商品期权T型报价
商品期权T型报价的接口为
optshare.get_commodity_option_quotes(exchange_name, calendar=optshare.Calendar(), display=True)
其中，
exchange_name: 指定交易所名称，支持大商所(
'dce')、郑商所('czce')、上期所('shfe')、上海国际能源('ine')的商品期权T型报价。calendar: 指定交易日历，默认值为
optshare.Calendar()，默认使用在线节假日信息，也可以通过指定带有节假日列表的txt文件来指定交易日历，更多信息详见日历接口。display: 在获取T型报价时，是否展示期权报价的种类，默认值为True。
大连商品交易所
[1]:
import optshare
optshare.get_commodity_option_quotes(exchange_name= 'dce')
fetch option quotes for 豆粕期权
fetch option quotes for 玉米期权
fetch option quotes for 铁矿石期权
fetch option quotes for 液化石油天然气期权
fetch option quotes for 聚乙烯期权
fetch option quotes for 聚氯乙烯期权
fetch option quotes for 聚丙烯期权
fetch option quotes for 棕榈油期权
fetch option quotes for 黄大豆1号期权
fetch option quotes for 黄大豆2号期权
fetch option quotes for 豆油期权
[1]:
| 日期 | 行权价 | 看涨合约-最新价 | 看跌合约-最新价 | 挂钩标的代码 | 到期日期 | |
|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 2850.0 | NaN | 1.0 | m2305 | 2023-04-10 |
| 1 | 2023-02-16 11:21 | 2900.0 | NaN | NaN | m2305 | 2023-04-10 |
| 2 | 2023-02-16 11:21 | 2950.0 | NaN | NaN | m2305 | 2023-04-10 |
| 3 | 2023-02-16 11:21 | 3000.0 | NaN | 1.0 | m2305 | 2023-04-10 |
| 4 | 2023-02-16 11:21 | 3050.0 | NaN | 1.5 | m2305 | 2023-04-10 |
| ... | ... | ... | ... | ... | ... | ... |
| 3353 | 2023-02-16 11:21 | 9400.0 | NaN | NaN | y2401 | 2023-12-07 |
| 3354 | 2023-02-16 11:21 | 9500.0 | NaN | NaN | y2401 | 2023-12-07 |
| 3355 | 2023-02-16 11:21 | 9600.0 | NaN | NaN | y2401 | 2023-12-07 |
| 3356 | 2023-02-16 11:21 | 9700.0 | NaN | NaN | y2401 | 2023-12-07 |
| 3357 | 2023-02-16 11:21 | 9800.0 | NaN | NaN | y2401 | 2023-12-07 |
3358 rows × 6 columns
郑州商品交易所
[2]:
optshare.get_commodity_option_quotes(exchange_name='czce')
fetch option quotes for 白糖期权
fetch option quotes for 棉花期权
fetch option quotes for PTA期权
fetch option quotes for 甲醇期权
fetch option quotes for 菜籽粕期权
fetch option quotes for 菜籽油期权
fetch option quotes for 花生期权
[2]:
| 日期 | 行权价 | 看涨合约-最新价 | 看跌合约-最新价 | 挂钩标的代码 | 到期日期 | |
|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 5000.0 | 881.0 | 0.5 | SR305 | 2023-04-06 |
| 1 | 2023-02-16 11:21 | 5100.0 | NaN | 1.0 | SR305 | 2023-04-06 |
| 2 | 2023-02-16 11:21 | 5200.0 | NaN | 1.5 | SR305 | 2023-04-06 |
| 3 | 2023-02-16 11:21 | 5300.0 | 586.0 | 1.5 | SR305 | 2023-04-06 |
| 4 | 2023-02-16 11:21 | 5400.0 | NaN | 2.0 | SR305 | 2023-04-06 |
| ... | ... | ... | ... | ... | ... | ... |
| 794 | 2023-02-16 11:21 | 9500.0 | NaN | NaN | PK310 | 2023-09-05 |
| 795 | 2023-02-16 11:21 | 9600.0 | NaN | NaN | PK310 | 2023-09-05 |
| 796 | 2023-02-16 11:21 | 9700.0 | NaN | NaN | PK310 | 2023-09-05 |
| 797 | 2023-02-16 11:21 | 9800.0 | NaN | 189.0 | PK310 | 2023-09-05 |
| 798 | 2023-02-16 11:21 | 9900.0 | NaN | NaN | PK310 | 2023-09-05 |
799 rows × 6 columns
上海期货交易所
[3]:
optshare.get_commodity_option_quotes(exchange_name='shfe')
fetch option quotes for 铜期权
fetch option quotes for 铝期权
fetch option quotes for 锌期权
fetch option quotes for 螺纹钢期权
fetch option quotes for 黄金期权
fetch option quotes for 白银期权
fetch option quotes for 天胶期权
[3]:
| 日期 | 行权价 | 看涨合约-最新价 | 看跌合约-最新价 | 挂钩标的代码 | 到期日期 | |
|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 50000.0 | NaN | 2.0 | cu2303 | 2023-02-22 |
| 1 | 2023-02-16 11:21 | 51000.0 | NaN | 2.0 | cu2303 | 2023-02-22 |
| 2 | 2023-02-16 11:21 | 52000.0 | NaN | NaN | cu2303 | 2023-02-22 |
| 3 | 2023-02-16 11:21 | 53000.0 | NaN | NaN | cu2303 | 2023-02-22 |
| 4 | 2023-02-16 11:21 | 54000.0 | NaN | 2.0 | cu2303 | 2023-02-22 |
| ... | ... | ... | ... | ... | ... | ... |
| 1173 | 2023-02-16 11:21 | 14250.0 | NaN | 1872.0 | ru2309 | 2023-08-25 |
| 1174 | 2023-02-16 11:21 | 14500.0 | 227.0 | NaN | ru2309 | 2023-08-25 |
| 1175 | 2023-02-16 11:21 | 14750.0 | 200.0 | NaN | ru2309 | 2023-08-25 |
| 1176 | 2023-02-16 11:21 | 15000.0 | 174.0 | NaN | ru2309 | 2023-08-25 |
| 1177 | 2023-02-16 11:21 | 15250.0 | 151.0 | NaN | ru2309 | 2023-08-25 |
1178 rows × 6 columns
上海国际能源交易中心
[4]:
optshare.get_commodity_option_quotes(exchange_name='ine')
fetch option quotes for 原油期权
[4]:
| 日期 | 行权价 | 看涨合约-最新价 | 看跌合约-最新价 | 挂钩标的代码 | 到期日期 | |
|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 420.0 | NaN | 0.10 | sc2304 | 2023-03-15 |
| 1 | 2023-02-16 11:21 | 425.0 | NaN | 0.10 | sc2304 | 2023-03-15 |
| 2 | 2023-02-16 11:21 | 430.0 | NaN | 0.15 | sc2304 | 2023-03-15 |
| 3 | 2023-02-16 11:21 | 435.0 | 125.95 | 0.15 | sc2304 | 2023-03-15 |
| 4 | 2023-02-16 11:21 | 440.0 | NaN | 0.15 | sc2304 | 2023-03-15 |
| ... | ... | ... | ... | ... | ... | ... |
| 67 | 2023-02-16 11:21 | 650.0 | 5.15 | NaN | sc2305 | 2023-04-12 |
| 68 | 2023-02-16 11:21 | 660.0 | 4.00 | NaN | sc2305 | 2023-04-12 |
| 69 | 2023-02-16 11:21 | 670.0 | 3.15 | NaN | sc2305 | 2023-04-12 |
| 70 | 2023-02-16 11:21 | 680.0 | 2.40 | NaN | sc2305 | 2023-04-12 |
| 71 | 2023-02-16 11:21 | 690.0 | 1.85 | NaN | sc2305 | 2023-04-12 |
72 rows × 6 columns