syntax = "proto2"; package Qot_OptionCommon; option java_package = "com.futu.openapi.pb"; import "Qot_Common.proto"; //期权市场类型 enum OptionMarket { OptionMarket_Unknown = 0; //未知 OptionMarket_US_Security = 1; //美股股票 OptionMarket_US_Index = 2; //美股指数 OptionMarket_HK_Security = 3; //港股股票 OptionMarket_HK_Index = 4; //港股指数 } //期权统计数据类型 enum OptionStatisticDataType { OptionStatisticDataType_Unknown = -1; //未知 OptionStatisticDataType_Volume = 0; //成交量 OptionStatisticDataType_OpenInterest = 1; //持仓量 } //历史波动率时间范围 enum OptionHVTimeRange { OptionHVTimeRange_Unknown = 0; //未知 OptionHVTimeRange_30Day = 1; //30日 OptionHVTimeRange_60Day = 2; //60日 OptionHVTimeRange_90Day = 3; //90日 OptionHVTimeRange_120Day = 4; //120日 OptionHVTimeRange_365Day = 5; //365日 } //期权合约排行类型 enum OptionRankType { OptionRankType_Unknown = 0; //未知 OptionRankType_Volume = 1; //成交量排行 OptionRankType_Turnover = 2; //成交额排行 OptionRankType_OI = 3; //持仓量排行 OptionRankType_OIIncrement = 4; //增仓量(日)排行 OptionRankType_OIDecrement = 5; //减仓量(日)排行 OptionRankType_OIMarketCap = 6; //持仓额排行 OptionRankType_OIMarketCapIncrement = 7; //增仓额(日)排行 OptionRankType_OIMarketCapDecrement = 8; //减仓额(日)排行 OptionRankType_ChangeRate = 9; //涨跌幅排行 OptionRankType_IV = 10; //隐含波动率排行 } // 末日期权标的排序 enum ZeroDteSortType { ZeroDteSortType_Unknown = 0; ZeroDteSortType_Volume = 1; // 期权成交量 ZeroDteSortType_IV = 2; // 隐含波动率 ZeroDteSortType_ChangeRate = 3; // 涨跌幅 ZeroDteSortType_OpenInterest = 4; // 持仓量 ZeroDteSortType_MarketCap = 5; // 市值 } // 末日期权标的筛选因子类型 enum ZeroDteIndicatorType { ZeroDteIndicatorType_Unknown = 0; ZeroDteIndicatorType_OwnerList = 1; //【确切值】自选股列表(securityList) ZeroDteIndicatorType_HasEarningsThisWeek = 2; //【确切值】本周是否有财报(valueList: 0=不限, 1=有, 2=无) ZeroDteIndicatorType_Volume = 3; //【范围】期权总成交量 ZeroDteIndicatorType_OpenInterest = 4; //【范围】期权总持仓量 ZeroDteIndicatorType_IV = 5; //【范围】隐含波动率(%) ZeroDteIndicatorType_HV = 6; //【范围】历史波动率(%) ZeroDteIndicatorType_IVRank = 7; //【范围】IV等级(%) ZeroDteIndicatorType_IVPercentile = 8; //【范围】IV百分位数(%) ZeroDteIndicatorType_Price = 9; //【范围】最新价 ZeroDteIndicatorType_ChangeRate = 10; //【范围】涨跌幅(%) } // 末日期权标的筛选条件 message ZeroDteIndicator { required int32 indicatorType = 1; // ZeroDteIndicatorType optional IndicatorValue indicatorValue = 2; // 筛选条件 } // 末日期权合约排序 enum ZeroDteContractSortType { ZeroDteContractSortType_Unknown = 0; ZeroDteContractSortType_Volume = 1; // 成交量 ZeroDteContractSortType_OpenInterest = 2; // 持仓量 ZeroDteContractSortType_IV = 3; // 隐含波动率 ZeroDteContractSortType_Delta = 4; // Delta } // 末日期权合约筛选因子类型 enum ZeroDteContractIndicatorType { ZeroDteContractIndicatorType_Unknown = 0; ZeroDteContractIndicatorType_OptionType = 1; //【确切值】期权方向(Qot_Common.OptionType: 1=Call, 2=Put) ZeroDteContractIndicatorType_Volume = 2; //【范围】成交量 ZeroDteContractIndicatorType_OpenInterest = 3; //【范围】未平仓数 ZeroDteContractIndicatorType_IV = 4; //【范围】隐含波动率(%) ZeroDteContractIndicatorType_Delta = 5; //【范围】Delta ZeroDteContractIndicatorType_Gamma = 6; //【范围】Gamma ZeroDteContractIndicatorType_Theta = 7; //【范围】Theta ZeroDteContractIndicatorType_Vega = 8; //【范围】Vega ZeroDteContractIndicatorType_Rho = 9; //【范围】Rho ZeroDteContractIndicatorType_Price = 10; //【范围】最新价 ZeroDteContractIndicatorType_ChangeRate = 11; //【范围】涨跌幅(%) ZeroDteContractIndicatorType_BreakEvenPoint = 12; //【范围】盈亏平衡点 ZeroDteContractIndicatorType_ToBep = 13; //【范围】到盈亏平衡点(%) ZeroDteContractIndicatorType_BuyProfitProbability = 14; //【范围】买入盈利概率(%) ZeroDteContractIndicatorType_SellProfitProbability = 15; //【范围】卖出盈利概率(%) } // 末日期权合约筛选条件 message ZeroDteContractIndicator { required int32 indicatorType = 1; // ZeroDteContractIndicatorType optional IndicatorValue indicatorValue = 2; // 筛选条件 } // 财报排序 enum EarningsSortType { EarningsSortType_Unknown = 0; EarningsSortType_EarningsDate = 1; // 财报日期(默认) EarningsSortType_Volume = 2; // 期权成交量 EarningsSortType_IV = 3; // 隐含波动率 EarningsSortType_MarketCap = 4; // 市值 EarningsSortType_ChangeRate = 5; // 涨跌幅 EarningsSortType_Price = 6; // 最新价 EarningsSortType_IVRank = 7; // IV等级 EarningsSortType_IVPercentile = 8; // IV百分位数 EarningsSortType_HV = 9; // 历史波动率 EarningsSortType_OpenInterest = 10; // 持仓量 EarningsSortType_LastReportIvCrush = 11; // 上次IV Crush EarningsSortType_HistoryReportIvCrush = 12; // 历史IV Crush EarningsSortType_LastReportChgRate = 13; // 上次财报日涨跌幅 EarningsSortType_HistoryReportChgRate = 14; // 历史财报日涨跌幅 EarningsSortType_EstimateEpsYoy = 15; // 预测EPS同比 EarningsSortType_EstimateRevenueYoy = 16; // 预测营收同比 EarningsSortType_ExpectedMoveRatio = 17; // 预测波动 } // 标的品类 enum StockCategory { StockCategory_All = 0; // 全部 StockCategory_Equity = 1; // 股票 StockCategory_ETF = 2; // ETF } // 财报发布类型 enum EarningsPubType { EarningsPubType_Unknown = 0; EarningsPubType_Before = 1; // 盘前 EarningsPubType_After = 2; // 盘后 } // 财报机会筛选因子类型 enum EarningsIndicatorType { EarningsIndicatorType_Unknown = 0; EarningsIndicatorType_OwnerList = 1; //【确切值】自选股列表(securityList) EarningsIndicatorType_IndexComponent = 2; //【确切值】所属指数(valueList, IndexComponentType) EarningsIndicatorType_Plate = 3; //【确切值】所属行业/板块(valueList, 板块ID) EarningsIndicatorType_MarketCap = 4; //【范围】市值 EarningsIndicatorType_ExpirationType = 5; //【确切值】到期类型(valueList, ExpirationType) EarningsIndicatorType_IV = 6; //【范围】隐含波动率(%) EarningsIndicatorType_LastReportIvCrush = 7; //【范围】上次IV Crush(%) EarningsIndicatorType_HistoryReportIvCrush = 8; //【范围】历史IV Crush(%) EarningsIndicatorType_IVRank = 9; //【范围】IV等级(%) EarningsIndicatorType_IVPercentile = 10; //【范围】IV百分位数(%) EarningsIndicatorType_Volume = 11; //【范围】期权成交量 EarningsIndicatorType_OpenInterest = 12; //【范围】期权持仓量 EarningsIndicatorType_Price = 13; //【范围】最新价 EarningsIndicatorType_ChangeRate = 14; //【范围】涨跌幅(%) EarningsIndicatorType_ExpectedMoveRatio = 15; //【范围】预测波动(%) EarningsIndicatorType_LastReportChgRate = 16; //【范围】上次财报日涨跌幅(%) EarningsIndicatorType_HistoryReportChgRate = 17; //【范围】历史财报日涨跌幅(%) EarningsIndicatorType_EstimateRevenueYoy = 18; //【范围】预测营收同比(%) EarningsIndicatorType_EstimateEpsYoy = 19; //【范围】预测EPS同比(%) EarningsIndicatorType_EarningsDayRange = 20; //【范围】距财报日天数 } // 财报机会筛选条件 message EarningsIndicator { required int32 indicatorType = 1; // EarningsIndicatorType optional IndicatorValue indicatorValue = 2; // 筛选条件 } // 卖方策略类型 enum SellerType { SellerType_Unknown = 0; SellerType_CoveredCall = 1; // 股票担保看涨期权 (Covered Call) SellerType_CashSecuredPut = 2; // 现金担保看跌期权 (Cash Secured Put) } // 卖方专区排序 enum SellerSortType { SellerSortType_Unknown = 0; SellerSortType_AnnualizedReturn = 1; // 年化收益率(默认) SellerSortType_IntervalReturn = 2; // 区间收益率 SellerSortType_ItmProbability = 3; // 行权概率 SellerSortType_Premium = 4; // 权利金 } // 卖方专区筛选因子类型 enum SellerIndicatorType { SellerIndicatorType_Unknown = 0; // ---- 标的级 ---- SellerIndicatorType_OwnerList = 1; //【确切值】自选股列表(securityList) SellerIndicatorType_StockCategory = 2; //【确切值】标的品类(valueList, StockCategory) SellerIndicatorType_Volume = 3; //【范围】期权总成交量(默认>0) SellerIndicatorType_OpenInterest = 4; //【范围】期权总持仓量(默认>0) SellerIndicatorType_IV = 5; //【范围】标的IV(%) SellerIndicatorType_HV = 6; //【范围】标的HV(%) SellerIndicatorType_IVRank = 7; //【范围】IV等级(%) SellerIndicatorType_IVPercentile = 8; //【范围】IV百分位数(%) SellerIndicatorType_MarketCap = 9; //【范围】标的市值(默认>10B) SellerIndicatorType_Price = 10; //【范围】标的最新价(默认>$1) SellerIndicatorType_ChangeRate = 11; //【范围】标的涨跌幅(%) SellerIndicatorType_Plate = 12; //【确切值】板块(valueList, 板块ID) SellerIndicatorType_ExpirationType = 13; //【确切值】到期类型(valueList, ExpirationType) // ---- 期权级 ---- SellerIndicatorType_LeftDays = 14; //【范围】距到期日(天)(默认>0) SellerIndicatorType_OptionExpirationType = 15;//【确切值】期权到期类型(valueList, ExpirationType) SellerIndicatorType_StrikeDateTimestamp = 16; //【确切值】到期日时间戳(valueList, 秒) SellerIndicatorType_Premium = 17; //【范围】权利金 SellerIndicatorType_AnnualizedReturn = 18; //【范围】年化收益率(%) SellerIndicatorType_IntervalReturn = 19; //【范围】区间收益率(%) SellerIndicatorType_OtmDegree = 20; //【范围】价外程度(%)(默认>0) SellerIndicatorType_OtmProbability = 21; //【范围】价外概率(%) SellerIndicatorType_OptionIV = 22; //【范围】期权隐含波动率(%) SellerIndicatorType_BidPrice = 23; //【范围】期权买价(默认>$0.01) SellerIndicatorType_AskPrice = 24; //【范围】期权卖价(默认>$0.01) SellerIndicatorType_OptionVolume = 25; //【范围】期权成交量(默认>0) SellerIndicatorType_OptionOpenInterest = 26; //【范围】期权持仓量(默认>0) } // 卖方专区筛选条件 message SellerIndicator { required int32 indicatorType = 1; // SellerIndicatorType optional IndicatorValue indicatorValue = 2; // 筛选条件 } // ==================== 通用筛选结构 ==================== //区间边界 message Boundary { required double value = 1; //边界值 required bool includes = 2; //是否包含此值(true=闭区间, false=开区间) } //值区间 message Interval { optional Boundary filterMin = 1; //区间下限 optional Boundary filterMax = 2; //区间上限 } //筛选值容器（统一供 OptionEvent / UnderlyingRank 使用） message IndicatorValue { repeated int64 valueList = 1; //确切值列表(枚举值、板块ID、交易所ID等) optional Interval valueInterval = 2; //值区间(范围型筛选) repeated string stringValueList = 3; //字符串确切值列表(条件代码等，Event使用) repeated Qot_Common.Security securityList = 4; //证券列表(标的列表) } // ==================== 标的排行排序类型 ==================== //标的排行排序字段（扩展，覆盖后台 UnderlyingSortField 全部能力） enum UnderlyingRankSortType { UnderlyingRankSortType_Unknown = 0; UnderlyingRankSortType_Volume = 1; //总成交量 UnderlyingRankSortType_VolumeRatio = 2; //Put/Call成交量比值 UnderlyingRankSortType_OpenInterest = 3; //总持仓量 UnderlyingRankSortType_OpenInterestRatio = 4; //Put/Call持仓量比值 UnderlyingRankSortType_Price = 5; //最新价 UnderlyingRankSortType_PriceChange = 6; //涨跌幅 UnderlyingRankSortType_IV = 7; //IV UnderlyingRankSortType_IVChange = 8; //IV变化率 UnderlyingRankSortType_HV = 9; //HV UnderlyingRankSortType_HVChange = 10; //HV变化率 UnderlyingRankSortType_IVRank = 11; //IV Rank UnderlyingRankSortType_IVPercentile = 12; //IV Percentile UnderlyingRankSortType_MarketCap = 13; //市值 } // ==================== 标的排行筛选因子 ==================== //标的排行筛选因子类型 enum UnderlyingRankIndicatorType { UnderlyingRankIndicatorType_Unknown = 0; UnderlyingRankIndicatorType_OwnerList = 1; //【确切值】指定标的列表(securityList) UnderlyingRankIndicatorType_StockCategory = 2; //【确切值】标的品类(valueList, StockCategory) UnderlyingRankIndicatorType_Volume = 3; //【范围】总成交量 UnderlyingRankIndicatorType_OpenInterest = 4; //【范围】总持仓量 UnderlyingRankIndicatorType_IV = 5; //【范围】IV(%) UnderlyingRankIndicatorType_HV = 6; //【范围】HV(%) UnderlyingRankIndicatorType_IVRank = 7; //【范围】IV Rank(%) UnderlyingRankIndicatorType_IVPercentile = 8; //【范围】IV Percentile(%) UnderlyingRankIndicatorType_IVChange = 9; //【范围】IV变化率(%) UnderlyingRankIndicatorType_HVChange = 10; //【范围】HV变化率(%) UnderlyingRankIndicatorType_VolumeRatio = 11; //【范围】成交量P/C比值(%) UnderlyingRankIndicatorType_OIRatio = 12; //【范围】持仓量P/C比值(%) UnderlyingRankIndicatorType_MarketCap = 13; //【范围】市值 } //标的排行筛选条件 message UnderlyingRankIndicator { required int32 indicatorType = 1; //UnderlyingRankIndicatorType optional IndicatorValue indicatorValue = 2; //筛选条件 } //期权合约排行筛选因子类型 enum OptionRankIndicatorType { OptionRankIndicatorType_Unknown = 0; //未知 //标的级 OptionRankIndicatorType_StockCategory = 1; //【确切值】品类(StockCategory) OptionRankIndicatorType_MarketCap = 2; //【范围】市值 OptionRankIndicatorType_OwnerList = 3; //【确切值】股票范围(securityList) OptionRankIndicatorType_UnderlyingIV = 4; //【范围】正股IV(%) OptionRankIndicatorType_UnderlyingHV = 5; //【范围】正股HV(%) OptionRankIndicatorType_IVRank = 6; //【范围】IV等级(%) OptionRankIndicatorType_IVPercentile = 7; //【范围】IV百分位数(%) //期权级 OptionRankIndicatorType_IV = 8; //【范围】隐含波动率(%) OptionRankIndicatorType_OptionType = 9; //【确切值】方向(Call/Put) OptionRankIndicatorType_LeftDays = 10; //【范围】距到期日 OptionRankIndicatorType_InTheMoney = 11; //【确切值】价内/价外(0=价外,1=价内) OptionRankIndicatorType_Volume = 12; //【范围】成交量 OptionRankIndicatorType_OpenInterest = 13; //【范围】持仓量 OptionRankIndicatorType_Delta = 14; //【范围】Delta OptionRankIndicatorType_Gamma = 15; //【范围】Gamma OptionRankIndicatorType_Theta = 16; //【范围】Theta OptionRankIndicatorType_Vega = 17; //【范围】Vega OptionRankIndicatorType_Rho = 18; //【范围】Rho } //期权合约排行筛选条件 message OptionRankIndicator { required int32 indicatorType = 1; //OptionRankIndicatorType optional IndicatorValue indicatorValue = 2; //筛选条件 } // 到期类型 enum ExpirationType { ExpirationType_Unknown = 0; //未知 ExpirationType_Monthly = 1; //月期权 ExpirationType_Weekly = 2; //周期权 ExpirationType_EndOfMonth = 3; //月末期权 ExpirationType_Quarterly = 4; //季度期权 } // 指数成分类型 enum IndexComponentType { IndexComponentType_Unknown = 0; //未知 IndexComponentType_DJI = 1; //道琼斯指数 IndexComponentType_IXIC = 2; //纳斯达克指数 IndexComponentType_NDX = 3; //纳斯达克100指数 IndexComponentType_SPX = 4; //标普500指数 }