Warrants and Callable Bull/Bear Certificates

Warrant Filter

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 symbol
lang	Language	No	Language used for returned names; defaults to the client configuration
page	int	No	Page number, starting from 0, default is 0
pageSize	Integer	No	Number of items per page, default is 50
sortFieldName	String	No	Sort field (refer to `WarrantItem` fields); takes effect only when `sortDir` is set
sortDir	SortDir	No	Sort order: `SortDir_Ascend` or `SortDir_Descend`; omission or `SortDir_No` leaves sorting unset
warrantType	`WarrantType...`	No	Warrant types; accepts `All`, `Call`, `Put`, `Bull`, and `Bear`. Default is all
issuerName	String	No	Issuer (refer to issuerName field in FilterBounds), default all
expireYM	String	No	Expiry month in `yyyy-MM` format
state	WarrantState	No	Status: `All`, `Normal`, `TerminateTrades`, or `WaitingToBeListed`; defaults to `All`
inOutPrice	`OptionPrice...`	No	In/out-of-the-money filter; accepts `ITM` (in the money, including at the money) and `OTM` (out of the money)
lotSize	`Set<Integer>`	No	Lot size
entitlementRatio	`Set<Double>`	No	Entitlement ratio
strike	`Double min, Double max`	No	Strike price range
effectiveLeverage	`Double min, Double max`	No	Effective leverage range
leverageRatio	`Double min, Double max`	No	Leverage ratio range
callPrice	`Double min, Double max`	No	Call price range
volume	`Long min, Long max`	No	Volume range
premium	`Double min, Double max`	No	Premium range
outstandingRatio	`Double min, Double max`	No	Outstanding ratio range
impliedVolatility	`Double min, Double max`	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	Warrant or CBBC code
name	String	Warrant or CBBC 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 in `yyyy-MM-dd` format
lastTradingDate	string	Last trading date in `yyyy-MM-dd` format
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
amount	Double	Turnover
outstandingRatio	Double	Outstanding ratio
lotSize	Integer	Lot size
strike	string	Strike price
inOutPrice	Double	In-the-money (zero or positive)/Out-of-the-money (negative)
delta	Double	Sensitivity of theoretical warrant value to changes in the underlying price
leverageRatio	Double	Leverage ratio
effectiveLeverage	Double	Effective leverage
impliedVolatility	Double	Implied volatility

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

Note: WarrantItem.lastTradingDate in filter results is a yyyy-MM-dd string, while WarrantQuote.lastTradingDate in real-time quotes is an epoch-millisecond timestamp for midnight Hong Kong time.

The SDK represents these numeric fields with boxed Java types. Boxed types describe the Java representation and do not, by themselves, define whether the API may omit a field or return no value.

Example

    WarrantFilterRequest request = WarrantFilterRequest.newRequest("00700");
    request.lang(Language.en_US);
    request.sortFieldName("expireDate");
    request.sortDir(SortDir.SortDir_Descend);
    request.warrantType(WarrantType.Bull);
    request.issuerName("Goldman Sachs");
    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());
    }

Example Response

{
    "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
}

Rate Limit

The base rate limit is 60 requests/min.

Get Warrant Quotes

Request class: WarrantQuoteRequest

Description

Get real-time warrant and CBBC quotes.

Parameters

Parameter	Type	Required	Description
symbols	`List<String>`	Yes	Warrant codes, maximum 50
lang	Language	No	Language used for returned names; defaults to the client configuration

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 WarrantQuoteResponse.getItem(), which returns a WarrantQuoteItem object. Its items list contains com.tigerbrokers.stock.openapi.client.https.domain.option.item.WarrantQuote objects with the following properties:

Field	Type	Description
symbol	String	Warrant or CBBC code
name	String	Warrant or CBBC name
exchange	String	Exchange
market	String	Market
secType	String	Contract type
currency	String	Currency
expiry	String	Expiry date in `yyyy-MM-dd` format
strike	String	Strike price
right	String	Direction (PUT/CALL)
multiplier	Double	Lot size
lastTradingDate	Long	Last trading date at 00:00 Hong Kong time, in milliseconds
entitlementRatio	Double	Entitlement ratio
entitlementPrice	Double	Entitlement price
minTick	Double	Minimum price increment
listingDate	Long	Listing date at 00:00 Hong Kong time, in milliseconds
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 as a decimal; for example, `0.02141` means `2.141%`
outstandingRatio	Double	Outstanding ratio as a decimal; for example, `0.0019` means `0.19%`
impliedVolatility	Double	Implied volatility (warrants only)
inOutPrice	Double	Signed in/out-of-the-money amount as a decimal: values greater than or equal to `0` are in the money, and negative values are out of the money. For example, `0.20744` means 20.744% in the money and `-0.20744` means 20.744% out of the money
delta	Double	Sensitivity of theoretical warrant value to changes in the underlying price (warrants only)
leverageRatio	Double	Leverage ratio
breakevenPoint	Double	Breakeven point at expiry

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

The SDK represents these numeric fields with boxed Java types. Boxed types describe the Java representation and do not, by themselves, define whether the API may omit a field or return no value. callPrice applies only to CBBCs; impliedVolatility and delta apply only to warrants.

Example

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

Example Response

{
    "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
}

Rate Limit

The base rate limit is 60 requests/min.