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In [1]:

    
from bs4 import BeautifulSoup
import requests
from pandas import DataFrame
from yahoo_finance import Share



In [2]:

    
r = requests.get("https://www.hkex.com.hk/eng/prod/drprod/so/holidayex2.htm")
soup = BeautifulSoup(r.text, 'html.parser')
table = soup.find("table", { "class" : "ms-rteTable-2" })

d = {"contract" : [],
           "expiry" : []}

for row in table.findAll("tr")[1:]:
    cell = row.findAll("td")
    d['contract'].append(cell[0].find("p").contents[0])
    d['expiry'].append(cell[1].find("p").contents[0])
    
df = DataFrame.from_dict(d)
df



In [5]:

    
#
#   bs4defectworkaround.py  --  workaround for BS4 bug #1430633
#
#   John Nagle
#   SiteTruth.com
#   March, 2014
#
#   License: public domain
#   No warranty.
#
#   The BeautifulSoup (BS4) tree builder, when used with HTML5lib,
#   produces trees in which the previous_element and next_element links
#   are wrong.  This occurs because HTML5lib sometimes adds children to
#   elements other than the previous element.  The parse tree as defined
#   by the "contents" element is correct, but the links used for faster
#   search through the tree, especially next_element, are wrong. This
#   can crash the "find" or "find_all" functions, because their termination
#   condition is delicate.
#
#   "fixbs4tree" goes through a BS4 parse tree recursively and checks or
#   fixes this problem.  It's a workaround, not a permanent fix.
#
#
def fixbs4tree(tree, repair=False) :
    """
    Check or repair BS4 tree links.  
    
    This is a workaround for bad next_element links created by the
    combination of bs4 and html5lib.  See BS4 Bug #1430633.
    
    Assumes "contents" links are correct; everything else is checked or fixed.
    
    If "repair" is True, bad links are fixed; otherwise RuntimeError is raised.
    """
    _fixbs4subtree(tree, None, None, repair)

def _fixbs4subtree(elt, parent, prevelt, repair) :
    """
    Recurse through tree in element order, checking or repairing links.
    """
    assert(elt.parent is parent)
    if repair :                                         # if repairing
        elt.previous_element = prevelt                  # REPAIR previous_element
    else :
        if not elt.previous_element is prevelt :        # if previous_element is wrong
            raise RuntimeError("BS4 parser internal error (Bug #1430633) - previous_element link in tree incorrect.")
    if prevelt :                                        # if there is a previous element
        if repair :                                     # if repairing
            prevelt.next_element = elt                  # REPAIR next_element
        else :                                          # otherwise check and report
            if not prevelt.next_element is elt :
                raise RuntimeError("BS4 parser internal error (Bug #1430633) - next_element link in tree incorrect.")               
    contents = getattr(elt,"contents", None)            # get contents or none 
    if contents :                                       # if has contents
        prevsib = None                                  # no previous sibling yet
        prevelt = elt
        for workelt in contents :                       # for all children
            #   Check sibling links. Those should be right.
            assert(workelt.previous_sibling is prevsib)
            if prevsib :
                assert(prevsib.next_sibling is workelt) 
            #   Check previous_element link.
            prevelt = _fixbs4subtree(workelt, elt, prevelt, repair) # recurse to fix
            prevsib = workelt
        return(prevelt)                                 # return last deepest child
    else :
        return(elt)                                     # no children



In [6]:

    
r = requests.get("https://www.hkex.com.hk/eng/prod/drprod/so/classlist_so.htm")
soup = BeautifulSoup(r.content.decode('utf-8', 'ignore'), 'html5lib')
fixbs4tree(soup, repair=True)
tables = soup.find("td", {"class":"hkex-maincontent-text"}).find_all("table")
#.find_all("table", {"class": "MsoNormalTable"})
d = {"num":[],
        "id":[],
        "underlying":[],
      "code":[],
       "contract_size":[],
       "lots":[],
        "tier":[],
        "limit":[],
        "taiwan":[]}
tables
for row in tables[0].findAll("tr", {"style": "height:12.75pt"})[1:]:
  cell = row.findAll("td")
  d['num'].append(cell[0].find("p").getText())
  d['id'].append(int(cell[1].find("p").getText()))
  d['underlying'].append(cell[2].getText().strip())
  d['code'].append(cell[3].find("p").getText())
  d['contract_size'].append(int(cell[4].find("p").getText().replace(",","")))
  d['lots'].append(int(cell[5].find("p").getText().replace(",","")))
  d['tier'].append(int(cell[6].find("p").getText().replace(",","")))
  d['limit'].append(int(cell[7].find("p").getText().replace(",","")))
  d['taiwan'].append(cell[8].getText().strip() != "")
for row in tables[1].findAll("tr", {"style": "height:12.75pt"})[1:]:
  cell = row.findAll("td")
  d['num'].append(cell[0].find("p").getText())
  d['id'].append(int(cell[1].find("p").getText()))
  d['underlying'].append(cell[2].getText().strip())
  d['code'].append(cell[3].find("p").getText())
  d['contract_size'].append(int(cell[4].find("p").getText().replace(",","")))
  d['lots'].append(1)
  d['tier'].append(int(cell[5].find("p").getText().replace(",","")))
  d['limit'].append(int(cell[6].find("p").getText().replace(",","")))
  d['taiwan'].append(cell[7].getText().strip() != "")
df = DataFrame.from_dict(d)
df

def get_option_params(n):
   return df[df['id'] == int(n)]

def option_info(i):
    yahoo_symbol = "%04d.HK" % i
    s = Share(yahoo_symbol)
    price = float(s.get_price())
    contract_size = get_option_params(int(i))['contract_size'].iloc[0]
    print ("Symbol:  %s" % yahoo_symbol)
    print("Contract size: %i" % contract_size)
    print("Price: %.2f" % price)
    print("Contract value %2f" % (price * contract_size))



In [5]:

    
df









    Out[5]:






  
    
      
      code
      contract_size
      id
      limit
      lots
      num
      taiwan
      tier
      underlying
    
  
  
    
      0
      XAB
      10000
      1288
      50000
      10
      1
      True
      1
      Agricultural Bank of China Limited
    
    
      1
      AIA
      1000
      1299
      50000
      5
      2
      True
      1
      AIA Group Limited
    
    
      2
      NCL
      1000
      1336
      50000
      10
      3
      False
      1
      New China Life Insurance Co. Ltd.
    
    
      3
      PIN
      5000
      1339
      50000
      5
      4
      False
      2
      The People's Insurance Company (Group) of Chin...
    
    
      4
      CDA
      5000
      1359
      50000
      5
      5
      False
      2
      China Cinda Asset Management Co., Ltd
    
    
      5
      MSB
      2500
      1988
      50000
      5
      6
      False
      2
      China Minsheng Banking Corporation Limited
    
    
      6
      CPI
      1000
      2601
      50000
      5
      7
      True
      1
      China Pacific Insurance (Group) Co., Ltd.
    
    
      7
      CSA
      5000
      2822
      30000
      25
      8
      False
      1
      CSOP FTSE China A50 ETF
    
    
      8
      A50
      5000
      2823
      50000
      50
      9
      True
      1
      iShares FTSE A50 China Index ETF#
    
    
      9
      CS3
      1000
      2827
      30000
      5
      10
      False
      2
      W.I.S.E. - CSI 300 China Tracker #
    
    
      10
      HCF
      1000
      2828
      50000
      5
      11
      False
      1
      Hang Seng H-Share Index ETF
    
    
      11
      AMC
      2000
      3188
      30000
      10
      12
      False
      1
      ChinaAMC CSI 300 Index ETF
    
    
      12
      PLE
      5000
      3800
      50000
      5
      13
      False
      2
      GCL-Poly Energy Holdings Ltd.
    
    
      13
      CTS
      1000
      6030
      50000
      2
      14
      False
      1
      CITIC Securities Co. Ltd.
    
    
      14
      HAI
      2000
      6837
      50000
      5
      15
      False
      1
      Haitong Securities Co., Ltd.
    
    
      15
      CKH
      500
      1
      50000
      1
      1
      False
      1
      CK Hutchison Holdings Ltd.
    
    
      16
      CLP
      500
      2
      50000
      1
      2
      False
      1
      CLP Holdings Limited
    
    
      17
      HKG
      1000
      3
      50000
      1
      3
      False
      2
      The Hong Kong and China Gas Company Limited
    
    
      18
      WHL
      1000
      4
      50000
      1
      4
      False
      1
      The Wharf (Holdings) Limited
    
    
      19
      HKB
      400
      5
      50000
      1
      5
      True
      1
      HSBC Holdings Plc.
    
    
      20
      HEH
      500
      6
      50000
      1
      6
      False
      1
      Power Assets Holdings Limited
    
    
      21
      HSB
      100
      11
      50000
      1
      7
      False
      2
      Hang Seng Bank Limited
    
    
      22
      HLD
      1000
      12
      50000
      1
      8
      False
      1
      Henderson Land Development Company Limited
    
    
      23
      SHK
      1000
      16
      50000
      1
      9
      True
      1
      Sun Hung Kai Properties Limited
    
    
      24
      NWD
      1000
      17
      50000
      1
      10
      True
      3
      New World Development Company Limited
    
    
      25
      SWA
      500
      19
      50000
      1
      11
      True
      1
      Swire Pacific Limited
    
    
      26
      BEA
      200
      23
      50000
      1
      12
      False
      3
      The Bank of East Asia, Limited
    
    
      27
      GLX
      1000
      27
      50000
      1
      13
      True
      1
      Galaxy Entertainment Group Limited
    
    
      28
      MTR
      500
      66
      50000
      1
      14
      False
      2
      MTR Corporation Limited
    
    
      29
      KLE
      2000
      135
      50000
      1
      15
      False
      1
      Kunlun Energy Co. Ltd.
    
    
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
    
    
      51
      CTB
      1000
      998
      50000
      1
      37
      False
      3
      China CITIC Bank Corporation Limited
    
    
      52
      HGN
      500
      1044
      30000
      1
      38
      False
      1
      Hengan International Group Co. Ltd.
    
    
      53
      CSE
      500
      1088
      50000
      1
      39
      True
      2
      China Shenhua Energy Company Limited
    
    
      54
      CRL
      2000
      1109
      50000
      1
      40
      False
      1
      China Resources Land Ltd.
    
    
      55
      YZC
      2000
      1171
      50000
      1
      41
      True
      2
      Yanzhou Coal Mining Company Limited
    
    
      56
      CRC
      500
      1186
      50000
      1
      42
      False
      3
      China Railway Construction Corporation Limited
    
    
      57
      BYD
      500
      1211
      50000
      1
      43
      False
      1
      BYD Company Limited
    
    
      58
      XIC
      1000
      1398
      50000
      1
      44
      True
      3
      Industrial and Commercial Bank of China Limited
    
    
      59
      CCC
      1000
      1800
      50000
      1
      45
      True
      3
      China Communications Construction Company Limited
    
    
      60
      BIH
      1000
      1880
      50000
      1
      46
      True
      3
      Belle International Holdings Limited
    
    
      61
      CCE
      1000
      1898
      50000
      1
      47
      True
      3
      China Coal Energy Company Limited
    
    
      62
      CCS
      500
      1919
      50000
      1
      48
      False
      3
      China COSCO Holdings Company Limited
    
    
      63
      SAN
      400
      1928
      50000
      1
      49
      True
      2
      Sands China Ltd.
    
    
      64
      FIH
      1000
      2038
      50000
      1
      50
      False
      3
      FIH Mobile Limited
    
    
      65
      MGM
      400
      2282
      50000
      1
      51
      False
      2
      MGM China Holdings Limited
    
    
      66
      PAI
      500
      2318
      50000
      1
      52
      True
      1
      Ping An Insurance (Group) Company of China, Ltd.
    
    
      67
      MEN
      1000
      2319
      50000
      1
      53
      False
      1
      China Mengniu Dairy Co. Ltd.
    
    
      68
      PIC
      2000
      2328
      50000
      1
      54
      False
      1
      PICC Property and Casualty Company Limited
    
    
      69
      GWM
      500
      2333
      50000
      1
      55
      False
      3
      Great Wall Motor Co. Limited ^
    
    
      70
      BOC
      500
      2388
      50000
      1
      56
      True
      2
      BOC Hong Kong (Holdings) Limited
    
    
      71
      ALC
      2000
      2600
      50000
      1
      57
      False
      3
      Aluminum Corporation of China Limited
    
    
      72
      CLI
      1000
      2628
      50000
      1
      58
      True
      2
      China Life Insurance Company Limited
    
    
      73
      RFP
      400
      2777
      50000
      1
      59
      False
      3
      Guangzhou R&F Properties Co., Ltd.
    
    
      74
      TRF
      500
      2800
      50000
      1
      60
      False
      2
      Tracker Fund of Hong Kong
    
    
      75
      STC
      50
      2888
      50000
      1
      61
      False
      3
      Standard Chartered PLC
    
    
      76
      ZJM
      2000
      2899
      50000
      1
      62
      False
      3
      Zijin Mining Group Company Limited
    
    
      77
      NBM
      2000
      3323
      50000
      1
      63
      True
      2
      China National Building Material Company Limited
    
    
      78
      BCM
      1000
      3328
      50000
      1
      64
      True
      3
      Bank of Communications Co., Ltd.
    
    
      79
      KSO
      1000
      3888
      50000
      1
      65
      False
      2
      Kingsoft Corporation Ltd.
    
    
      80
      CMB
      500
      3968
      50000
      1
      66
      False
      3
      China Merchants Bank Co., Ltd.
    
  

81 rows × 9 columns



In [6]:

    
get_option_params(2800)









    Out[6]:






  
    
      
      code
      contract_size
      id
      limit
      lots
      num
      taiwan
      tier
      underlying
    
  
  
    
      74
      TRF
      500
      2800
      50000
      1
      60
      False
      2
      Tracker Fund of Hong Kong



In [8]:

    
r = requests.get("http://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dqe150813.htm")



In [9]:

    
op = get_option_params(388)



In [10]:

    
s  = Share('0388.HK')
float(s.get_price())









    Out[10]:





182.0



In [34]:

    
op['contract_size'].iloc[0]  * float(s.get_price())









    Out[34]:





17830.0



In [42]:



In [7]:

    
option_info(2800)









    



Symbol:  2800.HK
Contract size: 500
Price: 21.60
Contract value 10800.000000



In [9]:

    
option_info(3888)









    



Symbol:  3888.HK
Contract size: 1000
Price: 15.10
Contract value 15100.000000



In [10]:

    
option_info(388)









    



Symbol:  0388.HK
Contract size: 100
Price: 176.80
Contract value 17680.000000



In [8]:

    
option_info(27)









    



Symbol:  0027.HK
Contract size: 1000
Price: 27.10
Contract value 27100.000000



In [ ]:

	contract	expiry
0	Jan-15	29-Jan-15
1	Feb-15	26-Feb-15
2	Mar-15	30-Mar-15
3	Apr-15	29-Apr-15
4	May-15	28-May-15
5	Jun-15	29-Jun-15
6	Jul-15	30-Jul-15
7	Aug-15	28-Aug-15
8	Sep-15	29-Sep-15
9	Oct-15	29-Oct-15
10	Nov-15	27-Nov-15
11	Dec-15	30-Dec-15
12	Jan-16	28-Jan-16
13	Feb-16	26-Feb-16
14	Mar-16	30-Mar-16
15	Apr-16	28-Apr-16
16	May-16	30-May-16
17	Jun-16	29-Jun-16
18	Jul-16	28-Jul-16
19	Aug-16	30-Aug-16
20	Sep-16	29-Sep-16
21	Oct-16	28-Oct-16
22	Nov-16	29-Nov-16
23	Dec-16	29-Dec-16

	code	contract_size	id	limit	lots	num	taiwan	tier	underlying
0	XAB	10000	1288	50000	10	1	True	1	Agricultural Bank of China Limited
1	AIA	1000	1299	50000	5	2	True	1	AIA Group Limited
2	NCL	1000	1336	50000	10	3	False	1	New China Life Insurance Co. Ltd.
3	PIN	5000	1339	50000	5	4	False	2	The People's Insurance Company (Group) of Chin...
4	CDA	5000	1359	50000	5	5	False	2	China Cinda Asset Management Co., Ltd
5	MSB	2500	1988	50000	5	6	False	2	China Minsheng Banking Corporation Limited
6	CPI	1000	2601	50000	5	7	True	1	China Pacific Insurance (Group) Co., Ltd.
7	CSA	5000	2822	30000	25	8	False	1	CSOP FTSE China A50 ETF
8	A50	5000	2823	50000	50	9	True	1	iShares FTSE A50 China Index ETF#
9	CS3	1000	2827	30000	5	10	False	2	W.I.S.E. - CSI 300 China Tracker #
10	HCF	1000	2828	50000	5	11	False	1	Hang Seng H-Share Index ETF
11	AMC	2000	3188	30000	10	12	False	1	ChinaAMC CSI 300 Index ETF
12	PLE	5000	3800	50000	5	13	False	2	GCL-Poly Energy Holdings Ltd.
13	CTS	1000	6030	50000	2	14	False	1	CITIC Securities Co. Ltd.
14	HAI	2000	6837	50000	5	15	False	1	Haitong Securities Co., Ltd.
15	CKH	500	1	50000	1	1	False	1	CK Hutchison Holdings Ltd.
16	CLP	500	2	50000	1	2	False	1	CLP Holdings Limited
17	HKG	1000	3	50000	1	3	False	2	The Hong Kong and China Gas Company Limited
18	WHL	1000	4	50000	1	4	False	1	The Wharf (Holdings) Limited
19	HKB	400	5	50000	1	5	True	1	HSBC Holdings Plc.
20	HEH	500	6	50000	1	6	False	1	Power Assets Holdings Limited
21	HSB	100	11	50000	1	7	False	2	Hang Seng Bank Limited
22	HLD	1000	12	50000	1	8	False	1	Henderson Land Development Company Limited
23	SHK	1000	16	50000	1	9	True	1	Sun Hung Kai Properties Limited
24	NWD	1000	17	50000	1	10	True	3	New World Development Company Limited
25	SWA	500	19	50000	1	11	True	1	Swire Pacific Limited
26	BEA	200	23	50000	1	12	False	3	The Bank of East Asia, Limited
27	GLX	1000	27	50000	1	13	True	1	Galaxy Entertainment Group Limited
28	MTR	500	66	50000	1	14	False	2	MTR Corporation Limited
29	KLE	2000	135	50000	1	15	False	1	Kunlun Energy Co. Ltd.
...	...	...	...	...	...	...	...	...	...
51	CTB	1000	998	50000	1	37	False	3	China CITIC Bank Corporation Limited
52	HGN	500	1044	30000	1	38	False	1	Hengan International Group Co. Ltd.
53	CSE	500	1088	50000	1	39	True	2	China Shenhua Energy Company Limited
54	CRL	2000	1109	50000	1	40	False	1	China Resources Land Ltd.
55	YZC	2000	1171	50000	1	41	True	2	Yanzhou Coal Mining Company Limited
56	CRC	500	1186	50000	1	42	False	3	China Railway Construction Corporation Limited
57	BYD	500	1211	50000	1	43	False	1	BYD Company Limited
58	XIC	1000	1398	50000	1	44	True	3	Industrial and Commercial Bank of China Limited
59	CCC	1000	1800	50000	1	45	True	3	China Communications Construction Company Limited
60	BIH	1000	1880	50000	1	46	True	3	Belle International Holdings Limited
61	CCE	1000	1898	50000	1	47	True	3	China Coal Energy Company Limited
62	CCS	500	1919	50000	1	48	False	3	China COSCO Holdings Company Limited
63	SAN	400	1928	50000	1	49	True	2	Sands China Ltd.
64	FIH	1000	2038	50000	1	50	False	3	FIH Mobile Limited
65	MGM	400	2282	50000	1	51	False	2	MGM China Holdings Limited
66	PAI	500	2318	50000	1	52	True	1	Ping An Insurance (Group) Company of China, Ltd.
67	MEN	1000	2319	50000	1	53	False	1	China Mengniu Dairy Co. Ltd.
68	PIC	2000	2328	50000	1	54	False	1	PICC Property and Casualty Company Limited
69	GWM	500	2333	50000	1	55	False	3	Great Wall Motor Co. Limited ^
70	BOC	500	2388	50000	1	56	True	2	BOC Hong Kong (Holdings) Limited
71	ALC	2000	2600	50000	1	57	False	3	Aluminum Corporation of China Limited
72	CLI	1000	2628	50000	1	58	True	2	China Life Insurance Company Limited
73	RFP	400	2777	50000	1	59	False	3	Guangzhou R&F Properties Co., Ltd.
74	TRF	500	2800	50000	1	60	False	2	Tracker Fund of Hong Kong
75	STC	50	2888	50000	1	61	False	3	Standard Chartered PLC
76	ZJM	2000	2899	50000	1	62	False	3	Zijin Mining Group Company Limited
77	NBM	2000	3323	50000	1	63	True	2	China National Building Material Company Limited
78	BCM	1000	3328	50000	1	64	True	3	Bank of Communications Co., Ltd.
79	KSO	1000	3888	50000	1	65	False	2	Kingsoft Corporation Ltd.
80	CMB	500	3968	50000	1	66	False	3	China Merchants Bank Co., Ltd.