Longbridge OpenAPI SDK
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    Class SecurityCalcIndex

    Security calc index response

    Index

    Constructors

    constructor

    Accessors

    symbol lastDone changeValue changeRate volume turnover ytdChangeRate turnoverRate totalMarketValue capitalFlow amplitude volumeRatio peTtmRatio pbRatio dividendRatioTtm fiveDayChangeRate tenDayChangeRate halfYearChangeRate fiveMinutesChangeRate expiryDate strikePrice upperStrikePrice lowerStrikePrice outstandingQty outstandingRatio premium itmOtm impliedVolatility warrantDelta callPrice toCallPrice effectiveLeverage leverageRatio conversionRatio balancePoint openInterest delta gamma theta vega rho

    Methods

    toString toJSON

    Constructors

    Accessors

    • get symbol(): string

      Security code

      Returns string

    • get volume(): number | null

      Volume

      Returns number | null

    • get ytdChangeRate(): Decimal | null

      Year-to-date change ratio

      Returns Decimal | null

    • get turnoverRate(): Decimal | null

      Turnover rate

      Returns Decimal | null

    • get totalMarketValue(): Decimal | null

      Total market value

      Returns Decimal | null

    • get dividendRatioTtm(): Decimal | null

      Dividend ratio (TTM)

      Returns Decimal | null

    • get fiveDayChangeRate(): Decimal | null

      Five days change ratio

      Returns Decimal | null

    • get tenDayChangeRate(): Decimal | null

      Ten days change ratio

      Returns Decimal | null

    • get halfYearChangeRate(): Decimal | null

      Half year change ratio

      Returns Decimal | null

    • get fiveMinutesChangeRate(): Decimal | null

      Five minutes change ratio

      Returns Decimal | null

    • get upperStrikePrice(): Decimal | null

      Upper bound price

      Returns Decimal | null

    • get lowerStrikePrice(): Decimal | null

      Lower bound price

      Returns Decimal | null

    • get outstandingQty(): number | null

      Outstanding quantity

      Returns number | null

    • get outstandingRatio(): Decimal | null

      Outstanding ratio

      Returns Decimal | null

    • get itmOtm(): Decimal | null

      In/out of the bound

      Returns Decimal | null

    • get impliedVolatility(): Decimal | null

      Implied volatility

      Returns Decimal | null

    • get warrantDelta(): Decimal | null

      Warrant delta

      Returns Decimal | null

    • get toCallPrice(): Decimal | null

      Price interval from the call price

      Returns Decimal | null

    • get effectiveLeverage(): Decimal | null

      Effective leverage

      Returns Decimal | null

    • get leverageRatio(): Decimal | null

      Leverage ratio

      Returns Decimal | null

    • get conversionRatio(): Decimal | null

      Conversion ratio

      Returns Decimal | null

    • get balancePoint(): Decimal | null

      Breakeven point

      Returns Decimal | null

    • get openInterest(): number | null

      Open interest

      Returns number | null

    • get theta(): Decimal | null

      Theta

      The raw value returned by the API is annualized (scaled by 252 trading days per year). To obtain the standard per-calendar-day theta, divide by 252: theta / 252.

      Returns Decimal | null

    • get vega(): Decimal | null

      Vega

      The raw value returned by the API is expressed per 1 percentage-point change in implied volatility (i.e. the value has been multiplied by 100). To obtain the standard vega (per unit change in IV), divide by 100: vega / 100.

      Returns Decimal | null

    • get rho(): Decimal | null

      Rho

      The raw value returned by the API is expressed per 1 percentage-point change in the risk-free rate (i.e. the value has been multiplied by 100). To obtain the standard rho (per unit change in rate), divide by 100: rho / 100.

      Returns Decimal | null

    Methods

    • Returns string

    • Returns any

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