Warrants & CBBCs

get_warrant_filter Warrant Filter

value QuoteClient::get_warrant_filter(const utility::string_t symbol, int page, int page_size, utility::string_t sort_field_name, utility::string_t sort_dir, value filter_params)

Description

Get warrants and CBBCs (Callable Bull/Bear Contracts) quote list data, supporting sorting by different fields and filtering warrants.

Parameters

Parameter	Type	Required	Description
symbol	utility::string_t	Yes	Underlying stock symbol
page	int	No	Page number, starting from 0, default 0
page_size	int	No	Items per page, default 50
sort_field_name	utility::string_t	No	Sort field, default expireDate (refer to fields in the return object)
sort_dir	utility::string_t	No	Sort order, U("ASC") or U("DESC"), default ASC
filter_params	value	No	Filter parameters JSON object, default value::null()

filter_params Filter Parameters

Field	Type	Description
issuer_name	string	Issuer (refer to issuerName field in bounds of the return), default all
expire_ym	string	Expiry date, format yyyy-MM
state	int	Status: 0 All, 1 Normal, 2 Terminated, 3 Waiting to be listed, default 0
warrant_type	array[int]	Type (1: Call, 2: Put, 3: Bull, 4: Bear, 0: All), default all
in_out_price	array[int]	1: In-the-money (including at-the-money), -1: Out-of-the-money
lot_size	array[int]	Shares per lot
entitlement_ratio	array[double]	Entitlement ratio
strike_min	double	Minimum strike price
strike_max	double	Maximum strike price
effective_leverage_min	double	Minimum effective leverage
effective_leverage_max	double	Maximum effective leverage
leverage_ratio_min	double	Minimum leverage ratio
leverage_ratio_max	double	Maximum leverage ratio
call_price_min	double	Minimum call price
call_price_max	double	Maximum call price
volume_min	int	Minimum volume
volume_max	int	Maximum volume
premium_min	double	Minimum premium
premium_max	double	Maximum premium
outstanding_ratio_min	double	Minimum outstanding ratio
outstanding_ratio_max	double	Maximum outstanding ratio
implied_volatility_min	double	Minimum implied volatility
implied_volatility_max	double	Maximum implied volatility

Return

web::json::value JSON object

Return field descriptions:

Name	Type	Description
page	int	Page number
totalPage	int	Total pages
totalCount	int	Total data count
bounds	object	Available filter conditions for the request, see below
items	array	Warrant data list, fields described below

bounds object structure:

Name	Type	Description
issuer_name	array[string]	Issuer names
expire_date	array[string]	Expiry dates
lot_size	array[int]	Shares per lot
entitlement_ratio	array[double]	Entitlement ratios
leverage_ratio	object	Leverage ratio range
strike	object	Strike price range
premium	object	Premium range
outstanding_ratio	object	Outstanding ratio range
implied_volatility	object	Implied volatility range
effective_leverage	object	Effective leverage range
call_price	object	Call price range

items array element field descriptions:

Name	Type	Description
symbol	string	Symbol code
name	string	Name
type	int	Type: 1 Call, 2 Put, 3 Bull, 4 Bear
sec_type	string	Security type, warrant: war / CBBC: iopt
market	string	Market, hk
entitlement_ratio	double	Entitlement ratio
entitlement_price	double	Entitlement price
premium	double	Premium
breakeven_point	double	Breakeven point at expiry
call_price	double	Call price (CBBCs only)
before_call_level	double	Distance to call price (percentage, e.g., 0.196875 means 19.6875%)
expire_date	string	Expiry date
last_trading_date	string	Last trading date
state	int	Status: 1 Normal, 2 Terminated, 3 Waiting to be listed
change_rate	double	Change rate
change	double	Price change
latest_price	double	Latest price
volume	long	Volume
outstanding_ratio	double	Outstanding ratio
lot_size	int	Shares per lot
strike	double	Strike price
in_out_price	double	In-the-money (great than 0) / Out-of-the-money (less than 0)
delta	double	Delta
leverage_ratio	double	Leverage ratio
effective_leverage	double	Effective leverage
implied_volatility	double	Implied volatility

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);

// Build filter parameters
value filter_params = value::object();
filter_params[U("issuer_name")] = value::string(U("ML"));
filter_params[U("expire_ym")] = value::string(U("2024-06"));
// 0 All, 1 Normal, 2 Terminate Trades, 3 Waiting to be listed
filter_params[U("state")] = value::number(1);

value lot_size_arr = value::array();
lot_size_arr[0] = value::number(1000);
lot_size_arr[1] = value::number(5000);
filter_params[U("lot_size")] = lot_size_arr;

// -1: out the money, 1: in the money
value in_out_price_arr = value::array();
in_out_price_arr[0] = value::number(1);
in_out_price_arr[1] = value::number(-1);
filter_params[U("in_out_price")] = in_out_price_arr;

// 1: Call, 2: Put, 3: Bull, 4: Bear, 0: All
value warrant_type_arr = value::array();
warrant_type_arr[0] = value::number(2);
warrant_type_arr[1] = value::number(4);
filter_params[U("warrant_type")] = warrant_type_arr;

filter_params[U("premium_min")] = value::number(0.0);
filter_params[U("premium_max")] = value::number(1.0);
filter_params[U("strike_min")] = value::number(100.0);
filter_params[U("strike_max")] = value::number(500.0);
filter_params[U("implied_volatility_min")] = value::number(1.0);
filter_params[U("implied_volatility_max")] = value::number(100.0);

value result = quote_client.get_warrant_filter(
    U("00700"), 0, 10,
    U("implied_volatility"), U("DESC"),
    filter_params);
ucout << result.serialize() << std::endl;

get_warrant_briefs Get Warrant Quotes

value QuoteClient::get_warrant_briefs(const value &symbols)