Options

Return models

Response models serialize with camelCase; the tables use SDK Rust field names. Later endpoints reference these tables instead of repeating models.

`ImpliedVolMetric`

Field	Rust type	Description
period	String	Metric period
percentile	f64	Percentile
rank	f64	Rank

`OptionVolatilityPoint`

Field	Rust type	Description
implied_vol	f64	Implied volatility
percentile	f64	Percentile
rank	f64	Rank
his_volatility	f64	Historical volatility
timestamp	i64	Unix timestamp in milliseconds

`OptionAnalysis`

Field	Rust type	Description
symbol	String	Underlying symbol
implied_vol30_days	f64	30-day implied volatility
his_volatility	f64	Historical volatility
iv_his_v_ratio	f64	IV/HV ratio
call_put_ratio	f64	Call/put ratio
implied_vol_metric	Option<ImpliedVolMetric>	Implied-volatility metric; see `ImpliedVolMetric`
volatility_list	Vec<OptionVolatilityPoint>	Volatility series; see `OptionVolatilityPoint`

`OptionLeg`

Field	Rust type	Description
identifier	String	Option identifier
strike	String	Strike price
right	String	Option right
bid_price	f64	Best bid price
bid_size	i64	Best bid size
ask_price	f64	Best ask price
ask_size	i64	Best ask size
volume	i64	Volume
latest_price	f64	Latest price
pre_close	f64	Previous close
open_interest	i64	Open interest
multiplier	i32	Contract multiplier
last_timestamp	i64	Last quote timestamp
implied_vol	f64	Implied volatility
delta	f64	Delta (deprecated)
gamma	f64	Gamma (deprecated)
theta	f64	Theta (deprecated)
vega	f64	Vega (deprecated)
rho	f64	Rho (deprecated)
mark_price	f64	Mark price
pre_mark_price	f64	Previous mark price
mark_timestamp	i64	Mark-price timestamp
mid_price	f64	Mid price
pre_mid_price	f64	Previous mid price
mid_timestamp	i64	Mid-price timestamp

`OptionChainRow`

Field	Rust type	Description
put	Option<OptionLeg>	Put leg; see `OptionLeg`
call	Option<OptionLeg>	Call leg; see `OptionLeg`

`OptionChain`

Field	Rust type	Description
symbol	String	Underlying symbol
expiry	i64	Expiration timestamp
items	Vec<OptionChainRow>	Put/call pairs; see `OptionChainRow`

`DepthLevel`

Field	Rust type	Description
price	f64	Level price
count	i32	Number of orders at the level
volume	i64	Level volume

`Depth`

Field	Rust type	Description
symbol	String	Option symbol
asks	Vec<DepthLevel>	Ask levels; see `DepthLevel`
bids	Vec<DepthLevel>	Bid levels; see `DepthLevel`

`OptionExpiration`

Field	Rust type	Description
symbol	String	Underlying symbol
option_symbols	Vec<String>	Option symbols
dates	Vec<String>	Expiration dates
timestamps	Vec<i64>	Expiration timestamps
periods	Vec<String>	Expiration periods
counts	Vec<i32>	Corresponding contract counts

`KlineItem`

Field	Rust type	Description
time	i64	Bar start time
volume	i64	Volume
volume_decimal	Option<f64>	Decimal volume
open	f64	Open price
close	f64	Close price
high	f64	High price
low	f64	Low price
amount	f64	Turnover

`Kline` (`OptionKline` alias)

Field	Rust type	Description
symbol	String	Option symbol
period	String	Bar period
next_page_token	String	Next-page token
items	Vec<KlineItem>	Bars; see `KlineItem`

`Brief` (`OptionBrief` alias)

Field	Rust type	Description
symbol	String	Option symbol
open	f64	Open price
high	f64	High price
low	f64	Low price
close	f64	Close price
pre_close	f64	Previous close
latest_price	f64	Latest price
latest_time	i64	Latest trade time
ask_price	f64	Best ask price
ask_size	i64	Best ask size
bid_price	f64	Best bid price
bid_size	i64	Best bid size
volume	i64	Volume
status	String	Status
adj_pre_close	f64	Adjusted previous close
change	f64	Price change
change_rate	f64	Change rate
amplitude	f64	Amplitude
expiry	String	Expiration; the SDK deserializes a string or number
strike	String	Strike price
right	String	Option right
multiplier	i32	Contract multiplier
open_interest	i64	Open interest

`OptionSymbol`

Field	Rust type	Description
symbol	String	Underlying symbol
market	String	Market
name	String	Name
name_cn	String	Chinese name
name_en	String	English name
underlying_symbol	String	Underlying symbol

`TimelineItem`

Field	Rust type	Description
time	i64	Timeline point time
volume	i64	Volume
volume_decimal	Option<f64>	Decimal volume
price	f64	Price
avg_price	f64	Average price

`TimelineBucket`

Field	Rust type	Description
items	Vec<TimelineItem>	Timeline points; see `TimelineItem`

`Timeline`

Field	Rust type	Description
symbol	String	Option symbol
period	String	Timeline period
pre_close	f64	Previous close
intraday	Option<TimelineBucket>	Intraday timeline; see `TimelineBucket`
pre_hours	Option<TimelineBucket>	Pre-market timeline; see `TimelineBucket`
after_hours	Option<TimelineBucket>	After-hours timeline; see `TimelineBucket`

`TradeTickItem`

Field	Rust type	Description
time	i64	Trade time
volume	i64	Trade volume
price	f64	Trade price
r#type	String	Trade type
part_code	String	Participant code
part_name	String	Participant name
cond	String	Trade condition

`TradeTick`

Field	Rust type	Description
symbol	String	Option symbol
begin_index	i64	Start index
end_index	i64	End index
items	Vec<TradeTickItem>	Trade ticks; see `TradeTickItem`

Get Option Analysis

Signature


pub async fn get_option_analysis( &self, req: OptionAnalysisRequest, ) -> Result<Vec<OptionAnalysis>, TigerError>

Description

Use symbols or symbol_items; items take precedence; volatility history optional.

Parameters

Parameter	Rust type	Requirement	SDK default
req.symbols	Option<Vec<String>>	Conditional: at least one of symbols / symbol_items	None (omitted)
req.symbol_items	Option<Vec<OptionAnalysisSymbol>>	Conditional: at least one of symbols / symbol_items	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.period	Option<String>	Optional	None (omitted)
req.require_volatility_list	Option<bool>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<OptionAnalysis>, TigerError>. See OptionAnalysis, ImpliedVolMetric, and OptionVolatilityPoint.

implied_vol30_days, historical volatility, ratios, metric, series.

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_analysis(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_analysis(OptionAnalysisRequest { symbols: Some(vec!["AAPL".into()]), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "impliedVol30Days": 0.2845,
    "hisVolatility": 0.213,
    "ivHisVRatio": 1.3356,
    "callPutRatio": 1.52,
    "impliedVolMetric": null,
    "volatilityList": [
      {
        "period": "30d",
        "impliedVol": 0.2845,
        "hisVolatility": 0.213
      }
    ]
  }
]

Rate limit

The base rate limit is 60 requests/min.

Get Option Chain

Signature


pub async fn get_option_chain( &self, req: OptionChainRequest, ) -> Result<Vec<OptionChain>, TigerError>

Description

v3; option_basic required; ranges use RangeF64 or RangeI32.

Deprecated: return_greek_value, option_filter.greeks, and the returned leg fields delta, gamma, theta, vega, and rho are deprecated. These values update daily and are not suitable for intraday decisions; new integrations should not set these parameters or rely on these response fields.

Parameters

Parameter	Rust type	Requirement	SDK default
req.option_basic	Option<Vec<OptionChainItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)
req.return_greek_value	Option<bool>	Deprecated; do not set	None (omitted)
req.option_filter	Option<OptionChainFilter>	Optional; its `greeks` field is deprecated	None (omitted)

Return

QuoteClient: Result<Vec<OptionChain>, TigerError>. See OptionChain, OptionChainRow, and OptionLeg.

symbol/expiry/rows with call and put quote, OI, and IV. Greek fields are deprecated and should not be relied upon. Each leg (OptionChainRow) also includes: mark_price: f64 (mark price), pre_mark_price: f64 (previous mark price), mark_timestamp: i64 (mark price timestamp, ms), mid_price: f64 (mid price), pre_mid_price: f64 (previous mid price), mid_timestamp: i64 (mid price timestamp, ms).

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_chain(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_chain(OptionChainRequest { option_basic: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "expiry": 1740096000000,
    "items": [
      {
        "strike": 195.0,
        "call": {
          "symbol": "AAPL 250221C00195000",
          "latestPrice": 3.45,
          "volume": 12500,
          "openInterest": 35000
        },
        "put": {
          "symbol": "AAPL 250221P00195000",
          "latestPrice": 2.8,
          "volume": 9800,
          "openInterest": 28000
        }
      }
    ]
  }
]

Rate limit

The base rate limit is 60 requests/min.

Get Option Market Depth

Signature


pub async fn get_option_depth( &self, req: OptionDepthRequest, ) -> Result<Vec<Depth>, TigerError>

Description

Returns the option order book. option_basic and market depth access are required.

Parameters

Parameter	Rust type	Requirement	SDK default
req.option_basic	Option<Vec<OptionQueryItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<Depth>, TigerError>. See Depth and nested DepthLevel.

Vec<Depth>

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_depth(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_depth(OptionDepthRequest { option_basic: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "asks": [
      {
        "price": 195.51,
        "volume": 200
      },
      {
        "price": 195.52,
        "volume": 350
      }
    ],
    "bids": [
      {
        "price": 195.49,
        "volume": 150
      },
      {
        "price": 195.48,
        "volume": 400
      }
    ]
  }
]

Get Option Expiration

Signature


pub async fn get_option_expiration( &self, symbols: &[&str], market: Option<&str>, ) -> Result<Vec<OptionExpiration>, TigerError>

Description

Nonempty symbols; pass Some("HK") for HK options.

Parameters

Parameter	Rust type	Requirement	SDK default
symbols	&[&str]	Required	None
market	Option<&str>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<OptionExpiration>, TigerError>. See OptionExpiration.

symbol/dates/timestamps/option_symbols/periods/counts.

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_expiration(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_expiration(&["AAPL"], None).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "optionSymbols": ["AAPL 250221C00195000", "AAPL 250221P00195000"],
    "dates": ["2025-02-21", "2025-03-21"],
    "timestamps": [1740096000000, 1742515200000],
    "periods": ["weekly", "monthly"],
    "counts": [42, 56]
  }
]

Special option symbols for indices

S&P 500 (.SPX): monthly options use SPX; weekly and quarterly options use SPXW.
Nasdaq-100: monthly options use NDX; weekly options use NDXP.
VIX: monthly options use VIX; weekly options use VIXW.

Rate limit

The base rate limit is 60 requests/min.

Get Option Kline

Signature


pub async fn get_option_kline( &self, req: OptionKlineRequest, ) -> Result<Vec<OptionKline>, TigerError>

Description

v2; option_query required; sort direction, range, limit optional per item.

Parameters

Parameter	Rust type	Requirement	SDK default
req.option_query	Option<Vec<OptionKlineItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<OptionKline>, TigerError>, where OptionKline = Kline. See Kline and nested KlineItem.

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_kline(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_kline(OptionKlineRequest { option_query: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "value": 94836000000.0
  }
]

Rate limit

The base rate limit is 60 requests/min.

Get Option Quote

Signature


pub async fn get_option_quote( &self, req: OptionQuoteRequest, ) -> Result<Vec<OptionBrief>, TigerError>

Description

v2; option_basic required; use OptionContractItem::from_occ.

Deprecated alias: get_option_brief forwards to this method and has been marked #[deprecated] in the SDK since 0.5.1. It adds no behavior. Use get_option_quote in new code.

Parameters

Parameter	Rust type	Requirement	SDK default
req.option_basic	Option<Vec<OptionContractItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<OptionBrief>, TigerError>, where OptionBrief = Brief. See Brief.

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_quote(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_quote(OptionQuoteRequest { option_basic: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "value": 94836000000.0
  }
]

Rate limit

The base rate limit is 120 requests/min.

Get Option Symbols

Signature


pub async fn get_option_symbols( &self, req: OptionSymbolsRequest, ) -> Result<Vec<OptionSymbol>, TigerError>

Description

HK option universe; normally market=HK.

Parameters

Parameter	Rust type	Requirement	SDK default
req.market	Option<String>	Required by the server; not prevalidated by the SDK	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<OptionSymbol>, TigerError>. See OptionSymbol.

Symbol, market, names, underlying.

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_symbols(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_symbols(OptionSymbolsRequest { market: Some("US".into()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL",
    "market": "US",
    "name": "AAPL Options",
    "nameCn": "Apple Options",
    "nameEn": "AAPL Options",
    "underlyingSymbol": "AAPL"
  }
]

Get Option Timeline

Signature


pub async fn get_option_timeline( &self, req: OptionTimelineRequest, ) -> Result<Vec<Timeline>, TigerError>

Description

option_query required.

Parameters

Parameter	Rust type	Requirement	SDK default
req.option_query	Option<Vec<OptionQueryItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.market	Option<String>	Optional	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<Timeline>, TigerError>. See Timeline, TimelineBucket, and TimelineItem.

Vec<Timeline>

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_timeline(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_timeline(OptionTimelineRequest { option_query: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "period": "day",
    "preClose": 192.53,
    "intraday": null,
    "preHours": null,
    "afterHours": null
  }
]

Get Option Trade Ticks

Signature


pub async fn get_option_trade_ticks( &self, req: OptionTradeTicksRequest, ) -> Result<Vec<TradeTick>, TigerError>

Description

contracts required, containing OptionQueryItem.

Parameters

Parameter	Rust type	Requirement	SDK default
req.contracts	Option<Vec<OptionQueryItem>>	Required by the server; not prevalidated by the SDK	None (omitted)
req.lang	Option<String>	Optional	None (omitted)

Return

QuoteClient: Result<Vec<TradeTick>, TigerError>. See TradeTick and nested TradeTickItem.

Vec<TradeTick>

Example


use std::sync::Arc;

use tigeropen::client::http_client::HttpClient;

use tigeropen::config::ClientConfig;

use tigeropen::error::TigerError;

use tigeropen::model::order::*;

use tigeropen::model::quote::*;

use tigeropen::model::quote_requests::*;

use tigeropen::model::trade_requests::*;

use tigeropen::push::*;

use tigeropen::quote::QuoteClient;

use tigeropen::trade::TradeClient;

async fn example_get_option_trade_ticks(config: ClientConfig, quote: &QuoteClient, trade: &TradeClient, push: &Arc<PushClient>) -> Result<(), TigerError> {

    let result_0 = quote.get_option_trade_ticks(OptionTradeTicksRequest { contracts: Some(Default::default()), ..Default::default() }).await?;

    Ok(())

}

Response example

[
  {
    "symbol": "AAPL 250221C00195000",
    "beginIndex": 0,
    "endIndex": 30,
    "items": [
      {
        "time": 1738180750000,
        "price": 195.5,
        "volume": 100,
        "type": "+"
      },
      {
        "time": 1738180745000,
        "price": 195.49,
        "volume": 50,
        "type": "-"
      }
    ]
  }
]

Rate limit

The base rate limit is 120 requests/min.

Return models

ImpliedVolMetric

OptionVolatilityPoint

OptionAnalysis

OptionLeg

OptionChainRow

OptionChain

DepthLevel

Depth

OptionExpiration

KlineItem

Kline (OptionKline alias)

Brief (OptionBrief alias)

OptionSymbol

TimelineItem

TimelineBucket

Timeline

TradeTickItem

TradeTick

Get Option Analysis

Get Option Chain

Get Option Market Depth

Get Option Expiration

Get Option Kline

Get Option Quote

Get Option Symbols

Get Option Timeline

Get Option Trade Ticks

`ImpliedVolMetric`

`OptionVolatilityPoint`

`OptionAnalysis`

`OptionLeg`

`OptionChainRow`

`OptionChain`

`DepthLevel`

`Depth`

`OptionExpiration`

`KlineItem`

`Kline` (`OptionKline` alias)

`Brief` (`OptionBrief` alias)

`OptionSymbol`

`TimelineItem`

`TimelineBucket`

`Timeline`

`TradeTickItem`

`TradeTick`