1、获得当前有哪几个月份的合约
（50ETF）http://stock./futures/api/openapi.php/StockOptionService.getStockName?exchange=null&cate=50ETF
（上交所300ETF）http://stock./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": ["-01","-01","-02","-03","-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./futures/api/openapi.php/StockOptionService.getRemainderDay?exchange=null&cate=50ETF&date=-06
除权日http://stock./futures/api/openapi.php/StockOptionService.getRemainderDay?exchange=null&cate=XD50ETF&date=-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4月就是date=-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": "-06-24","remainderDays": 180,"stockId": "510300","cateId": "510300C","zhulikanzhang": "","zhulikandie": "","other": {"name": "华泰柏瑞沪深300ETF","type": 10,"symbol": "s_sh510300","url": "/fund/quotes/510300/bc.shtml"}}}}
3、获得某月到期的看涨期权代码列表/list=OP_UP_510050，510050为标的代码，代表到期年月。
上交所300ETF/list=OP_UP_510300
结果示例如下
var hq_str_OP_UP_510050="CON_OP_10002083,CON_OP_1000,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_1000,";
4、获得某月到期的看跌期权代码列表/list=OP_DOWN_510300，同上
5、根据合约代码获得实时期权行情/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,-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,-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/list=sh510050，结果示例如下
上交所300ETF实时行情/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,-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/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/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,-0.0312,0.3339,0.1549,0.0235,0.0192,510300PM03600,3.6000,0.0235,0.0091,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./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":"-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./futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo?symbol=CON_OP_10002180
/*<script>location.href='//';</script>*/([{"d":"-12-23","o":"0.0310","h":"0.0378","l":"0.0218","c":"0.0307","v":"9546855"},{"d":"-12-24","o":"0.0312","h":"0.0312","l":"0.0243","c":"0.0252","v":"1379181"},{"d":"-12-25","o":"0.0249","h":"0.0276","l":"0.0234","c":"0.0252","v":"2920675"},{"d":"-12-26","o":"0.0252","h":"0.0252","l":"0.0210","c":"0.0210","v":"3132585"},{"d":"-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./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
/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/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：
# python3from json import loadsfrom requests import gethttp_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./",}def get_option_dates(cate='50ETF', exchange='null'):url = f"http://stock./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./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(["/list=OP_UP_", underlying, str(date)[-4:]])url_down = ''.join(["/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_downdef get_option_price(code):url = "/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 resultdef get_underlying_security_price(code='sh510050'):url = "/list=" + codedata = 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 = "/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./futures/api/openapi.php/StockOptionDaylineService.getOptionMinline?" \f"symbol=CON_OP_{code}"data = get(url).json()['result']['data']return datadef get_option_day_kline(code):url = f"http://stock./futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo?" \f"symbol=CON_OP_{code}"data = get(url).contentdata = loads(data[data.find(b'(') + 1: data.rfind(b')')])return datadef 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：['01', '02', '20', '20']期权月份01：到期日-01-22 剩余天数15期权月份02：到期日-02-26 剩余天数50期权月份20：到期日-03-25 剩余天数78期权月份20：到期日-06-24 剩余天数169期权月份01 看涨期权代码：['10002117', '10002118', '10002119', '10002120', '10002121', '10002122', '10002123', '10002124', '10002125', '10002215']期权月份01 看跌期权代码：['10002126', '10002127', '10002128', '10002129', '10002130', '10002131', '10002132', '10002133', '10002134', '10002216']期权月份02 看涨期权代码：['10002135', '10002136', '10002137', '10002138', '10002139', '10002140', '10002141', '10002142', '10002143', '10002217']期权月份02 看跌期权代码：['10002144', '10002145', '10002146', '10002147', '10002148', '10002149', '10002150', '10002151', '10002152', '10002218']期权月份20 看涨期权代码：['10002153', '10002154', '10002155', '10002156', '10002157', '10002158', '10002159', '10002160', '10002161', '10002219']期权月份20 看跌期权代码：['10002162', '10002163', '10002164', '10002165', '10002166', '10002167', '10002168', '10002169', '10002170', '10002220']期权月份20 看涨期权代码：['10002171', '10002172', '10002173', '10002174', '10002175', '10002176', '10002177', '10002178', '10002179', '10002221']期权月份20 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 -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 3184024.000 证券简称 300ETF1 今日开盘价 4.1262 昨日收盘价 4.1393 最近成交价 4.1234 最高成交价 4.1715 最低成交价 4.0946 买入价 4.1247 卖出价 4.1258 成交数量 6665047839 成交金额 2760524448.00010 买数量一 1520011 买价位一 4.12412 买数量二 5910013 买价位二 4.12314 买数量三 65620015 买价位三 4.12216 买数量四 7780017 买价位四 4.12118 买数量五 27880019 买价位五 4.1 卖数量一 4060021 卖价位一 4.12522 卖数量二 1970023 卖价位二 4.12624 卖数量三 66310025 卖价位三 4.12726 卖数量四 30160027 卖价位四 4.12828 卖数量五 21330029 卖价位五 4.12930 行情日期 -01-0631 行情时间 15:00:0032 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 510300CM03600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:-12-23, 开盘:0.5142, 最高:0.5984, 最低:0.4677, 收盘:0.4726, 成交:8571737日期:-12-24, 开盘:0.4631, 最高:0.4936, 最低:0.4631, 收盘:0.4889, 成交:297199日期:-12-25, 开盘:0.4825, 最高:0.4990, 最低:0.4800, 收盘:0.4925, 成交:339024日期:-12-26, 开盘:0.5005, 最高:0.5225, 最低:0.4985, 收盘:0.5220, 成交:1109657日期:-12-27, 开盘:0.5230, 最高:0.5676, 最低:0.5230, 收盘:0.5284, 成交:2176759日期:-12-30, 开盘:0.5280, 最高:0.5936, 最低:0.5100, 收盘:0.5862, 成交:2030851日期:-12-31, 开盘:0.5919, 最高:0.6060, 最低:0.5729, 收盘:0.6019, 成交:494130日期:-01-02, 开盘:0.6254, 最高:0.6832, 最低:0.6254, 收盘:0.6582, 成交:1594542日期:-01-03, 开盘:0.6737, 最高:0.6737, 最低:0.6500, 收盘:0.6505, 成交:787486日期:-01-06, 开盘:0.6300, 最高:0.6799, 最低:0.6127, 收盘:0.6330, 成交:1658548
