Warrants and Callable Bull/Bear Certificates

Warrant Filter

Corresponding Request Class: WarrantFilterRequest

Description

Get warrant and CBBC market data list, supports sorting and filtering warrants by different fields.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	Underlying stock code
page	int	No	Page number, starting from 0, default is 0
page_size	int	No	Number of items per page, default is 50
sort_field_name	string	No	Sort field, default is expireDate (refer to WarrantItem fields)
sort_dir	SortDir	No	Sort order, enum SortDir_Ascend/SortDir_Descend, default SortDir_Ascend
warrant_type	`Set<Integer>`	No	Type WarrantType (1:Call, 2: Put, 3: Bull, 4: Bear, 0: All), default all
issuer_name	string	No	Issuer (refer to issuerName field in FilterBounds), default all
expire_ym	string	No	Expiry date, format yyyy-MM
state	int	No	Status, 0 all, 1 normal, 2 trading terminated, 3 pending listing, default 0
in_out_price	`Set<Integer>`	No	1: In-the-money (including at-the-money), -1: Out-of-the-money
lot_size	`Set<Integer>`	No	Lot size
entitlement_ratio	`Set<Double>`	No	Entitlement ratio
strike	`Range<Double>`	No	Strike price range
effective_leverage	`Range<Double>`	No	Effective leverage range
leverage_ratio	`Range<Double>`	No	Leverage ratio range
call_price	`Range<Double>`	No	Call price range
volume	`Range<Long>`	No	Volume range
premium	`Range<Double>`	No	Premium range
outstanding_ratio	`Range<Double>`	No	Outstanding ratio range
implied_volatility	`Range<Double>`	No	Implied volatility range

Response com.tigerbrokers.stock.openapi.client.https.response.option.WarrantFilterResponsesource

Structure as follows:

public class WarrantFilterResponse extends TigerResponse {
  @JSONField(name = "data")
  private WarrantFilterItem item;
}

Response data can be accessed through WarrantFilterResponse.getItem() method, returns WarrantFilterItem object, where com.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantFilterItem properties are as follows:

Name	Type	Description
page	int	Page number
totalPage	int	Total pages
totalCount	int	Total data count
bounds	FilterBounds	Filterable conditions, see below
items	`List<WarrantItem>`	List containing WarrantItem objects, warrant data, see below

FilterBounds object structure:

Name	Type	Description
issuerName	`List<String>`	Issuer names
expireDate	`List<String>`	Expiry dates
lotSize	`List<Integer>`	Lot sizes
entitlementRatio	`List<Double>`	Entitlement ratios
leverageRatio	`Range<Double>`	Leverage ratio range
strike	`Range<Double>`	Strike price range
premium	`Range<Double>`	Premium range
outstandingRatio	`Range<Double>`	Outstanding ratio range
impliedVolatility	`Range<Double>`	Implied volatility range
effectiveLeverage	`Range<Double>`	Effective leverage range
callPrice	`Range<Double>`	Call price range

WarrantItem object structure:

Name	Type	Description
symbol	string	Underlying stock code
name	string	Underlying name
type	WarrantType	Type, 1: Call, 2: Put, 3: Bull, 4: Bear
secType	string	Contract type, Warrant: WAR/CBBC: IOPT
market	string	Market, HK
entitlementRatio	double	Entitlement ratio
entitlementPrice	double	Entitlement price
premium	double	Premium
breakevenPoint	double	Breakeven point at expiry
callPrice	double	Call price (CBBC only)
beforeCallLevel	double	Distance to call price (percentage, e.g. 0.196875 means 19.6875%)
expireDate	string	Expiry date
lastTradingDate	string	Last trading date
state	WarrantState	Status, 1 normal, 2 trading terminated, 3 pending listing
changeRate	double	Change rate
change	double	Change amount
latestPrice	double	Latest price
volume	long	Volume
outstandingRatio	double	Outstanding ratio
lotSize	int	Lot size
strike	double	Strike price
inOutPrice	double	In-the-money (positive)/Out-of-the-money (negative)
delta	double	Delta
leverageRatio	double	Leverage ratio
effectiveLeverage	double	Effective leverage
impliedVolatility	double	Implied volatility

Specific fields can be accessed through object get methods, such as getSymbol()

Example

    WarrantFilterRequest request = WarrantFilterRequest.newRequest("00700");
    request.lang(Language.zh_CN);
    request.sortFieldName("expireDate");
    request.sortDir(SortDir.SortDir_Descend);
    request.warrantType(WarrantType.Bull);
    request.issuerName("高盛");
    request.strike(300.0, 320.0);
    request.pageSize(10);
    WarrantFilterResponse response = client.execute(request);
    if (response.isSuccess()) {
      System.out.println(JSONObject.toJSONString(response.getItem()));
    } else {
      System.out.println("response error:" + response.getMessage());
    }

Response Example

{
    "code":0,
    "data":{
        "bounds":{
            "callPrice":{
                "max":520,
                "min":113.96
            },
            "effectiveLeverage":{
                "max":16.116,
                "min":-14.076
            },
            "entitlementRatio":[
                47.483,
                92.166,
                94.967,
                100,
                460.829,
                474.834,
                485.437,
                500
            ],
            "expireDate":[
                "2026-01",
                "2025-12",
                "2025-08",
                "2024-12",
                "2024-08",
                "2024-07",
                "2024-06",
                "2024-04",
                "2024-03",
                "2024-02",
                "2024-01",
                "2023-12",
                "2023-11",
                "2023-10",
                "2023-09",
                "2023-08",
                "2023-07",
                "2023-06",
                "2023-05",
                "2023-04",
                "2023-03",
                "2023-02"
            ],
            "impliedVolatility":{
                "max":344.093,
                "min":0
            },
            "issuerName":[
                "East Asia",
                "BNP Paribas",
                "Societe Generale",
                "Goldman Sachs",
                "Guotai Junan",
                "Haitong",
                "Citigroup",
                "HSBC",
                "Macquarie",
                "Morgan Stanley",
                "JPMorgan",
                "Rui Tong",
                "Credit Suisse",
                "UBS",
                "DBS",
                "Bank of China"
            ],
            "leverageRatio":{
                "max":823.452604,
                "min":1.372409
            },
            "lotSize":[
                1000,
                5000,
                10000,
                50000
            ],
            "outstandingRatio":{
                "max":1,
                "min":0
            },
            "premium":{
                "max":0.848338,
                "min":-0.340153
            },
            "strike":{
                "max":717.11,
                "min":111.301
            }
        },
        "items":[
            {
                "amount":391370,
                "beforeCallLevel":0.221875,
                "breakevenPoint":401.2,
                "callPrice":320,
                "change":0.033,
                "changeRate":0.244444,
                "entitlementPrice":84,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.232661,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.168,
                "leverageRatio":4.654762,
                "lotSize":5000,
                "market":"HK",
                "name":"Tencent Goldman Sachs Apr Bull B.C",
                "outstandingRatio":0.0023,
                "premium":0.026087,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"317.2",
                "symbol":"68723",
                "type":"Bull",
                "volume":2460000
            },
            {
                "amount":341700,
                "beforeCallLevel":0.26129,
                "breakevenPoint":402.7,
                "callPrice":310,
                "change":0.035,
                "changeRate":0.224359,
                "entitlementPrice":95.5,
                "entitlementRatio":500,
                "expireDate":"2024-03-28",
                "inOutPrice":0.272786,
                "lastTradingDate":"2024-03-27",
                "latestPrice":0.191,
                "leverageRatio":4.094241,
                "lotSize":5000,
                "market":"HK",
                "name":"Tencent Goldman Sachs Apr Bull A.C",
                "outstandingRatio":0.0111,
                "premium":0.029923,
                "secType":"IOPT",
                "state":"Normal",
                "strike":"307.2",
                "symbol":"68722",
                "type":"Bull",
                "volume":1870000
            }
        ],
        "page":0,
        "totalCount":2,
        "totalPage":1
    },
    "message":"success",
    "sign":"l8TsgnaHBThS1X3oQKyLAt+rKEqnY/bW4S/e2U0o5Zmvpr0NgcR86cbWXHSwr1eNIh9ffR0hPlE1j6cbZp2ClrUzDvBT/rIu+mSfIZDg7qTZ9I340VTlk1pIWQzc28Iickx+pzVd0k9tMsIF/hnoiBXfpiyywYa7pa/pLhIcHo8=",
    "success":true,
    "timestamp":1676522644671
}

Get Warrant Quote

Corresponding Request Class: WarrantQuoteRequest

Description

Get real-time warrant and CBBC quotes.

Parameters

Parameter	Type	Required	Description
symbols	`List<String>`	Yes	Warrant codes, maximum 50

Response com.tigerbrokers.stock.openapi.client.https.response.option.WarrantQuoteResponsesource

Structure as follows:

public class WarrantQuoteResponse extends TigerResponse {
  @JSONField(name = "data")
  private WarrantQuoteItem item;
}

Response data can be accessed through TigerResponse.getItem() method, returns WarrantQuoteItem object, where items property list com.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantQuote properties are as follows:

Field	Type	Description
symbol	string	Underlying code
name	string	Underlying name
exchange	string	Exchange
market	string	Market
secType	string	Contract type
currency	string	Currency
expiry	string	Expiry date yyyy-MM-dd
strike	string	Strike price
right	string	Direction (PUT/CALL)
multiplier	double	Lot size
lastTradingDate	long	Last trading date timestamp
entitlementRatio	double	Entitlement ratio
entitlementPrice	double	Entitlement price
minTick	double	Minimum price increment
listingDate	long	Listing date timestamp
callPrice	double	Call price* (CBBC only)*
halted	HaltedStatus	Trading halt status. 0: Normal 3: Halted 4: Delisted
underlyingSymbol	string	Underlying asset code
timestamp	long	Timestamp
latestPrice	double	Latest price
preClose	double	Previous close price
open	double	Open price
high	double	High price
low	double	Low price
volume	long	Volume
amount	double	Turnover
premium	double	Premium
outstandingRatio	double	Outstanding ratio
impliedVolatility	double	Implied volatility (warrants only)
inOutPrice	double	In-the-money/Out-of-the-money
delta	double	Delta (warrants only)
leverageRatio	double	Leverage ratio
breakevenPoint	double	Breakeven point at expiry

Specific fields can be accessed through object get methods, such as getSymbol()

Example

    List<String> symbols = new ArrayList<>();
    symbols.add("68723");
    symbols.add("68722");
    WarrantQuoteRequest request = WarrantQuoteRequest.newRequest(symbols);
    request.lang(Language.zh_CN);
    WarrantQuoteResponse response = client.execute(request);
    if (response.isSuccess()) {
      System.out.println(JSONObject.toJSONString(response));
    } else {
      System.out.println("response error:" + response.getMessage());
    }

Response Example

{
    "code":0,
    "data":{
        "items":[
            {
                "amount":391370,
                "breakevenPoint":401.2,
                "callPrice":320,
                "currency":"HKD",
                "entitlementPrice":84,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.171,
                "inOutPrice":0.232661,
                "lastTradingDate":1711468800000,
                "latestPrice":0.168,
                "leverageRatio":4.654762,
                "listingDate":1673280000000,
                "low":0.142,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"Tencent Goldman Sachs Apr Bull B.C",
                "open":0.142,
                "outstandingRatio":0.0023,
                "preClose":0.135,
                "premium":0.026087,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"317.2",
                "symbol":"68723",
                "timestamp":1676521860314,
                "underlyingSymbol":"00700",
                "volume":2460000
            },
            {
                "amount":341700,
                "breakevenPoint":402.7,
                "callPrice":310,
                "currency":"HKD",
                "entitlementPrice":95.5,
                "entitlementRatio":500,
                "exchange":"SEHK",
                "expiry":"2024-03-28",
                "halted":"Normal",
                "high":0.193,
                "inOutPrice":0.272786,
                "lastTradingDate":1711468800000,
                "latestPrice":0.191,
                "leverageRatio":4.094241,
                "listingDate":1673280000000,
                "low":0.172,
                "market":"HK",
                "minTick":0.001,
                "multiplier":5000,
                "name":"Tencent Goldman Sachs Apr Bull A.C",
                "open":0.172,
                "outstandingRatio":0.0111,
                "preClose":0.156,
                "premium":0.029923,
                "right":"CALL",
                "secType":"IOPT",
                "strike":"307.2",
                "symbol":"68722",
                "timestamp":1676521860314,
                "underlyingSymbol":"00700",
                "volume":1870000
            }
        ]
    },
    "message":"success",
    "sign":"af55ER5QJh0jv3iELe01l+Kfw/qt6DJTGOaLeMgJMgqZ/xWH+ELVfHEEscnTa4YkQE3DDJN78Nln7gUFIaMK9NeoC2JNgT3gUUiDEgHhaWmSGerEd56srOZiEC90yIEKSBn8sIrW2ZTs1c/8jyu9QBraxcWnnb4NoopOTL7hXXg=",
    "success":true,
    "timestamp":1676522864184
}