Futures & Options

stock-sdk exposes futures and options data under two namespaces: sdk.futures and sdk.options. This page gives an overview; per-method parameters and return shapes live in the API chapters futures and options.

Symbol input

Futures and options follow the same convention: string is the first-class input, with an optional SymbolRef. normalizeSymbol tolerantly parses forms like rb2510, RBM (continuous main contract), and CFFEX.IF2412. See Symbols & Codes.

Futures: sdk.futures

sdk.futures covers domestic futures K-lines, global (overseas) futures quotes / K-lines, and exchange inventory data.

Method	Description
futures.kline(symbol, opts)	Domestic futures historical K-line
futures.globalSpot(symbol)	Global futures real-time quote (COMEX / NYMEX / CBOT / LME, etc.)
futures.globalKline(symbol, opts)	Global futures historical K-line
futures.inventorySymbols()	List of futures varieties with inventory data
futures.inventory(symbol)	Inventory data for a given variety
futures.comexInventory(symbol)	COMEX gold / silver inventory, etc.

market vs exchange

Domestic futures have market: 'CN' and are distinguished by exchange (SHFE / DCE / CZCE / INE / CFFEX / GFEX); overseas futures have market: 'GLOBAL', distinguished by exchange (COMEX / NYMEX / CBOT / LME, etc.).

Examples

import { StockSDK } from 'stock-sdk'

const sdk = new StockSDK()

// Domestic futures K-line: rebar steel 2510 contract
const rbKline = await sdk.futures.kline('rb2510', { period: 'daily' })

// Global futures real-time quote
const comexGold = await sdk.futures.globalSpot('GC') // COMEX gold (illustrative)

// Global futures K-line
const wtiKline = await sdk.futures.globalKline('CL', { period: 'daily' })

// Inventory: list available varieties first, then fetch specific inventory
const symbols = await sdk.futures.inventorySymbols()
const inv = await sdk.futures.inventory('rb')

// COMEX inventory
const comexInv = await sdk.futures.comexInventory('AU')

Exact parameters (period, range, adjustment, etc.) and return fields follow the implementation.

Options: sdk.options

sdk.options splits by underlying category into four sub-namespaces—index (index options), etf (ETF options), commodity (commodity options), cffex (CFFEX options)—plus a top-level options.lhb (options dragon-tiger list).

Sub-namespace	Methods	Description
options.index	spot / kline	Index option real-time quote / K-line
options.etf	months / expireDay / minute / dailyKline / fiveDayMinute	ETF options: contract months / expiry / intraday / daily K / five-day intraday
options.commodity	spot / kline	Commodity option real-time quote / K-line
options.cffex	quotes	CFFEX option quotes
options (top-level)	lhb(symbol, date)	Options dragon-tiger list

Index options

// Index option real-time quote and K-line
const idxSpot = await sdk.options.index.spot('IO2412')   // illustrative
const idxKline = await sdk.options.index.kline('IO2412')

ETF options

A typical ETF-options flow is "list months → get expiry → fetch quotes / K-line":

// 1. Tradable months for an ETF option
const months = await sdk.options.etf.months('10004336')

// 2. Expiry day for a given month
const expire = await sdk.options.etf.expireDay('10004336')

// 3. Market data
const minute = await sdk.options.etf.minute('10004336')        // intraday
const dailyK = await sdk.options.etf.dailyKline('10004336')    // daily K
const fiveDay = await sdk.options.etf.fiveDayMinute('10004336') // five-day intraday

Commodity and CFFEX options

// Commodity options
const cmdSpot = await sdk.options.commodity.spot('m2501')  // illustrative
const cmdKline = await sdk.options.commodity.kline('m2501')

// CFFEX option quotes
const cffex = await sdk.options.cffex.quotes('IF')

// Options dragon-tiger list (top-level method)
const lhb = await sdk.options.lhb('10004336', '2025-06-06')

Exact inputs (contract code / month / date format) and return fields follow the implementation—see the options API chapter and src/sdk/namespaces/*.

Data contract notes

Futures and options follow v2's unified data contract too:

• Any time-bearing record carries timestamp (number | null, invalid is null rather than NaN) and tz.
• No more raw fields; if you need raw upstream data, use the provider-layer debug functions.
• Amounts / prices are in their quoting unit, with no cross-currency conversion; stock / fund / option types carry a currency field (CNY/HKD/USD), while futures are quoted per exchange contract and have no currency field.