# Warrant Screening V2

Python
Proto
C#
Java
C++
JavaScript

get_warrant_screen(request)

Description

Warrant screening V2. Compared with the legacy get_warrant, this API returns 43 columns of warrant attributes, supports HK / Singapore / Malaysia markets, and supports a count-only mode (only_count). All numeric fields accept raw values; OpenD performs magnification conversion internally.

Parameters

Parameter	Type	Description
request	WarrantScreenRequest	Warrant screening request object; warrant_market must be passed at construction

WarrantScreenRequest fields:

Field	Type	Description
warrant_market	WarrantMarket	Market HK=1, SG=4, MY=15
is_delay	bool	Whether to use delayed market data Defaults to False
only_count	bool	Whether to return only the total count (no detailed records) Defaults to False; when True only all_count is filled and DataFrame is empty
page_from	int	Pagination start position Defaults to 0
page_count	int	Maximum results per page Defaults to 200

Filter builder methods (each call appends one filter condition):

Method	Description
add_interval_filter(field_id, min_val=None, max_val=None, min_included=True, max_included=True)	Interval filter field_id comes from WarrantField; min_val / max_val are passed as raw values (OpenD performs magnification automatically, e.g. current price 5 → 5.0, street ratio 50% → 50.0, effective leverage > 3 → 3.0); both min_val and max_val are optional, and omitting both makes this condition a no-op (equivalent to no filter)
add_choice_filter(field_id, choices)	Choice filter choices may be int enums or string codes; e.g. STOCK_OWNER accepts ["HK.00700"], WARRANT_TYPE accepts [WarrantType.CALL, WarrantType.PUT]
add_sort(field_id, desc=False)	Sort desc=True for descending; ascending by default

Common WarrantField field_id (full list see WarrantField):

field_id	Meaning	Filter type
4	ISSUER_ID	choice
5	STOCK_OWNER underlying	choice Accepts code strings like ["HK.00700"]
6	WARRANT_TYPE	choice 1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline; see WarrantType
8	CURRENT_PRICE	interval
9	STREET_RATIO	interval
10	VOLUME	interval
16	LEVERAGE_RATIO	interval
19	STATUS	choice 0=Normal, 1=Suspended, 2=Pre-IPO; see WarrantStatus
23	EFFECTIVE_LEVERAGE	interval

Returns

Parameter	Type	Description
ret	RET_CODE	API result
data	tuple	When ret == RET_OK, returns (last_page, all_count, DataFrame)
data	str	When ret != RET_OK, an error description is returned

Returned DataFrame fields (43 columns total):

Field	Type	Description
stock_id	int	Warrant stock ID
stock_owner	int	Underlying stock ID
issuer_id	int	Issuer ID
warrant_type	int	Warrant type 1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline
strike_price	float	Strike price
maturity_date	str	Maturity date
last_trade_date	str	Last trade date
conversion_ratio	float	Conversion ratio
last_close_price	float	Previous close price
recovery_price	float	Recovery price (Bull/Bear only)
stock_owner_price	float	Underlying stock price
current_price	float	Current price
volume	int	Volume
turnover	float	Turnover
sell_vol	int	Ask volume
buy_vol	int	Bid volume
sell_price	float	Ask price
buy_price	float	Bid price
street_rate	float	Street ratio
high_price	float	High
low_price	float	Low
implied_volatility	float	Implied volatility (Call/Put only)
delta	float	Delta (Call/Put only)
status	int	Warrant status 0=Normal, 1=Suspended, 2=Pre-IPO
street_rate_new	float	Street ratio (new)
score	float	Composite score
premium	float	Premium
leverage	float	Leverage
effective_leverage	float	Effective leverage
break_even_point	float	Break-even point
ipop	float	In/Out of the money
amplitude	float	Amplitude
fx_score	float	SG score
ipo_time	str	IPO time
street_vol	int	Street volume
lot_size	int	Lot size
issue_size	int	Issue size
ipo_price	float	IPO price
upper_strike_price	float	Upper strike price (Inline only)
lower_strike_price	float	Lower strike price (Inline only)
iw_price_status	int	Inside / outside the range
sensitivity	float	Sensitivity
price_recovery_ratio	float	Underlying distance to recovery price (Bull/Bear only)

Example

from futu import (
    OpenQuoteContext, RET_OK, WarrantScreenRequest,
    WarrantMarket, WarrantField, WarrantType,
)

quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)

# Example 1: HK low-priced high-leverage Call / Put warrants
req = WarrantScreenRequest(warrant_market=WarrantMarket.HK)
req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE,
                      choices=[WarrantType.CALL, WarrantType.PUT])           # Call + Put
req.add_interval_filter(field_id=WarrantField.CURRENT_PRICE,
                        min_val=0.1, max_val=5.0)                            # Current price 0.1~5
req.add_interval_filter(field_id=WarrantField.EFFECTIVE_LEVERAGE,
                        min_val=3.0)                                         # Effective leverage > 3
req.add_interval_filter(field_id=WarrantField.STREET_RATIO, max_val=50.0)    # Street ratio < 50%
req.add_sort(field_id=WarrantField.VOLUME, desc=True)                        # Volume descending
req.page_count = 20

ret, data = quote_ctx.get_warrant_screen(req)
if ret == RET_OK:
    last_page, all_count, df = data
    print(df[['stock_id', 'warrant_type', 'current_price', 'effective_leverage']].head())
else:
    print('error: ', data)

# Example 2: Return only the total count of matching records
req = WarrantScreenRequest(warrant_market=WarrantMarket.HK)
req.only_count = True
req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE, choices=[WarrantType.CALL])
req.add_interval_filter(field_id=WarrantField.CURRENT_PRICE, min_val=1.0)
ret, data = quote_ctx.get_warrant_screen(req)
if ret == RET_OK:
    _, all_count, _ = data
    print(f"Total Call warrants matching: {all_count}")

# Example 3: Filter by underlying stock code (choice accepts code string)
req = WarrantScreenRequest(warrant_market=WarrantMarket.HK)
req.add_choice_filter(field_id=WarrantField.STOCK_OWNER, choices=["HK.00700"])
req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE,
                      choices=[WarrantType.BULL, WarrantType.BEAR])          # Bull + Bear
req.add_sort(field_id=WarrantField.TURNOVER, desc=True)
req.page_count = 50
ret, data = quote_ctx.get_warrant_screen(req)

quote_ctx.close()

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Output

         stock_id  warrant_type  current_price  effective_leverage
0  87930865475960             1          0.107               4.337
1  87939455410698             1          0.108               4.307
2  88231513189723             1          0.120               4.996
3  87969520182112             1          0.110               3.604
4  88356067241952             1          0.127               6.827
Total Call warrants matching: 98

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# Qot_WarrantScreen.proto

Description

Warrant screening V2
Parameters

message Boundary
{
    required double value = 1;
    optional bool includes = 2;     // Closed interval, defaults to true
}

message Interval
{
    optional Boundary filterMin = 1;
    optional Boundary filterMax = 2;
}

message Choice
{
    required int32 contentType = 1; // 1=numeric, 2=text
    optional string text = 2;
    optional int64 value = 3;
}

// One filter condition: interval / choices, choose one
message ScreenGroup
{
    required int32 fieldId = 1;     // WarrantField enum
    optional Interval interval = 2; // Interval filter
    repeated Choice choices = 3;    // Choice filter
}

message Sort
{
    required int32 sortFieldId = 1;
    required int32 direction = 2;   // 0=ascending, 1=descending
}

message C2S
{
    required int32 marketType = 1;          // Market: HK=1, SG=4, MY=15
    optional bool isDelay = 2;
    repeated ScreenGroup filterList = 3;
    repeated Sort sortList = 4;
    optional bool onlyCount = 5;            // Return only the total count
    optional int32 pageFrom = 6;
    optional int32 pageCount = 7;
}

message Request
{
    required C2S c2s = 1;
}

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Returns

message WarrantItem
{
    optional int64 stockId = 1;
    optional int64 stockOwner = 2;
    optional int32 issuerId = 3;
    optional int32 warrantType = 4;     // 1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline
    optional double strikePrice = 5;
    optional string maturityDate = 6;
    optional string lastTradeDate = 7;
    optional double conversionRatio = 8;
    optional double lastclosePrice = 9;
    optional double recoveryPrice = 10;
    optional double stockOwnerPrice = 11;
    optional double currentPrice = 12;
    optional int64 volume = 13;
    optional double turnover = 14;
    optional int64 sellVol = 15;
    optional int64 buyVol = 16;
    optional double sellPrice = 17;
    optional double buyPrice = 18;
    optional double streetRate = 19;
    optional double highPrice = 20;
    optional double lowPrice = 21;
    optional double impliedVolatility = 22;
    optional double delta = 23;
    optional int32 status = 24;
    optional double streetRateNew = 25;
    optional double score = 26;
    optional double premium = 27;
    optional double leverage = 28;
    optional double effectiveLeverage = 29;
    optional double breakEvenPoint = 30;
    optional double ipop = 31;
    optional double amplitude = 32;
    optional double fxScore = 33;
    optional string ipoTime = 34;
    optional int64 streetVol = 35;
    optional int32 lotSize = 36;
    optional int64 issueSize = 37;
    optional double ipoPrice = 38;
    optional double upperStrikePrice = 39;
    optional double lowerStrikePrice = 40;
    optional int32 iwPriceStatus = 41;
    optional double sensitivity = 42;
    optional double priceRecoveryRatio = 43;
}

message S2C
{
    required bool lastPage = 1;
    required int32 allCount = 2;
    repeated WarrantItem warrants = 3;
}

message Response
{
    required int32 retType = 1 [default = -400];
    optional string retMsg = 2;
    optional int32 errCode = 3;
    optional S2C s2c = 4;
}

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API result; structure see RetType

Proto ID

3254

uint WarrantScreen(QotWarrantScreen.Request req); virtual void OnReply_WarrantScreen(FTAPI_Conn client, uint nSerialNo, QotWarrantScreen.Response rsp);

Description

Warrant screening V2
Parameters

See the request structure of Qot_WarrantScreen.proto in the Proto tab.
Returns

See the response structure of Qot_WarrantScreen.proto in the Proto tab.
Proto ID

3254

int warrantScreen(QotWarrantScreen.Request req) onReply_WarrantScreen(FTAPI_Conn client, int nSerialNo, QotWarrantScreen.Response rsp)

Description

Warrant screening V2
Parameters

See the request structure of Qot_WarrantScreen.proto in the Proto tab.
Returns

See the response structure of Qot_WarrantScreen.proto in the Proto tab.
Proto ID

3254

bool WarrantScreen(uint32_t & nSerialNo, const Qot_WarrantScreen::Request & stReq); virtual void OnReply_WarrantScreen(FTAPI_Conn* pConn, uint32_t nSerialNo, const Qot_WarrantScreen::Response & stRsp)

Description

Warrant screening V2
Parameters

See the request structure of Qot_WarrantScreen.proto in the Proto tab.
Returns

See the response structure of Qot_WarrantScreen.proto in the Proto tab.
Proto ID

3254

warrantScreen(qotWarrantScreen)

Description

Warrant screening V2
Parameters

See the request structure of Qot_WarrantScreen.proto in the Proto tab.
Returns

See the response structure of Qot_WarrantScreen.proto in the Proto tab.
Proto ID

3254

Python
Proto
C#
Java
C++
JavaScript

get_warrant_screen(request)

Description

Warrant screening V2. Parameters and return fields are identical to the nn tab.
Example

from moomoo import (
    OpenQuoteContext, RET_OK, WarrantScreenRequest,
    WarrantMarket, WarrantField, WarrantType,
)

quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)

req = WarrantScreenRequest(warrant_market=WarrantMarket.HK)
req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE,
                      choices=[WarrantType.CALL, WarrantType.PUT])
req.add_interval_filter(field_id=WarrantField.CURRENT_PRICE,
                        min_val=0.1, max_val=5.0)
req.add_interval_filter(field_id=WarrantField.EFFECTIVE_LEVERAGE, min_val=3.0)
req.add_sort(field_id=WarrantField.VOLUME, desc=True)
req.page_count = 20

ret, data = quote_ctx.get_warrant_screen(req)
if ret == RET_OK:
    last_page, all_count, df = data
    print(df[['stock_id', 'warrant_type', 'current_price', 'effective_leverage']].head())
else:
    print('error: ', data)

quote_ctx.close()

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# Qot_WarrantScreen.proto

See the Proto content in the nn tab. Proto ID 3254.

uint WarrantScreen(QotWarrantScreen.Request req); virtual void OnReply_WarrantScreen(FTAPI_Conn client, uint nSerialNo, QotWarrantScreen.Response rsp);

See the Proto content in the nn tab. Proto ID 3254.

int warrantScreen(QotWarrantScreen.Request req) onReply_WarrantScreen(FTAPI_Conn client, int nSerialNo, QotWarrantScreen.Response rsp)

See the Proto content in the nn tab. Proto ID 3254.

warrantScreen(qotWarrantScreen)

See the Proto content in the nn tab. Proto ID 3254.

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