如何拉取期权的信息？

[Endt4sk]

void on_quote_context_created(const struct lb_async_result_t* res)
{
	if (res->error) {
		printf("failed to create quote context: %s\n",
			lb_error_message(res->error));
		return;
	}

	*((const lb_quote_context_t**)res->userdata) = (const lb_quote_context_t*)res->ctx;

	const char* symbols[] = { "NVDA240301C800000.US" };
	lb_quote_context_quote((const struct lb_quote_context_t*)res->ctx, symbols, 1 on_quote, NULL);
}

拉取不到期权的信息。

[huacnlee]

你调用这个是个股行情接口，期权行情是另外一个函数:

• https://longportapp.github.io/openapi-sdk/cpp/classlongport_1_1quote_1_1_quote_context.html#a0671aa3a2b863d3e8b02e6501d8c0aa2
• https://open.longportapp.com/docs/quote/pull/option-quote

[Endt4sk]

@huacnlee

你调用这个是个股行情接口，期权行情是另外一个函数:

• https://longportapp.github.io/openapi-sdk/cpp/classlongport_1_1quote_1_1_quote_context.html#a0671aa3a2b863d3e8b02e6501d8c0aa2
• https://open.longportapp.com/docs/quote/pull/option-quote

谢谢，那用那个API可以获取期权的Gamma Delta这些数值？

[sunli829]

https://open.longportapp.com/docs/quote/pull/calc-index

用这个接口

[Endt4sk]

@sunli829 感谢回复，我使用的C语言，用下面的方式获取的期权信息，怎么数据都是错的？除了收盘价行权价，其他的IV DELTA这些数据都对不上：

void OnSecurityCalcIndexCreated(const struct lb_async_result_t* res)
{
	if (res->error)
	{
		printf("failed to create quote context: %s\n", lb_error_message(res->error));
		return;
	}

	*((const lb_quote_context_t**)res->userdata) = (const lb_quote_context_t*)res->ctx;

	std::vector<const char*> symbols;
	symbols.push_back("NVDA240419C900000.US");
	lb_quote_context_calc_indexes((const struct lb_quote_context_t*)res->ctx, symbols.data(), symbols.size(), indexes, indexes_size, [](auto result)
		{
			if (!result)
			{
				//auto msg = lb_error_message(result->error);
				printf("failed to get quote!\n");
				return;
			}

			lb_security_calc_index_t* data = (lb_security_calc_index_t*)result->data;
			printf("Symbol: %s\n", data->symbol);
			printf("LastDone: %f\n", lb_decimal_to_double(data->last_done));
			printf("StrikePrice: %f\n", lb_decimal_to_double(data->strike_price));
			printf("Implied Volatility: %f\n", *data->implied_volatility);
			printf("Delta: %f\n", *data->delta);
			printf("Gamma: %f\n", *data->gamma);
			printf("Theta: %f\n", *data->theta);
			printf("Vega: %f\n", *data->vega);

		}, NULL);
}

[QFCG]

目前过期的期权行情只会保留 7 天，服务端返回的数据没有这个标的，您可以检查一下本地代码，打印的数据是哪里来的。

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