# Get Option Expiration Date
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_expiration_date(code, index_option_type=IndexOptionType.NORMAL)
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
Parameter Type Description code str Stock code. index_option_type IndexOptionType Index option type. Only valid for HK index options. Ignore this parameter for stocks, ETFs, and US index options.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, option expiration date data is returned. str If ret != RET_OK, error description is returned. - Option expiration date data format as follows:
Field Type Description strike_time str Exercise date. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.option_expiry_date_distance int The number of days from the expiry date. A negative number means it has expired.expiration_cycle ExpirationCycle Expiration cycle. For HK index options only
- Option expiration date data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_expiration_date(code='HK.00700')
if ret == RET_OK:
print(data)
print(data['strike_time'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
strike_time option_expiry_date_distance expiration_cycle
0 2021-04-29 4 N/A
1 2021-05-28 33 N/A
2 2021-06-29 65 N/A
3 2021-07-29 95 N/A
4 2021-09-29 157 N/A
5 2021-12-30 249 N/A
6 2022-03-30 339 N/A
['2021-04-29', '2021-05-28', '2021-06-29', '2021-07-29', '2021-09-29', '2021-12-30', '2022-03-30']
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# Qot_GetOptionExpirationDate.proto
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
Protocol ID
3224
Data Type
- For security, refer to Security
- For index option type, refer to IndexOptionType
- For option expiration cycle, refer to ExpirationCycle
uint GetOptionExpirationDate(GetOptionExpirationDate.Request req);
virtual void OnReply_GetOptionExpirationDate(FTAPI_Conn client, uint nSerialNo, GetOptionExpirationDate.Response rsp);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetOptionExpirationDate.C2S c2s = QotGetOptionExpirationDate.C2S.CreateBuilder()
.SetOwner(sec)
.Build();
QotGetOptionExpirationDate.Request req = QotGetOptionExpirationDate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionExpirationDate(req);
Console.Write("Send GetOptionExpirationDate: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionExpirationDate(FTAPI_Conn client, uint nSerialNo, QotGetOptionExpirationDate.Response rsp) {
Console.Write("Reply: QotGetOptionExpirationDate: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("strikeTime: {0}\n", rsp.S2C.DateListList[0].StrikeTime);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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Output
Qot onInitConnect: ret=0 desc= connID=6819092719404484544
Send QotGetOptionExpirationDate: 3
Reply: QotGetOptionExpirationDate: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
dateList {
strikeTime: "2021-07-29"
strikeTimestamp: 1627488000
optionExpiryDateDistance: 20
}
...
dateList {
strikeTime: "2022-06-29"
strikeTimestamp: 1656432000
optionExpiryDateDistance: 355
}
}
strikeTime: 2021-07-29
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int getOptionExpirationDate(QotGetOptionExpirationDate.Request req);
void onReply_GetOptionExpirationDate(FTAPI_Conn client, int nSerialNo, QotGetOptionExpirationDate.Response rsp);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetOptionExpirationDate.C2S c2s = QotGetOptionExpirationDate.C2S.newBuilder()
.setOwner(sec)
.build();
QotGetOptionExpirationDate.Request req = QotGetOptionExpirationDate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionExpirationDate(req);
System.out.printf("Send QotGetOptionExpirationDate: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionExpirationDate(FTAPI_Conn client, int nSerialNo, QotGetOptionExpirationDate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionExpirationDate failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionExpirationDate: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetOptionExpirationDate: 2
Receive QotGetOptionExpirationDate: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dateList": [{
"strikeTime": "2021-06-29",
"strikeTimestamp": 1.624896E9,
"optionExpiryDateDistance": 5
}, ... {
"strikeTime": "2022-06-29",
"strikeTimestamp": 1.656432E9,
"optionExpiryDateDistance": 370
}]
}
}
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Futu::u32_t GetOptionExpirationDate(const Qot_GetOptionExpirationDate::Request &stReq);
virtual void OnReply_GetOptionExpirationDate(Futu::u32_t nSerialNo, const Qot_GetOptionExpirationDate::Response &stRsp) = 0;
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_GetOptionExpirationDate::Request req;
Qot_GetOptionExpirationDate::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_owner();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetOptionExpirationDateSerialNo = m_pQotApi->GetOptionExpirationDate(req);
cout << "Request GetOptionExpirationDate SerialNo: " << m_GetOptionExpirationDateSerialNo << endl;
}
virtual void OnReply_GetOptionExpirationDate(Futu::u32_t nSerialNo, const Qot_GetOptionExpirationDate::Response &stRsp){
if(nSerialNo == m_GetOptionExpirationDateSerialNo)
{
cout << "OnReply_GetOptionExpirationDate SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetOptionExpirationDateSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request GetOptionExpirationDate SerialNo: 4
OnReply_GetOptionExpirationDate SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dateList": [
{
"strikeTime": "2021-06-29",
"strikeTimestamp": 1624896000,
"optionExpiryDateDistance": 20
},
...
{
"strikeTime": "2022-06-29",
"strikeTimestamp": 1656432000,
"optionExpiryDateDistance": 385
}
]
}
}
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GetOptionExpirationDate(req);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetOptionExpirationDate(){
const { RetType } = Common
const { IndexOptionType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
indexOptionType: IndexOptionType.IndexOptionType_Unknown,
},
};
websocket.GetOptionExpirationDate(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("OptionExpirationDate: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
OptionExpirationDate: errCode 0, retMsg , retType 0
{
"dateList": [{
"strikeTime": "2021-09-29",
"strikeTimestamp": 1632844800,
"optionExpiryDateDistance": 19
}, {
"strikeTime": "2021-10-28",
"strikeTimestamp": 1635350400,
"optionExpiryDateDistance": 48
}, ..., {
"strikeTime": "2022-09-29",
"strikeTimestamp": 1664380800,
"optionExpiryDateDistance": 384
}]
}
stop
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Interface Limitations
- A maximum of 60 requests per 30 seconds
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_expiration_date(code, index_option_type=IndexOptionType.NORMAL)
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
Parameter Type Description code str Stock code. index_option_type IndexOptionType Index option type. Only valid for HK index options. Ignore this parameter for stocks, ETFs, and US index options.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, option expiration date data is returned. str If ret != RET_OK, error description is returned. - Option expiration date data format as follows:
Field Type Description strike_time str Exercise date. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.option_expiry_date_distance int The number of days from the expiry date. A negative number means it has expired.expiration_cycle ExpirationCycle Expiration cycle. For HK index options only
- Option expiration date data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_expiration_date(code='HK.00700')
if ret == RET_OK:
print(data)
print(data['strike_time'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
strike_time option_expiry_date_distance expiration_cycle
0 2021-04-29 4 N/A
1 2021-05-28 33 N/A
2 2021-06-29 65 N/A
3 2021-07-29 95 N/A
4 2021-09-29 157 N/A
5 2021-12-30 249 N/A
6 2022-03-30 339 N/A
['2021-04-29', '2021-05-28', '2021-06-29', '2021-07-29', '2021-09-29', '2021-12-30', '2022-03-30']
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# Qot_GetOptionExpirationDate.proto
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
Protocol ID
3224
Data Type
- For security, refer to Security
- For index option type, refer to IndexOptionType
- For option expiration cycle, refer to ExpirationCycle
uint GetOptionExpirationDate(GetOptionExpirationDate.Request req);
virtual void OnReply_GetOptionExpirationDate(MMAPI_Conn client, uint nSerialNo, GetOptionExpirationDate.Response rsp);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetOptionExpirationDate.C2S c2s = QotGetOptionExpirationDate.C2S.CreateBuilder()
.SetOwner(sec)
.Build();
QotGetOptionExpirationDate.Request req = QotGetOptionExpirationDate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionExpirationDate(req);
Console.Write("Send GetOptionExpirationDate: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionExpirationDate(MMAPI_Conn client, uint nSerialNo, QotGetOptionExpirationDate.Response rsp) {
Console.Write("Reply: QotGetOptionExpirationDate: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("strikeTime: {0}\n", rsp.S2C.DateListList[0].StrikeTime);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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Output
Qot onInitConnect: ret=0 desc= connID=6819092719404484544
Send QotGetOptionExpirationDate: 3
Reply: QotGetOptionExpirationDate: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
dateList {
strikeTime: "2021-07-29"
strikeTimestamp: 1627488000
optionExpiryDateDistance: 20
}
...
dateList {
strikeTime: "2022-06-29"
strikeTimestamp: 1656432000
optionExpiryDateDistance: 355
}
}
strikeTime: 2021-07-29
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int getOptionExpirationDate(QotGetOptionExpirationDate.Request req);
void onReply_GetOptionExpirationDate(MMAPI_Conn client, int nSerialNo, QotGetOptionExpirationDate.Response rsp);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetOptionExpirationDate.C2S c2s = QotGetOptionExpirationDate.C2S.newBuilder()
.setOwner(sec)
.build();
QotGetOptionExpirationDate.Request req = QotGetOptionExpirationDate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionExpirationDate(req);
System.out.printf("Send QotGetOptionExpirationDate: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionExpirationDate(MMAPI_Conn client, int nSerialNo, QotGetOptionExpirationDate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionExpirationDate failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionExpirationDate: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetOptionExpirationDate: 2
Receive QotGetOptionExpirationDate: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dateList": [{
"strikeTime": "2021-06-29",
"strikeTimestamp": 1.624896E9,
"optionExpiryDateDistance": 5
}, ... {
"strikeTime": "2022-06-29",
"strikeTimestamp": 1.656432E9,
"optionExpiryDateDistance": 370
}]
}
}
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moomoo::u32_t GetOptionExpirationDate(const Qot_GetOptionExpirationDate::Request &stReq);
virtual void OnReply_GetOptionExpirationDate(moomoo::u32_t nSerialNo, const Qot_GetOptionExpirationDate::Response &stRsp) = 0;
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Qot_GetOptionExpirationDate::Request req;
Qot_GetOptionExpirationDate::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_owner();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetOptionExpirationDateSerialNo = m_pQotApi->GetOptionExpirationDate(req);
cout << "Request GetOptionExpirationDate SerialNo: " << m_GetOptionExpirationDateSerialNo << endl;
}
virtual void OnReply_GetOptionExpirationDate(moomoo::u32_t nSerialNo, const Qot_GetOptionExpirationDate::Response &stRsp){
if(nSerialNo == m_GetOptionExpirationDateSerialNo)
{
cout << "OnReply_GetOptionExpirationDate SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetOptionExpirationDateSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request GetOptionExpirationDate SerialNo: 4
OnReply_GetOptionExpirationDate SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dateList": [
{
"strikeTime": "2021-06-29",
"strikeTimestamp": 1624896000,
"optionExpiryDateDistance": 20
},
...
{
"strikeTime": "2022-06-29",
"strikeTimestamp": 1656432000,
"optionExpiryDateDistance": 385
}
]
}
}
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GetOptionExpirationDate(req);
Description
Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with Get Option Chain.
Parameters
message C2S
{
required Qot_Common.Security owner = 1; //The underlying stock of the option, currently only supports HK stocks, US stocks and index, HSI and HHI
optional int32 indexOptionType = 2; //Qot_Common.IndexOptionType, the type of index option, only used for HSI and HHI
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security.
- For the enumeration of index option types, refer to IndexOptionType
- Return
message OptionExpirationDate
{
optional string strikeTime = 1; //Exercise date (Format: yyyy-MM-dd. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time).
optional double strikeTimestamp = 2; //Exercise date timestamp
required int32 optionExpiryDateDistance = 3; //The number of days from the expiry date, a negative number means it has expired.
optional int32 cycle = 4; //Qot_Common.ExpirationCycle, Index option type. Ignore this parameter for stocks, ETFs and US index options.
}
message S2C
{
repeated OptionExpirationDate dateList = 1; //Exercise date.
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result.
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For option expiration cycle, refer to ExpirationCycle
- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetOptionExpirationDate(){
const { RetType } = Common
const { IndexOptionType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
owner:{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
indexOptionType: IndexOptionType.IndexOptionType_Unknown,
},
};
websocket.GetOptionExpirationDate(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("OptionExpirationDate: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
OptionExpirationDate: errCode 0, retMsg , retType 0
{
"dateList": [{
"strikeTime": "2021-09-29",
"strikeTimestamp": 1632844800,
"optionExpiryDateDistance": 19
}, {
"strikeTime": "2021-10-28",
"strikeTimestamp": 1635350400,
"optionExpiryDateDistance": 48
}, ..., {
"strikeTime": "2022-09-29",
"strikeTimestamp": 1664380800,
"optionExpiryDateDistance": 384
}]
}
stop
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Interface Limitations
- A maximum of 60 requests per 30 seconds