python 行情数据_python爬取期权行情数据

想要弄点数据要求高的可以找收费的数据服务商，例如wind，东方财富，后者便宜点，tushare也提供了期权行情数据，但是门槛是有积分限制，其他的地方只能爬取了。做期权策略分析没有数据怎么行，没钱就写一个吧。

数据源

主要涉及的接口

当前交易的期权合约月份

{"result":{"status":{"code":0},"data":{"cateList":["50ETF","50ETF","300ETF"],"contractMonth":["2020-06","2020-06","2020-07","2020-09","2020-12"],"stockId":"510050","cateId":"510050C2006A02800"}}}

当前标的月份下的期权合约

var hq_str_OP_UP_5100502006="CON_OP_10002421,CON_OP_10002401,CON_OP_10002402,CON_OP_10002291,CON_OP_10002292,CON_OP_10002293,CON_OP_10002294,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,CON_OP_10002213,";

当前期权合约行情

var hq_str_CON_OP_10002086="10,0.0614,0.0615,0.0615,24,102344,15.38,2.8500,0.0533,0.0550,0.3411,0.0001,0.0619,3,0.0618,26,0.0617,3,0.0616,1,0.0615,24,0.0614,10,0.0613,25,0.0612,65,0.0611,5,0.0610,161,2020-06-05 15:00:00,0,E 01,EBS,510050,50ETF购6月2850,29.83,0.0615,0.0456,121255,63182460.00,M,0.0533,C,2020-06-24,19,2,0.042,0.0195";

python实现

import requests

import json

from itertools import product

impor