金融期权T型报价
金融期权T型报价的接口为
optshare.get_financial_option_quotes(exchange_name, calendar=optshare.Calendar(), display=True)
其中，
exchange_name: 指定交易所名称，支持上交所(
'sse')、深交所('szse')，以及中金所('cffex')的金融期权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。
ETF期权
上交所ETF期权T型报价
[1]:
import optshare
optshare.get_financial_option_quotes(exchange_name = 'sse')
fetch option quotes for 510050
fetch option quotes for 510300
fetch option quotes for 510500
[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 | 挂钩标的-最新价 | 到期日期 | |
|---|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 2.45 | 0.3439 | 0.0001 | 510050 | 2.791 | 2023-02-22 |
| 1 | 2023-02-16 11:21 | 2.50 | 0.2935 | 0.0001 | 510050 | 2.791 | 2023-02-22 |
| 2 | 2023-02-16 11:21 | 2.55 | 0.2430 | 0.0001 | 510050 | 2.791 | 2023-02-22 |
| 3 | 2023-02-16 11:21 | 2.60 | 0.1944 | 0.0004 | 510050 | 2.791 | 2023-02-22 |
| 4 | 2023-02-16 11:21 | 2.65 | 0.1440 | 0.0007 | 510050 | 2.791 | 2023-02-22 |
| ... | ... | ... | ... | ... | ... | ... | ... |
| 207 | 2023-02-16 11:21 | 6.50 | 0.3002 | 0.3705 | 510500 | 6.441 | 2023-09-27 |
| 208 | 2023-02-16 11:21 | 6.75 | 0.2054 | 0.5250 | 510500 | 6.441 | 2023-09-27 |
| 209 | 2023-02-16 11:21 | 7.00 | 0.1302 | NaN | 510500 | 6.441 | 2023-09-27 |
| 210 | 2023-02-16 11:21 | 7.25 | 0.0910 | NaN | 510500 | 6.441 | 2023-09-27 |
| 211 | 2023-02-16 11:21 | 7.50 | 0.0596 | NaN | 510500 | 6.441 | 2023-09-27 |
212 rows × 7 columns
深交所ETF期权T型报价
[2]:
optshare.get_financial_option_quotes(exchange_name = 'szse')
fetch option quotes for 159919
fetch option quotes for 159922
fetch option quotes for 159915
[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 | 挂钩标的-最新价 | 到期日期 | |
|---|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 3.50 | NaN | 0.0001 | 159919 | 4.236 | 2023-02-22 |
| 1 | 2023-02-16 11:21 | 3.60 | 0.6287 | 0.0001 | 159919 | 4.236 | 2023-02-22 |
| 2 | 2023-02-16 11:21 | 3.70 | 0.5307 | 0.0001 | 159919 | 4.236 | 2023-02-22 |
| 3 | 2023-02-16 11:21 | 3.80 | 0.4326 | 0.0001 | 159919 | 4.236 | 2023-02-22 |
| 4 | 2023-02-16 11:21 | 3.90 | 0.3340 | 0.0004 | 159919 | 4.236 | 2023-02-22 |
| ... | ... | ... | ... | ... | ... | ... | ... |
| 153 | 2023-02-16 11:21 | 2.55 | 0.1469 | 0.1929 | 159915 | 2.485 | 2023-09-27 |
| 154 | 2023-02-16 11:21 | 2.60 | 0.1263 | 0.2219 | 159915 | 2.485 | 2023-09-27 |
| 155 | 2023-02-16 11:21 | 2.65 | 0.1054 | 0.2570 | 159915 | 2.485 | 2023-09-27 |
| 156 | 2023-02-16 11:21 | 2.70 | 0.0925 | 0.2992 | 159915 | 2.485 | 2023-09-27 |
| 157 | 2023-02-16 11:21 | 2.75 | 0.0800 | 0.3308 | 159915 | 2.485 | 2023-09-27 |
158 rows × 7 columns
股指期权
[3]:
optshare.get_financial_option_quotes(exchange_name = 'cffex')
fetch option quotes for 000300
fetch option quotes for 000852
fetch option quotes for 000016
[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 | 挂钩标的-最新价 | 到期日期 | |
|---|---|---|---|---|---|---|---|
| 0 | 2023-02-16 11:21 | 3400.0 | 765.4 | NaN | IO2312 | 4163.91 | 2023-12-15 |
| 1 | 2023-02-16 11:21 | 3500.0 | 685.0 | NaN | IO2312 | 4163.91 | 2023-12-15 |
| 2 | 2023-02-16 11:21 | 3600.0 | 573.0 | 67.4 | IO2312 | 4163.91 | 2023-12-15 |
| 3 | 2023-02-16 11:21 | 3700.0 | 529.6 | 86.2 | IO2312 | 4163.91 | 2023-12-15 |
| 4 | 2023-02-16 11:21 | 3800.0 | 456.2 | 112.4 | IO2312 | 4163.91 | 2023-12-15 |
| ... | ... | ... | ... | ... | ... | ... | ... |
| 335 | 2023-02-16 11:21 | 2800.0 | NaN | NaN | HO2309 | 2782.14 | 2023-09-15 |
| 336 | 2023-02-16 11:21 | 2900.0 | 99.0 | NaN | HO2309 | 2782.14 | 2023-09-15 |
| 337 | 2023-02-16 11:21 | 3000.0 | 70.4 | NaN | HO2309 | 2782.14 | 2023-09-15 |
| 338 | 2023-02-16 11:21 | 3100.0 | NaN | NaN | HO2309 | 2782.14 | 2023-09-15 |
| 339 | 2023-02-16 11:21 | 3200.0 | NaN | NaN | HO2309 | 2782.14 | 2023-09-15 |
340 rows × 7 columns