_expiration Get Option Expiration Dates
value QuoteClient::get_option_expiration(const value &symbols)
Description
Get all option expiration dates for specified underlying symbols
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbols | value | Yes | Underlying symbol code array, e.g., value::array({value::string(U("AAPL"))}) |
Return
web::json::value JSON object containing expiration date list
Example
#include "tigerapi/quote_client.h"
#include "tigerapi/client_config.h"
using namespace TIGER_API;
ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);
value symbols = value::array();
symbols[0] = value::string(U("AAPL"));
value result = quote_client.get_option_expiration(symbols);
ucout << result.serialize() << std::endl;get_option_chain Get Option Chain
value QuoteClient::get_option_chain(const utility::string_t symbol, utility::string_t expiry, value option_filter)
Description
Get option chain data for a specified underlying and expiration date
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbol | utility::string_t | Yes | Underlying symbol, e.g., U("AAPL") |
| expiry | time_t or utility::string_t | Yes | Expiration date, timestamp (milliseconds) or date string e.g., U("2024-06-21") |
| option_filter | value | No | Filter conditions JSON object, default value::null() |
option_filter Filter Conditions
| Field | Type | Description |
|---|---|---|
| implied_volatility_min | double | Minimum implied volatility |
| implied_volatility_max | double | Maximum implied volatility |
| delta_min | double | Minimum Delta |
| delta_max | double | Maximum Delta |
| open_interest_min | int | Minimum open interest |
| open_interest_max | int | Maximum open interest |
| in_the_money | bool | Whether in-the-money options only |
Return
web::json::value JSON object
Example
ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);
// Without filter conditions
value result = quote_client.get_option_chain(U("AAPL"), U("2024-06-21"));
ucout << result.serialize() << std::endl;
// With filter conditions
value filter = value::object();
filter[U("in_the_money")] = value::boolean(true);
value result2 = quote_client.get_option_chain(U("AAPL"), U("2024-06-21"), filter);get_option_brief Get Option Quote Snapshot
value QuoteClient::get_option_brief(value identifiers)
Description
Get real-time option quote snapshot
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| identifiers | value or utility::string_t | Yes | Option identifier, supports single string or array. e.g., U("AAPL 240621C00190000") |
Return
web::json::value JSON object
Example
ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);
value result = quote_client.get_option_brief(U("AAPL 240621C00190000"));
ucout << result.serialize() << std::endl;get_option_kline Get Option K-line
vector<Kline> QuoteClient::get_option_kline(value identifiers, time_t begin_time, time_t end_time)
Description
Get K-line data for option contracts
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| identifiers | value | Yes | Option identifier array |
| begin_time | time_t | Yes | Start timestamp (milliseconds) |
| end_time | time_t | No | End timestamp (milliseconds), default 4070880000000 |
Return
web::json::value JSON object, or vector<Kline> Kline object list
Example
ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);
value identifiers = value::array();
identifiers[0] = value::string(U("AAPL 240621C00190000"));
vector<Kline> klines = quote_client.get_option_kline(identifiers, 1700000000000);get_option_trade_tick Get Option Trade Ticks
value QuoteClient::get_option_trade_tick(value identifiers)
Description
Get tick-by-tick trade data for option contracts
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| identifiers | value | Yes | Option identifier array |
Return
web::json::value JSON object
get_option_depth Get Option Depth Quote
value QuoteClient::get_option_depth(const value &symbols, utility::string_t market)
Description
Get depth quote data for options
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbols | value | Yes | Option identifier array |
| market | utility::string_t | No | Market, default U("US") |
Return
web::json::value JSON object
get_option_timeline Get Option Timeline
value QuoteClient::get_option_timeline(const value &symbols, utility::string_t market, time_t begin_time)
Description
Get intraday data for options
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbols | value | Yes | Option identifier array |
| market | utility::string_t | No | Market, default U("US") |
| begin_time | time_t | No | Start timestamp, default -1 |
Return
web::json::value JSON object
Updated 1 day ago