Warrants
C++ HTTP methods return the response
datavalue;get_warrant_filter()andget_warrant_real_time_quote()further return itsitems. The complete-response envelope shown in JSON is not part of the method return value.
Filter Warrants and CBBCs
value QuoteClient::get_warrant_filter(const utility::string_t symbol, int page_size = 100, int page = 0, utility::string_t sort_field_name = U(""), utility::string_t sort_dir = U("SortDir_Ascend"))
Description
Returns warrants and callable bull/bear contracts for an underlying Hong Kong stock. The current C++ SDK does not accept the previously documented filter_params argument, and page_size precedes page.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbol | const utility::string_t | Yes | Hong Kong underlying symbol, such as U("00700") |
| page_size | int | No | Page size; SDK default 100; sent only when greater than zero |
| page | int | No | Page number; SDK default 0; sent only when greater than zero |
| sort_field_name | utility::string_t | No | Sort field; SDK default is an empty string |
| sort_dir | utility::string_t | No | Sort direction; SDK default is U("SortDir_Ascend") |
Return
web::json::value. The SDK returns the response items array directly. Item fields are symbol, name, type, secType, market, entitlementRatio, entitlementPrice, premium, breakevenPoint, callPrice, beforeCallLevel, expireDate, lastTradingDate, state, changeRate, change, latestPrice, volume, amount, outstandingRatio, lotSize, strike, inOutPrice, delta, leverageRatio, effectiveLeverage, and impliedVolatility.
Example
#include "tigerapi/client_config.h"
#include "tigerapi/quote_client.h"
int main() {
TIGER_API::ClientConfig config(false, U("your_config_directory_path"));
TIGER_API::QuoteClient client(config);
auto result = client.get_warrant_filter(
U("00700"), 20, 0, U("expireDate"), U("SortDir_Ascend"));
utility::ucout << result.serialize() << std::endl;
}Permissions and Limits
This method is for Hong Kong warrants and CBBCs and requires Hong Kong market data access. See API Rate Limits.
Response Example
{
"code": 0,
"message": "success",
"timestamp": 1785528000000,
"data": {
"items": [
{"symbol": "15678", "name": "AAPL CW A", "underlying": "AAPL.US", "strike": 300.0, "expiry": "2025-12-30", "type": "CALL", "latestPrice": 0.52},
{"symbol": "15679", "name": "AAPL CW B", "underlying": "AAPL.US", "strike": 320.0, "expiry": "2026-03-30", "type": "CALL", "latestPrice": 0.35}
],
"totalCount": 45
}
}Rate Limit
- Base rate: 60 requests per minute (counted per TigerId and interface in a 60-second rolling window).
Get Real-Time Warrant Quotes
value QuoteClient::get_warrant_real_time_quote(const value &symbols)
value QuoteClient::get_warrant_real_time_quote(const utility::string_t symbol)Description
Returns real-time quotes for one or more warrants or CBBCs. The old get_warrant_briefs method does not exist in the current SDK; its anchor remains for link compatibility.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbols | const value& | Yes | JSON array of symbol strings |
| symbol | const utility::string_t | Yes | One warrant or CBBC symbol; this overload builds the array internally |
Return
web::json::value array. Key fields include contract metadata, latestPrice, preClose, volume, premium, outstandingRatio, and leverageRatio; warrants may also contain impliedVolatility and delta. delta is the sensitivity of theoretical warrant value to changes in the underlying price.
Example
#include "tigerapi/client_config.h"
#include "tigerapi/quote_client.h"
int main() {
TIGER_API::ClientConfig config(false, U("your_config_directory_path"));
TIGER_API::QuoteClient client(config);
auto result = client.get_warrant_real_time_quote(U("15792"));
utility::ucout << result.serialize() << std::endl;
}Permissions and Limits
Hong Kong market data access is required. Follow the documented request fields and handle omitted response fields.
Rate Limit
- Base rate: 60 requests per minute (counted per TigerId and interface in a 60-second rolling window).
Updated about 2 months ago
