Warrants

All operations use QuoteClient.ExecuteAsync.

STOCK_DETAIL and QUOTE_OVERNIGHT require additional market-data entitlements. The server returns a permission error code when an entitlement is missing.

Warrant Filter

Operation

QuoteApiService.WARRANT_FILTER = warrant_filter. Use this constant for TigerRequest.ApiMethodName.

Request

TigerRequest<WarrantFilterResponse>

ModelValue: WarrantFilterModel.

Parameters

SDK property	C# type	API field	SDK default	Required	Constraints
`Lang`	Language	`lang`	CLR default; omitted during serialization	no	—
`Account`	string (nullable)	`account`	null	Not applicable	Inherited field; `QuoteClient` does not inject `TigerConfig.DefaultAccount`, and null is omitted during serialization
`Symbol`	string	`symbol`	null	Required	—
`Page`	Int32	`page`	CLR default; omitted during serialization	Optional	Positive integer
`PageSize`	Int32	`page_size`	CLR default; omitted during serialization	Optional	Positive integer
`SortFieldName`	string	`sort_field_name`	null	Optional	—
`SortDir`	SortDir	`sort_dir`	CLR default; omitted during serialization	Optional	—
`WarrantType`	ISet	`warrant_type`	CLR default; omitted during serialization	Optional	—
`IssuerName`	string	`issuer_name`	null	Optional	—
`ExpireYM`	string	`expire_ym`	null	Optional	—
`State`	Int32	`state`	CLR default; omitted during serialization	Optional	—
`InOutPrice`	ISet	`in_out_price`	CLR default; omitted during serialization	Optional	—
`LotSize`	ISet	`lot_size`	CLR default; omitted during serialization	Optional	—
`EntitlementRatio`	ISet	`entitlement_ratio`	CLR default; omitted during serialization	Optional	—
`Strike`	Range	`strike`	CLR default; omitted during serialization	Optional	—
`EffectiveLeverage`	Range	`effective_leverage`	CLR default; omitted during serialization	Optional	—
`LeverageRatio`	Range	`leverage_ratio`	CLR default; omitted during serialization	Optional	—
`CallPrice`	Range	`call_price`	CLR default; omitted during serialization	Optional	—
`Volume`	Range	`volume`	CLR default; omitted during serialization	Optional	—
`Premium`	Range	`premium`	CLR default; omitted during serialization	Optional	—
`OutstandingRatio`	Range	`outstanding_ratio`	CLR default; omitted during serialization	Optional	—
`ImpliedVolatility`	Range	`implied_volatility`	CLR default; omitted during serialization	Optional	—

Return

WarrantFilterResponse inherits TigerResponse; its Data is WarrantFilterItem.

Response data structure: WarrantFilterItem; Items is List<WarrantItem> and Bounds is FilterBounds.

WarrantFilterItem fields

Field	C# type	Description
`Page`	`int`	Current page.
`TotalPage`	`int`	Total pages.
`TotalCount`	`int`	Total result count.
`Items`	`List<WarrantItem>`	Warrant list.
`Bounds`	`FilterBounds`	Available filter bounds.

Nested WarrantItem fields

Field	C# type	Description
`Symbol`	`string`	Warrant symbol.
`Name`	`string`	Warrant name.
`SecType`	`string`	Security type.
`Market`	`string`	Market.
`ExpireDate`	`string`	Expiration date.
`LastTradingDate`	`string`	Last trading date.
`Strike`	`string`	Strike price.
`Type`	`WarrantType`	Warrant type.
`State`	`WarrantState`	Warrant state.
`EntitlementRatio`	`double`	Entitlement ratio.
`EntitlementPrice`	`double`	Entitlement price.
`Premium`	`double`	Premium.
`BreakevenPoint`	`double`	Breakeven point.
`CallPrice`	`double`	Call price.
`BeforeCallLevel`	`double`	Before-call level.
`changeRate`	`double`	Price change rate.
`Change`	`double`	Price change.
`LatestPrice`	`double`	Latest price.
`Amount`	`double`	Turnover.
`OutstandingRatio`	`double`	Outstanding ratio.
`InOutPrice`	`double`	In/out price.
`Delta`	`double`	Delta.
`LeverageRatio`	`double`	Leverage ratio.
`EffectiveLeverage`	`double`	Effective leverage.
`ImpliedVolatility`	`double`	Implied volatility.
`Volume`	`long`	Trading volume.
`LotSize`	`int`	Lot size.

Nested FilterBounds fields

Field	C# type	Description
`IssuerName`	`List<string>`	Available issuer names.
`ExpireDate`	`List<string>`	Available expiry dates.
`LotSize`	`List<int>`	Available lot sizes.
`EntitlementRatio`	`List<double>`	Available entitlement ratios.
`LeverageRatio`	`Range<double>`	Available leverage-ratio range.
`Strike`	`Range<double>`	Available strike range.
`Premium`	`Range<double>`	Available premium range.
`OutstandingRatio`	`Range<double>`	Available outstanding-ratio range.
`ImpliedVolatility`	`Range<double>`	Available implied-volatility range.
`EffectiveLeverage`	`Range<double>`	Available effective-leverage range.
`CallPrice`	`Range<double>`	Available call-price range.

WarrantItem.Delta is the sensitivity of theoretical warrant value to changes in the underlying price.

Example

TigerRequest<WarrantFilterResponse> request = new()
{
    ApiMethodName = QuoteApiService.WARRANT_FILTER,
    ModelValue = new WarrantFilterModel { Symbol = "AAPL", Page = 1, PageSize = 20 }
};
WarrantFilterResponse? response = await quoteClient.ExecuteAsync(request);

Response type

WarrantFilterItem? data = response?.Data; // null when response or data is absent

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 tier: 60 requests per minute.

Get Warrant Quotes

Operation

QuoteApiService.WARRANT_REAL_TIME_QUOTE = warrant_real_time_quote. Use this constant for TigerRequest.ApiMethodName.

Request

TigerRequest<WarrantQuoteResponse>

ModelValue: WarrantQuoteModel.

Parameters

SDK property	C# type	API field	SDK default	Required	Constraints
`Lang`	Language	`lang`	CLR default; omitted during serialization	no	—
`Account`	string (nullable)	`account`	null	Not applicable	Inherited field; `QuoteClient` does not inject `TigerConfig.DefaultAccount`, and null is omitted during serialization
`Symbols`	list of string	`symbols`	null	Required	Non-empty list

Return

WarrantQuoteResponse inherits TigerResponse; its Data is WarrantQuoteItem.

Response data structure: WarrantQuoteItem; Items is List<WarrantQuote>.

WarrantQuoteItem fields

Field	C# type	Description
`Items`	`List<WarrantQuote>`	Warrant quote list.

Nested WarrantQuote fields

Field	C# type	Description
`Symbol`	`string`	Warrant symbol.
`Name`	`string`	Warrant name.
`Exchange`	`string`	Exchange.
`SecType`	`string`	Security type.
`Market`	`string`	Market.
`Currency`	`string`	Currency.
`Expiry`	`string`	Expiration.
`Strike`	`string`	Strike price.
`Right`	`string`	Option right.
`UnderlyingSymbol`	`string`	Underlying symbol.
`Multiplier`	`double`	Contract multiplier.
`EntitlementRatio`	`double`	Entitlement ratio.
`EntitlementPrice`	`double`	Entitlement price.
`MinTick`	`double`	Minimum price increment.
`CallPrice`	`double`	Call price.
`LatestPrice`	`double`	Latest price.
`PreClose`	`double`	Previous close price.
`Open`	`double`	Opening price.
`High`	`double`	High price.
`Low`	`double`	Low price.
`Amount`	`double`	Turnover.
`Premium`	`double`	Premium.
`OutstandingRatio`	`double`	Outstanding ratio.
`ImpliedVolatility`	`double`	Implied volatility.
`InOutPrice`	`double`	In/out price.
`Delta`	`double`	Delta.
`LeverageRatio`	`double`	Leverage ratio.
`BreakevenPoint`	`double`	Breakeven point.
`LastTradingDate`	`long`	Last trading date.
`ListingDate`	`long`	Listing date.
`Timestamp`	`long`	Quote timestamp.
`Volume`	`long`	Trading volume.
`Halted`	`HaltedStatus`	Trading status.

WarrantQuote.Delta is the sensitivity of theoretical warrant value to changes in the underlying price.