新浪财经50ETF期权和上交所300ETF期权行情接口

陆子野

已于 2022-08-13 20:08:44 修改

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分类专栏：金融 python 文章标签：期权行情接口

于 2017-01-12 09:07:41 首次发布

本文链接：https://blog.csdn.net/u013781175/article/details/54374798

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1、获得当前有哪几个月份的合约

（50ETF）http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName?exchange=null&cate=50ETF

（上交所300ETF）http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName?exchange=null&cate=300ETF

返回结果示例如下，contractMonth字段就是我们想要的数据

{
    "result": {
        "status": {
            "code": 0
        },
        "data": {
            "cateList": [
                "300ETF",
                "50ETF",
                "300ETF"
            ],
            "contractMonth": [
                "2020-01",
                "2020-01",
                "2020-02",
                "2020-03",
                "2020-06"
            ],
            "stockId": "510300",
            "cateId": "510300C2001"
        }
    }
}

2、获得某个月份合约的到期日和剩余天数

非除权日http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay?exchange=null&cate=50ETF&date=2020-06

除权日http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay?exchange=null&cate=XD50ETF&date=2020-06

上交所300ETF的需要将上面url中的50ETF改为300ETF

大家调用的时候把年和月改成上面第一个接口返回的年和月，例如2019年4月就是date=2019-04，结果示例如下，expireDay字段为到期日，remainderDays字段为剩余天数

{
    "result": {
        "status": {
            "code": 0
        },
        "data": {
            "expireDay": "2020-06-24",
            "remainderDays": 180,
            "stockId": "510300",
            "cateId": "510300C2006",
            "zhulikanzhang": "",
            "zhulikandie": "",
            "other": {
                "name": "华泰柏瑞沪深300ETF",
                "type": 10,
                "symbol": "s_sh510300",
                "url": "http://finance.sina.com.cn/fund/quotes/510300/bc.shtml"
            }
        }
    }
}

3、获得某月到期的看涨期权代码列表http://hq.sinajs.cn/list=OP_UP_5100502006，510050为标的代码，2006代表到期年月。

上交所300ETFhttp://hq.sinajs.cn/list=OP_UP_5103002006

结果示例如下

var hq_str_OP_UP_5100502006="CON_OP_10002083,CON_OP_10002009,CON_OP_10002084,
CON_OP_10001989,CON_OP_10002085,CON_OP_10001990,CON_OP_10002086,CON_OP_10001991,
CON_OP_10002087,CON_OP_10001992,CON_OP_10002088,CON_OP_10001993,CON_OP_10002089,
CON_OP_10001994,CON_OP_10002090,CON_OP_10001995,CON_OP_10002091,CON_OP_10001996,
CON_OP_10002107,CON_OP_10001997,CON_OP_10002115,CON_OP_10002007,";

4、获得某月到期的看跌期权代码列表http://hq.sinajs.cn/list=OP_DOWN_5103002006，同上

5、根据合约代码获得实时期权行情http://hq.sinajs.cn/list=CON_OP_10002180，结果示例如下

var hq_str_CON_OP_10002176="1,0.2822,0.2849,0.2852,1,4096,-0.38,4.1000,0.2860,
0.2987,0.7018,0.0001,0.2920,10,0.2894,1,0.2888,1,0.2881,10,0.2852,1,0.2822,1,0.2768,
15,0.2689,1,0.2683,1,0.2661,1,2020-01-10 14:55:35,0,E 01,EBS,510300,300ETF购6月4100,
7.10,0.2987,0.2784,521,1485322.00,M,0.2860,C,2020-06-24,166,2,0.057,0.2279";

各个字段的意思
var hq_str_CON_OP_代码=“买量(0)，买价，最新价，卖价，卖量，持仓量，涨幅，行权价，昨收价，开盘价，涨停价，跌停价(11), 
申卖 价五，申卖量五，申卖价四，申卖量四，申卖价三，申卖量三，申卖价二，申卖量二，申卖价一，申卖量一，申买价一，
申买量一 ，申买价二，申买量二，申买价三，申买量三，申买价四，申买量四，申买价五，申买量五，行情时间，主力合约标识，状态码， 
标的证券类型，标的股票，期权合约简称，振幅(38)，最高价，最低价，成交量，成交额，分红调整标志，昨结算价，认购认沽标志，
到期日，剩余天数，虚实值标志，内在价值，时间价值

6、50ETF实时行情http://hq.sinajs.cn/list=sh510050，结果示例如下

上交所300ETF实时行情http://hq.sinajs.cn/list=sh510300

var hq_str_sh510050="
50ETF,2.715,2.690,2.701,2.744,2.687,2.700,2.701,1323173371,3593093810.000,2134800,
2.700,1175600,2.699,466500,2.698,154000,2.697,1451100,2.696,257800,2.701,525100,2.702,
299500,2.703,233800,2.704,1286100,2.705,2019-03-12,15:00:05,00";

各个字段意义
var hq_str_sh510050=证券简称,今日开盘价,昨日收盘价,最近成交价,最高成交价,最低成交价,买入价,
卖出价,成交数量,成交金额,买数量一,买价位一,买数量二,买价位二,买数量三 ,买价位三,买数量四,
买价位四,买数量五,买价位五,卖数量一,卖价位一,卖数量二,卖价位二,卖数量三,卖价位三,卖数量四,
卖价位四,卖数量五,卖价位五,行情日期,行情时间,停牌状态

简版的接口http://hq.sinajs.cn/list=s_sh510300

var hq_str_s_sh510300="300ETF,4.017,-0.004,-0.10,4368130,176618";

var hq_str_s_sh510300=证券简称,最新价,涨跌额,涨跌幅,成交量,成交额

7、期权隐含波动率，希腊字母等信息http://hq.sinajs.cn/list=CON_SO_10002180，结果示例如下

var hq_str_CON_SO_10002180="300ETF沽6月3600,,,,4204,-0.0595,0.3455,-0.0312,0.3339,0.1549,0.0235,0.0192,
510300P2006M03600,3.6000,0.0235,0.0091,M";

各个字段意思
期权合约简称,,,,成交量,Delta,Gamma,Theta,Vega,隐含波动率,最高价,最低价,交易代码,行权价,最新价,理论价值

8、期权分时线数据接口

https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionDaylineService.getOptionMinline?symbol=CON_OP_10002180

{"result":{"status":{"code":0},"data":[
{"i":"09:26:00","p":"0.0000","v":"0","t":"0","a":"0.0000","d":"2019-12-27"},{"i":"09:27:00","p":"0.0000","v":"0","t":"0","a":"0.0000"},
{"i":"09:28:00","p":"0.0000","v":"0","t":"0","a":"0.0000"},{"i":"09:29:00","p":"0.0000","v":"0","t":"0","a":"0.0000"},
{"i":"09:30:00","p":"0.0000","v":"0","t":"2247","a":"0.0000"},{"i":"09:31:00","p":"0.0000","v":"0","t":"2247","a":"0.0000"},
{"i":"09:32:00","p":"0.0200","v":"0","t":"2247","a":"0.0200"},{"i":"09:33:00","p":"0.0200","v":"0","t":"2247","a":"0.0200"},
{"i":"09:34:00","p":"0.0197","v":"0","t":"2269","a":"0.0196"},{"i":"09:35:00","p":"0.0198","v":"12","t":"2281","a":"0.0197"},
{"i":"09:36:00","p":"0.0194","v":"66","t":"2324","a":"0.0197"},{"i":"09:37:00","p":"0.0194","v":"0","t":"2324","a":"0.0197"},
{"i":"09:38:00","p":"0.0200","v":"6","t":"2330","a":"0.0197"},{"i":"09:39:00","p":"0.0200","v":"1","t":"2331","a":"0.0197"},

各字段意义：i时间，p价格，v成交，t持仓，a均价

9、期权日K线数据接口

http://stock.finance.sina.com.cn/futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo?symbol=CON_OP_10002180

/*<script>location.href='//sina.com';</script>*/
([{"d":"2019-12-23","o":"0.0310","h":"0.0378","l":"0.0218","c":"0.0307","v":"9546855"},
{"d":"2019-12-24","o":"0.0312","h":"0.0312","l":"0.0243","c":"0.0252","v":"1379181"},
{"d":"2019-12-25","o":"0.0249","h":"0.0276","l":"0.0234","c":"0.0252","v":"2920675"},
{"d":"2019-12-26","o":"0.0252","h":"0.0252","l":"0.0210","c":"0.0210","v":"3132585"},
{"d":"2019-12-27","o":"0.0200","h":"0.0235","l":"0.0192","c":"0.0235","v":"7747007"}]);

各字段意义：d日期，o开盘，h最高，l最低，c收盘，v成交

10、期权最近5个交易日的分时线数据接口

https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionDaylineService.getFiveDayLine?symbol=CON_OP_10002180

11、另外我还在js代码里发现了其它一些行情接口，与以上接口有些功能是重合的

http://hq.sinajs.cn/list=CON_ZL_10002122

这些接口可以一次传入多个参数来获取多条数据，多个参数用逗号连接，例如http://hq.sinajs.cn/list=CON_SO_10001585,CON_SO_10001727,CON_SO_10001619一次获取了3个合约的数据。

以下是我写的用于获取数据的python代码：

# python3
from json import loads
from requests import get


http_header = {
    'User-Agent': "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) "
                  "Chrome/97.0.4692.71 Safari/537.36",
    'Referer': "https://stock.finance.sina.com.cn/",
}


def get_option_dates(cate='50ETF', exchange='null'):
    url = f"http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName?" \
          f"exchange={exchange}&cate={cate}"
    dates = get(url).json()['result']['data']['contractMonth']
    return [''.join(i.split('-')) for i in dates][1:]


def get_option_expire_day(date, cate='50ETF', exchange='null'):
    url = "http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay?" \
          "exchange={exchange}&cate={cate}&date={year}-{month}"
    url2 = url.format(year=date[:4], month=date[4:], cate=cate, exchange=exchange)
    data = get(url2).json()['result']['data']
    if int(data['remainderDays']) < 0:
        url2 = url.format(year=date[:4], month=date[4:], cate='XD' + cate, exchange=exchange)
        data = get(url2).json()['result']['data']
    return data['expireDay'], int(data['remainderDays'])


def get_option_codes(date, underlying='510050'):
    url_up = ''.join(["http://hq.sinajs.cn/list=OP_UP_", underlying, str(date)[-4:]])
    url_down = ''.join(["http://hq.sinajs.cn/list=OP_DOWN_", underlying, str(date)[-4:]])
    data_up = str(get(url_up, headers=http_header).content).replace('"', ',').split(',')
    codes_up = [i[7:] for i in data_up if i.startswith('CON_OP_')]
    data_down = str(get(url_down, headers=http_header).content).replace('"', ',').split(',')
    codes_down = [i[7:] for i in data_down if i.startswith('CON_OP_')]
    return codes_up, codes_down


def get_option_price(code):
    url = "http://hq.sinajs.cn/list=CON_OP_{code}".format(code=code)
    data = get(url, headers=http_header).content.decode('gbk')
    data = data[data.find('"') + 1: data.rfind('"')].split(',')
    fields = ['买量', '买价', '最新价', '卖价', '卖量', '持仓量', '涨幅', '行权价', '昨收价', '开盘价', '涨停价',
              '跌停价', '申卖价五', '申卖量五', '申卖价四', '申卖量四', '申卖价三', '申卖量三', '申卖价二',
              '申卖量二', '申卖价一', '申卖量一', '申买价一', '申买量一 ', '申买价二', '申买量二', '申买价三',
              '申买量三', '申买价四', '申买量四', '申买价五', '申买量五', '行情时间', '主力合约标识', '状态码',
              '标的证券类型', '标的股票', '期权合约简称', '振幅', '最高价', '最低价', '成交量', '成交额',
              '分红调整标志', '昨结算价', '认购认沽标志', '到期日', '剩余天数', '虚实值标志', '内在价值', '时间价值']
    result = list(zip(fields, data))
    return result


def get_underlying_security_price(code='sh510050'):
    url = "http://hq.sinajs.cn/list=" + code
    data = get(url, headers=http_header).content.decode('gbk')
    data = data[data.find('"') + 1: data.rfind('"')].split(',')
    fields = ['证券简称', '今日开盘价', '昨日收盘价', '最近成交价', '最高成交价', '最低成交价', '买入价',
              '卖出价', '成交数量', '成交金额', '买数量一', '买价位一', '买数量二', '买价位二', '买数量三',
              '买价位三', '买数量四', '买价位四', '买数量五', '买价位五', '卖数量一', '卖价位一', '卖数量二',
              '卖价位二', '卖数量三', '卖价位三', '卖数量四', '卖价位四', '卖数量五', '卖价位五', '行情日期',
              '行情时间', '停牌状态']
    return list(zip(fields, data))


def get_option_greek_alphabet(code):
    url = "http://hq.sinajs.cn/list=CON_SO_{code}".format(code=code)
    data = get(url, headers=http_header).content.decode('gbk')
    data = data[data.find('"') + 1: data.rfind('"')].split(',')
    fields = ['期权合约简称', '成交量', 'Delta', 'Gamma', 'Theta', 'Vega', '隐含波动率', '最高价', '最低价',
              '交易代码', '行权价', '最新价', '理论价值']
    return list(zip(fields, [data[0]] + data[4:]))


def get_option_time_line(code):
    url = f"https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionDaylineService.getOptionMinline?" \
          f"symbol=CON_OP_{code}"
    data = get(url).json()['result']['data']
    return data


def get_option_day_kline(code):
    url = f"http://stock.finance.sina.com.cn/futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo?" \
          f"symbol=CON_OP_{code}"
    data = get(url).content
    data = loads(data[data.find(b'(') + 1: data.rfind(b')')])
    return data


def my_test():
    dates = get_option_dates(cate='300ETF')
    print('期权合约月份：{}'.format(dates))
    for date in dates:
        print('期权月份{}：到期日{} 剩余天数{}'.format(date, *get_option_expire_day(date, cate='300ETF')))
    demo_code = '10002180'
    for date in dates:
        call_codes, put_codes = get_option_codes(date, underlying='510300')
        print('期权月份{} 看涨期权代码：{}\n期权月份{} 看跌期权代码：{}'.format(date, call_codes, date, put_codes))
        demo_code = call_codes[0]
    for index, i in enumerate(get_option_price(demo_code)):
        print('期权' + demo_code, index, *i)
    for index, i in enumerate(get_underlying_security_price(code='sh510300')):
        print(index, *i)
    for index, i in enumerate(get_option_greek_alphabet(demo_code)):
        print('期权' + demo_code, index, *i)
    time_line = get_option_time_line(demo_code)
    for i in time_line[-10:]:
        print('时间:{i}, 价格:{p}, 成交:{v}, 持仓:{t}, 均价:{a}'.format(**i))
    day_kline = get_option_day_kline(demo_code)
    for i in day_kline:
        print('日期:{d}, 开盘:{o}, 最高:{h}, 最低:{l}, 收盘:{c}, 成交:{v}'.format(**i))


if __name__ == '__main__':
    my_test()

程序运行的结果：

期权合约月份：['202001', '202002', '202003', '202006']
期权月份202001：到期日2020-01-22 剩余天数15
期权月份202002：到期日2020-02-26 剩余天数50
期权月份202003：到期日2020-03-25 剩余天数78
期权月份202006：到期日2020-06-24 剩余天数169
期权月份202001 看涨期权代码：['10002117', '10002118', '10002119', '10002120', '10002121', '10002122', '10002123', '10002124', '10002125', '10002215']
期权月份202001 看跌期权代码：['10002126', '10002127', '10002128', '10002129', '10002130', '10002131', '10002132', '10002133', '10002134', '10002216']
期权月份202002 看涨期权代码：['10002135', '10002136', '10002137', '10002138', '10002139', '10002140', '10002141', '10002142', '10002143', '10002217']
期权月份202002 看跌期权代码：['10002144', '10002145', '10002146', '10002147', '10002148', '10002149', '10002150', '10002151', '10002152', '10002218']
期权月份202003 看涨期权代码：['10002153', '10002154', '10002155', '10002156', '10002157', '10002158', '10002159', '10002160', '10002161', '10002219']
期权月份202003 看跌期权代码：['10002162', '10002163', '10002164', '10002165', '10002166', '10002167', '10002168', '10002169', '10002170', '10002220']
期权月份202006 看涨期权代码：['10002171', '10002172', '10002173', '10002174', '10002175', '10002176', '10002177', '10002178', '10002179', '10002221']
期权月份202006 看跌期权代码：['10002180', '10002181', '10002182', '10002183', '10002184', '10002185', '10002186', '10002187', '10002188', '10002222']
期权10002171 0 买量 2
期权10002171 1 买价 0.6200
期权10002171 2 最新价 0.6330
期权10002171 3 卖价 0.6428
期权10002171 4 卖量 1
期权10002171 5 持仓量 3465
期权10002171 6 涨幅 -2.69
期权10002171 7 行权价 3.6000
期权10002171 8 昨收价 0.6505
期权10002171 9 开盘价 0.6300
期权10002171 10 涨停价 1.0644
期权10002171 11 跌停价 0.2366
期权10002171 12 申卖价五 0.6817
期权10002171 13 申卖量五 1
期权10002171 14 申卖价四 0.6798
期权10002171 15 申卖量四 1
期权10002171 16 申卖价三 0.6729
期权10002171 17 申卖量三 1
期权10002171 18 申卖价二 0.6500
期权10002171 19 申卖量二 1
期权10002171 20 申卖价一 0.6428
期权10002171 21 申卖量一 1
期权10002171 22 申买价一 0.6200
期权10002171 23 申买量一  2
期权10002171 24 申买价二 0.6009
期权10002171 25 申买量二 1
期权10002171 26 申买价三 0.5936
期权10002171 27 申买量三 5
期权10002171 28 申买价四 0.5900
期权10002171 29 申买量四 1
期权10002171 30 申买价五 0.5877
期权10002171 31 申买量五 1
期权10002171 32 行情时间 2020-01-06 15:00:00
期权10002171 33 主力合约标识 0
期权10002171 34 状态码 E 01
期权10002171 35 标的证券类型 EBS
期权10002171 36 标的股票 510300
期权10002171 37 期权合约简称 300ETF购6月3600
期权10002171 38 振幅 10.33
期权10002171 39 最高价 0.6799
期权10002171 40 最低价 0.6127
期权10002171 41 成交量 488
期权10002171 42 成交额 3184024.00
0 证券简称 300ETF
1 今日开盘价 4.126
2 昨日收盘价 4.139
3 最近成交价 4.123
4 最高成交价 4.171
5 最低成交价 4.094
6 买入价 4.124
7 卖出价 4.125
8 成交数量 666504783
9 成交金额 2760524448.000
10 买数量一 15200
11 买价位一 4.124
12 买数量二 59100
13 买价位二 4.123
14 买数量三 656200
15 买价位三 4.122
16 买数量四 77800
17 买价位四 4.121
18 买数量五 278800
19 买价位五 4.120
20 卖数量一 40600
21 卖价位一 4.125
22 卖数量二 19700
23 卖价位二 4.126
24 卖数量三 663100
25 卖价位三 4.127
26 卖数量四 301600
27 卖价位四 4.128
28 卖数量五 213300
29 卖价位五 4.129
30 行情日期 2020-01-06
31 行情时间 15:00:00
32 停牌状态 00
期权10002171 0 期权合约简称 300ETF购6月3600
期权10002171 1 成交量 488
期权10002171 2 Delta 0.9693
期权10002171 3 Gamma 0.1992
期权10002171 4 Theta -0.162
期权10002171 5 Vega 0.1949
期权10002171 6 隐含波动率 0.2173
期权10002171 7 最高价 0.6799
期权10002171 8 最低价 0.6127
期权10002171 9 交易代码 510300C2006M03600
期权10002171 10 行权价 3.6000
期权10002171 11 最新价 0.6330
期权10002171 12 理论价值 0.5937
时间:14:51:00, 价格:0.6404, 成交:3, 持仓:3464, 均价:0.6526
时间:14:52:00, 价格:0.6400, 成交:0, 持仓:3463, 均价:0.6525
时间:14:53:00, 价格:0.6400, 成交:0, 持仓:3463, 均价:0.6525
时间:14:54:00, 价格:0.6400, 成交:0, 持仓:3463, 均价:0.6525
时间:14:55:00, 价格:0.6400, 成交:1, 持仓:3464, 均价:0.6525
时间:14:56:00, 价格:0.6400, 成交:0, 持仓:3464, 均价:0.6525
时间:14:57:00, 价格:0.6400, 成交:0, 持仓:3464, 均价:0.6525
时间:14:58:00, 价格:0.6400, 成交:0, 持仓:0, 均价:0.6525
时间:14:59:00, 价格:0.6400, 成交:0, 持仓:0, 均价:0.6525
时间:15:00:00, 价格:0.6330, 成交:1, 持仓:3465, 均价:0.6525
日期:2019-12-23, 开盘:0.5142, 最高:0.5984, 最低:0.4677, 收盘:0.4726, 成交:8571737
日期:2019-12-24, 开盘:0.4631, 最高:0.4936, 最低:0.4631, 收盘:0.4889, 成交:297199
日期:2019-12-25, 开盘:0.4825, 最高:0.4990, 最低:0.4800, 收盘:0.4925, 成交:339024
日期:2019-12-26, 开盘:0.5005, 最高:0.5225, 最低:0.4985, 收盘:0.5220, 成交:1109657
日期:2019-12-27, 开盘:0.5230, 最高:0.5676, 最低:0.5230, 收盘:0.5284, 成交:2176759
日期:2019-12-30, 开盘:0.5280, 最高:0.5936, 最低:0.5100, 收盘:0.5862, 成交:2030851
日期:2019-12-31, 开盘:0.5919, 最高:0.6060, 最低:0.5729, 收盘:0.6019, 成交:494130
日期:2020-01-02, 开盘:0.6254, 最高:0.6832, 最低:0.6254, 收盘:0.6582, 成交:1594542
日期:2020-01-03, 开盘:0.6737, 最高:0.6737, 最低:0.6500, 收盘:0.6505, 成交:787486
日期:2020-01-06, 开盘:0.6300, 最高:0.6799, 最低:0.6127, 收盘:0.6330, 成交:1658548