From 4c4109f54284254509b0a913e6379e472dd3864a Mon Sep 17 00:00:00 2001 From: Daniel Vetter <93154633+danielatpolygonio@users.noreply.github.com> Date: Fri, 18 Nov 2022 11:33:33 -0500 Subject: [PATCH 001/313] Update CODEOWNERS (#331) * Update CODEOWNERS * Update CODEOWNERS * Update CODEOWNERS --- .github/CODEOWNERS | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/CODEOWNERS b/.github/CODEOWNERS index b89ada2f..8a8da73b 100644 --- a/.github/CODEOWNERS +++ b/.github/CODEOWNERS @@ -1 +1 @@ -* @clickingbuttons @Darcy-Linde +* @danielatpolygonio @mmoghaddam385 From 9b50d03160578cc65fec33bd4b3f3b53d93047a8 Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Mon, 28 Nov 2022 07:52:56 -0800 Subject: [PATCH 002/313] Added get_ticker_history and tests to client library. (#319) * Added get_events and tests to client library. RV1: - added get_events function to client library - added tests. RV2: - changed get_ticker_events to get_ticker_history RV3: - changed history to events and modifed classes to meet new requirements. * run make rest-spec Co-authored-by: danielatpolygonio <93154633+danielatpolygonio@users.noreply.github.com> --- .polygon/rest.json | 1123 ++++++++--------- polygon/rest/models/tickers.py | 32 + polygon/rest/reference.py | 25 + .../vX/reference/tickers/META/events.json | 25 + test_rest/test_tickers.py | 24 + 5 files changed, 612 insertions(+), 617 deletions(-) create mode 100644 test_rest/mocks/vX/reference/tickers/META/events.json diff --git a/.polygon/rest.json b/.polygon/rest.json index 354de4e2..92a41f15 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -4217,253 +4217,6 @@ "description": "The volume weighted average price.", "format": "double", "type": "number" - }, - "v3TickerDetails": { - "properties": { - "results": { - "description": "Ticker with details.\n", - "properties": { - "active": { - "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", - "type": "boolean" - }, - "address": { - "properties": { - "address1": { - "description": "The first line of the company's headquarters address.", - "type": "string" - }, - "city": { - "description": "The city of the company's headquarters address.", - "type": "string" - }, - "postal_code": { - "description": "The postal code of the company's headquarters address.", - "type": "string" - }, - "state": { - "description": "The state of the company's headquarters address.", - "type": "string" - } - }, - "type": "object" - }, - "branding": { - "properties": { - "icon_url": { - "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.\n", - "type": "string" - }, - "logo_url": { - "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.\n", - "type": "string" - } - }, - "type": "object" - }, - "cik": { - "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", - "type": "string" - }, - "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "currency_name": { - "description": "The name of the currency that this asset is traded with.", - "type": "string" - }, - "delisted_utc": { - "description": "The last date that the asset was traded.", - "format": "date-time", - "type": "string" - }, - "description": { - "description": "A description of the company and what they do/offer.", - "type": "string" - }, - "homepage_url": { - "description": "The URL of the company's website homepage.", - "type": "string" - }, - "list_date": { - "description": "The date that the symbol was first publicly listed in the format YYYY-MM-DD.", - "type": "string" - }, - "locale": { - "description": "The locale of the asset.", - "enum": [ - "us", - "global" - ], - "type": "string" - }, - "market": { - "description": "The market type of the asset.", - "enum": [ - "stocks", - "crypto", - "fx", - "otc" - ], - "type": "string" - }, - "market_cap": { - "description": "The most recent close price of the ticker multiplied by weighted outstanding shares.", - "format": "double", - "type": "number" - }, - "name": { - "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.\n", - "type": "string" - }, - "phone_number": { - "description": "The phone number for the company behind this ticker.", - "type": "string" - }, - "primary_exchange": { - "description": "The ISO code of the primary listing exchange for this asset.", - "type": "string" - }, - "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "share_class_shares_outstanding": { - "description": "The recorded number of outstanding shares for this particular share class.", - "format": "double", - "type": "number" - }, - "sic_code": { - "description": "The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List.\n", - "type": "string" - }, - "sic_description": { - "description": "A description of this ticker's SIC code.", - "type": "string" - }, - "ticker": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, - "ticker_root": { - "description": "The root of a specified ticker. For example, the root of BRK.A is BRK.", - "type": "string" - }, - "ticker_suffix": { - "description": "The suffix of a specified ticker. For example, the suffix of BRK.A is A.", - "type": "string" - }, - "total_employees": { - "description": "The approximate number of employees for the company.", - "type": "number" - }, - "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", - "type": "string" - }, - "weighted_shares_outstanding": { - "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.\n", - "format": "double", - "type": "number" - } - }, - "required": [ - "ticker", - "name", - "market", - "locale", - "active", - "currency_name" - ], - "type": "object" - } - }, - "type": "object" - }, - "v3Tickers": { - "properties": { - "results": { - "description": "An array of tickers that match your query.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.\n", - "items": { - "properties": { - "active": { - "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", - "type": "boolean" - }, - "cik": { - "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", - "type": "string" - }, - "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "currency_name": { - "description": "The name of the currency that this asset is traded with.", - "type": "string" - }, - "delisted_utc": { - "description": "The last date that the asset was traded.", - "format": "date-time", - "type": "string" - }, - "last_updated_utc": { - "description": "The information is accurate up to this time.", - "format": "date-time", - "type": "string" - }, - "locale": { - "description": "The locale of the asset.", - "enum": [ - "us", - "global" - ], - "type": "string" - }, - "market": { - "description": "The market type of the asset.", - "enum": [ - "stocks", - "crypto", - "fx", - "otc" - ], - "type": "string" - }, - "name": { - "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.\n", - "type": "string" - }, - "primary_exchange": { - "description": "The ISO code of the primary listing exchange for this asset.", - "type": "string" - }, - "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "ticker": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, - "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", - "type": "string" - } - }, - "required": [ - "ticker", - "name", - "market", - "locale" - ], - "type": "object" - }, - "type": "array" - } - }, - "type": "object" } }, "securitySchemes": { @@ -22281,10 +22034,11 @@ }, "/v3/reference/tickers": { "get": { - "description": "Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex.\n", + "description": "Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex.", + "operationId": "ListTickers", "parameters": [ { - "description": "Specify a ticker symbol.\nDefaults to empty string which queries all tickers.\n", + "description": "Specify a ticker symbol.\nDefaults to empty string which queries all tickers.", "in": "query", "name": "ticker", "schema": { @@ -22295,7 +22049,7 @@ } }, { - "description": "Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).\nDefaults to empty string which queries all types.\n", + "description": "Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).\nDefaults to empty string which queries all types.", "in": "query", "name": "type", "schema": { @@ -22328,7 +22082,7 @@ } }, { - "description": "Filter by market type. By default all markets are included.\n", + "description": "Filter by market type. By default all markets are included.", "in": "query", "name": "market", "schema": { @@ -22342,7 +22096,7 @@ } }, { - "description": "Specify the primary exchange of the asset in the ISO code format. Find more information about the ISO codes [at the ISO org website](https://www.iso20022.org/market-identifier-codes).\nDefaults to empty string which queries all exchanges.\n", + "description": "Specify the primary exchange of the asset in the ISO code format. Find more information about the ISO codes [at the ISO org website](https://www.iso20022.org/market-identifier-codes).\nDefaults to empty string which queries all exchanges.", "in": "query", "name": "exchange", "schema": { @@ -22350,7 +22104,7 @@ } }, { - "description": "Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes [at their website](https://www.cusip.com/identifiers.html#/CUSIP).\nDefaults to empty string which queries all CUSIPs.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.\n", + "description": "Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes [at their website](https://www.cusip.com/identifiers.html#/CUSIP).\nDefaults to empty string which queries all CUSIPs.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.", "in": "query", "name": "cusip", "schema": { @@ -22358,7 +22112,7 @@ } }, { - "description": "Specify the CIK of the asset you want to search for. Find more information about CIK codes [at their website](https://www.sec.gov/edgar/searchedgar/cik.htm).\nDefaults to empty string which queries all CIKs.\n", + "description": "Specify the CIK of the asset you want to search for. Find more information about CIK codes [at their website](https://www.sec.gov/edgar/searchedgar/cik.htm).\nDefaults to empty string which queries all CIKs.", "in": "query", "name": "cik", "schema": { @@ -22366,24 +22120,16 @@ } }, { - "description": "Specify a point in time to retrieve tickers available on that date.\nDefaults to the most recent available date.\n", + "description": "Specify a point in time to retrieve tickers available on that date.\nDefaults to the most recent available date.", "in": "query", "name": "date", "schema": { - "oneOf": [ - { - "format": "date-time", - "type": "string" - }, - { - "format": "date", - "type": "string" - } - ] + "format": "date", + "type": "string" } }, { - "description": "Search for terms within the ticker and/or company name.\n", + "description": "Search for terms within the ticker and/or company name.", "in": "query", "name": "search", "schema": { @@ -22391,7 +22137,7 @@ } }, { - "description": "Specify if the tickers returned should be actively traded on the queried date. Default is true.\n", + "description": "Specify if the tickers returned should be actively traded on the queried date. Default is true.", "example": true, "in": "query", "name": "active", @@ -22400,34 +22146,39 @@ } }, { - "description": "The field to sort the results on. Default is ticker.\nIf the `search` query parameter is present, `sort` is ignored and results are ordered by relevance.\n", - "example": "ticker", + "description": "Search by ticker.", "in": "query", - "name": "sort", + "name": "ticker.gte", "schema": { - "enum": [ - "ticker", - "name", - "market", - "locale", - "primary_exchange", - "type", - "currency_symbol", - "currency_name", - "base_currency_symbol", - "base_currency_name", - "cik", - "composite_figi", - "share_class_figi", - "last_updated_utc", - "delisted_utc" - ], "type": "string" } }, { - "description": "The order to sort the results on. Default is asc (ascending).\n", - "example": "asc", + "description": "Search by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", "in": "query", "name": "order", "schema": { @@ -22435,20 +22186,48 @@ "asc", "desc" ], + "example": "asc", "type": "string" } }, { - "description": "Limit the size of the response, default is 100 and max is 1000.\n\nIf your query returns more than the max limit and you want to retrieve the next page of results,\nsee the `next_url` response attribute.\n", - "example": 10, + "description": "Limit the number of results returned, default is 100 and max is 1000.", "in": "query", "name": "limit", "schema": { "default": 100, + "example": 100, "maximum": 1000, "minimum": 1, "type": "integer" } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "name", + "market", + "locale", + "primary_exchange", + "type", + "currency_symbol", + "currency_name", + "base_currency_symbol", + "base_currency_name", + "cik", + "composite_figi", + "share_class_figi", + "last_updated_utc", + "delisted_utc" + ], + "example": "ticker", + "type": "string" + } } ], "responses": { @@ -22456,165 +22235,134 @@ "content": { "application/json": { "example": { - "request_id": "aa118eb5574a45d8baea953484dc0336", - "results": { - "active": true, - "address": { - "address1": "One Apple Park Way", - "city": "Cupertino", - "postal_code": "95014", - "state": "CA" + "count": 1, + "next_url": "https://api.polygon.io/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "e70013d92930de90e089dc8fa098888e", + "results": [ + { + "active": true, + "cik": "0001090872", + "composite_figi": "BBG000BWQYZ5", + "currency_name": "usd", + "last_updated_utc": "2021-04-25T00:00:00Z", + "locale": "us", + "market": "stocks", + "name": "Agilent Technologies Inc.", + "primary_exchange": "XNYS", + "share_class_figi": "BBG001SCTQY4", + "ticker": "A", + "type": "CS" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" }, - "branding": { - "icon_url": "https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png", - "logo_url": "https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg" + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" }, - "cik": "0000320193", - "composite_figi": "BBG000B9XRY4", - "currency_name": "usd", - "description": "Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.", - "homepage_url": "https://www.apple.com", - "list_date": "1980-12-12", - "locale": "us", - "market": "stocks", - "market_cap": 2771126040150, - "name": "Apple Inc.", - "phone_number": "(408) 996-1010", - "primary_exchange": "XNAS", - "share_class_figi": "BBG001S5N8V8", - "share_class_shares_outstanding": 16406400000, - "sic_code": "3571", - "sic_description": "ELECTRONIC COMPUTERS", - "ticker": "AAPL", - "ticker_root": "AAPL", - "total_employees": 154000, - "type": "CS", - "weighted_shares_outstanding": 16334371000 - }, - "status": "OK" - }, - "schema": { - "allOf": [ - { - "properties": { - "results": { - "description": "An array of tickers that match your query.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.\n", - "items": { - "properties": { - "active": { - "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", - "type": "boolean" - }, - "cik": { - "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", - "type": "string" - }, - "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "currency_name": { - "description": "The name of the currency that this asset is traded with.", - "type": "string" - }, - "delisted_utc": { - "description": "The last date that the asset was traded.", - "format": "date-time", - "type": "string" - }, - "last_updated_utc": { - "description": "The information is accurate up to this time.", - "format": "date-time", - "type": "string" - }, - "locale": { - "description": "The locale of the asset.", - "enum": [ - "us", - "global" - ], - "type": "string" - }, - "market": { - "description": "The market type of the asset.", - "enum": [ - "stocks", - "crypto", - "fx", - "otc" - ], - "type": "string" - }, - "name": { - "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.\n", - "type": "string" - }, - "primary_exchange": { - "description": "The ISO code of the primary listing exchange for this asset.", - "type": "string" - }, - "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "ticker": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, - "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", - "type": "string" - } - }, - "required": [ - "ticker", - "name", - "market", - "locale" + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of tickers that match your query.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.", + "items": { + "properties": { + "active": { + "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", + "type": "boolean" + }, + "cik": { + "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", + "type": "string" + }, + "composite_figi": { + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "type": "string" + }, + "currency_name": { + "description": "The name of the currency that this asset is traded with.", + "type": "string" + }, + "delisted_utc": { + "description": "The last date that the asset was traded.", + "format": "date-time", + "type": "string" + }, + "last_updated_utc": { + "description": "The information is accurate up to this time.", + "format": "date-time", + "type": "string" + }, + "locale": { + "description": "The locale of the asset.", + "enum": [ + "us", + "global" ], - "type": "object" + "type": "string" }, - "type": "array" - } - }, - "type": "object" - }, - { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - } - }, - "type": "object" - }, - { - "properties": { - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - } - }, - "type": "object" - }, - { - "properties": { - "count": { - "description": "The total number of results for this request.", - "type": "integer" + "market": { + "description": "The market type of the asset.", + "enum": [ + "stocks", + "crypto", + "fx", + "otc" + ], + "type": "string" + }, + "name": { + "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.", + "type": "string" + }, + "primary_exchange": { + "description": "The ISO code of the primary listing exchange for this asset.", + "type": "string" + }, + "share_class_figi": { + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "type": "string" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "type": { + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", + "type": "string" + } }, - "status": { - "description": "The status of this request's response.", - "type": "string" + "required": [ + "ticker", + "name", + "market", + "locale" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ReferenceTicker", + "path": "github.com/polygon-io/go-lib-models/v2/globals" } }, - "type": "object" + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" } - ] + }, + "type": "object" } }, "text/csv": { - "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,last_updated_utc\nA,Agilent Technologies Inc.,stocks,us,XNYS,CS,true,usd,0001090872,BBG000BWQYZ5,BBG001SCTQY4,2021-04-25T00:00:00Z\n", "schema": { "type": "string" } @@ -22633,6 +22381,32 @@ "x-polygon-entitlement-data-type": { "description": "Reference data", "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 100, + "max": 1000 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "name", + "market", + "locale", + "primary_exchange", + "type", + "currency_symbol", + "currency_name", + "base_currency_symbol", + "base_currency_name", + "cik", + "composite_figi", + "share_class_figi", + "last_updated_utc", + "delisted_utc" + ] + } } } }, @@ -22830,7 +22604,8 @@ }, "/v3/reference/tickers/{ticker}": { "get": { - "description": "Get a single ticker supported by Polygon.io. This response will have detailed information about the ticker and the company behind it.\n", + "description": "Get a single ticker supported by Polygon.io. This response will have detailed information about the ticker and the company behind it.", + "operationId": "GetTicker", "parameters": [ { "description": "The ticker symbol of the asset.", @@ -22843,20 +22618,12 @@ } }, { - "description": "Specify a point in time to get information about the ticker available on that date.\nWhen retrieving information from SEC filings, we compare this date with the period of report date on the SEC filing.\n\nFor example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on 2019-06-29.\nThat means that the filing was submitted on 2019-07-31, but the filing was created based on information from 2019-06-29.\nIf you were to query for AAPL details on 2019-06-29, the ticker details would include information from the SEC filing.\n\nDefaults to the most recent available date.\n", + "description": "Specify a point in time to get information about the ticker available on that date.\nWhen retrieving information from SEC filings, we compare this date with the period of report date on the SEC filing.\n\nFor example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on 2019-06-29.\nThat means that the filing was submitted on 2019-07-31, but the filing was created based on information from 2019-06-29.\nIf you were to query for AAPL details on 2019-06-29, the ticker details would include information from the SEC filing.\n\nDefaults to the most recent available date.", "in": "query", "name": "date", "schema": { - "oneOf": [ - { - "format": "date-time", - "type": "string" - }, - { - "format": "date", - "type": "string" - } - ] + "format": "date", + "type": "string" } } ], @@ -22903,193 +22670,183 @@ "status": "OK" }, "schema": { - "allOf": [ - { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "Ticker with details.", "properties": { - "results": { - "description": "Ticker with details.\n", + "active": { + "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", + "type": "boolean" + }, + "address": { "properties": { - "active": { - "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", - "type": "boolean" - }, - "address": { - "properties": { - "address1": { - "description": "The first line of the company's headquarters address.", - "type": "string" - }, - "city": { - "description": "The city of the company's headquarters address.", - "type": "string" - }, - "postal_code": { - "description": "The postal code of the company's headquarters address.", - "type": "string" - }, - "state": { - "description": "The state of the company's headquarters address.", - "type": "string" - } - }, - "type": "object" - }, - "branding": { - "properties": { - "icon_url": { - "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.\n", - "type": "string" - }, - "logo_url": { - "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.\n", - "type": "string" - } - }, - "type": "object" - }, - "cik": { - "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", - "type": "string" - }, - "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "currency_name": { - "description": "The name of the currency that this asset is traded with.", + "address1": { + "description": "The first line of the company's headquarters address.", "type": "string" }, - "delisted_utc": { - "description": "The last date that the asset was traded.", - "format": "date-time", + "city": { + "description": "The city of the company's headquarters address.", "type": "string" }, - "description": { - "description": "A description of the company and what they do/offer.", + "postal_code": { + "description": "The postal code of the company's headquarters address.", "type": "string" }, - "homepage_url": { - "description": "The URL of the company's website homepage.", + "state": { + "description": "The state of the company's headquarters address.", "type": "string" - }, - "list_date": { - "description": "The date that the symbol was first publicly listed in the format YYYY-MM-DD.", - "type": "string" - }, - "locale": { - "description": "The locale of the asset.", - "enum": [ - "us", - "global" - ], - "type": "string" - }, - "market": { - "description": "The market type of the asset.", - "enum": [ - "stocks", - "crypto", - "fx", - "otc" - ], - "type": "string" - }, - "market_cap": { - "description": "The most recent close price of the ticker multiplied by weighted outstanding shares.", - "format": "double", - "type": "number" - }, - "name": { - "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.\n", - "type": "string" - }, - "phone_number": { - "description": "The phone number for the company behind this ticker.", - "type": "string" - }, - "primary_exchange": { - "description": "The ISO code of the primary listing exchange for this asset.", - "type": "string" - }, - "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", - "type": "string" - }, - "share_class_shares_outstanding": { - "description": "The recorded number of outstanding shares for this particular share class.", - "format": "double", - "type": "number" - }, - "sic_code": { - "description": "The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List.\n", - "type": "string" - }, - "sic_description": { - "description": "A description of this ticker's SIC code.", - "type": "string" - }, - "ticker": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, - "ticker_root": { - "description": "The root of a specified ticker. For example, the root of BRK.A is BRK.", - "type": "string" - }, - "ticker_suffix": { - "description": "The suffix of a specified ticker. For example, the suffix of BRK.A is A.", + } + }, + "type": "object" + }, + "branding": { + "properties": { + "icon_url": { + "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", "type": "string" }, - "total_employees": { - "description": "The approximate number of employees for the company.", - "type": "number" - }, - "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", + "logo_url": { + "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", "type": "string" - }, - "weighted_shares_outstanding": { - "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.\n", - "format": "double", - "type": "number" } }, - "required": [ - "ticker", - "name", - "market", - "locale", - "active", - "currency_name" - ], "type": "object" - } - }, - "type": "object" - }, - { - "properties": { - "request_id": { - "description": "A request id assigned by the server.", + }, + "cik": { + "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", "type": "string" - } - }, - "type": "object" - }, - { - "properties": { - "count": { - "description": "The total number of results for this request.", - "type": "integer" }, - "status": { - "description": "The status of this request's response.", + "composite_figi": { + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "type": "string" + }, + "currency_name": { + "description": "The name of the currency that this asset is traded with.", + "type": "string" + }, + "delisted_utc": { + "description": "The last date that the asset was traded.", + "format": "date-time", + "type": "string" + }, + "description": { + "description": "A description of the company and what they do/offer.", + "type": "string" + }, + "homepage_url": { + "description": "The URL of the company's website homepage.", + "type": "string" + }, + "list_date": { + "description": "The date that the symbol was first publicly listed in the format YYYY-MM-DD.", + "type": "string" + }, + "locale": { + "description": "The locale of the asset.", + "enum": [ + "us", + "global" + ], + "type": "string" + }, + "market": { + "description": "The market type of the asset.", + "enum": [ + "stocks", + "crypto", + "fx", + "otc" + ], + "type": "string" + }, + "market_cap": { + "description": "The most recent close price of the ticker multiplied by weighted outstanding shares.", + "format": "double", + "type": "number" + }, + "name": { + "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.", + "type": "string" + }, + "phone_number": { + "description": "The phone number for the company behind this ticker.", + "type": "string" + }, + "primary_exchange": { + "description": "The ISO code of the primary listing exchange for this asset.", + "type": "string" + }, + "share_class_figi": { + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "type": "string" + }, + "share_class_shares_outstanding": { + "description": "The recorded number of outstanding shares for this particular share class.", + "format": "double", + "type": "number" + }, + "sic_code": { + "description": "The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List.", + "type": "string" + }, + "sic_description": { + "description": "A description of this ticker's SIC code.", + "type": "string" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "ticker_root": { + "description": "The root of a specified ticker. For example, the root of BRK.A is BRK.", + "type": "string" + }, + "ticker_suffix": { + "description": "The suffix of a specified ticker. For example, the suffix of BRK.A is A.", + "type": "string" + }, + "total_employees": { + "description": "The approximate number of employees for the company.", + "type": "number" + }, + "type": { + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", "type": "string" + }, + "weighted_shares_outstanding": { + "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.", + "format": "double", + "type": "number" } }, - "type": "object" + "required": [ + "ticker", + "name", + "market", + "locale", + "active", + "currency_name" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ReferenceTicker", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" } - ] + }, + "type": "object" } }, "text/csv": { @@ -25284,6 +25041,133 @@ } } } + }, + "/vX/reference/tickers/{id}/events": { + "get": { + "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", + "operationId": "GetEvents", + "parameters": [ + { + "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", + "example": "META", + "in": "path", + "name": "id", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", + "in": "query", + "name": "types", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": { + "events": [ + { + "date": "2022-06-09", + "ticker_change": { + "ticker": "META" + }, + "type": "ticker_change" + }, + { + "date": "2012-05-18", + "ticker_change": { + "ticker": "FB" + }, + "type": "ticker_change" + } + ], + "name": "Meta Platforms, Inc. Class A Common Stock" + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "events": { + "items": { + "oneOf": [ + { + "properties": { + "date": { + "description": "The date the event took place", + "format": "date", + "type": "string" + }, + "event_type": { + "description": "The type of historical event for the asset", + "type": "string" + }, + "ticker_change": { + "properties": { + "ticker": { + "type": "string" + } + }, + "type": "object" + } + }, + "required": [ + "event_type", + "date" + ], + "type": "object" + } + ] + }, + "type": "array" + }, + "name": { + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EventsResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Ticker Events." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Ticker Events", + "tags": [ + "reference:tickers:get" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {} + } } }, "security": [ @@ -25736,6 +25620,11 @@ "/v3/reference/tickers/{ticker}" ] }, + { + "paths": [ + "/vX/reference/tickers/{id}/events" + ] + }, { "paths": [ "/v2/reference/news" diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 831429ad..448bfd11 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -185,3 +185,35 @@ class TickerTypes: @staticmethod def from_dict(d): return TickerTypes(**d) + + +@modelclass +class TickerChange: + ticker: str + + @staticmethod + def from_dict(d): + return TickerChange(**d) + + +@modelclass +class TickerChangeEvent: + type: str + date: str + ticker_change: TickerChange + + @staticmethod + def from_dict(d): + return TickerChangeEvent(**d) + + +@modelclass +class TickerChangeResults: + name: str + figi: str + cik: str + events: Optional[List[TickerChangeEvent]] = None + + @staticmethod + def from_dict(d): + return TickerChangeResults(**d) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 143b7511..eeb7163f 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -4,6 +4,7 @@ MarketHoliday, MarketStatus, Ticker, + TickerChangeResults, TickerDetails, TickerNews, TickerTypes, @@ -143,6 +144,30 @@ def get_ticker_details( result_key="results", ) + def get_ticker_events( + self, + ticker: Optional[str] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + ) -> Union[TickerChangeResults, HTTPResponse]: + + """ + Get event history of ticker given particular point in time. + :param ticker: The ticker symbol of the asset. + :param params: Additional query parameters + :param raw: Return raw object instead of results object. + :return: Ticker Event VX + """ + url = f"/vX/reference/tickers/{ticker}/events" + + return self._get( + path=url, + params=params, + deserializer=TickerChangeResults.from_dict, + result_key="results", + raw=raw, + ) + def list_ticker_news( self, ticker: Optional[str] = None, diff --git a/test_rest/mocks/vX/reference/tickers/META/events.json b/test_rest/mocks/vX/reference/tickers/META/events.json new file mode 100644 index 00000000..2aea67cf --- /dev/null +++ b/test_rest/mocks/vX/reference/tickers/META/events.json @@ -0,0 +1,25 @@ +{ + "results": { + "name": "Meta Platforms, Inc. Class A Common Stock", + "figi": "BBG000MM2P62", + "cik": "0001326801", + "events": [ + { + "ticker_change": { + "ticker": "META" + }, + "type": "ticker_change", + "date": "2022-06-11" + }, + { + "ticker_change": { + "ticker": "FB" + }, + "type": "ticker_change", + "date": "2012-05-18" + } + ] + }, + "status": "OK", + "request_id": "8c911ff1-5ca8-41e8-9bbf-e625141caacc" +} \ No newline at end of file diff --git a/test_rest/test_tickers.py b/test_rest/test_tickers.py index b42aa4b9..f45b487a 100644 --- a/test_rest/test_tickers.py +++ b/test_rest/test_tickers.py @@ -3,6 +3,8 @@ TickerDetails, TickerNews, TickerTypes, + TickerChangeEvent, + TickerChangeResults, Publisher, Branding, CompanyAddress, @@ -235,3 +237,25 @@ def test_get_ticker_types(self): ] self.assertEqual(types, expected) + + def test_get_ticker_events_ticker_change(self): + events = self.c.get_ticker_events(ticker="META") + expected = TickerChangeResults( + name="Meta Platforms, Inc. Class A Common Stock", + figi="BBG000MM2P62", + cik="0001326801", + events=[ + { + "ticker_change": {"ticker": "META"}, + "type": "ticker_change", + "date": "2022-06-11", + }, + { + "ticker_change": {"ticker": "FB"}, + "type": "ticker_change", + "date": "2012-05-18", + }, + ], + ) + + self.assertEqual(expected, events) From bf2dcef917ffa46bb1f5fe1f2a7b656df517412f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 28 Nov 2022 15:55:34 +0000 Subject: [PATCH 003/313] Bump types-setuptools from 65.5.0.2 to 65.5.0.3 (#329) Bumps [types-setuptools](https://github.com/python/typeshed) from 65.5.0.2 to 65.5.0.3. - [Release notes](https://github.com/python/typeshed/releases) - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Daniel Vetter <93154633+danielatpolygonio@users.noreply.github.com> --- poetry.lock | 355 +++++++++++++++++++++++++++++++++++++++++++--------- 1 file changed, 297 insertions(+), 58 deletions(-) diff --git a/poetry.lock b/poetry.lock index 62eef5cd..7059648c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -15,10 +15,10 @@ optional = false python-versions = ">=3.5" [package.extras] -dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "zope.interface", "furo", "sphinx", "sphinx-notfound-page", "pre-commit", "cloudpickle"] -docs = ["furo", "sphinx", "zope.interface", "sphinx-notfound-page"] -tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "zope.interface", "cloudpickle"] -tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "mypy (>=0.900,!=0.940)", "pytest-mypy-plugins", "cloudpickle"] +dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] +docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] +tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] +tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] [[package]] name = "babel" @@ -70,7 +70,7 @@ optional = false python-versions = ">=3.6.0" [package.extras] -unicode_backport = ["unicodedata2"] +unicode-backport = ["unicodedata2"] [[package]] name = "click" @@ -139,9 +139,9 @@ 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Signed-off-by: dependabot[bot] * explicit optional * Bump types-setuptools from 65.5.0.2 to 65.5.0.3 (#329) Bumps [types-setuptools](https://github.com/python/typeshed) from 65.5.0.2 to 65.5.0.3. - [Release notes](https://github.com/python/typeshed/releases) - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Daniel Vetter <93154633+danielatpolygonio@users.noreply.github.com> Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Daniel Vetter <93154633+danielatpolygonio@users.noreply.github.com> --- poetry.lock | 326 +++++++++++++++++++------------------- polygon/rest/reference.py | 2 +- pyproject.toml | 2 +- 3 files changed, 169 insertions(+), 161 deletions(-) diff --git a/poetry.lock b/poetry.lock index 7059648c..c9ac546d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -18,11 +18,11 @@ python-versions = ">=3.5" dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] docs = ["furo", "sphinx", 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Union[str, date] = None, + as_of: Optional[Union[str, date]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, ) -> Union[OptionsContract, HTTPResponse]: diff --git a/pyproject.toml b/pyproject.toml index 65be64aa..0d8eff74 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = "^2022.5.18" [tool.poetry.dev-dependencies] black = "^22.10.0" -mypy = "^0.982" +mypy = "^0.990" types-urllib3 = "^1.26.25" Sphinx = "^5.3.0" sphinx-rtd-theme = "^1.0.0" From eae7778f07b97bcd206581939ee76e62166141a2 Mon Sep 17 00:00:00 2001 From: Daniel Vetter <93154633+danielatpolygonio@users.noreply.github.com> Date: Mon, 28 Nov 2022 14:12:04 -0500 Subject: [PATCH 005/313] add new trf fields to EquityTrade and EquityQuote websocket models (#334) --- .polygon/websocket.json | 16 ++++++++++++++++ polygon/websocket/models/models.py | 8 ++++++++ 2 files changed, 24 insertions(+) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index a7feaf84..e28c338e 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -185,6 +185,14 @@ "q": { "type": "integer", "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n" + }, + "trfi": { + "type": "integer", + "description": "The ID for the Trade Reporting Facility where the trade took place." + }, + "trft": { + "type": "integer", + "description": "The TRF (Trade Reporting Facility) Timestamp in Unix MS. \nThis is the timestamp of when the trade reporting facility received this trade.\n" } } }, @@ -2247,6 +2255,14 @@ "q": { "type": "integer", "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n" + }, + "trfi": { + "type": "integer", + "description": "The ID for the Trade Reporting Facility where the trade took place." + }, + "trft": { + "type": "integer", + "description": "The TRF (Trade Reporting Facility) Timestamp in Unix MS. \nThis is the timestamp of when the trade reporting facility received this trade.\n" } } }, diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index ec1cb14a..63c35a05 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -88,6 +88,8 @@ class EquityTrade: conditions: Optional[List[int]] = None timestamp: Optional[int] = None sequence_number: Optional[int] = None + trf_id: Optional[int] = None + trf_timestamp: Optional[int] = None @staticmethod def from_dict(d): @@ -102,6 +104,8 @@ def from_dict(d): d.get("c", None), d.get("t", None), d.get("q", None), + d.get("trfi", None), + d.get("trft", None), ) @@ -149,6 +153,8 @@ class EquityQuote: timestamp: Optional[int] = None tape: Optional[int] = None sequence_number: Optional[int] = None + trf_id: Optional[int] = None + trf_timestamp: Optional[int] = None @staticmethod def from_dict(d): @@ -166,6 +172,8 @@ def from_dict(d): d.get("t", None), d.get("z", None), d.get("q", None), + d.get("trfi", None), + d.get("trft", None), ) From 79aa103d196f5f3370a0168fb684eb25844f9da6 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 5 Dec 2022 11:44:57 -0500 Subject: [PATCH 006/313] Bump mypy from 0.990 to 0.991 (#336) Bumps [mypy](https://github.com/python/mypy) from 0.990 to 0.991. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.990...v0.991) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 70 +++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 36 insertions(+), 36 deletions(-) diff --git a/poetry.lock b/poetry.lock index c9ac546d..bd9bbc4e 100644 --- a/poetry.lock +++ b/poetry.lock @@ -18,7 +18,7 @@ python-versions = ">=3.5" dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] -tests_no_zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", 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b/README.md index 2c052f4d..0cf12e3b 100644 --- a/README.md +++ b/README.md @@ -26,6 +26,20 @@ discussed with us ahead of time will generally be declined. If you have more gen feedback or want to discuss using this client with other users, feel free to reach out on our [Slack channel](https://polygon-io.slack.com/archives/C03FRFN7UF3). +### Development + +If you plan to contribute by developing new features then you will need to install certain dependencies. + +#### Poetry + +Poetry is a packaging and dependency manager for Python. +Installation instructions can be found [on their website](https://python-poetry.org/docs/#installation). +Once installed run `poetry install` to install the required dependencies. This step should be run after incorporating new upstream changes. + +#### Makefile + +Our Makefile has the common operations needed when developing on this repo. Running tests and linting can both be run through our Makefile. Just run `make help` to see the list of available commands. + ## Release planning This client will attempt to follow the release cadence of our API. When endpoints are deprecated and newer versions are added, the client will From 28ee2a0b899727e9fc99a5d1419fd9374a1de8d5 Mon Sep 17 00:00:00 2001 From: Turiiya <34311583+tobealive@users.noreply.github.com> Date: Fri, 9 Dec 2022 04:02:10 +0100 Subject: [PATCH 010/313] add iterator type to get_grouped_daily_aggs return (#337) * add iterator type to get_grouped_daily_aggs return * use List type Co-authored-by: Ricky Barillas <8647805+jbonzo@users.noreply.github.com> * revert Iterator type import Co-authored-by: Ricky Barillas <8647805+jbonzo@users.noreply.github.com> --- polygon/rest/aggs.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/rest/aggs.py b/polygon/rest/aggs.py index 8c96842c..769509f1 100644 --- a/polygon/rest/aggs.py +++ b/polygon/rest/aggs.py @@ -60,7 +60,7 @@ def get_grouped_daily_aggs( raw: bool = False, market_type: str = "stocks", include_otc: bool = False, - ) -> Union[GroupedDailyAgg, HTTPResponse]: + ) -> Union[List[GroupedDailyAgg], HTTPResponse]: """ Get the daily open, high, low, and close (OHLC) for the entire market. From 2a7634e9e444a02ceada99369e18f77e3409fa57 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 9 Dec 2022 11:19:27 -0500 Subject: [PATCH 011/313] Bump certifi from 2022.9.24 to 2022.12.7 (#344) Bumps [certifi](https://github.com/certifi/python-certifi) from 2022.9.24 to 2022.12.7. - [Release notes](https://github.com/certifi/python-certifi/releases) - [Commits](https://github.com/certifi/python-certifi/compare/2022.09.24...2022.12.07) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production ... 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See the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) section in our docs or view the [examples](./examples) directory. +#### Launchpad Usage + +Users of the Launchpad product will need to pass in certain headers in order to make API requests. +Example can be found [here](./examples/launchpad). + ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by diff --git a/examples/launchpad/README.md b/examples/launchpad/README.md new file mode 100644 index 00000000..53301593 --- /dev/null +++ b/examples/launchpad/README.md @@ -0,0 +1,49 @@ +# Launchpad + +Users of the Launchpad product will need to pass in certain headers in order to make API requests. + + ```python + +# import RESTClient +from polygon import RESTClient +from polygon.rest.models.request import RequestOptionBuilder + +# create client +c = RESTClient(api_key="API_KEY") + +# create request options +options = RequestOptionBuilder().edge_headers( + edge_id="YOUR_EDGE_ID", # required + edge_ip_address="IP_ADDRESS", # required +) +# get response +res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) + +# do something with response + + ``` +Launchpad users can also provide the optional User Agent value describing their Edge User's origination request. + + ```python + +# import RESTClient +from polygon import RESTClient +from polygon.rest.models.request import RequestOptionBuilder + +# create client +c = RESTClient(api_key="API_KEY") + +# create request options +options = RequestOptionBuilder().edge_headers( + edge_id="YOUR_EDGE_ID", # required + edge_ip_address="IP_ADDRESS" # required +).update_edge_header( + edge_user="EDGE_USER" # optional + ) + +# get response +res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) + +# do something with response + + ``` \ No newline at end of file diff --git a/examples/launchpad/launchpad.py b/examples/launchpad/launchpad.py new file mode 100644 index 00000000..6c6fbe35 --- /dev/null +++ b/examples/launchpad/launchpad.py @@ -0,0 +1,31 @@ +from polygon import RESTClient +from polygon.rest.models.request import RequestOptionBuilder + + +def get_list_trades_launchpad(): + client = RESTClient() + + """ + set headers example: + options = RequestOptionBuilder() + .edge_headers(edge_id="EDGE_ID", edge_ip_address="EDGE_ID_ADDRESS", edge_user="EDGE_USER") + + update headers example: + options = options.update_edge_header(edge_ip_address="NEW_IP") + """ + options = RequestOptionBuilder().edge_headers( + edge_id="EDGE_ID", edge_ip_address="EDGE_ID_ADDRESS", edge_user="EDGE_USER" + ) + + trades = [] + for t in client.list_trades("AAA", "2022-04-04", limit=5, options=options): + trades.append(t) + print(trades) + + +def main(): + get_list_trades_launchpad() + + +if __name__ == "__main__": + main() diff --git a/examples/rest/simple-get.py b/examples/rest/simple-get.py index 43ad4387..8a9586ad 100644 --- a/examples/rest/simple-get.py +++ b/examples/rest/simple-get.py @@ -1,6 +1,13 @@ from polygon import RESTClient +from polygon.rest import models client = RESTClient() -aggs = client.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04") +aggs = client.get_aggs( + "AAPL", + 1, + "day", + "2022-04-04", + "2022-04-04", +) print(aggs) diff --git a/polygon/rest/aggs.py b/polygon/rest/aggs.py index 769509f1..efa6fab2 100644 --- a/polygon/rest/aggs.py +++ b/polygon/rest/aggs.py @@ -4,6 +4,8 @@ from urllib3 import HTTPResponse from datetime import datetime, date +from .models.request import RequestOptionBuilder + class AggsClient(BaseClient): def get_aggs( @@ -19,6 +21,7 @@ def get_aggs( limit: Optional[int] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[Agg], HTTPResponse]: """ Get aggregate bars for a ticker over a given date range in custom time window sizes. @@ -48,6 +51,7 @@ def get_aggs( result_key="results", deserializer=Agg.from_dict, raw=raw, + options=options, ) # TODO: next breaking change release move "market_type" to be 2nd mandatory @@ -60,6 +64,7 @@ def get_grouped_daily_aggs( raw: bool = False, market_type: str = "stocks", include_otc: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[GroupedDailyAgg], HTTPResponse]: """ Get the daily open, high, low, and close (OHLC) for the entire market. @@ -78,6 +83,7 @@ def get_grouped_daily_aggs( result_key="results", deserializer=GroupedDailyAgg.from_dict, raw=raw, + options=options, ) def get_daily_open_close_agg( @@ -87,6 +93,7 @@ def get_daily_open_close_agg( adjusted: Optional[bool] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[DailyOpenCloseAgg, HTTPResponse]: """ Get the open, close and afterhours prices of a stock symbol on a certain date. @@ -105,6 +112,7 @@ def get_daily_open_close_agg( params=self._get_params(self.get_daily_open_close_agg, locals()), deserializer=DailyOpenCloseAgg.from_dict, raw=raw, + options=options, ) def get_previous_close_agg( @@ -113,6 +121,7 @@ def get_previous_close_agg( adjusted: Optional[bool] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[PreviousCloseAgg, HTTPResponse]: """ Get the previous day's open, high, low, and close (OHLC) for the specified stock ticker. @@ -131,4 +140,5 @@ def get_previous_close_agg( result_key="results", deserializer=PreviousCloseAgg.from_dict, raw=raw, + options=options, ) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index a2e914f9..75b91716 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -6,6 +6,7 @@ from typing import Optional, Any, Dict from datetime import datetime import pkg_resources # part of setuptools +from .models.request import RequestOptionBuilder from ..logging import get_logger import logging from ..exceptions import AuthError, BadResponse, NoResultsError @@ -34,20 +35,24 @@ def __init__( raise AuthError( f"Must specify env var POLYGON_API_KEY or pass api_key in constructor" ) + self.API_KEY = api_key self.BASE = base + self.headers = { + "Authorization": "Bearer " + self.API_KEY, + "User-Agent": f"Polygon.io PythonClient/{version}", + } + # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool self.client = urllib3.PoolManager( num_pools=num_pools, - headers={ - "Authorization": "Bearer " + self.API_KEY, - "User-Agent": f"Polygon.io PythonClient/{version}", - }, + headers=self.headers, # default headers sent with each request. ca_certs=certifi.where(), cert_reqs="CERT_REQUIRED", ) + self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout) self.retries = retries if verbose: @@ -67,16 +72,21 @@ def _get( result_key: Optional[str] = None, deserializer=None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Any: if params is None: params = {} params = {str(k): str(v) for k, v in params.items() if v is not None} logger.debug("_get %s params %s", path, params) + + option = options if options is not None else RequestOptionBuilder() + resp = self.client.request( "GET", self.BASE + path, fields=params, retries=self.retries, + headers=self._concat_headers(option.headers), ) if resp.status != 200: @@ -147,12 +157,18 @@ def _get_params( return params + def _concat_headers(self, headers: Optional[Dict[str, str]]) -> Dict[str, str]: + if headers is None: + return self.headers + return {**headers, **self.headers} + def _paginate_iter( self, path: str, params: dict, deserializer, result_key: str = "results", + options: Optional[RequestOptionBuilder] = None, ): while True: resp = self._get( @@ -161,6 +177,7 @@ def _paginate_iter( deserializer=deserializer, result_key=result_key, raw=True, + options=options, ) decoded = self._decode(resp) for t in decoded[result_key]: @@ -178,10 +195,15 @@ def _paginate( raw: bool, deserializer, result_key: str = "results", + options: Optional[RequestOptionBuilder] = None, ): if raw: return self._get( - path=path, params=params, deserializer=deserializer, raw=True + path=path, + params=params, + deserializer=deserializer, + raw=True, + options=options, ) return self._paginate_iter( @@ -189,4 +211,5 @@ def _paginate( params=params, deserializer=deserializer, result_key=result_key, + options=options, ) diff --git a/polygon/rest/indicators.py b/polygon/rest/indicators.py index 601eda71..ce87927d 100644 --- a/polygon/rest/indicators.py +++ b/polygon/rest/indicators.py @@ -11,6 +11,8 @@ from urllib3 import HTTPResponse from datetime import datetime, date +from .models.request import RequestOptionBuilder + class IndicatorsClient(BaseClient): def get_sma( @@ -29,6 +31,7 @@ def get_sma( params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[SMAIndicatorResults, HTTPResponse]: """ Get SMA values for a given ticker over a given range with the specified parameters @@ -62,6 +65,7 @@ def get_sma( result_key="results", deserializer=SMAIndicatorResults.from_dict, raw=raw, + options=options, ) def get_ema( @@ -80,6 +84,7 @@ def get_ema( params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[EMAIndicatorResults, HTTPResponse]: """ Get EMA values for a given ticker over a given range with the specified parameters @@ -113,6 +118,7 @@ def get_ema( result_key="results", deserializer=EMAIndicatorResults.from_dict, raw=raw, + options=options, ) def get_rsi( @@ -131,6 +137,7 @@ def get_rsi( params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[RSIIndicatorResults, HTTPResponse]: """ Get RSI values for a given ticker over a given range with the specified parameters @@ -164,6 +171,7 @@ def get_rsi( result_key="results", deserializer=RSIIndicatorResults.from_dict, raw=raw, + options=options, ) def get_macd( @@ -184,6 +192,7 @@ def get_macd( params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[MACDIndicatorResults, HTTPResponse]: """ Get MACD values for a given ticker over a given range with the specified parameters @@ -218,4 +227,5 @@ def get_macd( result_key="results", deserializer=MACDIndicatorResults.from_dict, raw=raw, + options=options, ) diff --git a/polygon/rest/models/common.py b/polygon/rest/models/common.py index b371c1de..e09c3e7e 100644 --- a/polygon/rest/models/common.py +++ b/polygon/rest/models/common.py @@ -92,3 +92,9 @@ class SeriesType(Enum): CLOSE = "close" HIGH = "high" LOW = "low" + + +class LaunchPadOptions(Enum): + X_POLYGON_EDGE_ID = "X-Polygon-Edge-ID" + X_POLYGON_IP_ADDRESS = "X-Polygon-Edge-IP-Address" + X_POLYGON_EDGE_USER_AGENT = "X-Polygon-Edge-User-Agent" diff --git a/polygon/rest/models/request.py b/polygon/rest/models/request.py new file mode 100644 index 00000000..85e31daf --- /dev/null +++ b/polygon/rest/models/request.py @@ -0,0 +1,101 @@ +from typing import Dict, Optional + +X_POLYGON_EDGE_ID = "X-Polygon-Edge-ID" +X_POLYGON_EDGE_IP_ADDRESS = "X-Polygon-Edge-IP-Address" +X_POLYGON_EDGE_USER_AGENT = "X-Polygon-Edge-User-Agent" + +HEADER = "header" + + +class RequestOptionBuilder: + def __init__( + self, + edge_id: Optional[str] = None, + edge_ip_address: Optional[str] = None, + edge_user: Optional[str] = None, + ): + """ + RequestOptionBuilder is a utility class to build polygon api options used in requests. + :param edge_id: is a required Launchpad header. It identifies the Edge User requesting data + :param edge_ip_address: is a required Launchpad header. It denotes the originating IP Address of the Edge User + :param edge_user: is an optional Launchpad header. It denotes the originating UserAgent of the Edge User requesting data. + """ + self.headers: Optional[Dict[str, str]] = None + if edge_id is not None and edge_ip_address is not None: + self.edge_headers( + edge_id=edge_id, edge_ip_address=edge_ip_address, edge_user=edge_user + ) + + def edge_headers( + self, + edge_id: str, + edge_ip_address: str, + edge_user: Optional[str] = None, + ) -> "RequestOptionBuilder": + """ + require_edge_headers adds required headers to the headers' dictionary + :param edge_id: is a required Launchpad header. It identifies the Edge User requesting data + :param edge_ip_address: is a required Launchpad header. It denotes the originating IP Address of the Edge User + requesting data + :param edge_user: user_agent: is an optional Launchpad header. It denotes the originating UserAgent of the Edge + User requesting data + :return ResponseOptionBuilder + """ + edge_headers: Dict[str, str] = { + X_POLYGON_EDGE_ID: edge_id, + X_POLYGON_EDGE_IP_ADDRESS: edge_ip_address, + } + + if edge_user is not None: + edge_headers[X_POLYGON_EDGE_USER_AGENT] = edge_user + + self._add_to_edge_headers(**edge_headers) + + return self + + def update_edge_header( + self, + edge_id: Optional[str] = None, + edge_ip_address: Optional[str] = None, + edge_user: Optional[str] = None, + ) -> "RequestOptionBuilder": + """ + used to change individual edge elements of underlying headers' dictionary. + :param edge_id: is a required Launchpad header. It identifies the Edge User requesting data + :param edge_ip_address: is a required Launchpad header. It denotes the originating IP Address of the Edge User + requesting data + :param edge_user: user_agent: is an optional Launchpad header. It denotes the originating UserAgent of the Edge + User requesting data + :return: + """ + if self.headers is None: + raise RequestOptionError( + "must set required fields prior to using update function." + ) + edge_headers: Dict[str, str] = {} + + if edge_id is not None: + edge_headers[X_POLYGON_EDGE_ID] = edge_id + + if edge_ip_address is not None: + edge_headers[X_POLYGON_EDGE_IP_ADDRESS] = edge_ip_address + + if edge_user is not None: + edge_headers[X_POLYGON_EDGE_USER_AGENT] = edge_user + + self._add_to_edge_headers(**edge_headers) + + return self + + def _add_to_edge_headers(self, **headers): + if self.headers is None: + self.headers = {} + + for k, v in headers.items(): + self.headers[k] = v + + +class RequestOptionError(Exception): + """ + Missing required option. + """ diff --git a/polygon/rest/quotes.py b/polygon/rest/quotes.py index ba7ca684..7dda6846 100644 --- a/polygon/rest/quotes.py +++ b/polygon/rest/quotes.py @@ -12,6 +12,9 @@ from urllib3 import HTTPResponse from datetime import datetime, date +from .models.request import RequestOptionBuilder + + # https://polygon.io/docs/stocks class QuotesClient(BaseClient): def list_quotes( @@ -27,6 +30,7 @@ def list_quotes( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Quote], HTTPResponse]: """ Get quotes for a ticker symbol in a given time range. @@ -51,10 +55,15 @@ def list_quotes( params=self._get_params(self.list_quotes, locals()), raw=raw, deserializer=Quote.from_dict, + options=options, ) def get_last_quote( - self, ticker: str, params: Optional[Dict[str, Any]] = None, raw: bool = False + self, + ticker: str, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[LastQuote, HTTPResponse]: """ Get the most recent NBBO (Quote) tick for a given stock. @@ -72,6 +81,7 @@ def get_last_quote( result_key="results", deserializer=LastQuote.from_dict, raw=raw, + options=options, ) def get_last_forex_quote( @@ -80,6 +90,7 @@ def get_last_forex_quote( to: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[LastForexQuote, HTTPResponse]: """ Get the last quote tick for a forex currency pair. @@ -97,6 +108,7 @@ def get_last_forex_quote( params=params, deserializer=LastForexQuote.from_dict, raw=raw, + options=options, ) def get_real_time_currency_conversion( @@ -107,6 +119,7 @@ def get_real_time_currency_conversion( precision: Union[int, Precision] = 2, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[RealTimeCurrencyConversion, HTTPResponse]: """ Get currency conversions using the latest market conversion rates. @@ -129,4 +142,5 @@ def get_real_time_currency_conversion( params=params, deserializer=RealTimeCurrencyConversion.from_dict, raw=raw, + options=options, ) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 9716b8b4..3c01c324 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -25,6 +25,8 @@ from urllib3 import HTTPResponse from datetime import date +from .models.request import RequestOptionBuilder + class MarketsClient(BaseClient): def get_market_holidays( @@ -85,6 +87,7 @@ def list_tickers( order: Optional[Union[str, Order]] = "asc", params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Ticker], HTTPResponse]: """ Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex. @@ -116,6 +119,7 @@ def list_tickers( params=self._get_params(self.list_tickers, locals()), raw=raw, deserializer=Ticker.from_dict, + options=options, ) def get_ticker_details( @@ -124,6 +128,7 @@ def get_ticker_details( date: Optional[str] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[TickerDetails, HTTPResponse]: """ Get a single ticker supported by Polygon.io. This response will have detailed information about the ticker and the company behind it. @@ -142,6 +147,7 @@ def get_ticker_details( deserializer=TickerDetails.from_dict, raw=raw, result_key="results", + options=options, ) def get_ticker_events( @@ -149,6 +155,7 @@ def get_ticker_events( ticker: Optional[str] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[TickerChangeResults, HTTPResponse]: """ @@ -166,6 +173,7 @@ def get_ticker_events( deserializer=TickerChangeResults.from_dict, result_key="results", raw=raw, + options=options, ) def list_ticker_news( @@ -185,6 +193,7 @@ def list_ticker_news( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[TickerNews], HTTPResponse]: """ Get the most recent news articles relating to a stock ticker symbol, including a summary of the article and a link to the original source. @@ -205,6 +214,7 @@ def list_ticker_news( params=self._get_params(self.list_ticker_news, locals()), raw=raw, deserializer=TickerNews.from_dict, + options=options, ) def get_ticker_types( @@ -213,6 +223,7 @@ def get_ticker_types( locale: Optional[Union[str, Locale]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[TickerTypes], HTTPResponse]: """ List all ticker types that Polygon.io has. @@ -231,6 +242,7 @@ def get_ticker_types( deserializer=TickerTypes.from_dict, raw=raw, result_key="results", + options=options, ) @@ -253,6 +265,7 @@ def list_splits( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Split], HTTPResponse]: """ Get a list of historical stock splits, including the ticker symbol, the execution date, and the factors of the split ratio. @@ -282,6 +295,7 @@ def list_splits( params=self._get_params(self.list_splits, locals()), raw=raw, deserializer=Split.from_dict, + options=options, ) @@ -325,6 +339,7 @@ def list_dividends( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Dividend], HTTPResponse]: """ Get a list of historical cash dividends, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount. @@ -371,6 +386,7 @@ def list_dividends( params=self._get_params(self.list_dividends, locals()), raw=raw, deserializer=Dividend.from_dict, + options=options, ) @@ -386,6 +402,7 @@ def list_conditions( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Condition], HTTPResponse]: """ List all conditions that Polygon.io uses. @@ -408,6 +425,7 @@ def list_conditions( params=self._get_params(self.list_conditions, locals()), raw=raw, deserializer=Condition.from_dict, + options=options, ) @@ -418,6 +436,7 @@ def get_exchanges( locale: Optional[Union[str, Locale]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[Exchange], HTTPResponse]: """ List all exchanges that Polygon.io knows about. @@ -436,6 +455,7 @@ def get_exchanges( deserializer=Exchange.from_dict, raw=raw, result_key="results", + options=options, ) @@ -446,6 +466,7 @@ def get_options_contract( as_of: Optional[Union[str, date]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[OptionsContract, HTTPResponse]: """ Get the most recent trade for a ticker. @@ -464,6 +485,7 @@ def get_options_contract( result_key="results", deserializer=OptionsContract.from_dict, raw=raw, + options=options, ) def list_options_contracts( @@ -491,6 +513,7 @@ def list_options_contracts( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[OptionsContract], HTTPResponse]: """ List historical options contracts. @@ -515,4 +538,5 @@ def list_options_contracts( params=self._get_params(self.list_options_contracts, locals()), raw=raw, deserializer=OptionsContract.from_dict, + options=options, ) diff --git a/polygon/rest/snapshot.py b/polygon/rest/snapshot.py index 7b58ab9a..b3806e08 100644 --- a/polygon/rest/snapshot.py +++ b/polygon/rest/snapshot.py @@ -9,6 +9,8 @@ ) from urllib3 import HTTPResponse +from .models.request import RequestOptionBuilder + def get_locale(market_type: Union[SnapshotMarketType, str]): if market_type == SnapshotMarketType.STOCKS.value: @@ -25,6 +27,7 @@ def get_snapshot_all( params: Optional[Dict[str, Any]] = None, raw: bool = False, include_otc: Optional[bool] = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[TickerSnapshot], HTTPResponse]: """ Get the most up-to-date market data for all traded stock symbols. @@ -46,6 +49,7 @@ def get_snapshot_all( deserializer=TickerSnapshot.from_dict, raw=raw, result_key="tickers", + options=options, ) def get_snapshot_direction( @@ -55,6 +59,7 @@ def get_snapshot_direction( params: Optional[Dict[str, Any]] = None, include_otc: Optional[bool] = False, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[TickerSnapshot], HTTPResponse]: """ Get the most up-to-date market data for the current top 20 gainers or losers of the day in the stocks/equities markets. @@ -76,6 +81,7 @@ def get_snapshot_direction( result_key="tickers", deserializer=TickerSnapshot.from_dict, raw=raw, + options=options, ) def get_snapshot_ticker( @@ -84,6 +90,7 @@ def get_snapshot_ticker( ticker: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[TickerSnapshot, HTTPResponse]: """ Get the most up-to-date market data for all traded stock symbols. @@ -102,6 +109,7 @@ def get_snapshot_ticker( result_key="ticker", deserializer=TickerSnapshot.from_dict, raw=raw, + options=options, ) def get_snapshot_option( @@ -110,6 +118,7 @@ def get_snapshot_option( option_contract: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[OptionContractSnapshot, HTTPResponse]: """ Get the snapshot of an option contract for a stock equity. @@ -125,6 +134,7 @@ def get_snapshot_option( result_key="results", deserializer=OptionContractSnapshot.from_dict, raw=raw, + options=options, ) def get_snapshot_crypto_book( @@ -132,6 +142,7 @@ def get_snapshot_crypto_book( ticker: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[SnapshotTickerFullBook, HTTPResponse]: """ Get the current level 2 book of a single ticker. This is the combined book from all of the exchanges. @@ -148,4 +159,5 @@ def get_snapshot_crypto_book( result_key="data", deserializer=SnapshotTickerFullBook.from_dict, raw=raw, + options=options, ) diff --git a/polygon/rest/trades.py b/polygon/rest/trades.py index 4b3fb287..3aad1d0e 100644 --- a/polygon/rest/trades.py +++ b/polygon/rest/trades.py @@ -4,6 +4,8 @@ from urllib3 import HTTPResponse from datetime import datetime, date +from .models.request import RequestOptionBuilder + class TradesClient(BaseClient): def list_trades( @@ -19,6 +21,7 @@ def list_trades( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Trade], HTTPResponse]: """ Get trades for a ticker symbol in a given time range. @@ -43,6 +46,7 @@ def list_trades( params=self._get_params(self.list_trades, locals()), raw=raw, deserializer=Trade.from_dict, + options=options, ) def get_last_trade( @@ -50,6 +54,7 @@ def get_last_trade( ticker: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[LastTrade, HTTPResponse]: """ Get the most recent trade for a ticker. @@ -67,6 +72,7 @@ def get_last_trade( result_key="results", deserializer=LastTrade.from_dict, raw=raw, + options=options, ) def get_last_crypto_trade( @@ -75,6 +81,7 @@ def get_last_crypto_trade( to: str, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[CryptoTrade, HTTPResponse]: """ Get the last trade tick for a cryptocurrency pair. @@ -93,4 +100,5 @@ def get_last_crypto_trade( result_key="last", deserializer=CryptoTrade.from_dict, raw=raw, + options=options, ) diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index 350b0b83..36af52d2 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -4,6 +4,8 @@ from urllib3 import HTTPResponse from datetime import datetime, date +from .models.request import RequestOptionBuilder + class VXClient(BaseClient): def list_stock_financials( @@ -30,6 +32,7 @@ def list_stock_financials( order: Optional[Union[str, Order]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[StockFinancial], HTTPResponse]: """ Get historical financial data for a stock ticker. @@ -65,4 +68,5 @@ def list_stock_financials( params=self._get_params(self.list_stock_financials, locals()), raw=raw, deserializer=StockFinancial.from_dict, + options=options, ) diff --git a/test_rest/models/test_requests.py b/test_rest/models/test_requests.py new file mode 100644 index 00000000..e7233933 --- /dev/null +++ b/test_rest/models/test_requests.py @@ -0,0 +1,104 @@ +import unittest + +from polygon import RESTClient +from polygon.rest.models.request import ( + RequestOptionBuilder, + X_POLYGON_EDGE_ID, + X_POLYGON_EDGE_USER_AGENT, + X_POLYGON_EDGE_IP_ADDRESS, +) + + +class RequestTest(unittest.TestCase): + def test_empty_request_options(self): + options = RequestOptionBuilder() + + expected_edge_headers = None + assert expected_edge_headers == options.headers + + def test_request_options_with_initialized_values(self): + options = RequestOptionBuilder( + edge_id="test", edge_ip_address="test", edge_user="test" + ) + + expected_object = { + X_POLYGON_EDGE_ID: "test", + X_POLYGON_EDGE_IP_ADDRESS: "test", + X_POLYGON_EDGE_USER_AGENT: "test", + } + + assert expected_object == options.headers + + def test_request_options_builder(self): + options = RequestOptionBuilder().edge_headers( + edge_id="test", edge_ip_address="test" + ) + + required_options = { + X_POLYGON_EDGE_ID: "test", + X_POLYGON_EDGE_IP_ADDRESS: "test", + } + print(options.headers, required_options) + self.assertDictEqual(required_options, options.headers) + + all_options = { + X_POLYGON_EDGE_ID: "test", + X_POLYGON_EDGE_IP_ADDRESS: "test", + X_POLYGON_EDGE_USER_AGENT: "test", + } + + options = options.update_edge_header(edge_user="test") + self.assertDictEqual(all_options, options.headers) + + def test_header_update(self): + + options = RequestOptionBuilder( + edge_id="test", edge_ip_address="test", edge_user="test" + ) + + # this mocks the expected behavior during the request.get function call + # in the BaseClient. + headers = options.headers + + expected_headers = { + "X-Polygon-Edge-ID": "test", + "X-Polygon-Edge-IP-Address": "test", + "X-Polygon-Edge-User-Agent": "test", + } + + self.assertDictEqual(headers, expected_headers) + + expected_headers = { + "X-Polygon-Edge-ID": "test2", + "X-Polygon-Edge-IP-Address": "test2", + "X-Polygon-Edge-User-Agent": "test2", + } + + options = options.update_edge_header( + edge_id="test2", edge_ip_address="test2", edge_user="test2" + ) + + self.assertDictEqual(options.headers, expected_headers) + + def test_clint_headers_concat(self): + client = RESTClient(api_key="test") + options = RequestOptionBuilder("test", "test", "test") + concat_headers = client._concat_headers(options.headers) + + expected = { + "Authorization": "Bearer test", + "User-Agent": "Polygon.io PythonClient/0.0.0", + "X-Polygon-Edge-ID": "test", + "X-Polygon-Edge-IP-Address": "test", + "X-Polygon-Edge-User-Agent": "test", + } + + self.assertDictEqual(concat_headers, expected) + + headers = None + expected = { + "Authorization": "Bearer test", + "User-Agent": "Polygon.io PythonClient/0.0.0", + } + + self.assertDictEqual(expected, client._concat_headers(headers)) From 5d33f34b31d81286172657ee02fd85ab1c12f00b Mon Sep 17 00:00:00 2001 From: Chai Gangavarapu <7276836+chaig15@users.noreply.github.com> Date: Mon, 12 Dec 2022 11:39:57 -0800 Subject: [PATCH 015/313] add summaries endpoint (#340) * summaries endpoint framework * summaries endpoint framework * add models * lint * add test * Fix any_of being a list * Test fixes * lint * fix list tickers * fix list tickers * add new tests * lint * remove test and format json * lint * fix test expected response for summaries Co-authored-by: jbonzo <8647805+jbonzo@users.noreply.github.com> --- polygon/rest/__init__.py | 2 + polygon/rest/base.py | 5 +- polygon/rest/models/__init__.py | 1 + polygon/rest/models/summaries.py | 70 ++++++++++++ polygon/rest/summaries.py | 33 ++++++ ...05000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json | 101 +++++++++++++++++ test_rest/test_summaries.py | 106 ++++++++++++++++++ 7 files changed, 317 insertions(+), 1 deletion(-) create mode 100644 polygon/rest/models/summaries.py create mode 100644 polygon/rest/summaries.py create mode 100644 test_rest/mocks/v1/summaries&ticker.any_of=NCLH%2CO%3ANCLH221014C00005000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json create mode 100644 test_rest/test_summaries.py diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index 98bdf27b..aa8722e3 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -3,6 +3,7 @@ from .quotes import QuotesClient from .snapshot import SnapshotClient from .indicators import IndicatorsClient +from .summaries import SummariesClient from .reference import ( MarketsClient, TickersClient, @@ -34,6 +35,7 @@ class RESTClient( ExchangesClient, ContractsClient, IndicatorsClient, + SummariesClient, ): def __init__( self, diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 75b91716..dce4aed0 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -151,8 +151,11 @@ def _get_params( or argname.endswith("_lte") or argname.endswith("_gt") or argname.endswith("_gte") + or argname.endswith("_any_of") ): - argname = ".".join(argname.rsplit("_", 1)) + argname = ".".join(argname.split("_", 1)) + if argname.endswith("any_of"): + val = ",".join(val) params[argname] = val return params diff --git a/polygon/rest/models/__init__.py b/polygon/rest/models/__init__.py index c76311bb..2c9a8086 100644 --- a/polygon/rest/models/__init__.py +++ b/polygon/rest/models/__init__.py @@ -12,3 +12,4 @@ from .splits import * from .tickers import * from .trades import * +from .summaries import * diff --git a/polygon/rest/models/summaries.py b/polygon/rest/models/summaries.py new file mode 100644 index 00000000..549c6fe0 --- /dev/null +++ b/polygon/rest/models/summaries.py @@ -0,0 +1,70 @@ +from sqlite3 import Timestamp +from typing import Optional +from ...modelclass import modelclass +from .tickers import Branding + + +@modelclass +class Session: + "Contains Session data for the summaries endpoint." + change: Optional[float] = None + change_percent: Optional[float] = None + early_trading_change: Optional[float] = None + early_trading_change_percent: Optional[float] = None + late_trading_change: Optional[float] = None + late_trading_change_percent: Optional[float] = None + close: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + open: Optional[float] = None + previous_close: Optional[float] = None + volume: Optional[float] = None + + @staticmethod + def from_dict(d): + return Session(**d) + + +@modelclass +class Options: + "Contains options data for the summaries endpoint" + contract_type: Optional[str] = None + exercise_style: Optional[str] = None + expiration_date: Optional[str] = None + shares_per_contract: Optional[float] = None + strike_price: Optional[float] = None + underlying_ticker: Optional[float] = None + + @staticmethod + def from_dict(d): + return Options(**d) + + +@modelclass +class SummaryResult: + "Contains summary result data for a list of tickers" + price: Optional[float] = None + name: Optional[str] = None + ticker: Optional[str] = None + branding: Optional[Branding] = None + market_status: Optional[str] = None + type: Optional[str] = None + session: Optional[Session] = None + options: Optional[Options] = None + error: Optional[str] = None + message: Optional[str] = None + + @staticmethod + def from_dict(d): + return SummaryResult( + price=d.get("price", None), + name=d.get("name", None), + ticker=d.get("ticker", None), + branding=None if "branding" not in d else Branding.from_dict(d["branding"]), + market_status=d.get("market_status", None), + type=d.get("type", None), + session=None if "session" not in d else Session.from_dict(d["session"]), + options=None if "options" not in d else Options.from_dict(d["options"]), + error=d.get("error", None), + message=d.get("message", None), + ) diff --git a/polygon/rest/summaries.py b/polygon/rest/summaries.py new file mode 100644 index 00000000..110f8fbe --- /dev/null +++ b/polygon/rest/summaries.py @@ -0,0 +1,33 @@ +from polygon.rest.models.summaries import SummaryResult +from .base import BaseClient +from typing import Optional, Any, Dict, List, Union, Iterator +from .models import Order +from urllib3 import HTTPResponse +from datetime import datetime, date + + +class SummariesClient(BaseClient): + def get_summaries( + self, + ticker_any_of: Optional[List[str]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + ) -> Union[List[SummaryResult], HTTPResponse]: + """ + GetSummaries retrieves summaries for the ticker list with the given params. + For more details see https://polygon.io/docs/stocks/get_v1_summaries. + + :param ticker_any_of: The ticker symbol + :param params: Any additional query params + :param raw: Return raw object instead of results object + :return: SummaryResults + """ + + url = f"/v1/summaries" + return self._get( + path=url, + params=self._get_params(self.get_summaries, locals()), + result_key="results", + deserializer=SummaryResult.from_dict, + raw=raw, + ) diff --git a/test_rest/mocks/v1/summaries&ticker.any_of=NCLH%2CO%3ANCLH221014C00005000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json b/test_rest/mocks/v1/summaries&ticker.any_of=NCLH%2CO%3ANCLH221014C00005000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json new file mode 100644 index 00000000..3d4e504c --- /dev/null +++ b/test_rest/mocks/v1/summaries&ticker.any_of=NCLH%2CO%3ANCLH221014C00005000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json @@ -0,0 +1,101 @@ +{ + "request_id":"abc123", + "results":[ + { + "branding":{ + "icon_url":"https://api.polygon.io/icon.png", + "logo_url":"https://api.polygon.io/logo.svg" + }, + "market_status":"closed", + "name":"Norwegian Cruise Lines", + "price":22.3, + "session":{ + "change":-1.05, + "change_percent":-4.67, + "close":21.4, + "early_trading_change":-0.39, + "early_trading_change_percent":-0.07, + "high":22.49, + "late_trading_change":1.2, + "late_trading_change_percent":3.92, + "low":21.35, + "open":22.49, + "previous_close":22.45, + "volume":37 + }, + "ticker":"NCLH", + "type":"stocks" + }, + { + "market_status":"closed", + "name":"NCLH $5 Call", + "options":{ + "contract_type":"call", + "exercise_style":"american", + "expiration_date":"2022-10-14", + "shares_per_contract":100, + "strike_price":5, + "underlying_ticker":"NCLH" + }, + "price":6.6, + "session":{ + "change":-0.05, + "change_percent":-1.07, + "close":6.65, + "early_trading_change":-0.01, + "early_trading_change_percent":-0.03, + "high":7.01, + "late_trading_change":-0.4, + "late_trading_change_percent":-0.02, + "low":5.42, + "open":6.7, + "previous_close":6.71, + "volume":67 + }, + "ticker":"O:NCLH221014C00005000", + "type":"options" + }, + { + "market_status":"open", + "name":"Euro - United States Dollar", + "price":0.97989, + "session":{ + "change":-0.0001, + "change_percent":-0.67, + "close":0.97989, + "high":0.98999, + "low":0.96689, + "open":0.97889, + "previous_close":0.98001 + }, + "ticker":"C:EURUSD", + "type":"fx" + }, + { + "branding":{ + "icon_url":"https://api.polygon.io/icon.png", + "logo_url":"https://api.polygon.io/logo.svg" + }, + "market_status":"open", + "name":"Bitcoin - United States Dollar", + "price":32154.68, + "session":{ + "change":-201.23, + "change_percent":-0.77, + "close":32154.68, + "high":33124.28, + "low":28182.88, + "open":31129.32, + "previous_close":33362.18 + }, + "ticker":"X:BTCUSD", + "type":"crypto" + }, + { + "error":"NOT_FOUND", + "message":"Ticker not found.", + "ticker":"APx" + } + ], + "status":"OK" +} \ No newline at end of file diff --git a/test_rest/test_summaries.py b/test_rest/test_summaries.py new file mode 100644 index 00000000..97737eee --- /dev/null +++ b/test_rest/test_summaries.py @@ -0,0 +1,106 @@ +from polygon.rest.models import SummaryResult, Branding, Session, Options +from base import BaseTest + + +class SummariesTest(BaseTest): + def test_get_summaries_list(self): + ticker_any_of = ["NCLH", "O:NCLH221014C00005000", "C:EURUSD", "X:BTCUSD", "APx"] + summary_results = self.c.get_summaries(ticker_any_of) + expected = [ + SummaryResult( + price=22.3, + name="Norwegian Cruise Lines", + ticker="NCLH", + branding=Branding( + icon_url="https://api.polygon.io/icon.png", + logo_url="https://api.polygon.io/logo.svg", + ), + market_status="closed", + type="stocks", + session=Session( + change=-1.05, + change_percent=-4.67, + close=21.4, + early_trading_change=-0.39, + early_trading_change_percent=-0.07, + high=22.49, + late_trading_change=1.2, + late_trading_change_percent=3.92, + low=21.35, + open=22.49, + previous_close=22.45, + volume=37, + ), + ), + SummaryResult( + price=6.6, + name="NCLH $5 Call", + ticker="O:NCLH221014C00005000", + market_status="closed", + type="options", + session=Session( + change=-0.05, + change_percent=-1.07, + close=6.65, + early_trading_change=-0.01, + early_trading_change_percent=-0.03, + high=7.01, + late_trading_change=-0.4, + late_trading_change_percent=-0.02, + low=5.42, + open=6.7, + previous_close=6.71, + volume=67, + ), + options=Options( + contract_type="call", + exercise_style="american", + expiration_date="2022-10-14", + shares_per_contract=100, + strike_price=5, + underlying_ticker="NCLH", + ), + ), + SummaryResult( + price=0.97989, + name="Euro - United States Dollar", + ticker="C:EURUSD", + market_status="open", + type="fx", + session=Session( + change=-0.0001, + change_percent=-0.67, + close=0.97989, + high=0.98999, + low=0.96689, + open=0.97889, + previous_close=0.98001, + ), + ), + SummaryResult( + price=32154.68, + name="Bitcoin - United States Dollar", + ticker="X:BTCUSD", + branding=Branding( + icon_url="https://api.polygon.io/icon.png", + logo_url="https://api.polygon.io/logo.svg", + ), + market_status="open", + type="crypto", + session=Session( + change=-201.23, + change_percent=-0.77, + close=32154.68, + high=33124.28, + low=28182.88, + open=31129.32, + previous_close=33362.18, + ), + ), + SummaryResult( + ticker="APx", + error="NOT_FOUND", + message="Ticker not found.", + ), + ] + self.assertEqual(summary_results, expected) From 0bad448cd56be6f8d717b422b2726617e6e380a2 Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Mon, 12 Dec 2022 16:21:02 -0800 Subject: [PATCH 016/313] Param handling (#348) * replaced params with get_params which is standard * lint * refactors * Bump black from 22.10.0 to 22.12.0 (#346) Bumps [black](https://github.com/psf/black) from 22.10.0 to 22.12.0. - [Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/22.10.0...22.12.0) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * Bump types-setuptools from 65.6.0.1 to 65.6.0.2 (#347) * Edge headers (#343) * removed formatting from docs and unwated comment dupe * Add headers from options * Added options parameter to rest api functions. * handle headers from options * edge-headers push * Attempting to use with options * created response options class * handle headers from options * merge headers * parameter type cleanup and None value handling in request. * attempting to revert conf.py changes * added concat_method to baseclient and test for requestoptions * refactored and introduced more optionals for stricter use * added type hinting to builder method returns. removed optional from edge_headers method * removed one example from ./example/launchpad and renamed function * lint * Update polygon/rest/base.py remove redundancy. * Update examples/launchpad/launchpad.py Co-authored-by: jbonzo <8647805+jbonzo@users.noreply.github.com> * param handling and refactor cleanup * removed named param * lint Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: jbonzo <8647805+jbonzo@users.noreply.github.com> --- polygon/rest/base.py | 5 ----- polygon/rest/quotes.py | 9 +++------ polygon/rest/reference.py | 9 +++++---- .../{events.json => events&types=ticker_change.json} | 0 test_rest/test_tickers.py | 2 +- 5 files changed, 9 insertions(+), 16 deletions(-) rename test_rest/mocks/vX/reference/tickers/META/{events.json => events&types=ticker_change.json} (100%) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index dce4aed0..3507ed02 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -74,11 +74,6 @@ def _get( raw: bool = False, options: Optional[RequestOptionBuilder] = None, ) -> Any: - if params is None: - params = {} - params = {str(k): str(v) for k, v in params.items() if v is not None} - logger.debug("_get %s params %s", path, params) - option = options if options is not None else RequestOptionBuilder() resp = self.client.request( diff --git a/polygon/rest/quotes.py b/polygon/rest/quotes.py index 7dda6846..31f46047 100644 --- a/polygon/rest/quotes.py +++ b/polygon/rest/quotes.py @@ -115,7 +115,7 @@ def get_real_time_currency_conversion( self, from_: str, to: str, - amount: float, + amount: Optional[float] = None, precision: Union[int, Precision] = 2, params: Optional[Dict[str, Any]] = None, raw: bool = False, @@ -133,13 +133,10 @@ def get_real_time_currency_conversion( :return: Real-Time Currency Conversion """ url = f"/v1/conversion/{from_}/{to}" - if params is None: - params = {} - params["amount"] = amount - params["precision"] = precision + return self._get( path=url, - params=params, + params=self._get_params(self.get_real_time_currency_conversion, locals()), deserializer=RealTimeCurrencyConversion.from_dict, raw=raw, options=options, diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 3c01c324..8741e8a0 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -152,7 +152,8 @@ def get_ticker_details( def get_ticker_events( self, - ticker: Optional[str] = None, + ticker: str, + types: Optional[str] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, options: Optional[RequestOptionBuilder] = None, @@ -169,7 +170,7 @@ def get_ticker_events( return self._get( path=url, - params=params, + params=self._get_params(self.get_ticker_events, locals()), deserializer=TickerChangeResults.from_dict, result_key="results", raw=raw, @@ -238,7 +239,7 @@ def get_ticker_types( return self._get( path=url, - params=params, + params=self._get_params(self.get_ticker_types, locals()), deserializer=TickerTypes.from_dict, raw=raw, result_key="results", @@ -451,7 +452,7 @@ def get_exchanges( return self._get( path=url, - params=params, + params=self._get_params(self.get_exchanges, locals()), deserializer=Exchange.from_dict, raw=raw, result_key="results", diff --git a/test_rest/mocks/vX/reference/tickers/META/events.json b/test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json similarity index 100% rename from test_rest/mocks/vX/reference/tickers/META/events.json rename to test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json diff --git a/test_rest/test_tickers.py b/test_rest/test_tickers.py index f45b487a..bac9eaa8 100644 --- a/test_rest/test_tickers.py +++ b/test_rest/test_tickers.py @@ -239,7 +239,7 @@ def test_get_ticker_types(self): self.assertEqual(types, expected) def test_get_ticker_events_ticker_change(self): - events = self.c.get_ticker_events(ticker="META") + events = self.c.get_ticker_events(ticker="META", types="ticker_change") expected = TickerChangeResults( name="Meta Platforms, Inc. Class A Common Stock", figi="BBG000MM2P62", From dafd940bfc51a886b350e4475abb9aace0701d3a Mon Sep 17 00:00:00 2001 From: Garrett Edel Date: Thu, 15 Dec 2022 12:14:18 -0500 Subject: [PATCH 017/313] Updated get_aggs docstring to change _from to from_ (#350) --- polygon/rest/aggs.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/rest/aggs.py b/polygon/rest/aggs.py index efa6fab2..cd204259 100644 --- a/polygon/rest/aggs.py +++ b/polygon/rest/aggs.py @@ -29,7 +29,7 @@ def get_aggs( :param ticker: The ticker symbol. :param multiplier: The size of the timespan multiplier. :param timespan: The size of the time window. - :param _from: The start of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime. + :param from_: The start of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime. :param to: The end of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime. :param adjusted: Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits. :param sort: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window. From 425bdd4af960ae223cdef66777c7617d7fc0b049 Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Wed, 4 Jan 2023 18:19:45 -0800 Subject: [PATCH 018/313] add options chain endpoint (#352) * add options chain endpoint * fixed response * changed to pagination * doc changes --- polygon/rest/snapshot.py | 25 ++++++++- test_rest/mocks/v3/snapshot/options/AAPL.json | 52 ++++++++++++++++++ test_rest/test_snapshots.py | 53 +++++++++++++++++++ 3 files changed, 129 insertions(+), 1 deletion(-) create mode 100644 test_rest/mocks/v3/snapshot/options/AAPL.json diff --git a/polygon/rest/snapshot.py b/polygon/rest/snapshot.py index b3806e08..54376a39 100644 --- a/polygon/rest/snapshot.py +++ b/polygon/rest/snapshot.py @@ -1,5 +1,5 @@ from .base import BaseClient -from typing import Optional, Any, Dict, List, Union +from typing import Optional, Any, Dict, List, Union, Iterator from .models import ( TickerSnapshot, Direction, @@ -137,6 +137,29 @@ def get_snapshot_option( options=options, ) + def list_snapshot_options_chain( + self, + underlying_asset: str, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[OptionContractSnapshot], HTTPResponse]: + """ + Get the snapshot of all options contracts for an underlying ticker. + + :param underlying_asset: The underlying ticker symbol of the option contract. + :return: List of Snapshots + """ + url = f"/v3/snapshot/options/{underlying_asset}" + return self._paginate( + path=url, + params=self._get_params(self.list_snapshot_options_chain, locals()), + result_key="results", + deserializer=OptionContractSnapshot.from_dict, + raw=raw, + options=options, + ) + def get_snapshot_crypto_book( self, ticker: str, diff --git a/test_rest/mocks/v3/snapshot/options/AAPL.json b/test_rest/mocks/v3/snapshot/options/AAPL.json new file mode 100644 index 00000000..677b39ea --- /dev/null +++ b/test_rest/mocks/v3/snapshot/options/AAPL.json @@ -0,0 +1,52 @@ + + { + "request_id": "104d9b901d0c9e81d284cb8b41c5cdd3", + "results": [{ + "break_even_price": 179.075, + "day": { + "change": -2.3999999999999986, + "change_percent": -7.643312101910824, + "close": 29, + "high": 32.25, + "last_updated": 1651204800000000000, + "low": 29, + "open": 29.99, + "previous_close": 31.4, + "volume": 8, + "vwap": 30.7738 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2023-06-16", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "O:AAPL230616C00150000" + }, + "greeks": { + "delta": 0.6436614934293701, + "gamma": 0.0061735291012820675, + "theta": -0.028227189324641973, + "vega": 0.6381159723175714 + }, + "implied_volatility": 0.3570277203465058, + "last_quote": { + "ask": 29.25, + "ask_size": 209, + "bid": 28.9, + "bid_size": 294, + "last_updated": 1651254260800059648, + "midpoint": 29.075, + "timeframe": "REAL-TIME" + }, + "open_interest": 8133, + "underlying_asset": { + "change_to_break_even": 19.11439999999999, + "last_updated": 1651254263172073152, + "price": 159.9606, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }], + "status": "OK" +} \ No newline at end of file diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index 498fb966..8051d398 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -210,6 +210,59 @@ def test_get_snapshot_option(self): ) self.assertEqual(snapshots, expected) + def test_list_snapshot_options_chain(self): + snapshots = [s for s in self.c.list_snapshot_options_chain("AAPL")] + expected = [ + OptionContractSnapshot( + break_even_price=179.075, + day=DayOptionContractSnapshot( + change=-2.3999999999999986, + change_percent=-7.643312101910824, + close=29, + high=32.25, + last_updated=1651204800000000000, + low=29, + open=29.99, + previous_close=31.4, + volume=8, + vwap=30.7738, + ), + details=OptionDetails( + contract_type="call", + exercise_style="american", + expiration_date="2023-06-16", + shares_per_contract=100, + strike_price=150, + ticker="O:AAPL230616C00150000", + ), + greeks=Greeks( + delta=0.6436614934293701, + gamma=0.0061735291012820675, + theta=-0.028227189324641973, + vega=0.6381159723175714, + ), + implied_volatility=0.3570277203465058, + last_quote=LastQuoteOptionContractSnapshot( + ask=29.25, + ask_size=209, + bid=28.9, + bid_size=294, + last_updated=1651254260800059648, + midpoint=29.075, + timeframe="REAL-TIME", + ), + open_interest=8133, + underlying_asset=UnderlyingAsset( + change_to_break_even=19.11439999999999, + last_updated=1651254263172073152, + price=159.9606, + ticker="AAPL", + timeframe="REAL-TIME", + ), + ) + ] + self.assertEqual(snapshots, expected) + def test_get_snapshot_crypto_book(self): snapshots = self.c.get_snapshot_crypto_book("X:BTCUSD") expected = SnapshotTickerFullBook( From 075a73e301ff66f50552297a926f9ee2c25153eb Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Tue, 17 Jan 2023 14:07:04 -0800 Subject: [PATCH 019/313] options param added to get_summaries (#363) * options param added to get_summaries * deleted unused imports --- polygon/rest/summaries.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/polygon/rest/summaries.py b/polygon/rest/summaries.py index 110f8fbe..bc91825c 100644 --- a/polygon/rest/summaries.py +++ b/polygon/rest/summaries.py @@ -1,9 +1,9 @@ from polygon.rest.models.summaries import SummaryResult from .base import BaseClient -from typing import Optional, Any, Dict, List, Union, Iterator -from .models import Order +from typing import Optional, Any, Dict, List, Union from urllib3 import HTTPResponse -from datetime import datetime, date + +from .models.request import RequestOptionBuilder class SummariesClient(BaseClient): @@ -12,6 +12,7 @@ def get_summaries( ticker_any_of: Optional[List[str]] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + options: Optional[RequestOptionBuilder] = None, ) -> Union[List[SummaryResult], HTTPResponse]: """ GetSummaries retrieves summaries for the ticker list with the given params. @@ -30,4 +31,5 @@ def get_summaries( result_key="results", deserializer=SummaryResult.from_dict, raw=raw, + options=options, ) From 3c1570ca16d070a19e881046ff033a05b55b2449 Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Thu, 19 Jan 2023 14:06:47 -0800 Subject: [PATCH 020/313] Update readme (#365) * options param added to get_summaries * deleted unused imports * README update --- README.md | 106 ++++++++++++++++++++++++++++++++++++++++++++++++++---- 1 file changed, 99 insertions(+), 7 deletions(-) diff --git a/README.md b/README.md index 1fc3b5de..cf510e6d 100644 --- a/README.md +++ b/README.md @@ -7,19 +7,111 @@ Python client for the [Polygon.io API](https://polygon.io). ## Install -`pip install polygon-api-client` - +``` +pip install polygon-api-client +``` Requires Python >= 3.8. ## Getting started See the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) -section in our docs or view the [examples](./examples) directory. - -#### Launchpad Usage - -Users of the Launchpad product will need to pass in certain headers in order to make API requests. +section in our docs or view the [examples](./examples) directory for additional examples. +## REST API Client +Import the RESTClient. +```python +from polygon import RESTClient +``` +Create a new client with your [API key](https://polygon.io/dashboard/api-keys) +```python +client = RESTClient(api_key="") +``` +### Using the Client +Request data using client methods. +```python +ticker = "AAPL" + +# List Aggregates (Bars) +bars = client.get_aggs(ticker=ticker, multiplier=1, timespan="day", from_="2023-01-09", to="2023-01-10") +for bar in bars: + print(bar) + +# Get Last Trade +trade = client.get_last_trade(ticker=ticker) +print(trade) + +# List Trades +trades = client.list_trades(ticker=ticker, timestamp="2022-01-04") +for trade in trades: + print(trade) + +# Get Last Quote +quote = client.get_last_quote(ticker=ticker) +print(quote) + +# List Quotes +quotes = client.list_quotes(ticker=ticker, timestamp="2022-01-04") +for quote in quotes: + print(quote) +``` +Note: For parameter argument examples check out our docs. All required arguments are annotated with red asterisks " * " and argument examples are set. +Check out an example for Aggregates(client.get_aggs) [here](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to) + +## Launchpad +Users of the Launchpad product will need to pass in certain headers in order to make API requests using the RequestOptionBuilder. Example can be found [here](./examples/launchpad). +Import classes +```python +from polygon import RESTClient +from polygon.rest.models.request import RequestOptionBuilder +``` +### Using the client +Create client and set options +```python +# create client +c = RESTClient(api_key="API_KEY") + +# create request options +options = RequestOptionBuilder().edge_headers( + edge_id="YOUR_EDGE_ID", # required + edge_ip_address="IP_ADDRESS", # required +) +``` +Request data using client methods. +```python +# get response +res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) + +# do something with response +``` +Checkout Launchpad readme for more details on RequestOptionBuilder [here](./examples/launchpad) + +## WebSocket Client + +Import classes +```python +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List +``` +### Using the client +Create a new client with your [API key](https://polygon.io/dashboard/api-keys) and subscription options. +```python +# Note: Multiple subscriptions can be added to the array +# For example, if you want to subscribe to AAPL and META, +# you can do so by adding "T.META" to the subscriptions array. ["T.AAPL", "T.META"] +# If you want to subscribe to all tickers, place an asterisk in place of the symbol. ["T.*"] +ws = WebSocketClient(api_key=, subscriptions=["T.AAPL"]) +``` +Create a handler function and run the WebSocket. +```python +def handle_msg(msg: List[WebSocketMessage]): + for m in msg: + print(m) + +ws.run(handle_msg=handle_msg) +``` +Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). + ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by From d2de685f2d5db896ce59af092a4961f942a8ff83 Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Thu, 19 Jan 2023 14:40:37 -0800 Subject: [PATCH 021/313] Update readme launchpad (#366) * options param added to get_summaries * deleted unused imports * README update * re-ordering readme sections --- README.md | 53 +++++++++++++++++++++++++++-------------------------- 1 file changed, 27 insertions(+), 26 deletions(-) diff --git a/README.md b/README.md index cf510e6d..49209d73 100644 --- a/README.md +++ b/README.md @@ -55,6 +55,33 @@ for quote in quotes: Note: For parameter argument examples check out our docs. All required arguments are annotated with red asterisks " * " and argument examples are set. Check out an example for Aggregates(client.get_aggs) [here](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to) +## WebSocket Client + +Import classes +```python +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List +``` +### Using the client +Create a new client with your [API key](https://polygon.io/dashboard/api-keys) and subscription options. +```python +# Note: Multiple subscriptions can be added to the array +# For example, if you want to subscribe to AAPL and META, +# you can do so by adding "T.META" to the subscriptions array. ["T.AAPL", "T.META"] +# If you want to subscribe to all tickers, place an asterisk in place of the symbol. ["T.*"] +ws = WebSocketClient(api_key=, subscriptions=["T.AAPL"]) +``` +Create a handler function and run the WebSocket. +```python +def handle_msg(msg: List[WebSocketMessage]): + for m in msg: + print(m) + +ws.run(handle_msg=handle_msg) +``` +Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). + ## Launchpad Users of the Launchpad product will need to pass in certain headers in order to make API requests using the RequestOptionBuilder. Example can be found [here](./examples/launchpad). @@ -85,32 +112,6 @@ res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) ``` Checkout Launchpad readme for more details on RequestOptionBuilder [here](./examples/launchpad) -## WebSocket Client - -Import classes -```python -from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage -from typing import List -``` -### Using the client -Create a new client with your [API key](https://polygon.io/dashboard/api-keys) and subscription options. -```python -# Note: Multiple subscriptions can be added to the array -# For example, if you want to subscribe to AAPL and META, -# you can do so by adding "T.META" to the subscriptions array. ["T.AAPL", "T.META"] -# If you want to subscribe to all tickers, place an asterisk in place of the symbol. ["T.*"] -ws = WebSocketClient(api_key=, subscriptions=["T.AAPL"]) -``` -Create a handler function and run the WebSocket. -```python -def handle_msg(msg: List[WebSocketMessage]): - for m in msg: - print(m) - -ws.run(handle_msg=handle_msg) -``` -Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). ## Contributing From 20d7c33c053b31fb13cb4bebe759b165ce3969bb Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Thu, 19 Jan 2023 14:48:30 -0800 Subject: [PATCH 022/313] adding support for locale change in get_grouped_daily_aggs (#367) --- polygon/rest/aggs.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/polygon/rest/aggs.py b/polygon/rest/aggs.py index cd204259..4c92a990 100644 --- a/polygon/rest/aggs.py +++ b/polygon/rest/aggs.py @@ -62,6 +62,7 @@ def get_grouped_daily_aggs( adjusted: Optional[bool] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, + locale: str = "us", market_type: str = "stocks", include_otc: bool = False, options: Optional[RequestOptionBuilder] = None, @@ -75,7 +76,7 @@ def get_grouped_daily_aggs( :param raw: Return raw object instead of results object :return: List of grouped daily aggregates """ - url = f"/v2/aggs/grouped/locale/us/market/{market_type}/{date}" + url = f"/v2/aggs/grouped/locale/{locale}/market/{market_type}/{date}" return self._get( path=url, From 0971ba2ee685f56f93c0cff97778a8bf7919cc8f Mon Sep 17 00:00:00 2001 From: antdjohns <114414459+antdjohns@users.noreply.github.com> Date: Thu, 26 Jan 2023 13:35:20 -0800 Subject: [PATCH 023/313] financial update limit doc 1 to 10 (#357) --- .polygon/rest.json | 5890 +++++++++++++++++++++++++++++++++----------- polygon/rest/vX.py | 2 +- 2 files changed, 4395 insertions(+), 1497 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 92a41f15..1ea641d1 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -445,6 +445,13 @@ "type": "string" } }, + "required": [ + "id", + "type", + "market", + "name", + "url" + ], "type": "object" }, "type": "array" @@ -497,6 +504,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], "type": "object" }, "type": "array" @@ -557,11 +573,26 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" } }, + "required": [ + "day", + "map", + "msLatency", + "symbol", + "ticks" + ], "type": "object" }, "CryptoLastTrade": { @@ -595,6 +626,13 @@ "type": "integer" } }, + "required": [ + "conditions", + "exchange", + "price", + "size", + "timestamp" + ], "type": "object" }, "symbol": { @@ -602,6 +640,9 @@ "type": "string" } }, + "required": [ + "symbol" + ], "type": "object" }, "CryptoOpenClose": { @@ -645,6 +686,14 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" @@ -697,6 +746,14 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" @@ -706,6 +763,15 @@ "type": "string" } }, + "required": [ + "symbol", + "isUTC", + "day", + "open", + "close", + "openTrades", + "closingTrades" + ], "type": "object" }, "CryptoSnapshotMinute": { @@ -741,6 +807,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "CryptoSnapshotTicker": { @@ -781,6 +855,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastTrade": { @@ -819,6 +901,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, { @@ -865,6 +955,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -901,6 +999,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -922,6 +1028,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" } }, @@ -949,6 +1065,10 @@ "type": "object" } }, + "required": [ + "p", + "x" + ], "type": "object" }, "type": "array" @@ -971,6 +1091,10 @@ "type": "object" } }, + "required": [ + "p", + "x" + ], "type": "object" }, "type": "array" @@ -989,6 +1113,15 @@ "type": "integer" } }, + "required": [ + "ticker", + "bids", + "asks", + "bidCount", + "askCount", + "spread", + "updated" + ], "type": "object" } }, @@ -1033,6 +1166,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastTrade": { @@ -1071,6 +1212,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, { @@ -1117,6 +1266,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -1153,6 +1310,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -1174,6 +1339,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -1214,6 +1389,14 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "CryptoTradeExchange": { @@ -1791,6 +1974,12 @@ "type": "integer" } }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], "type": "object" }, "to": { @@ -1798,6 +1987,12 @@ "type": "string" } }, + "required": [ + "from", + "to", + "initialAmount", + "converted" + ], "type": "object" }, "ForexExchangeId": { @@ -1852,6 +2047,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], "type": "object" }, "type": "array" @@ -1900,11 +2104,24 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "x", + "t" + ], "type": "object" }, "type": "array" } }, + "required": [ + "day", + "map", + "msLatency", + "pair", + "ticks" + ], "type": "object" }, "ForexPairLastQuote": { @@ -1930,6 +2147,12 @@ "type": "integer" } }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], "type": "object" }, "symbol": { @@ -1937,6 +2160,9 @@ "type": "string" } }, + "required": [ + "symbol" + ], "type": "object" }, "ForexPreviousClose": { @@ -1987,6 +2213,15 @@ "type": "number" } }, + "required": [ + "T", + "v", + "o", + "c", + "h", + "l", + "t" + ], "type": "object" }, "type": "array" @@ -2015,6 +2250,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "ForexSnapshotPrevDay": { @@ -2050,6 +2291,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ForexSnapshotTicker": { @@ -2085,6 +2334,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "lastQuote": { @@ -2109,6 +2365,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "min": { @@ -2140,6 +2402,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "prevDay": { @@ -2176,6 +2445,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -2197,6 +2474,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" } }, @@ -2236,6 +2523,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "lastQuote": { @@ -2260,6 +2554,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "min": { @@ -2291,6 +2591,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "prevDay": { @@ -2327,6 +2634,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -2348,6 +2663,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -2399,6 +2724,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -2716,6 +3049,9 @@ "type": "string" } }, + "required": [ + "request_id" + ], "type": "object" }, "SequenceNumber": { @@ -2759,6 +3095,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "SnapshotOHLCV": { @@ -2789,6 +3133,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "SnapshotOHLCVVW": { @@ -2824,6 +3175,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "SnapshotOHLCVVWOtc": { @@ -2863,6 +3222,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "StandardBase": { @@ -2874,6 +3241,9 @@ "type": "string" } }, + "required": [ + "request_id" + ], "type": "object" }, { @@ -2887,6 +3257,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } ] @@ -2902,6 +3275,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, "StatusCountBase": { @@ -2915,6 +3291,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, "StockSymbol": { @@ -2973,6 +3352,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "t", + "v", + "T" + ], "type": "object" }, "type": "array" @@ -3034,6 +3422,16 @@ "type": "number" } }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], "type": "object" }, "StocksSnapshotLastQuote": { @@ -3061,6 +3459,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "StocksSnapshotMinute": { @@ -3100,6 +3505,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "StocksSnapshotMinuteOTC": { @@ -3143,6 +3557,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "StocksSnapshotTicker": { @@ -3187,6 +3610,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastQuote": { @@ -3215,6 +3646,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "lastTrade": { @@ -3249,6 +3687,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "min": { @@ -3293,6 +3739,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -3333,6 +3788,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -3402,6 +3865,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastQuote": { @@ -3430,6 +3901,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "lastTrade": { @@ -3464,6 +3942,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "min": { @@ -3508,6 +3994,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -3548,6 +4043,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -3624,6 +4127,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -3655,6 +4166,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, "StocksV2NBBO": { @@ -3683,6 +4201,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -3748,6 +4273,17 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], "type": "object" } ] @@ -3781,6 +4317,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -3846,6 +4389,17 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], "type": "object" } ] @@ -3881,6 +4435,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -3924,6 +4485,16 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], "type": "object" } ] @@ -3957,6 +4528,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -4000,6 +4578,16 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], "type": "object" } ] @@ -4024,6 +4612,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, "TickerResults": { @@ -4070,6 +4661,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -4147,6 +4746,11 @@ "type": "string" } }, + "required": [ + "symbol", + "status", + "request_id" + ], "type": "object" }, "V2AggsBase": { @@ -4172,6 +4776,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, "V2LastBase": { @@ -4185,6 +4796,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" }, "V2TicksBase": { @@ -4234,224 +4849,159 @@ }, "openapi": "3.0.3", "paths": { - "/v1/conversion/{from}/{to}": { + "/delete-me/{underlyingAsset}": { "get": { - "description": "Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD.", - "operationId": "RealTimeCurrencyConversion", + "description": "Get the snapshot of all options contracts for an underlying ticker.", + "operationId": "OptionsChain", "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "AUD", + "description": "The underlying ticker symbol of the option contract.", + "example": "AAPL", "in": "path", - "name": "from", + "name": "underlyingAsset", "required": true, "schema": { "type": "string" } }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Query by strike price of a contract.", + "in": "query", + "name": "strike_price", "schema": { - "type": "string" + "type": "number" + }, + "x-polygon-filter-field": { + "range": true, + "type": "number" } }, { - "description": "The amount to convert, with a decimal.", - "example": 100, + "description": "Query by contract expiration with date format YYYY-MM-DD.", "in": "query", - "name": "amount", - "required": true, + "name": "expiration_date", "schema": { - "default": 100, - "type": "number" + "type": "string" + }, + "x-polygon-filter-field": { + "range": true } }, { - "description": "The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.", - "example": 2, + "description": "Query by the type of contract.", "in": "query", - "name": "precision", + "name": "contract_type", "schema": { - "default": 2, "enum": [ - 0, - 1, - 2, - 3, - 4 + "call", + "put" ], - "type": "integer" + "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "converted": 73.14, - "from": "AUD", - "initialAmount": 100, - "last": { - "ask": 1.3673344, - "bid": 1.3672596, - "exchange": 48, - "timestamp": 1605555313000 - }, - "status": "success", - "to": "USD" - }, - "schema": { - "properties": { - "converted": { - "description": "The result of the conversion.", - "format": "double", - "type": "number" - }, - "from": { - "description": "The \"from\" currency symbol.", - "type": "string" - }, - "initialAmount": { - "description": "The amount to convert.", - "format": "double", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "last": { - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuoteCurrencies" - } - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - }, - "to": { - "description": "The \"to\" currency symbol.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "ask,bid,exchange,timestamp\n1.3673344,1.3672596,48,1605555313000\n", - "schema": { - "type": "string" - } - } - }, - "description": "The last tick for this currency pair, plus the converted amount for the requested amount." }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Real-time Currency Conversion", - "tags": [ - "fx:conversion" - ], - "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" - }, - "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" - } - } - }, - "/v1/historic/crypto/{from}/{to}/{date}": { - "get": { - "description": "Get historic trade ticks for a cryptocurrency pair.\n", - "parameters": [ { - "description": "The \"from\" symbol of the crypto pair.", - "example": "BTC", - "in": "path", - "name": "from", - "required": true, + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.gte", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.gt", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.lte", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.lt", + "schema": { + "type": "number" + } + }, + { + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.gte", "schema": { "type": "string" } }, { - "description": "The \"to\" symbol of the crypto pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.gt", "schema": { "type": "string" } }, { - "description": "The date/day of the historic ticks to retrieve.", - "example": "2020-10-14", - "in": "path", - "name": "date", - "required": true, + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.lte", "schema": { - "format": "date", "type": "string" } }, { - "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "description": "Search by expiration_date.", "in": "query", - "name": "offset", + "name": "expiration_date.lt", "schema": { - "type": "integer" + "type": "string" } }, { - "description": "Limit the size of the response, max 10000.", - "example": 100, + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", "in": "query", "name": "limit", "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, "type": "integer" } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ], + "example": "ticker", + "type": "string" + } } ], "responses": { @@ -4459,450 +5009,592 @@ "content": { "application/json": { "example": { - "day": "2020-10-14T00:00:00.000Z", - "map": { - "c": "conditions", - "p": "price", - "s": "size", - "t": "timestamp", - "x": "exchange" - }, - "msLatency": 1, - "status": "success", - "symbol": "BTC-USD", - "ticks": [ - { - "c": [ - 2 - ], - "p": 15482.89, - "s": 0.00188217, - "t": 1604880000067, - "x": 1 - }, + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ { - "c": [ - 2 - ], - "p": 15482.11, - "s": 0.00161739, - "t": 1604880000167, - "x": 1 + "break_even_price": 151.2, + "day": { + "change": 4.5, + "change_percent": 6.76, + "close": 120.73, + "high": 120.81, + "last_updated": 1605195918507251700, + "low": 118.9, + "open": 119.32, + "previous_close": 119.12, + "volume": 868, + "vwap": 119.31 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-01-21", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "AAPL211022C000150000" + }, + "greeks": { + "delta": 1, + "gamma": 0, + "implied_volatility": 5, + "theta": 0.00229, + "vega": 0 + }, + "last_quote": { + "ask": 120.3, + "ask_size": 4, + "bid": 120.28, + "bid_size": 8, + "last_updated": 1605195918507251700, + "midpoint": 120.29 + }, + "open_interest": 1543, + "underlying_asset": { + "change_to_break_even": 4.2, + "last_updated": 1605195918507251700, + "price": 147, + "ticker": "AAPL", + "timeframe": "DELAYED" + } } ], - "type": "crypto" + "status": "OK" }, "schema": { - "allOf": [ - { - "description": "The status of this request's response.", + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", "type": "string" }, - { - "properties": { - "day": { - "description": "The date that was evaluated from the request.", - "format": "date", - "type": "string" - }, - "map": { - "description": "A map for shortened result keys.", - "type": "object" - }, - "msLatency": { - "description": "The milliseconds of latency for the query results.", - "type": "integer" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - }, - "ticks": { - "items": { + "request_id": { + "type": "string" + }, + "results": { + "items": { + "properties": { + "break_even_price": { + "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", "properties": { - "c": { - "description": "A list of condition codes.\n", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", - "type": "integer" - }, - "type": "array" + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" }, - "i": { - "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", - "type": "string" + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" }, - "p": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "close": { + "description": "The closing price for the contract of the day.", "format": "double", "type": "number" }, - "s": { - "description": "The size of a trade (also known as volume).\n", + "high": { + "description": "The highest price for the contract of the day.", "format": "double", "type": "number" }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "type": "integer" + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } }, - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - }, - "type": "object" - }, - "type": "array" - } - }, - "type": "object" - } - ] - } - } - }, - "description": "An array of crypto trade ticks." - }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Historic Crypto Trades", - "tags": [ - "crypto:trades" - ], - "x-polygon-deprecation": { - "date": 1654056060000, - "replaces": { - "name": "Trades v3", - "path": "get_v3_trades__cryptoticker" - } - }, - "x-polygon-entitlement-data-type": { - "description": "Trade data", - "name": "trades" - }, - "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" - } - } - }, - "/v1/historic/forex/{from}/{to}/{date}": { - "get": { - "description": "Get historic ticks for a forex currency pair.\n", - "parameters": [ - { - "description": "The \"from\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `from` would be **USD**.\n", - "example": "AUD", - "in": "path", - "name": "from", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "The \"to\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `to` would be **JPY**.\n", - "example": "USD", - "in": "path", - "name": "to", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "The date/day of the historic ticks to retrieve.", - "example": "2020-10-14", - "in": "path", - "name": "date", - "required": true, - "schema": { - "format": "date", - "type": "string" - } - }, - { - "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", - "in": "query", - "name": "offset", - "schema": { - "type": "integer" - } - }, - { - "description": "Limit the size of the response, max 10000.", - "example": 100, - "in": "query", - "name": "limit", - "schema": { - "type": "integer" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "day": "2020-10-14", - "map": { - "ap": "ask", - "bp": "bid", - "t": "timestamp" - }, - "msLatency": "0", - "pair": "AUD/USD", - "status": "success", - "ticks": [ - { - "ap": 0.71703, - "bp": 0.71701, - "t": 1602633600000, - "x": 48 - }, - { - "ap": 0.71703, - "bp": 0.717, - "t": 1602633600000, - "x": 48 - }, - { - "ap": 0.71702, - "bp": 0.717, - "t": 1602633600000, - "x": 48 - } - ], - "type": "forex" - }, - "schema": { - "allOf": [ - { - "properties": { - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "type": "object" - }, - { - "properties": { - "day": { - "description": "The date that was evaluated from the request.", - "format": "date", - "type": "string" - }, - "map": { - "description": "A map for shortened result keys.", - "type": "object" - }, - "msLatency": { - "description": "The milliseconds of latency for the query results.", - "type": "integer" - }, - "pair": { - "description": "The currency pair that was evaluated from the request.", - "type": "string" - }, - "ticks": { - "items": { - "properties": { - "a": { - "description": "The ask price.", + "low": { + "description": "The lowest price for the contract of the day.", "format": "double", "type": "number" }, - "b": { - "description": "The bid price.", + "open": { + "description": "The open price for the contract of the day.", "format": "double", "type": "number" }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "type": "integer" + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" }, - "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - } - }, - "type": "object" - }, - "type": "array" - } - }, - "type": "object" + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Day" + } + }, + "details": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Details" + } + }, + "greeks": { + "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" + } + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" } - ] + }, + "type": "object" } } }, - "description": "An array of forex ticks" - }, - "default": { - "description": "Unexpected error" + "description": "Snapshots for options contracts of the underlying ticker" } }, - "summary": "Historic Forex Ticks", + "summary": "Options Chain", "tags": [ - "fx:trades" + "options:snapshot" ], - "x-polygon-deprecation": { - "date": 1654056060000, - "replaces": { - "name": "Quotes (BBO) v3", - "path": "get_v3_quotes__fxticker" + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" } - }, + ], "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" + "description": "Aggregate data", + "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ] + } } - } + }, + "x-polygon-draft": true }, - "/v1/indicators/ema/{cryptoTicker}": { + "/v1/conversion/{from}/{to}": { "get": { - "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "CryptoEMA", + "description": "Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD.", + "operationId": "RealTimeCurrencyConversion", "parameters": [ { - "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "X:BTC-USD", + "description": "The \"from\" symbol of the pair.", + "example": "AUD", "in": "path", - "name": "cryptoTicker", + "name": "from", "required": true, "schema": { "type": "string" - }, - "x-polygon-go-id": "Ticker" - }, - { - "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "in": "query", - "name": "timestamp", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true } }, { - "description": "The size of the aggregate time window.", - "example": "day", - "in": "query", - "name": "timespan", + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, "schema": { - "default": "day", - "enum": [ - "minute", - "hour", - "day", - "week", - "month", - "quarter", - "year" - ], "type": "string" } }, { - "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "The amount to convert, with a decimal.", + "example": 100, "in": "query", - "name": "window", + "name": "amount", + "required": true, "schema": { - "default": 50, - "type": "integer" + "default": 100, + "type": "number" } }, { - "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", - "example": "close", + "description": "The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.", + "example": 2, "in": "query", - "name": "series_type", + "name": "precision", "schema": { - "default": "close", + "default": 2, "enum": [ - "open", - "high", - "low", - "close" + 0, + 1, + 2, + 3, + 4 ], - "type": "string" - } - }, - { - "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", - "in": "query", - "name": "expand_underlying", - "schema": { - "default": false, - "type": "boolean" + "type": "integer" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "converted": 73.14, + "from": "AUD", + "initialAmount": 100, + "last": { + "ask": 1.3673344, + "bid": 1.3672596, + "exchange": 48, + "timestamp": 1605555313000 + }, + "status": "success", + "to": "USD" + }, + "schema": { + "properties": { + "converted": { + "description": "The result of the conversion.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The \"from\" currency symbol.", + "type": "string" + }, + "initialAmount": { + "description": "The amount to convert.", + "format": "double", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "to": { + "description": "The \"to\" currency symbol.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n1.3673344,1.3672596,48,1605555313000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair, plus the converted amount for the requested amount." }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Real-time Currency Conversion", + "tags": [ + "fx:conversion" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/historic/crypto/{from}/{to}/{date}": { + "get": { + "description": "Get historic trade ticks for a cryptocurrency pair.\n", + "parameters": [ { - "description": "The order in which to return the results, ordered by timestamp.", - "example": "desc", - "in": "query", - "name": "order", + "description": "The \"from\" symbol of the crypto pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, "schema": { - "default": "desc", - "enum": [ - "asc", - "desc" - ], "type": "string" } }, { - "description": "Limit the number of results returned, default is 10 and max is 5000", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "maximum": 5000, - "type": "integer" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gte", + "description": "The \"to\" symbol of the crypto pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, "schema": { "type": "string" } }, { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gt", + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, "schema": { + "format": "date", "type": "string" } }, { - "description": "Search by timestamp.", + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", "in": "query", - "name": "timestamp.lte", + "name": "offset", "schema": { - "type": "string" + "type": "integer" } }, { - "description": "Search by timestamp.", + "description": "Limit the size of the response, max 10000.", + "example": 100, "in": "query", - "name": "timestamp.lt", + "name": "limit", "schema": { - "type": "string" + "type": "integer" } } ], @@ -4911,191 +5603,366 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": { - "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" - }, - "values": [ - { - "timestamp": 1517562000016, - "value": 140.139 - } - ] + "day": "2020-10-14T00:00:00.000Z", + "map": { + "c": "conditions", + "p": "price", + "s": "size", + "t": "timestamp", + "x": "exchange" }, - "status": "OK" + "msLatency": 1, + "status": "success", + "symbol": "BTC-USD", + "ticks": [ + { + "c": [ + 2 + ], + "p": 15482.89, + "s": 0.00188217, + "t": 1604880000067, + "x": 1 + }, + { + "c": [ + 2 + ], + "p": 15482.11, + "s": 0.00161739, + "t": 1604880000167, + "x": 1 + } + ], + "type": "crypto" }, "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", + "allOf": [ + { + "description": "The status of this request's response.", "type": "string" }, - "results": { + { "properties": { - "underlying": { - "properties": { - "aggregates": { - "items": { - "properties": { - "c": { - "description": "The close price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "h": { - "description": "The highest price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "l": { - "description": "The lowest price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "n": { - "description": "The number of transactions in the aggregate window.", - "type": "integer" - }, - "o": { - "description": "The open price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "otc": { - "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", - "type": "boolean" - }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "format": "float", - "type": "number" - }, - "v": { - "description": "The trading volume of the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "vw": { - "description": "The volume weighted average price.", - "format": "float", - "type": "number" - } - }, - "required": [ - "v", - "vw", - "o", - "c", - "h", - "l", - "t", - "n" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" - } - }, - "type": "array" - }, - "url": { - "description": "The URL which can be used to request the underlying aggregates used in this request.", - "type": "string" - } - }, + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", "type": "object" }, - "values": { + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { "items": { "properties": { - "timestamp": { - "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" - } + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" }, - "value": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" } }, - "type": "object", - "x-polygon-go-type": { - "name": "EMAResults" - } - }, - "status": { - "description": "The status of this request's response.", - "type": "string" + "required": [ + "day", + "map", + "msLatency", + "symbol", + "ticks" + ], + "type": "object" } - }, - "type": "object" - } - }, - "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", - "schema": { - "type": "string" + ] } } }, - "description": "Exponential Moving Average (EMA) data for each period." + "description": "An array of crypto trade ticks." + }, + "default": { + "description": "Unexpected error" } }, - "summary": "Exponential Moving Average (EMA)", + "summary": "Historic Crypto Trades", "tags": [ - "crpyto:aggregates" + "crypto:trades" ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Trades v3", + "path": "get_v3_trades__cryptoticker" + } + }, "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" + "description": "Trade data", + "name": "trades" }, "x-polygon-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/ema/{fxTicker}": { + "/v1/historic/forex/{from}/{to}/{date}": { "get": { - "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "ForexEMA", + "description": "Get historic ticks for a forex currency pair.\n", "parameters": [ { - "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "C:EUR-USD", + "description": "The \"from\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `from` would be **USD**.\n", + "example": "AUD", "in": "path", - "name": "fxTicker", + "name": "from", "required": true, "schema": { "type": "string" - }, - "x-polygon-go-id": "Ticker" + } }, { - "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "in": "query", - "name": "timestamp", + "description": "The \"to\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `to` would be **JPY**.\n", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "offset", + "schema": { + "type": "integer" + } + }, + { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "day": "2020-10-14", + "map": { + "ap": "ask", + "bp": "bid", + "t": "timestamp" + }, + "msLatency": "0", + "pair": "AUD/USD", + "status": "success", + "ticks": [ + { + "ap": 0.71703, + "bp": 0.71701, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71703, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71702, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + } + ], + "type": "forex" + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "pair": { + "description": "The currency pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "x", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "pair", + "ticks" + ], + "type": "object" + } + ] + } + } + }, + "description": "An array of forex ticks" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Historic Forex Ticks", + "tags": [ + "fx:trades" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Quotes (BBO) v3", + "path": "get_v3_quotes__fxticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/indicators/ema/{cryptoTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "CryptoEMA", + "parameters": [ + { + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "X:BTC-USD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", "schema": { "type": "string" }, @@ -5122,16 +5989,6 @@ "type": "string" } }, - { - "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, { "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 50, @@ -5229,11 +6086,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -5370,7 +6227,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", "schema": { "type": "string" } @@ -5381,29 +6238,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "fx:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{optionsTicker}": { + "/v1/indicators/ema/{fxTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "OptionsEMA", + "operationId": "ForexEMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "O:SPY241220P00720000", + "example": "C:EUR-USD", "in": "path", - "name": "optionsTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -5547,11 +6404,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -5688,7 +6545,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", "schema": { "type": "string" } @@ -5699,29 +6556,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "options:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{stockTicker}": { + "/v1/indicators/ema/{optionsTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "EMA", + "operationId": "OptionsEMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "AAPL", + "example": "O:SPY241220P00720000", "in": "path", - "name": "stockTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -5759,7 +6616,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -5865,11 +6722,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6006,7 +6863,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", "schema": { "type": "string" } @@ -6017,28 +6874,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "stocks:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Options data", + "name": "options" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/macd/{cryptoTicker}": { + "/v1/indicators/ema/{stockTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "CryptoMACD", + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "EMA", "parameters": [ { - "description": "The ticker symbol for which to get MACD data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "AAPL", "in": "path", - "name": "cryptoTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -6076,37 +6934,27 @@ } }, { - "description": "The short window size used to calculate MACD data.", - "example": 12, - "in": "query", - "name": "short_window", - "schema": { - "default": 12, - "type": "integer" - } - }, - { - "description": "The long window size used to calculate MACD data.", - "example": 26, + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, "in": "query", - "name": "long_window", + "name": "adjusted", "schema": { - "default": 26, - "type": "integer" + "default": true, + "type": "boolean" } }, { - "description": "The window size used to calculate the MACD signal line.", - "example": 9, + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, "in": "query", - "name": "signal_window", + "name": "window", "schema": { - "default": 9, + "default": 50, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", "example": "close", "in": "query", "name": "series_type", @@ -6192,24 +7040,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { - "histogram": 38.3801666667, - "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 145.3613333333 - }, - { - "histogram": 41.098859136, - "signal": 102.7386283473, - "timestamp": 1517562001016, - "value": 143.8374874833 + "value": 140.139 } ] }, @@ -6304,22 +7144,6 @@ "values": { "items": { "properties": { - "histogram": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "signal": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -6345,7 +7169,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "MACDResults" + "name": "EMAResults" } }, "status": { @@ -6357,40 +7181,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", "schema": { "type": "string" } } }, - "description": "Moving Average Convergence/Divergence (MACD) data for each period." + "description": "Exponential Moving Average (EMA) data for each period." } }, - "summary": "Moving Average Convergence/Divergence (MACD)", + "summary": "Exponential Moving Average (EMA)", "tags": [ - "crypto:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/macd/{fxTicker}": { + "/v1/indicators/macd/{cryptoTicker}": { "get": { "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "ForexMACD", + "operationId": "CryptoMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "C:EUR-USD", + "example": "X:BTC-USD", "in": "path", - "name": "fxTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -6427,16 +7250,6 @@ "type": "string" } }, - { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, { "description": "The short window size used to calculate MACD data.", "example": 12, @@ -6468,7 +7281,7 @@ } }, { - "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -6554,11 +7367,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6719,7 +7532,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", "schema": { "type": "string" } @@ -6730,29 +7543,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "fx:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{optionsTicker}": { + "/v1/indicators/macd/{fxTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", - "operationId": "OptionsMACD", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "ForexMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "O:SPY241220P00720000", + "example": "C:EUR-USD", "in": "path", - "name": "optionsTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -6916,11 +7729,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7081,7 +7894,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", "schema": { "type": "string" } @@ -7092,29 +7905,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "options:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{stockTicker}": { + "/v1/indicators/macd/{optionsTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "MACD", + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "OptionsMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "AAPL", + "example": "O:SPY241220P00720000", "in": "path", - "name": "stockTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -7152,7 +7965,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -7278,11 +8091,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7443,7 +8256,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", "schema": { "type": "string" } @@ -7454,28 +8267,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "stocks:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Options data", + "name": "options" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/rsi/{cryptoTicker}": { + "/v1/indicators/macd/{stockTicker}": { "get": { - "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "CryptoRSI", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "MACD", "parameters": [ { - "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get MACD data.", + "example": "AAPL", "in": "path", - "name": "cryptoTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -7513,17 +8327,47 @@ } }, { - "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 14, + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, "in": "query", - "name": "window", + "name": "adjusted", "schema": { - "default": 14, + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -7609,16 +8453,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { + "histogram": 38.3801666667, + "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 140.139 + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 } ] }, @@ -7713,6 +8565,22 @@ "values": { "items": { "properties": { + "histogram": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -7738,7 +8606,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "RSIResults" + "name": "MACDResults" } }, "status": { @@ -7750,40 +8618,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", "schema": { "type": "string" } } }, - "description": "Relative strength index data for each period." + "description": "Moving Average Convergence/Divergence (MACD) data for each period." } }, - "summary": "Relative Strength Index (RSI)", + "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "crpyto:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/rsi/{fxTicker}": { + "/v1/indicators/rsi/{cryptoTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "ForexRSI", + "operationId": "CryptoRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "C:EUR-USD", + "example": "X:BTC-USD", "in": "path", - "name": "fxTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -7821,17 +8688,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, - { - "description": "The window size used to calculate the relative strength index (RSI).", + "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 14, "in": "query", "name": "window", @@ -7927,11 +8784,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8068,7 +8925,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", "schema": { "type": "string" } @@ -8079,29 +8936,29 @@ }, "summary": "Relative Strength Index (RSI)", "tags": [ - "fx:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{optionsTicker}": { + "/v1/indicators/rsi/{fxTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "OptionsRSI", + "operationId": "ForexRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "O:SPY241220P00720000", + "example": "C:EUR-USD", "in": "path", - "name": "optionsTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -8245,11 +9102,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8386,40 +9243,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", "schema": { "type": "string" } } }, - "description": "Relative Strength Index (RSI) data for each period." + "description": "Relative strength index data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "options:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{stockTicker}": { + "/v1/indicators/rsi/{optionsTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "RSI", + "operationId": "OptionsRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "AAPL", + "example": "O:SPY241220P00720000", "in": "path", - "name": "stockTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -8457,7 +9314,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -8563,11 +9420,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8704,39 +9561,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", "schema": { "type": "string" } } }, - "description": "Relative strength Index data for each period." + "description": "Relative Strength Index (RSI) data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "stocks:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Options data", + "name": "options" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/sma/{cryptoTicker}": { + "/v1/indicators/rsi/{stockTicker}": { "get": { - "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "CryptoSMA", + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "RSI", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "AAPL", "in": "path", - "name": "cryptoTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -8774,17 +9632,27 @@ } }, { - "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, "in": "query", "name": "window", "schema": { - "default": 50, + "default": 14, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", "example": "close", "in": "query", "name": "series_type", @@ -8870,33 +9738,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "aggregates": [ - { - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "n": 1, - "o": 74.06, - "t": 1577941200000, - "v": 135647456, - "vw": 74.6099 - }, - { - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "n": 1, - "o": 74.2875, - "t": 1578027600000, - "v": 146535512, - "vw": 74.7026 - } - ], - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9021,7 +9867,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "SMAResults" + "name": "RSIResults" } }, "status": { @@ -9033,40 +9879,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", "schema": { "type": "string" } } }, - "description": "Simple Moving Average (SMA) data for each period." + "description": "Relative strength Index data for each period." } }, - "summary": "Simple Moving Average (SMA)", + "summary": "Relative Strength Index (RSI)", "tags": [ - "crpyto:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/sma/{fxTicker}": { + "/v1/indicators/sma/{cryptoTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "ForexSMA", + "operationId": "CryptoSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "C:EUR-USD", + "example": "X:BTC-USD", "in": "path", - "name": "fxTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -9103,16 +9948,6 @@ "type": "string" } }, - { - "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, { "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 50, @@ -9210,7 +10045,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -9236,7 +10071,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9373,7 +10208,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", "schema": { "type": "string" } @@ -9384,29 +10219,29 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "fx:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{optionsTicker}": { + "/v1/indicators/sma/{fxTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "OptionsSMA", + "operationId": "ForexSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "O:SPY241220P00720000", + "example": "C:EUR-USD", "in": "path", - "name": "optionsTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -9550,7 +10385,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -9576,7 +10411,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9713,7 +10548,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", "schema": { "type": "string" } @@ -9724,29 +10559,29 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "options:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{stockTicker}": { + "/v1/indicators/sma/{optionsTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "SMA", + "operationId": "OptionsSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "AAPL", + "example": "O:SPY241220P00720000", "in": "path", - "name": "stockTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -9890,7 +10725,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -9916,7 +10751,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10053,7 +10888,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", "schema": { "type": "string" } @@ -10064,170 +10899,162 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "stocks:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Options data", + "name": "options" } - } + }, + "x-polygon-ignore": true }, - "/v1/last/crypto/{from}/{to}": { + "/v1/indicators/sma/{stockTicker}": { "get": { - "description": "Get the last trade tick for a cryptocurrency pair.", - "operationId": "LastTradeCrypto", + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "SMA", "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "BTC", + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "AAPL", "in": "path", - "name": "from", + "name": "stockTicker", "required": true, "schema": { "type": "string" - } + }, + "x-polygon-go-id": "Ticker" }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", "schema": { "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "last": { - "conditions": [ - 1 - ], - "exchange": 4, - "price": 16835.42, - "size": 0.006909, - "timestamp": 1605560885027 - }, - "request_id": "d2d779df015fe2b7fbb8e58366610ef7", - "status": "success", - "symbol": "BTC-USD" - }, - "schema": { - "properties": { - "last": { - "properties": { - "conditions": { - "description": "A list of condition codes.", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", - "format": "int32", - "type": "integer" - }, - "type": "array", - "x-polygon-go-type": { - "name": "Int32Array" - } - }, - "exchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", - "type": "integer" - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "size": { - "description": "The size of a trade (also known as volume).", - "format": "double", - "type": "number" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastTradeCrypto" - } - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "conditions,exchange,price,size,timestamp\n1,4,16835.42,0.006909,1605560885027\n", - "schema": { - "type": "string" - } - } }, - "description": "The last tick for this currency pair." + "x-polygon-filter-field": { + "range": true + } }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Last Trade for a Crypto Pair", - "tags": [ - "crypto:last:trade" - ], - "x-polygon-entitlement-data-type": { - "description": "Trade data", - "name": "trades" - }, - "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" - } - } - }, - "/v1/last_quote/currencies/{from}/{to}": { - "get": { - "description": "Get the last quote tick for a forex currency pair.", - "operationId": "LastQuoteCurrencies", - "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "AUD", - "in": "path", - "name": "from", - "required": true, + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], "type": "string" } }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", "schema": { "type": "string" } @@ -10238,133 +11065,481 @@ "content": { "application/json": { "example": { - "last": { - "ask": 0.73124, - "bid": 0.73122, - "exchange": 48, - "timestamp": 1605557756000 - }, - "request_id": "a73a29dbcab4613eeaf48583d3baacf0", - "status": "success", - "symbol": "AUD/USD" - }, - "schema": { - "properties": { - "last": { - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" + "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuoteCurrencies" + ], + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" }, "request_id": { "description": "A request id assigned by the server.", "type": "string" }, + "results": { + "properties": { + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, "status": { "description": "The status of this request's response.", "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" } }, "type": "object" } }, "text/csv": { - "example": "ask,bid,exchange,timestamp\n0.73124,0.73122,48,1605557756000\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", "schema": { "type": "string" } } }, - "description": "The last quote tick for this currency pair." - }, - "default": { - "description": "Unexpected error" + "description": "Simple Moving Average (SMA) data for each period." } }, - "summary": "Last Quote for a Currency Pair", + "summary": "Simple Moving Average (SMA)", "tags": [ - "fx:last:quote" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" + "description": "Aggregate data", + "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Stocks data", + "name": "stocks" } } }, - "/v1/marketstatus/now": { + "/v1/last/crypto/{from}/{to}": { "get": { - "description": "Get the current trading status of the exchanges and overall financial markets.\n", + "description": "Get the last trade tick for a cryptocurrency pair.", + "operationId": "LastTradeCrypto", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], "responses": { "200": { "content": { "application/json": { "example": { - "afterHours": true, - "currencies": { - "crypto": "open", - "fx": "open" - }, - "earlyHours": false, - "exchanges": { - "nasdaq": "extended-hours", - "nyse": "extended-hours", - "otc": "closed" + "last": { + "conditions": [ + 1 + ], + "exchange": 4, + "price": 16835.42, + "size": 0.006909, + "timestamp": 1605560885027 }, - "market": "extended-hours", - "serverTime": "2020-11-10T22:37:37.000Z" + "request_id": "d2d779df015fe2b7fbb8e58366610ef7", + "status": "success", + "symbol": "BTC-USD" }, "schema": { "properties": { - "afterHours": { - "description": "Whether or not the market is in post-market hours.", - "type": "boolean" - }, - "currencies": { + "last": { "properties": { - "crypto": { - "description": "The status of the crypto market.", - "type": "string" - }, - "fx": { - "description": "The status of the forex market.", - "type": "string" - } - }, - "type": "object" - }, - "earlyHours": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeCrypto" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,price,size,timestamp\n1,4,16835.42,0.006909,1605560885027\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Trade for a Crypto Pair", + "tags": [ + "crypto:last:trade" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/last_quote/currencies/{from}/{to}": { + "get": { + "description": "Get the last quote tick for a forex currency pair.", + "operationId": "LastQuoteCurrencies", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "last": { + "ask": 0.73124, + "bid": 0.73122, + "exchange": 48, + "timestamp": 1605557756000 + }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", + "status": "success", + "symbol": "AUD/USD" + }, + "schema": { + "properties": { + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n0.73124,0.73122,48,1605557756000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last quote tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Quote for a Currency Pair", + "tags": [ + "fx:last:quote" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/marketstatus/now": { + "get": { + "description": "Get the current trading status of the exchanges and overall financial markets.\n", + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": true, + "currencies": { + "crypto": "open", + "fx": "open" + }, + "earlyHours": false, + "exchanges": { + "nasdaq": "extended-hours", + "nyse": "extended-hours", + "otc": "closed" + }, + "market": "extended-hours", + "serverTime": "2020-11-10T22:37:37.000Z" + }, + "schema": { + "properties": { + "afterHours": { + "description": "Whether or not the market is in post-market hours.", + "type": "boolean" + }, + "currencies": { + "properties": { + "crypto": { + "description": "The status of the crypto market.", + "type": "string" + }, + "fx": { + "description": "The status of the forex market.", + "type": "string" + } + }, + "type": "object" + }, + "earlyHours": { "description": "Whether or not the market is in pre-market hours.", "type": "boolean" }, @@ -10664,6 +11839,14 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" @@ -10716,6 +11899,14 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], "type": "object" }, "type": "array" @@ -10725,6 +11916,15 @@ "type": "string" } }, + "required": [ + "symbol", + "isUTC", + "day", + "open", + "close", + "openTrades", + "closingTrades" + ], "type": "object" } }, @@ -10860,6 +12060,16 @@ "type": "number" } }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], "type": "object" } }, @@ -10932,7 +12142,7 @@ "example": { "afterHours": 322.1, "close": 325.12, - "from": "2020-10-14T00:00:00.000Z", + "from": "2020-10-14", "high": 326.2, "low": 322.3, "open": 324.66, @@ -10995,6 +12205,16 @@ "type": "number" } }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], "type": "object" } }, @@ -11946,12 +13166,370 @@ }, "x-polygon-draft": true }, - "/v2/aggs/grouped/locale/global/market/crypto/{date}": { + "/v1/summaries": { "get": { - "description": "Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.\n", + "description": "Get everything needed to visualize the tick-by-tick movement of a list of tickers.", + "operationId": "SnapshotSummary", "parameters": [ { - "description": "The beginning date for the aggregate window.", + "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "abc123", + "results": [ + { + "branding": { + "icon_url": "https://api.polygon.io/icon.png", + "logo_url": "https://api.polygon.io/logo.svg" + }, + "market_status": "closed", + "name": "Norwegian Cruise Lines", + "price": 22.3, + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "NCLH", + "type": "stock" + }, + { + "market_status": "closed", + "name": "NCLH $5 Call", + "options": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "price": 6.6, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options" + }, + { + "market_status": "open", + "name": "Euro - United States Dollar", + "price": 0.97989, + "session": { + "change": -0.0001, + "change_percent": -0.67, + "close": 0.97989, + "high": 0.98999, + "low": 0.96689, + "open": 0.97889, + "previous_close": 0.98001 + }, + "ticker": "C:EURUSD", + "type": "forex" + }, + { + "branding": { + "icon_url": "https://api.polygon.io/icon.png", + "logo_url": "https://api.polygon.io/logo.svg" + }, + "market_status": "open", + "name": "Bitcoin - United States Dollar", + "price": 32154.68, + "session": { + "change": -201.23, + "change_percent": -0.77, + "close": 32154.68, + "high": 33124.28, + "low": 28182.88, + "open": 31129.32, + "previous_close": 33362.18 + }, + "ticker": "X:BTCUSD", + "type": "crypto" + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "APx" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "type": "string" + }, + "results": { + "items": { + "properties": { + "branding": { + "properties": { + "icon_url": { + "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + }, + "logo_url": { + "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Branding" + } + }, + "error": { + "description": "The error while looking for this ticker.", + "type": "string" + }, + "market_status": { + "description": "The market status for the market that trades this ticker.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "Name of ticker, forex, or crypto asset.", + "type": "string" + }, + "options": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "format": "double", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract", + "format": "double", + "type": "number" + }, + "underlying_ticker": { + "description": "The ticker for the option contract.", + "type": "string" + } + }, + "required": [ + "contract_type", + "expiration_date", + "exercise_style", + "shares_per_contract", + "strike_price", + "underlying_ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Options" + } + }, + "price": { + "description": "The most up to date ticker price.", + "format": "double", + "type": "number" + }, + "session": { + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the asset of the day.", + "format": "double", + "type": "number" + }, + "early_trading_change": { + "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "format": "double", + "type": "number" + }, + "early_trading_change_percent": { + "description": "Today\u2019s early trading change as a percentage.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the asset of the day.", + "format": "double", + "type": "number" + }, + "late_trading_change": { + "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", + "format": "double", + "type": "number" + }, + "late_trading_change_percent": { + "description": "Today\u2019s late trading change as a percentage.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price for the asset of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the asset of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the asset of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the asset of the day.", + "format": "double", + "type": "number" + } + }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Session" + } + }, + "ticker": { + "description": "Ticker of asset queried.", + "type": "string" + }, + "type": { + "description": "The market for this ticker, of stock, crypto, forex, option.", + "enum": [ + "stocks", + "crypto", + "options", + "fx" + ], + "type": "string" + } + }, + "required": [ + "ticker", + "name", + "price", + "branding", + "market_status", + "type", + "session", + "options" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SummaryResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Snapshot Summary for ticker list" + } + }, + "summary": "Summaries", + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/aggs/grouped/locale/global/market/crypto/{date}": { + "get": { + "description": "Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.\n", + "parameters": [ + { + "description": "The beginning date for the aggregate window.", "example": "2020-10-14", "in": "path", "name": "date", @@ -12040,6 +13618,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -12090,6 +13675,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], "type": "object" }, "type": "array" @@ -12221,6 +13815,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -12271,6 +13872,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], "type": "object" }, "type": "array" @@ -12410,6 +14020,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -12464,6 +14081,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "t", + "v", + "T" + ], "type": "object" }, "type": "array" @@ -12558,6 +14184,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -12583,6 +14212,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -12633,6 +14269,15 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], "type": "object" }, "type": "array" @@ -12807,6 +14452,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -12832,6 +14480,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -12878,6 +14533,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -12973,6 +14636,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -12998,6 +14664,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -13048,6 +14721,15 @@ "type": "number" } }, + "required": [ + "T", + "v", + "o", + "c", + "h", + "l", + "t" + ], "type": "object" }, "type": "array" @@ -13212,6 +14894,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -13237,7 +14922,14 @@ "type": "string" } }, - "type": "object" + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" }, { "properties": { @@ -13283,6 +14975,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -13378,6 +15078,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -13403,6 +15106,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -13449,6 +15159,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -13624,6 +15342,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -13649,6 +15370,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -13695,6 +15423,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -13789,6 +15525,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -13814,6 +15553,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -13860,6 +15606,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -14034,6 +15788,9 @@ "type": "string" } }, + "required": [ + "ticker" + ], "type": "object" }, { @@ -14059,6 +15816,13 @@ "type": "string" } }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], "type": "object" }, { @@ -14109,6 +15873,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], "type": "object" }, "type": "array" @@ -15124,6 +16896,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -15165,6 +16940,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastTrade": { @@ -15203,6 +16986,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, { @@ -15249,6 +17040,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -15285,6 +17084,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -15306,6 +17113,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -15425,6 +17242,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -15434,6 +17254,9 @@ "type": "string" } }, + "required": [ + "request_id" + ], "type": "object" }, { @@ -15474,6 +17297,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastTrade": { @@ -15512,6 +17343,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, { @@ -15558,6 +17397,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -15594,6 +17441,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -15615,6 +17470,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" } }, @@ -15746,6 +17611,10 @@ "type": "object" } }, + "required": [ + "p", + "x" + ], "type": "object" }, "type": "array" @@ -15768,6 +17637,10 @@ "type": "object" } }, + "required": [ + "p", + "x" + ], "type": "object" }, "type": "array" @@ -15786,6 +17659,15 @@ "type": "integer" } }, + "required": [ + "ticker", + "bids", + "asks", + "bidCount", + "askCount", + "spread", + "updated" + ], "type": "object" } }, @@ -15944,6 +17826,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastTrade": { @@ -15982,6 +17872,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, { @@ -16028,6 +17926,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -16064,6 +17970,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -16085,6 +17999,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -16200,6 +18124,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -16236,6 +18163,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "lastQuote": { @@ -16260,6 +18194,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "min": { @@ -16291,6 +18231,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "prevDay": { @@ -16327,6 +18274,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -16348,6 +18303,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -16462,6 +18427,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -16471,6 +18439,9 @@ "type": "string" } }, + "required": [ + "request_id" + ], "type": "object" }, { @@ -16506,6 +18477,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "lastQuote": { @@ -16530,6 +18508,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "min": { @@ -16561,6 +18545,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "prevDay": { @@ -16597,6 +18588,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -16618,6 +18617,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" } }, @@ -16734,6 +18743,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -16770,6 +18782,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "lastQuote": { @@ -16794,6 +18813,12 @@ "type": "integer" } }, + "required": [ + "a", + "b", + "t", + "x" + ], "type": "object" }, "min": { @@ -16825,6 +18850,13 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], "type": "object" }, "prevDay": { @@ -16861,6 +18893,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -16882,6 +18922,16 @@ "type": "integer" } }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], "type": "object" }, "type": "array" @@ -17027,6 +19077,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -17072,6 +19125,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastQuote": { @@ -17100,6 +19161,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "lastTrade": { @@ -17134,6 +19202,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "min": { @@ -17178,6 +19254,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -17218,6 +19303,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -17367,6 +19460,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -17376,6 +19472,9 @@ "type": "string" } }, + "required": [ + "request_id" + ], "type": "object" }, { @@ -17420,6 +19519,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastQuote": { @@ -17448,6 +19555,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "lastTrade": { @@ -17482,6 +19596,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "min": { @@ -17526,6 +19648,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -17566,6 +19697,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -17725,6 +19864,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" }, { @@ -17770,6 +19912,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "lastQuote": { @@ -17798,6 +19948,13 @@ "type": "integer" } }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], "type": "object" }, "lastTrade": { @@ -17832,6 +19989,14 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], "type": "object" }, "min": { @@ -17876,6 +20041,15 @@ "type": "number" } }, + "required": [ + "av", + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "prevDay": { @@ -17916,6 +20090,14 @@ "type": "number" } }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], "type": "object" }, "ticker": { @@ -18192,6 +20374,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -18257,6 +20446,17 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], "type": "object" } ] @@ -18503,6 +20703,13 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], "type": "object" }, { @@ -18546,6 +20753,16 @@ "type": "integer" } }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], "type": "object" } ] @@ -23000,13 +25217,13 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 1000.", + "description": "Limit the number of results returned, default is 10 and max is 250.", "in": "query", "name": "limit", "schema": { "default": 10, "example": 10, - "maximum": 1000, + "maximum": 250, "minimum": 1, "type": "integer" } @@ -23059,10 +25276,10 @@ "greeks": { "delta": 1, "gamma": 0, - "implied_volatility": 5, "theta": 0.00229, "vega": 0 }, + "implied_volatility": 5, "last_quote": { "ask": 120.3, "ask_size": 4, @@ -23159,6 +25376,18 @@ "x-polygon-go-id": "VWAP" } }, + "required": [ + "last_updated", + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], "type": "object", "x-polygon-go-type": { "name": "Day" @@ -23207,6 +25436,14 @@ "type": "string" } }, + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], "type": "object", "x-polygon-go-type": { "name": "Details" @@ -23292,7 +25529,16 @@ "type": "string" } }, - "type": "object", + "required": [ + "last_updated", + "timeframe", + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", "x-polygon-go-type": { "name": "LastQuote" } @@ -23337,12 +25583,28 @@ "type": "string" } }, + "required": [ + "last_updated", + "timeframe", + "ticker", + "price", + "change_to_break_even" + ], "type": "object", "x-polygon-go-type": { "name": "UnderlyingAsset" } } }, + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "implied_volatility", + "open_interest" + ], "type": "object", "x-polygon-go-type": { "name": "OptionSnapshotResult" @@ -23355,6 +25617,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } } @@ -23387,7 +25653,7 @@ "x-polygon-paginate": { "limit": { "default": 10, - "max": 1000 + "max": 250 }, "sort": { "default": "ticker", @@ -23398,8 +25664,7 @@ ] } } - }, - "x-polygon-draft": true + } }, "/v3/snapshot/options/{underlyingAsset}/{optionContract}": { "get": { @@ -24719,12 +26984,12 @@ } }, { - "description": "Limit the number of results returned, default is 1 and max is 100.", + "description": "Limit the number of results returned, default is 10 and max is 100.", "in": "query", "name": "limit", "schema": { - "default": 1, - "example": 1, + "default": 10, + "example": 10, "maximum": 100, "minimum": 1, "type": "integer" @@ -24749,128 +27014,294 @@ "200": { "content": { "application/json": { - "count": 1, "description": "FIXME", "example": { - "cik": "0000789019", - "company_name": "MICROSOFT CORPORATION", - "end_date": "2020-12-31", - "financials": { - "balance_sheet": { - "assets": { - "label": "Assets", - "order": 100, - "unit": "USD", - "value": 304137000000, - "xpath": "//*[local-name()='Assets' and @id='F_000165']" - }, - "equity": { - "formula": "BS-Impute-07", - "label": "Equity", - "order": 1400, - "unit": "USD", - "value": 130236000000 - }, - "liabilities": { - "label": "Liabilities", - "order": 600, - "unit": "USD", - "value": 173901000000, - "xpath": "//*[local-name()='Liabilities' and @id='F_000193']" - } - }, - "cash_flow_statement": { - "exchange_gains_losses": { - "label": "Exchange Gains/Losses", - "order": 1000, - "unit": "USD", - "value": 14000000, - "xpath": "//*[local-name()='EffectOfExchangeRateOnCashAndCashEquivalents' and @id='F_000327']" - }, - "net_cash_flow": { - "formula": "CF-Impute-20", - "label": "Net Cash Flow", - "order": 1100, - "unit": "USD", - "value": -2773000000 - }, - "net_cash_flow_from_financing_activities": { - "label": "Net Cash Flow From Financing Activities", - "order": 700, - "unit": "USD", - "value": -13634000000, - "xpath": "//*[local-name()='NetCashProvidedByUsedInFinancingActivities' and @id='F_000295']" - } - }, - "comprehensive_income": { - "comprehensive_income_loss": { - "formula": "CI-Impute-04", - "label": "Comprehensive Income/Loss", - "order": 100, - "unit": "USD", - "value": 15720000000 - }, - "comprehensive_income_loss_attributable_to_parent": { - "label": "Comprehensive Income/Loss Attributable To Parent", - "order": 300, - "unit": "USD", - "value": 15720000000, - "xpath": "//*[local-name()='ComprehensiveIncomeNetOfTax' and @id='F_000135']" - }, - "other_comprehensive_income_loss": { - "formula": "CI-Impute-07", - "label": "Other Comprehensive Income/Loss", - "order": 400, - "unit": "USD", - "value": 15720000000 - } - }, - "income_statement": { - "basic_earnings_per_share": { - "label": "Basic Earnings Per Share", - "order": 4200, - "unit": "USD / shares", - "value": 2.05, - "xpath": "//*[local-name()='EarningsPerShareBasic' and @id='F_000099']" - }, - "cost_of_revenue": { - "label": "Cost Of Revenue", - "order": 300, - "unit": "USD", - "value": 14194000000, - "xpath": "//*[local-name()='CostOfGoodsAndServicesSold' and @id='F_000059']" - }, - "gross_profit": { - "label": "Gross Profit", - "order": 800, - "unit": "USD", - "value": 28882000000, - "xpath": "//*[local-name()='GrossProfit' and @id='F_000063']" - }, - "operating_expenses": { - "formula": "IS-Impute-22", - "label": "Operating Expenses", - "order": 1000, - "unit": "USD", - "value": 10985000000 + "count": 1, + "next_url": "https://api.polygon.io/vX/reference/financials?", + "request_id": "55eb92ed43b25568ab0cce159830ea34", + "results": [ + { + "cik": "0001650729", + "company_name": "SiteOne Landscape Supply, Inc.", + "end_date": "2022-04-03", + "filing_date": "2022-05-04", + "financials": { + "balance_sheet": { + "assets": { + "label": "Assets", + "order": 100, + "unit": "USD", + "value": 2407400000 + }, + "current_assets": { + "label": "Current Assets", + "order": 200, + "unit": "USD", + "value": 1385900000 + }, + "current_liabilities": { + "label": "Current Liabilities", + "order": 700, + "unit": "USD", + "value": 597500000 + }, + "equity": { + "label": "Equity", + "order": 1400, + "unit": "USD", + "value": 1099200000 + }, + "equity_attributable_to_noncontrolling_interest": { + "label": "Equity Attributable To Noncontrolling Interest", + "order": 1500, + "unit": "USD", + "value": 0 + }, + "equity_attributable_to_parent": { + "label": "Equity Attributable To Parent", + "order": 1600, + "unit": "USD", + "value": 1099200000 + }, + "liabilities": { + "label": "Liabilities", + "order": 600, + "unit": "USD", + "value": 1308200000 + }, + "liabilities_and_equity": { + "label": "Liabilities And Equity", + "order": 1900, + "unit": "USD", + "value": 2407400000 + }, + "noncurrent_assets": { + "label": "Noncurrent Assets", + "order": 300, + "unit": "USD", + "value": 1021500000 + }, + "noncurrent_liabilities": { + "label": "Noncurrent Liabilities", + "order": 800, + "unit": "USD", + "value": 710700000 + } + }, + "cash_flow_statement": { + "exchange_gains_losses": { + "label": "Exchange Gains/Losses", + "order": 1000, + "unit": "USD", + "value": 100000 + }, + "net_cash_flow": { + "label": "Net Cash Flow", + "order": 1100, + "unit": "USD", + "value": -8600000 + }, + "net_cash_flow_continuing": { + "label": "Net Cash Flow, Continuing", + "order": 1200, + "unit": "USD", + "value": -8700000 + }, + "net_cash_flow_from_financing_activities": { + "label": "Net Cash Flow From Financing Activities", + "order": 700, + "unit": "USD", + "value": 150600000 + }, + "net_cash_flow_from_financing_activities_continuing": { + "label": "Net Cash Flow From Financing Activities, Continuing", + "order": 800, + "unit": "USD", + "value": 150600000 + }, + "net_cash_flow_from_investing_activities": { + "label": "Net Cash Flow From Investing Activities", + "order": 400, + "unit": "USD", + "value": -41000000 + }, + "net_cash_flow_from_investing_activities_continuing": { + "label": "Net Cash Flow From Investing Activities, Continuing", + "order": 500, + "unit": "USD", + "value": -41000000 + }, + "net_cash_flow_from_operating_activities": { + "label": "Net Cash Flow From Operating Activities", + "order": 100, + "unit": "USD", + "value": -118300000 + }, + "net_cash_flow_from_operating_activities_continuing": { + "label": "Net Cash Flow From Operating Activities, Continuing", + "order": 200, + "unit": "USD", + "value": -118300000 + } + }, + "comprehensive_income": { + "comprehensive_income_loss": { + "label": "Comprehensive Income/Loss", + "order": 100, + "unit": "USD", + "value": 40500000 + }, + "comprehensive_income_loss_attributable_to_noncontrolling_interest": { + "label": "Comprehensive Income/Loss Attributable To Noncontrolling Interest", + "order": 200, + "unit": "USD", + "value": 0 + }, + "comprehensive_income_loss_attributable_to_parent": { + "label": "Comprehensive Income/Loss Attributable To Parent", + "order": 300, + "unit": "USD", + "value": 40500000 + }, + "other_comprehensive_income_loss": { + "label": "Other Comprehensive Income/Loss", + "order": 400, + "unit": "USD", + "value": 40500000 + }, + "other_comprehensive_income_loss_attributable_to_parent": { + "label": "Other Comprehensive Income/Loss Attributable To Parent", + "order": 600, + "unit": "USD", + "value": 8200000 + } + }, + "income_statement": { + "basic_earnings_per_share": { + "label": "Basic Earnings Per Share", + "order": 4200, + "unit": "USD / shares", + "value": 0.72 + }, + "benefits_costs_expenses": { + "label": "Benefits Costs and Expenses", + "order": 200, + "unit": "USD", + "value": 768400000 + }, + "cost_of_revenue": { + "label": "Cost Of Revenue", + "order": 300, + "unit": "USD", + "value": 536100000 + }, + "costs_and_expenses": { + "label": "Costs And Expenses", + "order": 600, + "unit": "USD", + "value": 768400000 + }, + "diluted_earnings_per_share": { + "label": "Diluted Earnings Per Share", + "order": 4300, + "unit": "USD / shares", + "value": 0.7 + }, + "gross_profit": { + "label": "Gross Profit", + "order": 800, + "unit": "USD", + "value": 269200000 + }, + "income_loss_from_continuing_operations_after_tax": { + "label": "Income/Loss From Continuing Operations After Tax", + "order": 1400, + "unit": "USD", + "value": 32300000 + }, + "income_loss_from_continuing_operations_before_tax": { + "label": "Income/Loss From Continuing Operations Before Tax", + "order": 1500, + "unit": "USD", + "value": 36900000 + }, + "income_tax_expense_benefit": { + "label": "Income Tax Expense/Benefit", + "order": 2200, + "unit": "USD", + "value": 4600000 + }, + "interest_expense_operating": { + "label": "Interest Expense, Operating", + "order": 2700, + "unit": "USD", + "value": 4300000 + }, + "net_income_loss": { + "label": "Net Income/Loss", + "order": 3200, + "unit": "USD", + "value": 32300000 + }, + "net_income_loss_attributable_to_noncontrolling_interest": { + "label": "Net Income/Loss Attributable To Noncontrolling Interest", + "order": 3300, + "unit": "USD", + "value": 0 + }, + "net_income_loss_attributable_to_parent": { + "label": "Net Income/Loss Attributable To Parent", + "order": 3500, + "unit": "USD", + "value": 32300000 + }, + "net_income_loss_available_to_common_stockholders_basic": { + "label": "Net Income/Loss Available To Common Stockholders, Basic", + "order": 3700, + "unit": "USD", + "value": 32300000 + }, + "operating_expenses": { + "label": "Operating Expenses", + "order": 1000, + "unit": "USD", + "value": 228000000 + }, + "operating_income_loss": { + "label": "Operating Income/Loss", + "order": 1100, + "unit": "USD", + "value": 41200000 + }, + "participating_securities_distributed_and_undistributed_earnings_loss_basic": { + "label": "Participating Securities, Distributed And Undistributed Earnings/Loss, Basic", + "order": 3800, + "unit": "USD", + "value": 0 + }, + "preferred_stock_dividends_and_other_adjustments": { + "label": "Preferred Stock Dividends And Other Adjustments", + "order": 3900, + "unit": "USD", + "value": 0 + }, + "revenues": { + "label": "Revenues", + "order": 100, + "unit": "USD", + "value": 805300000 + } + } }, - "revenues": { - "label": "Revenues", - "order": 100, - "unit": "USD", - "value": 43076000000, - "xpath": "//*[local-name()='RevenueFromContractWithCustomerExcludingAssessedTax' and @id='F_000047']" - } + "fiscal_period": "Q1", + "fiscal_year": "2022", + "source_filing_file_url": "https://api.polygon.io/v1/reference/sec/filings/0001650729-22-000010/files/site-20220403_htm.xml", + "source_filing_url": "https://api.polygon.io/v1/reference/sec/filings/0001650729-22-000010", + "start_date": "2022-01-03" } - }, - "fiscal_period": "Q2", - "fiscal_year": "2021", - "source_filing_file_url": "https:/api.polygon.io/v1/reference/sec/filings/0001564590-21-002316/files/0001564590-21-002316:12:msft-10q_20201231_htm.xml", - "source_filing_url": "https://api.polygon.io/v1/reference/sec/filings/0001564590-21-002316", - "start_date": "2020-10-01" + ], + "status": "OK" }, - "next_url": "https:/api.polygon.io/vX/reference/financials?", - "request_id": "28173f20a0751f3479afd9e2cc9246ea", "schema": { "properties": { "count": { @@ -24888,6 +27319,9 @@ "results": { "items": { "properties": { + "acceptance_datetime": { + "description": "The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format." + }, "cik": { "description": "The CIK number for the company.", "type": "string" @@ -24958,46 +27392,605 @@ "type": "object" } }, - "type": "object" - }, - "fiscal_period": { - "description": "Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY).", - "type": "string" - }, - "fiscal_year": { - "description": "Fiscal year of the report according to the company.", - "type": "string" - }, - "source_filing_file_url": { - "description": "The URL of the specific XBRL instance document within the SEC filing that these financials were derived from." - }, - "source_filing_url": { - "description": "The URL of the SEC filing that these financials were derived from.", - "type": "string" + "type": "object" + }, + "fiscal_period": { + "description": "Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY).", + "type": "string" + }, + "fiscal_year": { + "description": "Fiscal year of the report according to the company.", + "type": "string" + }, + "source_filing_file_url": { + "description": "The URL of the specific XBRL instance document within the SEC filing that these financials were derived from." + }, + "source_filing_url": { + "description": "The URL of the SEC filing that these financials were derived from.", + "type": "string" + }, + "start_date": { + "description": "The start date of the period that these financials cover in YYYYMMDD format.", + "type": "string" + } + }, + "required": [ + "reporting_period", + "cik", + "company_name", + "financials", + "fiscal_period", + "fiscal_year", + "filing_type", + "source_filing_url", + "source_filing_file_url" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ResolvedFinancials", + "path": "github.com/polygon-io/go-app-api-financials/extract" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + } + }, + "description": "FIXME" + } + }, + "summary": "Stock Financials vX", + "tags": [ + "reference:stocks" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {}, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 100 + }, + "sort": { + "default": "period_of_report_date", + "enum": [ + "filing_date", + "period_of_report_date" + ] + } + } + } + }, + "/vX/reference/tickers/{id}/events": { + "get": { + "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", + "operationId": "GetEvents", + "parameters": [ + { + "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", + "example": "META", + "in": "path", + "name": "id", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", + "in": "query", + "name": "types", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": { + "events": [ + { + "date": "2022-06-09", + "ticker_change": { + "ticker": "META" + }, + "type": "ticker_change" + }, + { + "date": "2012-05-18", + "ticker_change": { + "ticker": "FB" + }, + "type": "ticker_change" + } + ], + "name": "Meta Platforms, Inc. Class A Common Stock" + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "events": { + "items": { + "oneOf": [ + { + "properties": { + "date": { + "description": "The date the event took place", + "format": "date", + "type": "string" + }, + "event_type": { + "description": "The type of historical event for the asset", + "type": "string" + }, + "ticker_change": { + "properties": { + "ticker": { + "type": "string" + } + }, + "type": "object" + } + }, + "required": [ + "event_type", + "date" + ], + "type": "object" + } + ] + }, + "type": "array" + }, + "name": { + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EventsResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Ticker Events." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Ticker Events", + "tags": [ + "reference:tickers:get" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {} + } + }, + "/vX/snapshot/options/{underlyingAsset}/{optionContract}": { + "get": { + "description": "Get the snapshot of an option contract for a stock equity.", + "operationId": "OptionContract", + "parameters": [ + { + "description": "The underlying ticker symbol of the option contract.", + "example": "AAPL", + "in": "path", + "name": "underlyingAsset", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The option contract identifier.", + "example": "O:AAPL230616C00150000", + "in": "path", + "name": "optionContract", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "d9ff18dac69f55c218f69e4753706acd", + "results": { + "break_even_price": 171.075, + "day": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "high": 22.49, + "last_updated": 1636520400000000000, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37, + "vwap": 21.6741 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2023-06-16", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "O:AAPL230616C00150000" + }, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_size": 110, + "bid": 20.9, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "open_interest": 8921, + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "type": "string" + }, + "results": { + "properties": { + "break_even_price": { + "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the contract of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "low": { + "description": "The lowest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the contract of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" + } + }, + "required": [ + "last_updated", + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Day" + } + }, + "details": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" + } + }, + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Details" + } + }, + "greeks": { + "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "last_updated", + "timeframe", + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" + } + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } }, - "start_date": { - "description": "The start date of the period that these financials cover in YYYYMMDD format.", - "type": "string" + "required": [ + "last_updated", + "timeframe", + "ticker", + "price", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" } - }, - "required": [ - "reporting_period", - "cik", - "company_name", - "financials", - "fiscal_period", - "fiscal_year", - "filing_type", - "source_filing_url", - "source_filing_file_url" - ], - "type": "object", - "x-polygon-go-type": { - "name": "ResolvedFinancials", - "path": "github.com/polygon-io/go-app-api-financials/extract" } }, - "type": "array" + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "implied_volatility", + "open_interest" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" + } }, "status": { "description": "The status of this request's response.", @@ -25006,168 +27999,45 @@ }, "required": [ "status", - "request_id", - "count", - "results" + "request_id" ], "type": "object" - }, - "status": "OK" + } + }, + "text/csv": { + "schema": { + "example": "break_even_price,day_close,day_high,day_last_updated,day_low,day_open,day_previous_close,day_volume,day_vwap,day_change,day_change_percent,details_contract_type,details_exercise_style,details_expiration_date,details_shares_per_contract,details_strike_price,details_ticker,greeks_delta,greeks_gamma,greeks_theta,greeks_vega,implied_volatility,last_quote_ask,last_quote_ask_size,last_quote_bid,last_quote_bid_size,last_quote_last_updated,last_quote_midpoint,last_quote_timeframe,open_interest,underlying_asset_change_to_break_even,underlying_asset_last_updated,underlying_asset_price,underlying_asset_ticker,underlying_asset_timeframe\n0,171.075,21.4,22.49,1636520400000000000,21.35,22.49,22.45,37,21.6741,-1.05,-4.67,call,american,2023-06-16,100,150,O:AAPL230616C00150000,0.5520187372272933,0.00706756515659829,-0.018532772783847958,0.7274811132998142,0.3048997097864957,21.25,110,20.9,172,1636573458756383500,21.075,REAL-TIME,8921,23.123999999999995,1636573459862384600,147.951,AAPL,REAL-TIME\n", + "type": "string" + } } }, - "description": "FIXME" + "description": "Snapshot of the option contract." } }, - "summary": "Stock Financials vX", + "summary": "Option Contract", "tags": [ - "reference:stocks" + "options:snapshot" ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - }, - "x-polygon-experimental": {}, - "x-polygon-paginate": { - "limit": { - "default": 1, - "max": 100 - }, - "sort": { - "default": "period_of_report_date", - "enum": [ - "filing_date", - "period_of_report_date" - ] - } - } - } - }, - "/vX/reference/tickers/{id}/events": { - "get": { - "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", - "operationId": "GetEvents", - "parameters": [ + "x-polygon-entitlement-allowed-timeframes": [ { - "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", - "example": "META", - "in": "path", - "name": "id", - "required": true, - "schema": { - "type": "string" - } + "description": "Real Time Data", + "name": "realtime" }, { - "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", - "in": "query", - "name": "types", - "schema": { - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", - "results": { - "events": [ - { - "date": "2022-06-09", - "ticker_change": { - "ticker": "META" - }, - "type": "ticker_change" - }, - { - "date": "2012-05-18", - "ticker_change": { - "ticker": "FB" - }, - "type": "ticker_change" - } - ], - "name": "Meta Platforms, Inc. Class A Common Stock" - }, - "status": "OK" - }, - "schema": { - "properties": { - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "properties": { - "events": { - "items": { - "oneOf": [ - { - "properties": { - "date": { - "description": "The date the event took place", - "format": "date", - "type": "string" - }, - "event_type": { - "description": "The type of historical event for the asset", - "type": "string" - }, - "ticker_change": { - "properties": { - "ticker": { - "type": "string" - } - }, - "type": "object" - } - }, - "required": [ - "event_type", - "date" - ], - "type": "object" - } - ] - }, - "type": "array" - }, - "name": { - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "EventsResults" - } - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "type": "object" - } - } - }, - "description": "Ticker Events." - }, - "401": { - "description": "Unauthorized - Check our API Key and account status" + "description": "15 minute delayed data", + "name": "delayed" } - }, - "summary": "Ticker Events", - "tags": [ - "reference:tickers:get" ], "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" + "description": "Aggregate data", + "name": "aggregates" }, - "x-polygon-experimental": {} - } + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-draft": true } }, "security": [ @@ -25263,10 +28133,17 @@ "crypto": { "market": [ { + "launchpad": "shared", "paths": [ "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}" ] }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, { "paths": [ "/v2/aggs/grouped/locale/global/market/crypto/{date}" @@ -25347,10 +28224,17 @@ "fx": { "market": [ { + "launchpad": "shared", "paths": [ "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}" ] }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, { "paths": [ "/v2/aggs/grouped/locale/global/market/fx/{date}" @@ -25430,10 +28314,17 @@ "options": { "market": [ { + "launchpad": "shared", "paths": [ "/v2/aggs/ticker/{optionsTicker}/range/{multiplier}/{timespan}/{from}/{to}" ] }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, { "paths": [ "/v1/open-close/{optionsTicker}/{date}" @@ -25537,10 +28428,17 @@ "stocks": { "market": [ { + "launchpad": "shared", "paths": [ "/v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{from}/{to}" ] }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, { "paths": [ "/v2/aggs/grouped/locale/us/market/stocks/{date}" diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index 36af52d2..a7c13a2f 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -54,7 +54,7 @@ def list_stock_financials( :param period_of_report_date_gte: period_of_report_date greater than or equal to. :param timeframe: Query by timeframe. :param include_sources: Whether or not to include the xpath and formula attributes for each financial data point. - :param limit: Limit the number of results returned per-page, default is 1 and max is 100. + :param limit: Limit the number of results returned per-page, default is 10 and max is 100. :param sort: Sort field used for ordering. :param order: Order results based on the sort field. :param params: Any additional query params From 72b1a9e9d38272daa32c5a281c9515b92adb8658 Mon Sep 17 00:00:00 2001 From: Vera Harless <53271741+morningvera@users.noreply.github.com> Date: Mon, 30 Jan 2023 10:39:01 -0500 Subject: [PATCH 024/313] implement list aggs (#369) --- polygon/rest/aggs.py | 47 ++++++++++++++++++- .../range/1/day/2005-04-02/2005-04-04.json | 31 ++++++++++++ test_rest/test_aggs.py | 28 +++++++++++ 3 files changed, 105 insertions(+), 1 deletion(-) create mode 100644 test_rest/mocks/v2/aggs/ticker/AAPL/range/1/day/2005-04-02/2005-04-04.json diff --git a/polygon/rest/aggs.py b/polygon/rest/aggs.py index 4c92a990..71d05d18 100644 --- a/polygon/rest/aggs.py +++ b/polygon/rest/aggs.py @@ -1,5 +1,5 @@ from .base import BaseClient -from typing import Optional, Any, Dict, List, Union +from typing import Optional, Any, Dict, List, Union, Iterator from .models import Agg, GroupedDailyAgg, DailyOpenCloseAgg, PreviousCloseAgg, Sort from urllib3 import HTTPResponse from datetime import datetime, date @@ -8,6 +8,51 @@ class AggsClient(BaseClient): + def list_aggs( + self, + ticker: str, + multiplier: int, + timespan: str, + # "from" is a keyword in python https://www.w3schools.com/python/python_ref_keywords.asp + from_: Union[str, int, datetime, date], + to: Union[str, int, datetime, date], + adjusted: Optional[bool] = None, + sort: Optional[Union[str, Sort]] = None, + limit: Optional[int] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[Agg], HTTPResponse]: + """ + List aggregate bars for a ticker over a given date range in custom time window sizes. + + :param ticker: The ticker symbol. + :param multiplier: The size of the timespan multiplier. + :param timespan: The size of the time window. + :param from_: The start of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime. + :param to: The end of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime. + :param adjusted: Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits. + :param sort: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window. + :param limit: Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements. + :param params: Any additional query params + :param raw: Return raw object instead of results object + :return: Iterator of aggregates + """ + if isinstance(from_, datetime): + from_ = int(from_.timestamp() * self.time_mult("millis")) + + if isinstance(to, datetime): + to = int(to.timestamp() * self.time_mult("millis")) + url = f"/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_}/{to}" + + return self._paginate( + path=url, + params=self._get_params(self.list_aggs, locals()), + raw=raw, + deserializer=Agg.from_dict, + options=options, + ) + def get_aggs( self, ticker: str, diff --git a/test_rest/mocks/v2/aggs/ticker/AAPL/range/1/day/2005-04-02/2005-04-04.json b/test_rest/mocks/v2/aggs/ticker/AAPL/range/1/day/2005-04-02/2005-04-04.json new file mode 100644 index 00000000..82c09f8b --- /dev/null +++ b/test_rest/mocks/v2/aggs/ticker/AAPL/range/1/day/2005-04-02/2005-04-04.json @@ -0,0 +1,31 @@ +{ + "ticker": "AAPL", + "queryCount": 2, + "resultsCount": 2, + "adjusted": true, + "results": [ + { + "v": 642646396.0, + "vw": 1.469, + "o": 1.5032, + "c": 1.4604, + "h": 1.5064, + "l": 1.4489, + "t": 1112331600000, + "n": 82132 + }, + { + "v": 578172308.0, + "vw": 1.4589, + "o": 1.4639, + "c": 1.4675, + "h": 1.4754, + "l": 1.4343, + "t": 1112587200000, + "n": 65543 + } + ], + "status": "OK", + "request_id": "12afda77aab3b1936c5fb6ef4241ae42", + "count": 2 +} \ No newline at end of file diff --git a/test_rest/test_aggs.py b/test_rest/test_aggs.py index 08706c53..a589fe33 100644 --- a/test_rest/test_aggs.py +++ b/test_rest/test_aggs.py @@ -8,6 +8,34 @@ class AggsTest(BaseTest): + def test_list_aggs(self): + aggs = [ + a for a in self.c.list_aggs("AAPL", 1, "day", "2005-04-02", "2005-04-04") + ] + expected = [ + Agg( + open=1.5032, + high=1.5064, + low=1.4489, + close=1.4604, + volume=642646396.0, + vwap=1.469, + timestamp=1112331600000, + transactions=82132, + ), + Agg( + open=1.4639, + high=1.4754, + low=1.4343, + close=1.4675, + volume=578172308.0, + vwap=1.4589, + timestamp=1112587200000, + transactions=65543, + ), + ] + self.assertEqual(aggs, expected) + def test_get_aggs(self): aggs = self.c.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04") expected = [ From e1ae81486bcdd6b74729fa116ad264a96cf4230a Mon Sep 17 00:00:00 2001 From: Anthony Johnson <114414459+antdjohns@users.noreply.github.com> Date: Wed, 1 Feb 2023 06:37:47 -0800 Subject: [PATCH 025/313] added ticker_suffix to TickerDetails model class (#371) --- polygon/rest/models/tickers.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 448bfd11..595c3a97 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -85,6 +85,7 @@ class TickerDetails: delisted_utc: Optional[str] = None description: Optional[str] = None ticker_root: Optional[str] = None + ticker_suffix: Optional[str] = None homepage_url: Optional[str] = None list_date: Optional[str] = None locale: Optional[str] = None @@ -119,6 +120,7 @@ def from_dict(d): delisted_utc=d.get("delisted_utc", None), description=d.get("description", None), ticker_root=d.get("ticker_root", None), + ticker_suffix=d.get("ticker_suffix", None), homepage_url=d.get("homepage_url", None), list_date=d.get("list_date", None), locale=d.get("locale", None), From 4d8ab1c45da67a036e1460b1a25cb5158598a846 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 13 Feb 2023 07:55:04 -0800 Subject: [PATCH 026/313] Add stocks demo scripts (#377) * added demo scripts --- examples/rest/stocks-aggregates_bars.py | 27 ++++++ examples/rest/stocks-aggregates_bars_extra.py | 78 ++++++++++++++++++ examples/rest/stocks-conditions.py | 13 +++ examples/rest/stocks-daily_open_close.py | 16 ++++ examples/rest/stocks-dividends.py | 13 +++ examples/rest/stocks-exchanges.py | 27 ++++++ examples/rest/stocks-grouped_daily_bars.py | 20 +++++ examples/rest/stocks-last_quote.py | 14 ++++ examples/rest/stocks-last_trade.py | 14 ++++ examples/rest/stocks-market_holidays.py | 22 +++++ examples/rest/stocks-market_status.py | 11 +++ examples/rest/stocks-previous_close.py | 14 ++++ examples/rest/stocks-quotes.py | 21 +++++ examples/rest/stocks-snapshots_all.py | 49 +++++++++++ .../rest/stocks-snapshots_gainers_losers.py | 43 ++++++++++ examples/rest/stocks-snapshots_ticker.py | 11 +++ examples/rest/stocks-stock_financials.py | 13 +++ examples/rest/stocks-stock_splits.py | 13 +++ .../rest/stocks-technical_indicators_ema.py | 11 +++ .../rest/stocks-technical_indicators_macd.py | 11 +++ .../rest/stocks-technical_indicators_rsi.py | 11 +++ .../rest/stocks-technical_indicators_sma.py | 11 +++ examples/rest/stocks-ticker_details.py | 11 +++ examples/rest/stocks-ticker_events.py | 11 +++ examples/rest/stocks-ticker_news.py | 28 +++++++ examples/rest/stocks-ticker_types.py | 11 +++ examples/rest/stocks-tickers.py | 13 +++ examples/rest/stocks-trades.py | 21 +++++ examples/rest/stocks-trades_extra.py | 30 +++++++ examples/websocket/stocks-ws.py | 30 +++++++ examples/websocket/stocks-ws_extra.py | 82 +++++++++++++++++++ 31 files changed, 700 insertions(+) create mode 100644 examples/rest/stocks-aggregates_bars.py create mode 100644 examples/rest/stocks-aggregates_bars_extra.py create mode 100644 examples/rest/stocks-conditions.py create mode 100644 examples/rest/stocks-daily_open_close.py create mode 100644 examples/rest/stocks-dividends.py create mode 100644 examples/rest/stocks-exchanges.py create mode 100644 examples/rest/stocks-grouped_daily_bars.py create mode 100644 examples/rest/stocks-last_quote.py create mode 100644 examples/rest/stocks-last_trade.py create mode 100644 examples/rest/stocks-market_holidays.py create mode 100644 examples/rest/stocks-market_status.py create mode 100644 examples/rest/stocks-previous_close.py create mode 100644 examples/rest/stocks-quotes.py create mode 100644 examples/rest/stocks-snapshots_all.py create mode 100644 examples/rest/stocks-snapshots_gainers_losers.py create mode 100644 examples/rest/stocks-snapshots_ticker.py create mode 100644 examples/rest/stocks-stock_financials.py create mode 100644 examples/rest/stocks-stock_splits.py create mode 100644 examples/rest/stocks-technical_indicators_ema.py create mode 100644 examples/rest/stocks-technical_indicators_macd.py create mode 100644 examples/rest/stocks-technical_indicators_rsi.py create mode 100644 examples/rest/stocks-technical_indicators_sma.py create mode 100644 examples/rest/stocks-ticker_details.py create mode 100644 examples/rest/stocks-ticker_events.py create mode 100644 examples/rest/stocks-ticker_news.py create mode 100644 examples/rest/stocks-ticker_types.py create mode 100644 examples/rest/stocks-tickers.py create mode 100644 examples/rest/stocks-trades.py create mode 100644 examples/rest/stocks-trades_extra.py create mode 100644 examples/websocket/stocks-ws.py create mode 100644 examples/websocket/stocks-ws_extra.py diff --git a/examples/rest/stocks-aggregates_bars.py b/examples/rest/stocks-aggregates_bars.py new file mode 100644 index 00000000..9fb2625b --- /dev/null +++ b/examples/rest/stocks-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "AAPL", + 1, + "day", + "2023-01-30", + "2023-02-03", +) + +print(aggs) diff --git a/examples/rest/stocks-aggregates_bars_extra.py b/examples/rest/stocks-aggregates_bars_extra.py new file mode 100644 index 00000000..5936fdb3 --- /dev/null +++ b/examples/rest/stocks-aggregates_bars_extra.py @@ -0,0 +1,78 @@ +# This code retrieves stock market data for a specific stock using the +# Polygon REST API and writes it to a CSV file. It uses the "polygon" +# library to communicate with the API and the "csv" library to write +# the data to a CSV file. The script retrieves data for the stock "AAPL" +# for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The +# resulting data includes the open, high, low, close, volume, vwap, +# timestamp, transactions, and otc values for each hour. The output is +# then printed to the console. +from polygon import RESTClient +from polygon.rest.models import ( + Agg, +) +import csv +import datetime +import io + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "AAPL", + 1, + "hour", + "2023-01-30", + "2023-02-03", +) + +print(aggs) + +# headers +headers = [ + "timestamp", + "open", + "high", + "low", + "close", + "volume", + "vwap", + "transactions", + "otc", +] + +# creating the csv string +csv_string = io.StringIO() +writer = csv.DictWriter(csv_string, fieldnames=headers) + +# writing headers +writer.writeheader() + +# writing data +for agg in aggs: + + # verify this is an agg + if isinstance(agg, Agg): + + # verify this is an int + if isinstance(agg.timestamp, int): + + writer.writerow( + { + "timestamp": datetime.datetime.fromtimestamp(agg.timestamp / 1000), + "open": agg.open, + "high": agg.high, + "low": agg.low, + "close": agg.close, + "volume": agg.volume, + "vwap": agg.vwap, + "transactions": agg.transactions, + "otc": agg.otc, + } + ) + +# printing the csv string +print(csv_string.getvalue()) diff --git a/examples/rest/stocks-conditions.py b/examples/rest/stocks-conditions.py new file mode 100644 index 00000000..1be9b483 --- /dev/null +++ b/examples/rest/stocks-conditions.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_conditions +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +conditions = [] +for c in client.list_conditions(limit=1000): + conditions.append(c) +print(conditions) diff --git a/examples/rest/stocks-daily_open_close.py b/examples/rest/stocks-daily_open_close.py new file mode 100644 index 00000000..65c96265 --- /dev/null +++ b/examples/rest/stocks-daily_open_close.py @@ -0,0 +1,16 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# make request +request = client.get_daily_open_close_agg( + "AAPL", + "2023-02-07", +) + +print(request) diff --git a/examples/rest/stocks-dividends.py b/examples/rest/stocks-dividends.py new file mode 100644 index 00000000..75cd795c --- /dev/null +++ b/examples/rest/stocks-dividends.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_dividends +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-dividends + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +dividends = [] +for d in client.list_dividends("MSFT", limit=1000): + dividends.append(d) +print(dividends) diff --git a/examples/rest/stocks-exchanges.py b/examples/rest/stocks-exchanges.py new file mode 100644 index 00000000..b65938e2 --- /dev/null +++ b/examples/rest/stocks-exchanges.py @@ -0,0 +1,27 @@ +from polygon import RESTClient +from polygon.rest.models import ( + Exchange, +) + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_exchanges +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +exchanges = client.get_exchanges() +print(exchanges) + +# loop over exchanges +for exchange in exchanges: + + # verify this is an exchange + if isinstance(exchange, Exchange): + + # print exchange info + print( + "{:<15}{} ({})".format( + exchange.asset_class, exchange.name, exchange.operating_mic + ) + ) diff --git a/examples/rest/stocks-grouped_daily_bars.py b/examples/rest/stocks-grouped_daily_bars.py new file mode 100644 index 00000000..8d9e92c5 --- /dev/null +++ b/examples/rest/stocks-grouped_daily_bars.py @@ -0,0 +1,20 @@ +from polygon import RESTClient +import pprint + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +grouped = client.get_grouped_daily_aggs( + "2023-02-07", +) + +# print(grouped) + +# pprint (short for "pretty-print") is a module that provides a more human- +# readable output format for data structures. +pp = pprint.PrettyPrinter(indent=2) +pp.pprint(grouped) diff --git a/examples/rest/stocks-last_quote.py b/examples/rest/stocks-last_quote.py new file mode 100644 index 00000000..15b83e55 --- /dev/null +++ b/examples/rest/stocks-last_quote.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +quote = client.get_last_quote( + "AAPL", +) + +print(quote) diff --git a/examples/rest/stocks-last_trade.py b/examples/rest/stocks-last_trade.py new file mode 100644 index 00000000..42278ba0 --- /dev/null +++ b/examples/rest/stocks-last_trade.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trade = client.get_last_trade( + "AAPL", +) + +print(trade) diff --git a/examples/rest/stocks-market_holidays.py b/examples/rest/stocks-market_holidays.py new file mode 100644 index 00000000..bd39bd67 --- /dev/null +++ b/examples/rest/stocks-market_holidays.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +from polygon.rest.models import ( + MarketHoliday, +) + +# docs +# https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +holidays = client.get_market_holidays() +# print(holidays) + +# print date, name, and exchange +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/stocks-market_status.py b/examples/rest/stocks-market_status.py new file mode 100644 index 00000000..bd4362b3 --- /dev/null +++ b/examples/rest/stocks-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +result = client.get_market_status() +print(result) diff --git a/examples/rest/stocks-previous_close.py b/examples/rest/stocks-previous_close.py new file mode 100644 index 00000000..9785ab2e --- /dev/null +++ b/examples/rest/stocks-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_previous_close_agg( + "AAPL", +) + +print(aggs) diff --git a/examples/rest/stocks-quotes.py b/examples/rest/stocks-quotes.py new file mode 100644 index 00000000..4d615dab --- /dev/null +++ b/examples/rest/stocks-quotes.py @@ -0,0 +1,21 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_quotes__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes + +# NBBO (National Best Bid and Offer) is a term used in the financial industry +# to describe the best bid and offer prices for a particular stock or security +# being traded on all the available stock exchanges in the United States. It +# provides information on the highest price a buyer is willing to pay (best +# bid) and the lowest price a seller is willing to accept (best offer) for a +# particular security. This information is used by traders to make informed +# investment decisions and execute trades at the best available price. + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +quotes = [] +for t in client.list_quotes("IBIO", "2023-02-01", limit=50000): + quotes.append(t) +print(quotes) diff --git a/examples/rest/stocks-snapshots_all.py b/examples/rest/stocks-snapshots_all.py new file mode 100644 index 00000000..4f6e0157 --- /dev/null +++ b/examples/rest/stocks-snapshots_all.py @@ -0,0 +1,49 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, + Agg, +) + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# tickers we are interested in +tickers = ["TSLA", "AAPL", "MSFT", "META"] + +# snapshot = client.get_snapshot_all("stocks") # all tickers +snapshot = client.get_snapshot_all("stocks", tickers) + +# print raw values +print(snapshot) + +# crunch some numbers +for item in snapshot: + + # verify this is an TickerSnapshot + if isinstance(item, TickerSnapshot): + + # verify this is an Agg + if isinstance(item.prev_day, Agg): + + # verify this is a float + if isinstance(item.prev_day.open, float) and isinstance( + item.prev_day.close, float + ): + + percent_change = ( + (item.prev_day.close - item.prev_day.open) + / item.prev_day.open + * 100 + ) + print( + "{:<15}{:<15}{:<15}{:.2f} %".format( + item.ticker, + item.prev_day.open, + item.prev_day.close, + percent_change, + ) + ) diff --git a/examples/rest/stocks-snapshots_gainers_losers.py b/examples/rest/stocks-snapshots_gainers_losers.py new file mode 100644 index 00000000..b0194bfa --- /dev/null +++ b/examples/rest/stocks-snapshots_gainers_losers.py @@ -0,0 +1,43 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, +) + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# get gainers +gainers = client.get_snapshot_direction("stocks", "gainers") +# print(gainers) + +# print ticker with % change +for gainer in gainers: + + # verify this is a TickerSnapshot + if isinstance(gainer, TickerSnapshot): + + # verify this is a float + if isinstance(gainer.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) + +print() + +# get losers +losers = client.get_snapshot_direction("stocks", "losers") +# print(losers) + +# print ticker with % change +for loser in losers: + + # verify this is a TickerSnapshot + if isinstance(loser, TickerSnapshot): + + # verify this is a float + if isinstance(loser.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/stocks-snapshots_ticker.py b/examples/rest/stocks-snapshots_ticker.py new file mode 100644 index 00000000..2b264338 --- /dev/null +++ b/examples/rest/stocks-snapshots_ticker.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ticker = client.get_snapshot_ticker("stocks", "AAPL") +print(ticker) diff --git a/examples/rest/stocks-stock_financials.py b/examples/rest/stocks-stock_financials.py new file mode 100644 index 00000000..dc356494 --- /dev/null +++ b/examples/rest/stocks-stock_financials.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_vx_reference_financials +# https://polygon-api-client.readthedocs.io/en/latest/vX.html#list-stock-financials + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +financials = [] +for f in client.vx.list_stock_financials("AAPL"): + financials.append(f) +print(financials) diff --git a/examples/rest/stocks-stock_splits.py b/examples/rest/stocks-stock_splits.py new file mode 100644 index 00000000..55980973 --- /dev/null +++ b/examples/rest/stocks-stock_splits.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_splits +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-splits + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +splits = [] +for s in client.list_splits("TSLA", limit=1000): + splits.append(s) +print(splits) diff --git a/examples/rest/stocks-technical_indicators_ema.py b/examples/rest/stocks-technical_indicators_ema.py new file mode 100644 index 00000000..0b87d48d --- /dev/null +++ b/examples/rest/stocks-technical_indicators_ema.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ema = client.get_ema("AAPL") +print(ema) diff --git a/examples/rest/stocks-technical_indicators_macd.py b/examples/rest/stocks-technical_indicators_macd.py new file mode 100644 index 00000000..45221926 --- /dev/null +++ b/examples/rest/stocks-technical_indicators_macd.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +macd = client.get_macd("AAPL") +print(macd) diff --git a/examples/rest/stocks-technical_indicators_rsi.py b/examples/rest/stocks-technical_indicators_rsi.py new file mode 100644 index 00000000..4fd62d29 --- /dev/null +++ b/examples/rest/stocks-technical_indicators_rsi.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rsi = client.get_rsi("AAPL") +print(rsi) diff --git a/examples/rest/stocks-technical_indicators_sma.py b/examples/rest/stocks-technical_indicators_sma.py new file mode 100644 index 00000000..bfc0796f --- /dev/null +++ b/examples/rest/stocks-technical_indicators_sma.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +sma = client.get_sma("AAPL") +print(sma) diff --git a/examples/rest/stocks-ticker_details.py b/examples/rest/stocks-ticker_details.py new file mode 100644 index 00000000..5f81b4bc --- /dev/null +++ b/examples/rest/stocks-ticker_details.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +details = client.get_ticker_details("AAPL") +print(details) diff --git a/examples/rest/stocks-ticker_events.py b/examples/rest/stocks-ticker_events.py new file mode 100644 index 00000000..09b13432 --- /dev/null +++ b/examples/rest/stocks-ticker_events.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/reference.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +events = client.get_ticker_events("META") +print(events) diff --git a/examples/rest/stocks-ticker_news.py b/examples/rest/stocks-ticker_news.py new file mode 100644 index 00000000..41e08653 --- /dev/null +++ b/examples/rest/stocks-ticker_news.py @@ -0,0 +1,28 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerNews, +) + +# docs +# https://polygon.io/docs/stocks/get_v2_reference_news +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +news = [] +for n in client.list_ticker_news("BBBY", order="desc", limit=1000): + news.append(n) + +# print(news) + +# print date + title +for index, item in enumerate(news): + + # verify this is an agg + if isinstance(item, TickerNews): + + print("{:<25}{:<15}".format(item.published_utc, item.title)) + + if index == 20: + break diff --git a/examples/rest/stocks-ticker_types.py b/examples/rest/stocks-ticker_types.py new file mode 100644 index 00000000..fa09338d --- /dev/null +++ b/examples/rest/stocks-ticker_types.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers_types +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +types = client.get_ticker_types() +print(types) diff --git a/examples/rest/stocks-tickers.py b/examples/rest/stocks-tickers.py new file mode 100644 index 00000000..bffd518e --- /dev/null +++ b/examples/rest/stocks-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +tickers = [] +for t in client.list_tickers(limit=1000): + tickers.append(t) +print(tickers) diff --git a/examples/rest/stocks-trades.py b/examples/rest/stocks-trades.py new file mode 100644 index 00000000..8f2f147b --- /dev/null +++ b/examples/rest/stocks-trades.py @@ -0,0 +1,21 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v3_trades__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# Trade data refers to the tick records of individual transactions that have +# taken place in a financial market, such as the price, size, and time of +# each trade. It provides a high-frequency, granular view of market activity, +# and is used by traders, investors, and researchers to gain insights into +# market behavior and inform their investment decisions. + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trades = [] +for t in client.list_trades("IBIO", "2023-02-01", limit=50000): + trades.append(t) + +# prints each trade that took place +print(trades) diff --git a/examples/rest/stocks-trades_extra.py b/examples/rest/stocks-trades_extra.py new file mode 100644 index 00000000..1015f22a --- /dev/null +++ b/examples/rest/stocks-trades_extra.py @@ -0,0 +1,30 @@ +# This code retrieves trade records and counts the amount of money that changes hands. +from polygon import RESTClient +from polygon.rest.models import ( + Trade, +) + +# docs +# https://polygon.io/docs/stocks/get_v3_trades__stockticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# used to track money across trades +money = float(0) + +# loop through and count price * volume +for t in client.list_trades("DIS", "2023-02-07", limit=50000): + + # verify this is an Trade + if isinstance(t, Trade): + + # verify these are float + if isinstance(t.price, float) and isinstance(t.size, float): + + money += t.price * t.size + +# format the number so it's human readable +formatted_number = "{:,.2f}".format(money) +print("Roughly " + formatted_number + " changed hands for DIS on 2023-02-07.") diff --git a/examples/websocket/stocks-ws.py b/examples/websocket/stocks-ws.py new file mode 100644 index 00000000..98064ece --- /dev/null +++ b/examples/websocket/stocks-ws.py @@ -0,0 +1,30 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List + +client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# aggregates +# client.subscribe("AM.*") # aggregates (per minute) +# client.subscribe("A.*") # aggregates (per second) + +# trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +# client.subscribe("Q.*") # all quotes +# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +# print messages +client.run(handle_msg) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py new file mode 100644 index 00000000..59883e6c --- /dev/null +++ b/examples/websocket/stocks-ws_extra.py @@ -0,0 +1,82 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from typing import List +from typing import Dict +import time +import threading + + +# docs +# https://polygon.io/docs/stocks/ws_stocks_am +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# + +# This program connects to the Polygon WebSocket API, authenticates the +# connection, and subscribes to receive trades. Every 5 seconds, it counts +# the number of trades per symbol and stores the results in a map. The +# program then prints the map, which gives a readout of the top stocks +# traded in the past 5 seconds. + +# aggregates +# client.subscribe("AM.*") # aggregates (per minute) +# client.subscribe("A.*") # aggregates (per second) + +# trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.TSLA", "T.UBER") # limited trades + +# quotes +# client.subscribe("Q.*") # all quotes +# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes + + +def run_websocket_client(): + # client = WebSocketClient("XXXXXX") # hardcoded api_key is used + client = WebSocketClient() # POLYGON_API_KEY environment variable is used + client.subscribe("T.*") # all trades + client.run(handle_msg) + + +string_map: Dict[str, int] +string_map = {} # + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + # print(m) + + # verify this is a string + if isinstance(m, str): + + if m.symbol in string_map: + string_map[m.symbol] += 1 + else: + string_map[m.symbol] = 1 + + +# print messages +# client.run(handle_msg) + + +def top_function(): + sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) + print("\033c", end="") # ANSI escape sequence to clear the screen + + for index, item in sorted_string_map[:10]: + print("{:<15}{:<15}".format(index, item)) + string_map.clear() # clear map for next loop + + +def run_function_periodically(): + while True: + top_function() + time.sleep(5) + + +thread1 = threading.Thread(target=run_function_periodically) +thread2 = threading.Thread(target=run_websocket_client) + +thread1.start() +thread2.start() + +thread1.join() +thread2.join() From 78359dd345b572802b60d5d044626e9a4f4873b0 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 20 Feb 2023 07:30:23 -0800 Subject: [PATCH 027/313] Updated getting started section (#385) Added link to blog that has the demo videos. --- README.md | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 49209d73..c707afb6 100644 --- a/README.md +++ b/README.md @@ -13,8 +13,9 @@ pip install polygon-api-client Requires Python >= 3.8. ## Getting started -See the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) -section in our docs or view the [examples](./examples) directory for additional examples. + +To get started, please see the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) section in our docs, view the [examples](./examples) directory for code snippets, or view the [blog post with videos](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) to learn more. + ## REST API Client Import the RESTClient. ```python From c23cf2d54c79035a24d4137ff18836f3ae6556dc Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 23 Feb 2023 12:50:43 -0800 Subject: [PATCH 028/313] Fix malformed query filter params (#389) --- polygon/rest/base.py | 14 ++++++-------- 1 file changed, 6 insertions(+), 8 deletions(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 3507ed02..3885db18 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -141,14 +141,12 @@ def _get_params( elif isinstance(val, datetime): val = int(val.timestamp() * self.time_mult(datetime_res)) if val is not None: - if ( - argname.endswith("_lt") - or argname.endswith("_lte") - or argname.endswith("_gt") - or argname.endswith("_gte") - or argname.endswith("_any_of") - ): - argname = ".".join(argname.split("_", 1)) + for ext in ["lt", "lte", "gt", "gte", "any_of"]: + if argname.endswith(f"_{ext}"): + # lop off ext, then rebuild argname with ext, + # using ., and not _ (removesuffix would work) + # but that is python 3.9+ + argname = argname[: -len(f"_{ext}")] + f".{ext}" if argname.endswith("any_of"): val = ",".join(val) params[argname] = val From 0ed7defdf1b18961be8629ee92e8a43f7ee358da Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 23 Feb 2023 14:33:33 -0800 Subject: [PATCH 029/313] Added options demo scripts (#390) --- examples/rest/options-aggregates_bars.py | 27 ++++++++++++++++ examples/rest/options-conditions.py | 13 ++++++++ examples/rest/options-contract.py | 13 ++++++++ examples/rest/options-contracts.py | 13 ++++++++ examples/rest/options-daily_open_close.py | 16 ++++++++++ examples/rest/options-exchanges.py | 27 ++++++++++++++++ examples/rest/options-last_trade.py | 14 ++++++++ examples/rest/options-market_holidays.py | 22 +++++++++++++ examples/rest/options-market_status.py | 11 +++++++ examples/rest/options-previous_close.py | 14 ++++++++ examples/rest/options-quotes.py | 13 ++++++++ .../rest/options-snapshots_option_contract.py | 13 ++++++++ .../rest/options-snapshots_options_chain.py | 13 ++++++++ .../rest/options-technical_indicators_ema.py | 14 ++++++++ .../rest/options-technical_indicators_macd.py | 19 +++++++++++ .../rest/options-technical_indicators_rsi.py | 14 ++++++++ .../rest/options-technical_indicators_sma.py | 14 ++++++++ examples/rest/options-ticker_details.py | 11 +++++++ examples/rest/options-ticker_news.py | 26 +++++++++++++++ examples/rest/options-tickers.py | 13 ++++++++ examples/rest/options-trades.py | 15 +++++++++ examples/websocket/options-ws.py | 32 +++++++++++++++++++ 22 files changed, 367 insertions(+) create mode 100644 examples/rest/options-aggregates_bars.py create mode 100644 examples/rest/options-conditions.py create mode 100644 examples/rest/options-contract.py create mode 100644 examples/rest/options-contracts.py create mode 100644 examples/rest/options-daily_open_close.py create mode 100644 examples/rest/options-exchanges.py create mode 100644 examples/rest/options-last_trade.py create mode 100644 examples/rest/options-market_holidays.py create mode 100644 examples/rest/options-market_status.py create mode 100644 examples/rest/options-previous_close.py create mode 100644 examples/rest/options-quotes.py create mode 100644 examples/rest/options-snapshots_option_contract.py create mode 100644 examples/rest/options-snapshots_options_chain.py create mode 100644 examples/rest/options-technical_indicators_ema.py create mode 100644 examples/rest/options-technical_indicators_macd.py create mode 100644 examples/rest/options-technical_indicators_rsi.py create mode 100644 examples/rest/options-technical_indicators_sma.py create mode 100644 examples/rest/options-ticker_details.py create mode 100644 examples/rest/options-ticker_news.py create mode 100644 examples/rest/options-tickers.py create mode 100644 examples/rest/options-trades.py create mode 100644 examples/websocket/options-ws.py diff --git a/examples/rest/options-aggregates_bars.py b/examples/rest/options-aggregates_bars.py new file mode 100644 index 00000000..943fae88 --- /dev/null +++ b/examples/rest/options-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "O:SPY251219C00650000", + 1, + "day", + "2023-01-30", + "2023-02-03", +) + +print(aggs) diff --git a/examples/rest/options-conditions.py b/examples/rest/options-conditions.py new file mode 100644 index 00000000..3d72e3e7 --- /dev/null +++ b/examples/rest/options-conditions.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_reference_conditions +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +conditions = [] +for c in client.list_conditions("options", limit=1000): + conditions.append(c) +print(conditions) diff --git a/examples/rest/options-contract.py b/examples/rest/options-contract.py new file mode 100644 index 00000000..f87c161e --- /dev/null +++ b/examples/rest/options-contract.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker +# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +contract = client.get_options_contract("O:EVRI240119C00002500") + +# print raw values +print(contract) diff --git a/examples/rest/options-contracts.py b/examples/rest/options-contracts.py new file mode 100644 index 00000000..34d7327b --- /dev/null +++ b/examples/rest/options-contracts.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_reference_options_contracts +# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html#list-options-contracts + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +contracts = [] +for c in client.list_options_contracts("HCP"): + contracts.append(c) +print(contracts) diff --git a/examples/rest/options-daily_open_close.py b/examples/rest/options-daily_open_close.py new file mode 100644 index 00000000..54a700ce --- /dev/null +++ b/examples/rest/options-daily_open_close.py @@ -0,0 +1,16 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_open-close__optionsticker___date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# make request +request = client.get_daily_open_close_agg( + "O:SPY251219C00650000", + "2023-02-22", +) + +print(request) diff --git a/examples/rest/options-exchanges.py b/examples/rest/options-exchanges.py new file mode 100644 index 00000000..a1affada --- /dev/null +++ b/examples/rest/options-exchanges.py @@ -0,0 +1,27 @@ +from polygon import RESTClient +from polygon.rest.models import ( + Exchange, +) + +# docs +# https://polygon.io/docs/options/get_v3_reference_exchanges +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +exchanges = client.get_exchanges("options") +print(exchanges) + +# loop over exchanges +for exchange in exchanges: + + # verify this is an exchange + if isinstance(exchange, Exchange): + + # print exchange info + print( + "{:<15}{} ({})".format( + exchange.asset_class, exchange.name, exchange.operating_mic + ) + ) diff --git a/examples/rest/options-last_trade.py b/examples/rest/options-last_trade.py new file mode 100644 index 00000000..bf3e7662 --- /dev/null +++ b/examples/rest/options-last_trade.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v2_last_trade__optionsticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trade = client.get_last_trade( + "O:TSLA210903C00700000", +) + +print(trade) diff --git a/examples/rest/options-market_holidays.py b/examples/rest/options-market_holidays.py new file mode 100644 index 00000000..d54b8758 --- /dev/null +++ b/examples/rest/options-market_holidays.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +from polygon.rest.models import ( + MarketHoliday, +) + +# docs +# https://polygon.io/docs/options/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +holidays = client.get_market_holidays() +# print(holidays) + +# print date, name, and exchange +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/options-market_status.py b/examples/rest/options-market_status.py new file mode 100644 index 00000000..fb8e5ccd --- /dev/null +++ b/examples/rest/options-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +result = client.get_market_status() +print(result) diff --git a/examples/rest/options-previous_close.py b/examples/rest/options-previous_close.py new file mode 100644 index 00000000..f7b9d06b --- /dev/null +++ b/examples/rest/options-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_previous_close_agg( + "O:SPY251219C00650000", +) + +print(aggs) diff --git a/examples/rest/options-quotes.py b/examples/rest/options-quotes.py new file mode 100644 index 00000000..71d2577a --- /dev/null +++ b/examples/rest/options-quotes.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_quotes__optionsticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +quotes = [] +for t in client.list_quotes("O:SPY241220P00720000", limit=50000): + quotes.append(t) +print(quotes) diff --git a/examples/rest/options-snapshots_option_contract.py b/examples/rest/options-snapshots_option_contract.py new file mode 100644 index 00000000..280e3315 --- /dev/null +++ b/examples/rest/options-snapshots_option_contract.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +snapshot = client.get_snapshot_option("AAPL", "O:AAPL230616C00150000") + +# print raw values +print(snapshot) diff --git a/examples/rest/options-snapshots_options_chain.py b/examples/rest/options-snapshots_options_chain.py new file mode 100644 index 00000000..85a69d02 --- /dev/null +++ b/examples/rest/options-snapshots_options_chain.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset +# ttps://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +options_chain = [] +for o in client.list_snapshot_options_chain("HCP"): + options_chain.append(o) +print(options_chain) diff --git a/examples/rest/options-technical_indicators_ema.py b/examples/rest/options-technical_indicators_ema.py new file mode 100644 index 00000000..ff04ff76 --- /dev/null +++ b/examples/rest/options-technical_indicators_ema.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_indicators_ema__optionsticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ema = client.get_ema( + ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close" +) + +print(ema) diff --git a/examples/rest/options-technical_indicators_macd.py b/examples/rest/options-technical_indicators_macd.py new file mode 100644 index 00000000..e7961c8f --- /dev/null +++ b/examples/rest/options-technical_indicators_macd.py @@ -0,0 +1,19 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_indicators_macd__optionsticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +macd = client.get_macd( + ticker="O:SPY241220P00720000", + timespan="day", + short_window=12, + long_window=26, + signal_window=9, + series_type="close", +) + +print(macd) diff --git a/examples/rest/options-technical_indicators_rsi.py b/examples/rest/options-technical_indicators_rsi.py new file mode 100644 index 00000000..4bf9ebde --- /dev/null +++ b/examples/rest/options-technical_indicators_rsi.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_indicators_rsi__optionsticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rsi = client.get_rsi( + ticker="O:SPY241220P00720000", timespan="day", window=14, series_type="close" +) + +print(rsi) diff --git a/examples/rest/options-technical_indicators_sma.py b/examples/rest/options-technical_indicators_sma.py new file mode 100644 index 00000000..ce6f3d0c --- /dev/null +++ b/examples/rest/options-technical_indicators_sma.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v1_indicators_sma__optionsticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +sma = client.get_sma( + ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close" +) + +print(sma) diff --git a/examples/rest/options-ticker_details.py b/examples/rest/options-ticker_details.py new file mode 100644 index 00000000..43d59156 --- /dev/null +++ b/examples/rest/options-ticker_details.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_reference_tickers__ticker +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +details = client.get_ticker_details("TSLA") +print(details) diff --git a/examples/rest/options-ticker_news.py b/examples/rest/options-ticker_news.py new file mode 100644 index 00000000..099ee264 --- /dev/null +++ b/examples/rest/options-ticker_news.py @@ -0,0 +1,26 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerNews, +) + +# docs +# https://polygon.io/docs/options/get_v2_reference_news +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +news = [] +for n in client.list_ticker_news("AAPL", order="desc", limit=1000): + news.append(n) + +# print date + title +for index, item in enumerate(news): + + # verify this is an agg + if isinstance(item, TickerNews): + + print("{:<25}{:<15}".format(item.published_utc, item.title)) + + if index == 20: + break diff --git a/examples/rest/options-tickers.py b/examples/rest/options-tickers.py new file mode 100644 index 00000000..d77ef641 --- /dev/null +++ b/examples/rest/options-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +tickers = [] +for t in client.list_tickers(limit=1000): + tickers.append(t) +print(tickers) diff --git a/examples/rest/options-trades.py b/examples/rest/options-trades.py new file mode 100644 index 00000000..210362d5 --- /dev/null +++ b/examples/rest/options-trades.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/options/get_v3_trades__optionsticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trades = [] +for t in client.list_trades("O:TSLA210903C00700000", limit=50000): + trades.append(t) + +# prints each trade that took place +print(trades) diff --git a/examples/websocket/options-ws.py b/examples/websocket/options-ws.py new file mode 100644 index 00000000..22fd12b1 --- /dev/null +++ b/examples/websocket/options-ws.py @@ -0,0 +1,32 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage, Market +from typing import List + +# docs +# https://polygon.io/docs/options/ws_getting-started +# https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html + +# client = WebSocketClient("XXXXXX") # hardcoded api_key is used +client = WebSocketClient( + market=Market.Options +) # POLYGON_API_KEY environment variable is used + +# aggregates +# client.subscribe("AM.*") # aggregates (per minute) +client.subscribe("A.*") # aggregates (per second) + +# trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.O:SPY241220P00720000", "T.O:SPY251219C00650000") # limited trades + +# quotes (1,000 option contracts per connection) +# client.subscribe("Q.O:SPY241220P00720000", "Q.O:SPY251219C00650000") # limited quotes + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +# print messages +client.run(handle_msg) From 7567479650925d699f305382c257fcd33f2efff9 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 1 Mar 2023 07:30:16 -0800 Subject: [PATCH 030/313] Fix for failing dependabot PRs (#395) --- .github/workflows/lint.yml | 2 +- .github/workflows/test.yml | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/lint.yml b/.github/workflows/lint.yml index 76bc9a45..f524111b 100644 --- a/.github/workflows/lint.yml +++ b/.github/workflows/lint.yml @@ -23,7 +23,7 @@ jobs: with: python-version: ${{ matrix.python-version }} - name: Setup Poetry - uses: abatilo/actions-poetry@v2.0.0 + uses: abatilo/actions-poetry@v2 - name: Install pypi deps run: poetry install - name: Style lint diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index baecc7a2..f87d2e29 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -27,7 +27,7 @@ jobs: with: python-version: ${{ matrix.python-version }} - name: Setup Poetry - uses: abatilo/actions-poetry@v2.0.0 + uses: abatilo/actions-poetry@v2 - name: Install pypi deps run: poetry install - name: Unit tests From 8ffd476140f000a5eaceb667a5e57280bf447455 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 1 Mar 2023 09:46:36 -0800 Subject: [PATCH 031/313] Bump orjson from 3.8.3 to 3.8.7 (#396) Bumps [orjson](https://github.com/ijl/orjson) from 3.8.3 to 3.8.7. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.8.3...3.8.7) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 724 ++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 363 insertions(+), 363 deletions(-) diff --git a/poetry.lock b/poetry.lock index 95f7e84b..c9d07737 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,3 +1,5 @@ +# This file is automatically @generated by Poetry and should not be changed by hand. + [[package]] name = "alabaster" version = "0.7.12" @@ -5,6 +7,10 @@ description = "A configurable sidebar-enabled Sphinx theme" category = "dev" optional = false python-versions = "*" +files = [ + {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, + {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, +] [[package]] name = "attrs" @@ -13,6 +19,10 @@ description = "Classes Without Boilerplate" category = "dev" optional = false python-versions = ">=3.5" +files = [ + {file = "attrs-22.1.0-py2.py3-none-any.whl", hash = "sha256:86efa402f67bf2df34f51a335487cf46b1ec130d02b8d39fd248abfd30da551c"}, + {file = "attrs-22.1.0.tar.gz", hash = "sha256:29adc2665447e5191d0e7c568fde78b21f9672d344281d0c6e1ab085429b22b6"}, +] [package.extras] dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] @@ -27,6 +37,10 @@ description = "Internationalization utilities" category = "dev" optional = false python-versions = ">=3.6" +files = [ + {file = "Babel-2.11.0-py3-none-any.whl", hash = "sha256:1ad3eca1c885218f6dce2ab67291178944f810a10a9b5f3cb8382a5a232b64fe"}, + {file = "Babel-2.11.0.tar.gz", hash = "sha256:5ef4b3226b0180dedded4229651c8b0e1a3a6a2837d45a073272f313e4cf97f6"}, +] [package.dependencies] pytz = ">=2015.7" @@ -38,6 +52,20 @@ description = "The uncompromising code formatter." category = "dev" optional = false python-versions = ">=3.7" +files = [ + {file = "black-22.12.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:9eedd20838bd5d75b80c9f5487dbcb06836a43833a37846cf1d8c1cc01cef59d"}, + {file = "black-22.12.0-cp310-cp310-win_amd64.whl", hash = "sha256:159a46a4947f73387b4d83e87ea006dbb2337eab6c879620a3ba52699b1f4351"}, + {file = "black-22.12.0-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:d30b212bffeb1e252b31dd269dfae69dd17e06d92b87ad26e23890f3efea366f"}, + {file = "black-22.12.0-cp311-cp311-win_amd64.whl", hash = "sha256:7412e75863aa5c5411886804678b7d083c7c28421210180d67dfd8cf1221e1f4"}, + {file = "black-22.12.0-cp37-cp37m-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:c116eed0efb9ff870ded8b62fe9f28dd61ef6e9ddd28d83d7d264a38417dcee2"}, + {file = "black-22.12.0-cp37-cp37m-win_amd64.whl", hash = "sha256:1f58cbe16dfe8c12b7434e50ff889fa479072096d79f0a7f25e4ab8e94cd8350"}, + {file = "black-22.12.0-cp38-cp38-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:77d86c9f3db9b1bf6761244bc0b3572a546f5fe37917a044e02f3166d5aafa7d"}, + {file = "black-22.12.0-cp38-cp38-win_amd64.whl", hash = "sha256:82d9fe8fee3401e02e79767016b4907820a7dc28d70d137eb397b92ef3cc5bfc"}, + {file = "black-22.12.0-cp39-cp39-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:101c69b23df9b44247bd88e1d7e90154336ac4992502d4197bdac35dd7ee3320"}, + {file = "black-22.12.0-cp39-cp39-win_amd64.whl", hash = "sha256:559c7a1ba9a006226f09e4916060982fd27334ae1998e7a38b3f33a37f7a2148"}, + {file = "black-22.12.0-py3-none-any.whl", hash = "sha256:436cc9167dd28040ad90d3b404aec22cedf24a6e4d7de221bec2730ec0c97bcf"}, + {file = "black-22.12.0.tar.gz", hash = "sha256:229351e5a18ca30f447bf724d007f890f97e13af070bb6ad4c0a441cd7596a2f"}, +] [package.dependencies] click = ">=8.0.0" @@ -60,6 +88,10 @@ description = "Python package for providing Mozilla's CA Bundle." category = "main" optional = false python-versions = ">=3.6" +files = [ + {file = "certifi-2022.12.7-py3-none-any.whl", hash = "sha256:4ad3232f5e926d6718ec31cfc1fcadfde020920e278684144551c91769c7bc18"}, + {file = "certifi-2022.12.7.tar.gz", hash = "sha256:35824b4c3a97115964b408844d64aa14db1cc518f6562e8d7261699d1350a9e3"}, +] [[package]] name = "charset-normalizer" @@ -68,6 +100,10 @@ description = "The Real First Universal Charset Detector. 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"dbb02274eff3ef20c0fd1d9e544e72abf168d5be2dd66b82d7a6f04a033f13f4" diff --git a/pyproject.toml b/pyproject.toml index fa61d2d5..791583c3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^1.19.2" types-certifi = "^2021.10.8" types-setuptools = "^65.6.0" pook = "^1.0.2" -orjson = "^3.8.3" +orjson = "^3.8.7" [build-system] requires = ["poetry-core>=1.0.0"] From 7806f5ea842cc83029351c6da1eab71b2537aeca Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 1 Mar 2023 10:38:08 -0800 Subject: [PATCH 032/313] Bump types-setuptools from 65.6.0.2 to 67.4.0.3 (#393) Bumps [types-setuptools](https://github.com/python/typeshed) from 65.6.0.2 to 67.4.0.3. - [Release notes](https://github.com/python/typeshed/releases) - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index c9d07737..95620b30 100644 --- a/poetry.lock +++ b/poetry.lock @@ -837,14 +837,14 @@ files = [ [[package]] name = "types-setuptools" -version = "65.6.0.2" +version = "67.4.0.3" description = "Typing stubs for setuptools" category = "dev" optional = false python-versions = "*" files = [ - {file = "types-setuptools-65.6.0.2.tar.gz", hash = "sha256:ad60ccf01d626de9762224448f36c13e0660e863afd6dc11d979b3739a6c7d24"}, - {file = "types_setuptools-65.6.0.2-py3-none-any.whl", hash = "sha256:2c2b4f756f79778074ce2d21f745aa737b12160d9f8dfa274f47a7287c7a2fee"}, + {file = "types-setuptools-67.4.0.3.tar.gz", hash = "sha256:19e958dfdbf1c5a628e54c2a7ee84935051afb7278d0c1cdb08ac194757ee3b1"}, + {file = "types_setuptools-67.4.0.3-py3-none-any.whl", hash = "sha256:3c83c3a6363dd3ddcdd054796705605f0fa8b8e5a39390e07a05e5f7af054978"}, ] [[package]] @@ -998,4 +998,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "dbb02274eff3ef20c0fd1d9e544e72abf168d5be2dd66b82d7a6f04a033f13f4" +content-hash = "234a32f12e55e63a5b13df2e11b6570298c63ab3f88670cc88baae3c1a079765" diff --git a/pyproject.toml b/pyproject.toml index 791583c3..342dd8fb 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^1.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.19.2" types-certifi = "^2021.10.8" -types-setuptools = "^65.6.0" +types-setuptools = "^67.4.0" pook = "^1.0.2" orjson = "^3.8.7" From 54cd97a6b64fbd2f4360178a9ab324f44f719314 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 6 Mar 2023 13:00:44 -0800 Subject: [PATCH 033/313] Bump mypy from 0.991 to 1.0.1 (#400) Bumps [mypy](https://github.com/python/mypy) from 0.991 to 1.0.1. - [Release notes](https://github.com/python/mypy/releases) - [Commits](https://github.com/python/mypy/compare/v0.991...v1.0.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 60 +++++++++++++++++++++++--------------------------- pyproject.toml | 2 +- 2 files changed, 29 insertions(+), 33 deletions(-) diff --git a/poetry.lock b/poetry.lock index 95620b30..e40bec4d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -318,42 +318,38 @@ files = [ [[package]] name = "mypy" -version = "0.991" +version = "1.0.1" description = "Optional static typing for Python" category = "dev" optional = false python-versions = ">=3.7" files = [ - {file = "mypy-0.991-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:7d17e0a9707d0772f4a7b878f04b4fd11f6f5bcb9b3813975a9b13c9332153ab"}, - {file = "mypy-0.991-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:0714258640194d75677e86c786e80ccf294972cc76885d3ebbb560f11db0003d"}, - {file = "mypy-0.991-cp310-cp310-macosx_11_0_arm64.whl", hash = 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1ea641d1..e38b495e 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -12,7 +12,7 @@ }, "AggregateDate": { "description": "The beginning date for the aggregate window.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -21,7 +21,7 @@ } }, "AggregateLimitMax50000": { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on \nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -53,7 +53,7 @@ }, "AggregateTimeFrom": { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "from", "required": true, @@ -63,7 +63,7 @@ }, "AggregateTimeTo": { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "to", "required": true, @@ -157,7 +157,7 @@ }, "OptionsTickerPathParam": { "description": "The ticker symbol of the options contract.", - "example": "O:TSLA210903C00700000", + "example": "O:SPY251219C00650000", "in": "path", "name": "optionsTicker", "required": true, @@ -875,7 +875,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -890,14 +890,14 @@ }, "s": { "description": "The size (volume) of the trade.", - "type": "integer" + "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -910,14 +910,6 @@ "x" ], "type": "object" - }, - { - "properties": { - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - } } ] }, @@ -1186,7 +1178,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -1201,14 +1193,14 @@ }, "s": { "description": "The size (volume) of the trade.", - "type": "integer" + "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -1221,14 +1213,6 @@ "x" ], "type": "object" - }, - { - "properties": { - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - } } ] }, @@ -2242,7 +2226,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -2357,7 +2341,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -2546,7 +2530,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -3064,47 +3048,6 @@ "format": "double", "type": "number" }, - "SnapshotLastTrade": { - "properties": { - "c": { - "description": "The trade conditions.", - "items": { - "type": "string" - }, - "type": "array" - }, - "i": { - "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", - "type": "string" - }, - "p": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", - "format": "double", - "type": "number" - }, - "s": { - "description": "The size (volume) of the trade.", - "type": "integer" - }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "type": "integer" - }, - "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - } - }, - "required": [ - "c", - "i", - "p", - "s", - "t", - "x" - ], - "type": "object" - }, "SnapshotOHLCV": { "properties": { "c": { @@ -3455,7 +3398,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -3642,7 +3585,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -3661,7 +3604,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -3679,7 +3622,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" }, "x": { @@ -3897,7 +3840,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -3916,7 +3859,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -3934,7 +3877,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" }, "x": { @@ -4849,159 +4792,58 @@ }, "openapi": "3.0.3", "paths": { - "/delete-me/{underlyingAsset}": { + "/v1/conversion/{from}/{to}": { "get": { - "description": "Get the snapshot of all options contracts for an underlying ticker.", - "operationId": "OptionsChain", + "description": "Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD.", + "operationId": "RealTimeCurrencyConversion", "parameters": [ { - "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", + "description": "The \"from\" symbol of the pair.", + "example": "AUD", "in": "path", - "name": "underlyingAsset", + "name": "from", "required": true, "schema": { "type": "string" } }, { - "description": "Query by strike price of a contract.", - "in": "query", - "name": "strike_price", - "schema": { - "type": "number" - }, - "x-polygon-filter-field": { - "range": true, - "type": "number" - } - }, - { - "description": "Query by contract expiration with date format YYYY-MM-DD.", - "in": "query", - "name": "expiration_date", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true - } - }, - { - "description": "Query by the type of contract.", - "in": "query", - "name": "contract_type", + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, "schema": { - "enum": [ - "call", - "put" - ], "type": "string" } }, { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.gte", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.gt", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.lte", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", + "description": "The amount to convert, with a decimal.", + "example": 100, "in": "query", - "name": "strike_price.lt", + "name": "amount", + "required": true, "schema": { + "default": 100, "type": "number" } }, { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Order results based on the `sort` field.", + "description": "The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.", + "example": 2, "in": "query", - "name": "order", + "name": "precision", "schema": { + "default": 2, "enum": [ - "asc", - "desc" + 0, + 1, + 2, + 3, + 4 ], - "example": "asc", - "type": "string" - } - }, - { - "description": "Limit the number of results returned, default is 10 and max is 1000.", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "example": 10, - "maximum": 1000, - "minimum": 1, "type": "integer" } - }, - { - "description": "Sort field used for ordering.", - "in": "query", - "name": "sort", - "schema": { - "default": "ticker", - "enum": [ - "ticker", - "expiration_date", - "strike_price" - ], - "example": "ticker", - "type": "string" - } } ], "responses": { @@ -5009,592 +4851,647 @@ "content": { "application/json": { "example": { - "request_id": "6a7e466379af0a71039d60cc78e72282", - "results": [ - { - "break_even_price": 151.2, - "day": { - "change": 4.5, - "change_percent": 6.76, - "close": 120.73, - "high": 120.81, - "last_updated": 1605195918507251700, - "low": 118.9, - "open": 119.32, - "previous_close": 119.12, - "volume": 868, - "vwap": 119.31 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-01-21", - "shares_per_contract": 100, - "strike_price": 150, - "ticker": "AAPL211022C000150000" - }, - "greeks": { - "delta": 1, - "gamma": 0, - "implied_volatility": 5, - "theta": 0.00229, - "vega": 0 - }, - "last_quote": { - "ask": 120.3, - "ask_size": 4, - "bid": 120.28, - "bid_size": 8, - "last_updated": 1605195918507251700, - "midpoint": 120.29 - }, - "open_interest": 1543, - "underlying_asset": { - "change_to_break_even": 4.2, - "last_updated": 1605195918507251700, - "price": 147, - "ticker": "AAPL", - "timeframe": "DELAYED" - } - } - ], - "status": "OK" + "converted": 73.14, + "from": "AUD", + "initialAmount": 100, + "last": { + "ask": 1.3673344, + "bid": 1.3672596, + "exchange": 48, + "timestamp": 1605555313000 + }, + "status": "success", + "to": "USD" }, "schema": { "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", + "converted": { + "description": "The result of the conversion.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The \"from\" currency symbol.", "type": "string" }, + "initialAmount": { + "description": "The amount to convert.", + "format": "double", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, "request_id": { + "description": "A request id assigned by the server.", "type": "string" }, - "results": { - "items": { - "properties": { - "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", - "format": "double", - "type": "number" - }, - "day": { - "description": "The most recent daily bar for this contract.", + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "to": { + "description": "The \"to\" currency symbol.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n1.3673344,1.3672596,48,1605555313000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair, plus the converted amount for the requested amount." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Real-time Currency Conversion", + "tags": [ + "fx:conversion" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/historic/crypto/{from}/{to}/{date}": { + "get": { + "description": "Get historic trade ticks for a cryptocurrency pair.\n", + "parameters": [ + { + "description": "The \"from\" symbol of the crypto pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the crypto pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "offset", + "schema": { + "type": "integer" + } + }, + { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "day": "2020-10-14T00:00:00.000Z", + "map": { + "c": "conditions", + "p": "price", + "s": "size", + "t": "timestamp", + "x": "exchange" + }, + "msLatency": 1, + "status": "success", + "symbol": "BTC-USD", + "ticks": [ + { + "c": [ + 2 + ], + "p": 15482.89, + "s": 0.00188217, + "t": 1604880000067, + "x": 1 + }, + { + "c": [ + 2 + ], + "p": 15482.11, + "s": 0.00161739, + "t": 1604880000167, + "x": 1 + } + ], + "type": "crypto" + }, + "schema": { + "allOf": [ + { + "description": "The status of this request's response.", + "type": "string" + }, + { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { "properties": { - "change": { - "description": "The value of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "close": { - "description": "The closing price for the contract of the day.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price for the contract of the day.", - "format": "double", - "type": "number" + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" }, - "low": { - "description": "The lowest price for the contract of the day.", + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", "format": "double", "type": "number" }, - "open": { - "description": "The open price for the contract of the day.", + "s": { + "description": "The size of a trade (also known as volume).\n", "format": "double", "type": "number" }, - "previous_close": { - "description": "The closing price for the contract of previous trading day.", + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "symbol", + "ticks" + ], + "type": "object" + } + ] + } + } + }, + "description": "An array of crypto trade ticks." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Historic Crypto Trades", + "tags": [ + "crypto:trades" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Trades v3", + "path": "get_v3_trades__cryptoticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/historic/forex/{from}/{to}/{date}": { + "get": { + "description": "Get historic ticks for a forex currency pair.\n", + "parameters": [ + { + "description": "The \"from\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `from` would be **USD**.\n", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `to` would be **JPY**.\n", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "offset", + "schema": { + "type": "integer" + } + }, + { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "day": "2020-10-14", + "map": { + "ap": "ask", + "bp": "bid", + "t": "timestamp" + }, + "msLatency": "0", + "pair": "AUD/USD", + "status": "success", + "ticks": [ + { + "ap": 0.71703, + "bp": 0.71701, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71703, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71702, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + } + ], + "type": "forex" + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "pair": { + "description": "The currency pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "a": { + "description": "The ask price.", "format": "double", "type": "number" }, - "volume": { - "description": "The trading volume for the contract of the day.", + "b": { + "description": "The bid price.", "format": "double", "type": "number" }, - "vwap": { - "description": "The trading volume weighted average price for the contract of the day.", - "format": "double", - "type": "number", - "x-polygon-go-id": "VWAP" + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" } }, - "type": "object", - "x-polygon-go-type": { - "name": "Day" - } + "required": [ + "a", + "b", + "x", + "t" + ], + "type": "object" }, - "details": { - "properties": { - "contract_type": { - "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", - "enum": [ - "put", - "call", - "other" - ], - "type": "string" - }, - "exercise_style": { - "description": "The exercise style of this contract. See this link for more details on exercise styles.", - "enum": [ - "american", - "european", - "bermudan" - ], - "type": "string" - }, - "expiration_date": { - "description": "The contract's expiration date in YYYY-MM-DD format.", - "format": "date", - "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" - } - }, - "shares_per_contract": { - "description": "The number of shares per contract for this contract.", - "type": "number" - }, - "strike_price": { - "description": "The strike price of the option contract.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker for the option contract.", - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "Details" - } - }, - "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", - "properties": { - "delta": { - "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "gamma": { - "description": "The change in delta per $0.01 change in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "theta": { - "description": "The change in the option's price per day.", - "format": "double", - "type": "number" - }, - "vega": { - "description": "The change in the option's price per 1% increment in volatility.", - "format": "double", - "type": "number" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "Greeks" - } - }, - "implied_volatility": { - "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", - "format": "double", - "type": "number" - }, - "last_quote": { - "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The ask size.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The bid size.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "midpoint": { - "description": "The average of the bid and ask price.", - "format": "double", - "type": "number" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuote" - } - }, - "open_interest": { - "description": "The quantity of this contract held at the end of the last trading day.", - "format": "double", - "type": "number" - }, - "underlying_asset": { - "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", - "properties": { - "change_to_break_even": { - "description": "The change in price for the contract to break even.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker symbol for the contract's underlying asset.", - "type": "string" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "UnderlyingAsset" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "OptionSnapshotResult" + "type": "array" } }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" + "required": [ + "day", + "map", + "msLatency", + "pair", + "ticks" + ], + "type": "object" } - }, - "type": "object" + ] } } }, - "description": "Snapshots for options contracts of the underlying ticker" + "description": "An array of forex ticks" + }, + "default": { + "description": "Unexpected error" } }, - "summary": "Options Chain", + "summary": "Historic Forex Ticks", "tags": [ - "options:snapshot" + "fx:trades" ], - "x-polygon-entitlement-allowed-timeframes": [ - { - "description": "Real Time Data", - "name": "realtime" - }, - { - "description": "15 minute delayed data", - "name": "delayed" + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Quotes (BBO) v3", + "path": "get_v3_quotes__fxticker" } - ], + }, "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" + "description": "NBBO data", + "name": "nbbo" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" - }, - "x-polygon-paginate": { - "limit": { - "default": 10, - "max": 1000 - }, - "sort": { - "default": "ticker", - "enum": [ - "ticker", - "expiration_date", - "strike_price" - ] - } + "description": "Forex data", + "name": "fx" } - }, - "x-polygon-draft": true + } }, - "/v1/conversion/{from}/{to}": { + "/v1/indicators/ema/{cryptoTicker}": { "get": { - "description": "Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD.", - "operationId": "RealTimeCurrencyConversion", + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "CryptoEMA", "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "AUD", + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "X:BTC-USD", "in": "path", - "name": "from", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true } }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], "type": "string" } }, { - "description": "The amount to convert, with a decimal.", - "example": 100, + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, "in": "query", - "name": "amount", - "required": true, + "name": "window", "schema": { - "default": 100, - "type": "number" + "default": 50, + "type": "integer" } }, { - "description": "The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.", - "example": 2, + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "example": "close", "in": "query", - "name": "precision", + "name": "series_type", "schema": { - "default": 2, + "default": "close", "enum": [ - 0, - 1, - 2, - 3, - 4 + "open", + "high", + "low", + "close" ], - "type": "integer" + "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "converted": 73.14, - "from": "AUD", - "initialAmount": 100, - "last": { - "ask": 1.3673344, - "bid": 1.3672596, - "exchange": 48, - "timestamp": 1605555313000 - }, - "status": "success", - "to": "USD" - }, - "schema": { - "properties": { - "converted": { - "description": "The result of the conversion.", - "format": "double", - "type": "number" - }, - "from": { - "description": "The \"from\" currency symbol.", - "type": "string" - }, - "initialAmount": { - "description": "The amount to convert.", - "format": "double", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "last": { - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuoteCurrencies" - } - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - }, - "to": { - "description": "The \"to\" currency symbol.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "ask,bid,exchange,timestamp\n1.3673344,1.3672596,48,1605555313000\n", - "schema": { - "type": "string" - } - } - }, - "description": "The last tick for this currency pair, plus the converted amount for the requested amount." }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Real-time Currency Conversion", - "tags": [ - "fx:conversion" - ], - "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" - }, - "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" - } - } - }, - "/v1/historic/crypto/{from}/{to}/{date}": { - "get": { - "description": "Get historic trade ticks for a cryptocurrency pair.\n", - "parameters": [ { - "description": "The \"from\" symbol of the crypto pair.", - "example": "BTC", - "in": "path", - "name": "from", - "required": true, + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], "type": "string" } }, { - "description": "The \"to\" symbol of the crypto pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", "schema": { "type": "string" } }, { - "description": "The date/day of the historic ticks to retrieve.", - "example": "2020-10-14", - "in": "path", - "name": "date", - "required": true, + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", "schema": { - "format": "date", "type": "string" } }, { - "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "description": "Search by timestamp.", "in": "query", - "name": "offset", + "name": "timestamp.lte", "schema": { - "type": "integer" + "type": "string" } }, { - "description": "Limit the size of the response, max 10000.", - "example": 100, + "description": "Search by timestamp.", "in": "query", - "name": "limit", + "name": "timestamp.lt", "schema": { - "type": "integer" + "type": "string" } } ], @@ -5603,371 +5500,196 @@ "content": { "application/json": { "example": { - "day": "2020-10-14T00:00:00.000Z", - "map": { - "c": "conditions", - "p": "price", - "s": "size", - "t": "timestamp", - "x": "exchange" - }, - "msLatency": 1, - "status": "success", - "symbol": "BTC-USD", - "ticks": [ - { - "c": [ - 2 - ], - "p": 15482.89, - "s": 0.00188217, - "t": 1604880000067, - "x": 1 + "next_url": "https://api.polygon.io/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, - { - "c": [ - 2 - ], - "p": 15482.11, - "s": 0.00161739, - "t": 1604880000167, - "x": 1 - } - ], - "type": "crypto" + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" }, "schema": { - "allOf": [ - { - "description": "The status of this request's response.", + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", "type": "string" }, - { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { "properties": { - "day": { - "description": "The date that was evaluated from the request.", - "format": "date", - "type": "string" - }, - "map": { - "description": "A map for shortened result keys.", + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, "type": "object" }, - "msLatency": { - "description": "The milliseconds of latency for the query results.", - "type": "integer" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - }, - "ticks": { + "values": { "items": { "properties": { - "c": { - "description": "A list of condition codes.\n", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", - "type": "integer" - }, - "type": "array" - }, - "i": { - "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", - "type": "string" - }, - "p": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", - "format": "double", - "type": "number" - }, - "s": { - "description": "The size of a trade (also known as volume).\n", - "format": "double", - "type": "number" - }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "type": "integer" + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } }, - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } } }, - "required": [ - "p", - "s", - "x", - "c", - "t", - "i" - ], "type": "object" }, "type": "array" } }, - "required": [ - "day", - "map", - "msLatency", - "symbol", - "ticks" - ], - "type": "object" + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" } - ] + }, + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "schema": { + "type": "string" } } }, - "description": "An array of crypto trade ticks." - }, - "default": { - "description": "Unexpected error" + "description": "Exponential Moving Average (EMA) data for each period." } }, - "summary": "Historic Crypto Trades", + "summary": "Exponential Moving Average (EMA)", "tags": [ - "crypto:trades" + "crpyto:aggregates" ], - "x-polygon-deprecation": { - "date": 1654056060000, - "replaces": { - "name": "Trades v3", - "path": "get_v3_trades__cryptoticker" - } - }, "x-polygon-entitlement-data-type": { - "description": "Trade data", - "name": "trades" + "description": "Aggregate data", + "name": "aggregates" }, "x-polygon-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } - } + }, + "x-polygon-ignore": true }, - "/v1/historic/forex/{from}/{to}/{date}": { + "/v1/indicators/ema/{fxTicker}": { "get": { - "description": "Get historic ticks for a forex currency pair.\n", + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "ForexEMA", "parameters": [ { - "description": "The \"from\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `from` would be **USD**.\n", - "example": "AUD", + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "C:EUR-USD", "in": "path", - "name": "from", + "name": "fxTicker", "required": true, "schema": { "type": "string" - } + }, + "x-polygon-go-id": "Ticker" }, { - "description": "The \"to\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `to` would be **JPY**.\n", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", "schema": { "type": "string" - } - }, - { - "description": "The date/day of the historic ticks to retrieve.", - "example": "2020-10-14", - "in": "path", - "name": "date", - "required": true, - "schema": { - "format": "date", - "type": "string" - } - }, - { - "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", - "in": "query", - "name": "offset", - "schema": { - "type": "integer" - } - }, - { - "description": "Limit the size of the response, max 10000.", - "example": 100, - "in": "query", - "name": "limit", - "schema": { - "type": "integer" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "day": "2020-10-14", - "map": { - "ap": "ask", - "bp": "bid", - "t": "timestamp" - }, - "msLatency": "0", - "pair": "AUD/USD", - "status": "success", - "ticks": [ - { - "ap": 0.71703, - "bp": 0.71701, - "t": 1602633600000, - "x": 48 - }, - { - "ap": 0.71703, - "bp": 0.717, - "t": 1602633600000, - "x": 48 - }, - { - "ap": 0.71702, - "bp": 0.717, - "t": 1602633600000, - "x": 48 - } - ], - "type": "forex" - }, - "schema": { - "allOf": [ - { - "properties": { - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "required": [ - "status" - ], - "type": "object" - }, - { - "properties": { - "day": { - "description": "The date that was evaluated from the request.", - "format": "date", - "type": "string" - }, - "map": { - "description": "A map for shortened result keys.", - "type": "object" - }, - "msLatency": { - "description": "The milliseconds of latency for the query results.", - "type": "integer" - }, - "pair": { - "description": "The currency pair that was evaluated from the request.", - "type": "string" - }, - "ticks": { - "items": { - "properties": { - "a": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "b": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "type": "integer" - }, - "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - } - }, - "required": [ - "a", - "b", - "x", - "t" - ], - "type": "object" - }, - "type": "array" - } - }, - "required": [ - "day", - "map", - "msLatency", - "pair", - "ticks" - ], - "type": "object" - } - ] - } - } - }, - "description": "An array of forex ticks" - }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Historic Forex Ticks", - "tags": [ - "fx:trades" - ], - "x-polygon-deprecation": { - "date": 1654056060000, - "replaces": { - "name": "Quotes (BBO) v3", - "path": "get_v3_quotes__fxticker" - } - }, - "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" - }, - "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" - } - } - }, - "/v1/indicators/ema/{cryptoTicker}": { - "get": { - "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "CryptoEMA", - "parameters": [ - { - "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "X:BTC-USD", - "in": "path", - "name": "cryptoTicker", - "required": true, - "schema": { - "type": "string" - }, - "x-polygon-go-id": "Ticker" - }, - { - "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "in": "query", - "name": "timestamp", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true + }, + "x-polygon-filter-field": { + "range": true } }, { @@ -5989,6 +5711,16 @@ "type": "string" } }, + { + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, { "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 50, @@ -6086,11 +5818,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6227,7 +5959,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", "schema": { "type": "string" } @@ -6238,29 +5970,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "crpyto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{fxTicker}": { + "/v1/indicators/ema/{optionsTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "ForexEMA", + "operationId": "OptionsEMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "C:EUR-USD", + "example": "O:SPY241220P00720000", "in": "path", - "name": "fxTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -6404,11 +6136,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6545,7 +6277,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", "schema": { "type": "string" } @@ -6556,29 +6288,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "fx:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{optionsTicker}": { + "/v1/indicators/ema/{stockTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "OptionsEMA", + "operationId": "EMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "O:SPY241220P00720000", + "example": "AAPL", "in": "path", - "name": "optionsTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -6616,7 +6348,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -6722,11 +6454,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6863,7 +6595,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", "schema": { "type": "string" } @@ -6874,29 +6606,28 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "options:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/ema/{stockTicker}": { + "/v1/indicators/macd/{cryptoTicker}": { "get": { - "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "EMA", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "CryptoMACD", "parameters": [ { - "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "AAPL", + "description": "The ticker symbol for which to get MACD data.", + "example": "X:BTC-USD", "in": "path", - "name": "stockTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -6934,27 +6665,37 @@ } }, { - "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", - "example": true, + "description": "The short window size used to calculate MACD data.", + "example": 12, "in": "query", - "name": "adjusted", + "name": "short_window", "schema": { - "default": true, - "type": "boolean" + "default": 12, + "type": "integer" } }, { - "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "The long window size used to calculate MACD data.", + "example": 26, "in": "query", - "name": "window", + "name": "long_window", "schema": { - "default": 50, + "default": 26, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -7040,16 +6781,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { + "histogram": 38.3801666667, + "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 140.139 + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 } ] }, @@ -7144,6 +6893,22 @@ "values": { "items": { "properties": { + "histogram": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -7169,7 +6934,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "EMAResults" + "name": "MACDResults" } }, "status": { @@ -7181,39 +6946,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", "schema": { "type": "string" } } }, - "description": "Exponential Moving Average (EMA) data for each period." + "description": "Moving Average Convergence/Divergence (MACD) data for each period." } }, - "summary": "Exponential Moving Average (EMA)", + "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "stocks:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Crypto data", + "name": "crypto" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/macd/{cryptoTicker}": { + "/v1/indicators/macd/{fxTicker}": { "get": { "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "CryptoMACD", + "operationId": "ForexMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "X:BTC-USD", + "example": "C:EUR-USD", "in": "path", - "name": "cryptoTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -7250,6 +7016,16 @@ "type": "string" } }, + { + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, { "description": "The short window size used to calculate MACD data.", "example": 12, @@ -7281,7 +7057,7 @@ } }, { - "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -7367,11 +7143,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7532,7 +7308,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", "schema": { "type": "string" } @@ -7543,29 +7319,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "crypto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{fxTicker}": { + "/v1/indicators/macd/{optionsTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "ForexMACD", + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "OptionsMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "C:EUR-USD", + "example": "O:SPY241220P00720000", "in": "path", - "name": "fxTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -7729,11 +7505,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7894,7 +7670,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", "schema": { "type": "string" } @@ -7905,29 +7681,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "fx:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{optionsTicker}": { + "/v1/indicators/macd/{stockTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", - "operationId": "OptionsMACD", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "MACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "O:SPY241220P00720000", + "example": "AAPL", "in": "path", - "name": "optionsTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -7965,7 +7741,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -8091,11 +7867,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8256,7 +8032,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", "schema": { "type": "string" } @@ -8267,29 +8043,28 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "options:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/macd/{stockTicker}": { + "/v1/indicators/rsi/{cryptoTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "MACD", + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "CryptoRSI", "parameters": [ { - "description": "The ticker symbol for which to get MACD data.", - "example": "AAPL", + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "X:BTC-USD", "in": "path", - "name": "stockTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -8327,47 +8102,17 @@ } }, { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, - { - "description": "The short window size used to calculate MACD data.", - "example": 12, - "in": "query", - "name": "short_window", - "schema": { - "default": 12, - "type": "integer" - } - }, - { - "description": "The long window size used to calculate MACD data.", - "example": 26, - "in": "query", - "name": "long_window", - "schema": { - "default": 26, - "type": "integer" - } - }, - { - "description": "The window size used to calculate the MACD signal line.", - "example": 9, + "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 14, "in": "query", - "name": "signal_window", + "name": "window", "schema": { - "default": 9, + "default": 14, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", "example": "close", "in": "query", "name": "series_type", @@ -8453,24 +8198,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { - "histogram": 38.3801666667, - "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 145.3613333333 - }, - { - "histogram": 41.098859136, - "signal": 102.7386283473, - "timestamp": 1517562001016, - "value": 143.8374874833 + "value": 140.139 } ] }, @@ -8565,32 +8302,16 @@ "values": { "items": { "properties": { - "histogram": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "signal": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "timestamp": { - "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "value": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", @@ -8606,7 +8327,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "MACDResults" + "name": "RSIResults" } }, "status": { @@ -8618,39 +8339,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", "schema": { "type": "string" } } }, - "description": "Moving Average Convergence/Divergence (MACD) data for each period." + "description": "Relative strength index data for each period." } }, - "summary": "Moving Average Convergence/Divergence (MACD)", + "summary": "Relative Strength Index (RSI)", "tags": [ - "stocks:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Crypto data", + "name": "crypto" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/rsi/{cryptoTicker}": { + "/v1/indicators/rsi/{fxTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "CryptoRSI", + "operationId": "ForexRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "X:BTC-USD", + "example": "C:EUR-USD", "in": "path", - "name": "cryptoTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -8688,7 +8410,17 @@ } }, { - "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", "example": 14, "in": "query", "name": "window", @@ -8784,11 +8516,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8925,7 +8657,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", "schema": { "type": "string" } @@ -8936,29 +8668,29 @@ }, "summary": "Relative Strength Index (RSI)", "tags": [ - "crpyto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{fxTicker}": { + "/v1/indicators/rsi/{optionsTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "ForexRSI", + "operationId": "OptionsRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "C:EUR-USD", + "example": "O:SPY241220P00720000", "in": "path", - "name": "fxTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -9102,11 +8834,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9243,40 +8975,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", "schema": { "type": "string" } } }, - "description": "Relative strength index data for each period." + "description": "Relative Strength Index (RSI) data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "fx:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{optionsTicker}": { + "/v1/indicators/rsi/{stockTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "OptionsRSI", + "operationId": "RSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "O:SPY241220P00720000", + "example": "AAPL", "in": "path", - "name": "optionsTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -9314,7 +9046,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -9420,11 +9152,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9561,40 +9293,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", "schema": { "type": "string" } } }, - "description": "Relative Strength Index (RSI) data for each period." + "description": "Relative strength Index data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "options:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/rsi/{stockTicker}": { + "/v1/indicators/sma/{cryptoTicker}": { "get": { - "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "RSI", + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "CryptoSMA", "parameters": [ { - "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "AAPL", + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "X:BTC-USD", "in": "path", - "name": "stockTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -9632,27 +9363,17 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, - { - "description": "The window size used to calculate the relative strength index (RSI).", - "example": 14, + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, "in": "query", "name": "window", "schema": { - "default": 14, + "default": 50, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", "example": "close", "in": "query", "name": "series_type", @@ -9738,11 +9459,33 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9867,7 +9610,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "RSIResults" + "name": "SMAResults" } }, "status": { @@ -9879,39 +9622,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", "schema": { "type": "string" } } }, - "description": "Relative strength Index data for each period." + "description": "Simple Moving Average (SMA) data for each period." } }, - "summary": "Relative Strength Index (RSI)", + "summary": "Simple Moving Average (SMA)", "tags": [ - "stocks:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Crypto data", + "name": "crypto" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/sma/{cryptoTicker}": { + "/v1/indicators/sma/{fxTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "CryptoSMA", + "operationId": "ForexSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "X:BTC-USD", + "example": "C:EUR-USD", "in": "path", - "name": "cryptoTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -9948,6 +9692,16 @@ "type": "string" } }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, { "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 50, @@ -10045,7 +9799,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -10071,7 +9825,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10208,7 +9962,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", "schema": { "type": "string" } @@ -10219,29 +9973,29 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "crpyto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{fxTicker}": { + "/v1/indicators/sma/{optionsTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "ForexSMA", + "operationId": "OptionsSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "C:EUR-USD", + "example": "O:SPY241220P00720000", "in": "path", - "name": "fxTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -10385,7 +10139,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -10411,7 +10165,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10548,7 +10302,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", "schema": { "type": "string" } @@ -10559,29 +10313,29 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "fx:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{optionsTicker}": { + "/v1/indicators/sma/{stockTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "OptionsSMA", + "operationId": "SMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "O:SPY241220P00720000", + "example": "AAPL", "in": "path", - "name": "optionsTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -10725,7 +10479,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -10751,7 +10505,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10888,7 +10642,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", "schema": { "type": "string" } @@ -10899,162 +10653,39 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "options:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/sma/{stockTicker}": { + "/v1/last/crypto/{from}/{to}": { "get": { - "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "SMA", + "description": "Get the last trade tick for a cryptocurrency pair.", + "operationId": "LastTradeCrypto", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "AAPL", + "description": "The \"from\" symbol of the pair.", + "example": "BTC", "in": "path", - "name": "stockTicker", + "name": "from", "required": true, - "schema": { - "type": "string" - }, - "x-polygon-go-id": "Ticker" - }, - { - "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "in": "query", - "name": "timestamp", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true - } - }, - { - "description": "The size of the aggregate time window.", - "example": "day", - "in": "query", - "name": "timespan", - "schema": { - "default": "day", - "enum": [ - "minute", - "hour", - "day", - "week", - "month", - "quarter", - "year" - ], - "type": "string" - } - }, - { - "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, - { - "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, - "in": "query", - "name": "window", - "schema": { - "default": 50, - "type": "integer" - } - }, - { - "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", - "example": "close", - "in": "query", - "name": "series_type", - "schema": { - "default": "close", - "enum": [ - "open", - "high", - "low", - "close" - ], - "type": "string" - } - }, - { - "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", - "in": "query", - "name": "expand_underlying", - "schema": { - "default": false, - "type": "boolean" - } - }, - { - "description": "The order in which to return the results, ordered by timestamp.", - "example": "desc", - "in": "query", - "name": "order", - "schema": { - "default": "desc", - "enum": [ - "asc", - "desc" - ], - "type": "string" - } - }, - { - "description": "Limit the number of results returned, default is 10 and max is 5000", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "maximum": 5000, - "type": "integer" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.lte", "schema": { "type": "string" } }, { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.lt", + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, "schema": { "type": "string" } @@ -11065,279 +10696,62 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": { - "underlying": { - "aggregates": [ - { - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "n": 1, - "o": 74.06, - "t": 1577941200000, - "v": 135647456, - "vw": 74.6099 - }, - { - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "n": 1, - "o": 74.2875, - "t": 1578027600000, - "v": 146535512, - "vw": 74.7026 - } - ], - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" - }, - "values": [ - { - "timestamp": 1517562000016, - "value": 140.139 - } - ] + "last": { + "conditions": [ + 1 + ], + "exchange": 4, + "price": 16835.42, + "size": 0.006909, + "timestamp": 1605560885027 }, - "status": "OK" + "request_id": "d2d779df015fe2b7fbb8e58366610ef7", + "status": "success", + "symbol": "BTC-USD" }, "schema": { "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "properties": { - "underlying": { - "properties": { - "aggregates": { - "items": { - "properties": { - "c": { - "description": "The close price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "h": { - "description": "The highest price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "l": { - "description": "The lowest price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "n": { - "description": "The number of transactions in the aggregate window.", - "type": "integer" - }, - "o": { - "description": "The open price for the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "otc": { - "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", - "type": "boolean" - }, - "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", - "format": "float", - "type": "number" - }, - "v": { - "description": "The trading volume of the symbol in the given time period.", - "format": "float", - "type": "number" - }, - "vw": { - "description": "The volume weighted average price.", - "format": "float", - "type": "number" - } - }, - "required": [ - "v", - "vw", - "o", - "c", - "h", - "l", - "t", - "n" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" - } - }, - "type": "array" - }, - "url": { - "description": "The URL which can be used to request the underlying aggregates used in this request.", - "type": "string" - } - }, - "type": "object" - }, - "values": { - "items": { - "properties": { - "timestamp": { - "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "value": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - } - }, - "type": "object" - }, - "type": "array" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "SMAResults" - } - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", - "schema": { - "type": "string" - } - } - }, - "description": "Simple Moving Average (SMA) data for each period." - } - }, - "summary": "Simple Moving Average (SMA)", - "tags": [ - "stocks:aggregates" - ], - "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" - }, - "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" - } - } - }, - "/v1/last/crypto/{from}/{to}": { - "get": { - "description": "Get the last trade tick for a cryptocurrency pair.", - "operationId": "LastTradeCrypto", - "parameters": [ - { - "description": "The \"from\" symbol of the pair.", - "example": "BTC", - "in": "path", - "name": "from", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, - "schema": { - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "last": { - "conditions": [ - 1 - ], - "exchange": 4, - "price": 16835.42, - "size": 0.006909, - "timestamp": 1605560885027 - }, - "request_id": "d2d779df015fe2b7fbb8e58366610ef7", - "status": "success", - "symbol": "BTC-USD" - }, - "schema": { - "properties": { - "last": { - "properties": { - "conditions": { - "description": "A list of condition codes.", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", - "format": "int32", - "type": "integer" - }, - "type": "array", - "x-polygon-go-type": { - "name": "Int32Array" - } - }, - "exchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", - "type": "integer" - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "size": { - "description": "The size of a trade (also known as volume).", - "format": "double", - "type": "number" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastTradeCrypto" - } + "last": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeCrypto" + } }, "request_id": { "description": "A request id assigned by the server.", @@ -11724,7 +11138,7 @@ }, { "description": "The date of the requested open/close in the format YYYY-MM-DD.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -11961,7 +11375,7 @@ "parameters": [ { "description": "The ticker symbol of the options contract.", - "example": "O:TSLA210903C00700000", + "example": "O:SPY251219C00650000", "in": "path", "name": "optionsTicker", "required": true, @@ -11971,7 +11385,7 @@ }, { "description": "The date of the requested open/close in the format YYYY-MM-DD.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -11997,7 +11411,7 @@ "example": { "afterHours": 26.35, "close": 26.35, - "from": "2021-07-22", + "from": "2023-01-09", "high": 26.35, "low": 25, "open": 25, @@ -12074,7 +11488,7 @@ } }, "text/csv": { - "example": "from,open,high,low,close,volume,afterHours,preMarket\n2021-07-22,25,26.35,25,26.35,2,26.35,25\n", + "example": "from,open,high,low,close,volume,afterHours,preMarket\n2023-01-09,25,26.35,25,26.35,2,26.35,25\n", "schema": { "type": "string" } @@ -12116,7 +11530,7 @@ }, { "description": "The date of the requested open/close in the format YYYY-MM-DD.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -12142,7 +11556,7 @@ "example": { "afterHours": 322.1, "close": 325.12, - "from": "2020-10-14", + "from": "2023-01-09", "high": 326.2, "low": 322.3, "open": 324.66, @@ -12219,7 +11633,7 @@ } }, "text/csv": { - "example": "from,open,high,low,close,volume,afterHours,preMarket\n2020-10-14,324.66,326.2,322.3,325.12,26122646,322.1,324.5\n", + "example": "from,open,high,low,close,volume,afterHours,preMarket\n2023-01-09,324.66,326.2,322.3,325.12,26122646,322.1,324.5\n", "schema": { "type": "string" } @@ -12496,6 +11910,10 @@ "results": { "items": { "properties": { + "acceptance_datetime": { + "description": "The datetime when the filing was accepted by EDGAR in EST (format: YYYYMMDDHHMMSS)", + "type": "string" + }, "accession_number": { "description": "Filing Accession Number", "type": "string" @@ -12599,7 +12017,8 @@ "files_count", "source_url", "download_url", - "entities" + "entities", + "acceptance_datetime" ], "type": "object", "x-polygon-go-type": { @@ -12669,6 +12088,10 @@ "example": {}, "schema": { "properties": { + "acceptance_datetime": { + "description": "The datetime when the filing was accepted by EDGAR in EST (format: YYYYMMDDHHMMSS)", + "type": "string" + }, "accession_number": { "description": "Filing Accession Number", "type": "string" @@ -12772,7 +12195,8 @@ "files_count", "source_url", "download_url", - "entities" + "entities", + "acceptance_datetime" ], "type": "object", "x-polygon-go-type": { @@ -13100,70 +12524,73 @@ "200": { "content": { "application/json": { - "description": "JavaScript Object Notation (JSON)", - "example": {} - }, - "application/octet-stream": { - "description": "Binary format", - "example": {} - }, - "application/pdf": { - "description": "Adobe Portable Document Format (PDF)", - "example": {} - }, - "application/vnd.openxmlformats-officedocument.spreadsheetml.sheet": { - "description": "Microsoft Excel (OpenXML)", - "example": {} - }, - "application/xml": { - "description": "Extensible Markup Language (XML)", - "example": {} - }, - "application/zip": { - "description": "ZIP archive", - "example": {} - }, - "image/gif": { - "description": "Graphics Interchange Format (GIF)", - "example": {} - }, - "image/jpeg": { - "description": "Joint Photographic Experts Group (JPEG) image", - "example": {} - }, - "image/png": { - "description": "Portable Network Graphics (PNG)", - "example": {} - }, - "text/css": { - "description": "Cascading Style Sheets (CSS)", - "example": {} - }, - "text/html": { - "description": "HyperText Markup Language (HTML)", - "example": {} - }, - "text/javascript": { - "description": "JavaScript", - "example": {} - }, - "text/plain": { - "description": "Text", - "example": {} - } - }, - "description": "The file data." - } - }, - "summary": "SEC Filing File", - "tags": [ - "reference:sec:filing:file" - ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - } - }, + "schema": { + "description": "File associated with the filing.\n\nThis provides information to uniquly identify the additional data and a URL\nwhere the file may be downloaded.", + "properties": { + "description": { + "description": "A description for the contents of the file.", + "type": "string" + }, + "filename": { + "description": "The name for the file.", + "type": "string" + }, + "id": { + "description": "An identifier unique to the filing for this data entry.", + "example": "1", + "type": "string" + }, + "sequence": { + "description": "File Sequence Number", + "format": "int64", + "max": 999, + "min": 1, + "type": "integer" + }, + "size_bytes": { + "description": "The size of the file in bytes.", + "format": "int64", + "type": "integer" + }, + "source_url": { + "description": "The source URL is a link back to the upstream source for this file.", + "format": "uri", + "type": "string" + }, + "type": { + "description": "The type of document contained in the file.", + "type": "string" + } + }, + "required": [ + "id", + "file", + "description", + "type", + "size_bytes", + "sequence", + "source_url" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SECFilingFile", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + } + } + }, + "description": "The file data." + } + }, + "summary": "SEC Filing File", + "tags": [ + "reference:sec:filing:file" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + }, "x-polygon-draft": true }, "/v1/summaries": { @@ -13256,7 +12683,7 @@ "previous_close": 0.98001 }, "ticker": "C:EURUSD", - "type": "forex" + "type": "fx" }, { "branding": { @@ -13470,7 +12897,7 @@ "type": "string" }, "type": { - "description": "The market for this ticker, of stock, crypto, forex, option.", + "description": "The market for this ticker of stock, crypto, fx, option.", "enum": [ "stocks", "crypto", @@ -13530,7 +12957,7 @@ "parameters": [ { "description": "The beginning date for the aggregate window.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -13727,7 +13154,7 @@ "parameters": [ { "description": "The beginning date for the aggregate window.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -13924,7 +13351,7 @@ "parameters": [ { "description": "The beginning date for the aggregate window.", - "example": "2020-10-14", + "example": "2023-01-09", "in": "path", "name": "date", "required": true, @@ -14360,7 +13787,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "from", "required": true, @@ -14370,7 +13797,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "to", "required": true, @@ -14400,7 +13827,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on \nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -14812,7 +14239,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "from", "required": true, @@ -14822,7 +14249,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "to", "required": true, @@ -14852,7 +14279,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on \nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -15026,7 +14453,7 @@ "parameters": [ { "description": "The ticker symbol of the options contract.", - "example": "O:TSLA210903C00700000", + "example": "O:SPY251219C00650000", "in": "path", "name": "optionsTicker", "required": true, @@ -15210,7 +14637,7 @@ "parameters": [ { "description": "The ticker symbol of the options contract.", - "example": "O:TSLA210903C00700000", + "example": "O:SPY251219C00650000", "in": "path", "name": "optionsTicker", "required": true, @@ -15249,7 +14676,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "from", "required": true, @@ -15259,7 +14686,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "to", "required": true, @@ -15289,7 +14716,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on \nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -15696,7 +15123,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "from", "required": true, @@ -15706,7 +15133,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2021-07-22", + "example": "2023-01-09", "in": "path", "name": "to", "required": true, @@ -15736,7 +15163,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on \nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -15751,6 +15178,7 @@ "application/json": { "example": { "adjusted": true, + "next_url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/1578114000000/2020-01-10?cursor=bGltaXQ9MiZzb3J0PWFzYw", "queryCount": 2, "request_id": "6a7e466379af0a71039d60cc78e72282", "results": [ @@ -15887,6 +15315,15 @@ } }, "type": "object" + }, + { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + } + }, + "type": "object" } ] } @@ -16960,7 +16397,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -16975,14 +16412,14 @@ }, "s": { "description": "The size (volume) of the trade.", - "type": "integer" + "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -16995,14 +16432,6 @@ "x" ], "type": "object" - }, - { - "properties": { - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - } } ] }, @@ -17317,7 +16746,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -17332,14 +16761,14 @@ }, "s": { "description": "The size (volume) of the trade.", - "type": "integer" + "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -17352,14 +16781,6 @@ "x" ], "type": "object" - }, - { - "properties": { - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - } } ] }, @@ -17846,7 +17267,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -17861,14 +17282,14 @@ }, "s": { "description": "The size (volume) of the trade.", - "type": "integer" + "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -17881,14 +17302,6 @@ "x" ], "type": "object" - }, - { - "properties": { - "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", - "type": "integer" - } - } } ] }, @@ -18186,7 +17599,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -18500,7 +17913,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -18805,7 +18218,7 @@ "type": "number" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The millisecond accuracy timestamp of the quote.", "type": "integer" }, "x": { @@ -19157,7 +18570,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -19176,7 +18589,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -19194,7 +18607,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" }, "x": { @@ -19551,7 +18964,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -19570,7 +18983,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -19588,7 +19001,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" }, "x": { @@ -19944,7 +19357,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" } }, @@ -19963,7 +19376,7 @@ "c": { "description": "The trade conditions.", "items": { - "type": "string" + "type": "integer" }, "type": "array" }, @@ -19981,7 +19394,7 @@ "type": "integer" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", "type": "integer" }, "x": { @@ -22871,6 +22284,7 @@ "in": "query", "name": "skip_overlay_trigger", "schema": { + "default": false, "type": "boolean" } } @@ -24307,7 +23721,8 @@ "stocks", "crypto", "fx", - "otc" + "otc", + "indices" ], "type": "string" } @@ -24531,7 +23946,8 @@ "stocks", "crypto", "fx", - "otc" + "otc", + "indices" ], "type": "string" }, @@ -24642,7 +24058,8 @@ "stocks", "options", "crypto", - "fx" + "fx", + "indices" ], "example": "stocks", "type": "string" @@ -24689,7 +24106,8 @@ "stocks", "options", "crypto", - "fx" + "fx", + "indices" ], "example": "stocks", "type": "string" @@ -24980,7 +24398,8 @@ "stocks", "crypto", "fx", - "otc" + "otc", + "indices" ], "type": "string" }, @@ -25089,157 +24508,18 @@ } } }, - "/v3/snapshot/options/{underlyingAsset}": { + "/v3/snapshot/indices": { "get": { - "description": "Get the snapshot of all options contracts for an underlying ticker.", - "operationId": "OptionsChain", + "description": "Get a Snapshot of indices data for said tickers", + "operationId": "IndicesSnapshot", "parameters": [ { - "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", - "in": "path", - "name": "underlyingAsset", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "Query by strike price of a contract.", - "in": "query", - "name": "strike_price", - "schema": { - "type": "number" - }, - "x-polygon-filter-field": { - "range": true, - "type": "number" - } - }, - { - "description": "Query by contract expiration with date format YYYY-MM-DD.", - "in": "query", - "name": "expiration_date", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true - } - }, - { - "description": "Query by the type of contract.", - "in": "query", - "name": "contract_type", - "schema": { - "enum": [ - "call", - "put" - ], - "type": "string" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.gte", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.gt", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.lte", - "schema": { - "type": "number" - } - }, - { - "description": "Search by strike_price.", - "in": "query", - "name": "strike_price.lt", - "schema": { - "type": "number" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by expiration_date.", - "in": "query", - "name": "expiration_date.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Order results based on the `sort` field.", + "description": "Comma separated list of tickers", + "example": "I:SPX", "in": "query", - "name": "order", + "name": "ticker.any_of", + "required": true, "schema": { - "enum": [ - "asc", - "desc" - ], - "example": "asc", - "type": "string" - } - }, - { - "description": "Limit the number of results returned, default is 10 and max is 250.", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "example": 10, - "maximum": 250, - "minimum": 1, - "type": "integer" - } - }, - { - "description": "Sort field used for ordering.", - "in": "query", - "name": "sort", - "schema": { - "default": "ticker", - "enum": [ - "ticker", - "expiration_date", - "strike_price" - ], - "example": "ticker", "type": "string" } } @@ -25252,50 +24532,30 @@ "request_id": "6a7e466379af0a71039d60cc78e72282", "results": [ { - "break_even_price": 151.2, - "day": { - "change": 4.5, - "change_percent": 6.76, - "close": 120.73, - "high": 120.81, - "last_updated": 1605195918507251700, - "low": 118.9, - "open": 119.32, - "previous_close": 119.12, - "volume": 868, - "vwap": 119.31 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-01-21", - "shares_per_contract": 100, - "strike_price": 150, - "ticker": "AAPL211022C000150000" - }, - "greeks": { - "delta": 1, - "gamma": 0, - "theta": 0.00229, - "vega": 0 - }, - "implied_volatility": 5, - "last_quote": { - "ask": 120.3, - "ask_size": 4, - "bid": 120.28, - "bid_size": 8, - "last_updated": 1605195918507251700, - "midpoint": 120.29 + "market_status": "closed", + "name": "S&P 500", + "session": { + "change": -50.01, + "change_percent": -1.45, + "close": 3822.39, + "high": 3834.41, + "low": 38217.11, + "open": 3827.38, + "previous_close": 3812.19 }, - "open_interest": 1543, - "underlying_asset": { - "change_to_break_even": 4.2, - "last_updated": 1605195918507251700, - "price": 147, - "ticker": "AAPL", - "timeframe": "DELAYED" - } + "ticker": "I:SPX", + "type": "indices", + "value": 3822.39 + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "APx" + }, + { + "error": "NOT_ENTITLED", + "message": "Not entitled to this ticker.", + "ticker": "APy" } ], "status": "OK" @@ -25312,13 +24572,23 @@ "results": { "items": { "properties": { - "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", - "format": "double", - "type": "number" + "error": { + "description": "The error while looking for this ticker.", + "type": "string" }, - "day": { - "description": "The most recent daily bar for this contract.", + "market_status": { + "description": "The market status for the market that trades this ticker.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "Name of Index.", + "type": "string" + }, + "session": { "properties": { "change": { "description": "The value of the price change for the contract from the previous trading day.", @@ -25331,283 +24601,92 @@ "type": "number" }, "close": { - "description": "The closing price for the contract of the day.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price for the contract of the day.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "low": { - "description": "The lowest price for the contract of the day.", + "description": "The closing price for the asset of the day.", "format": "double", "type": "number" }, - "open": { - "description": "The open price for the contract of the day.", + "early_trading_change": { + "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", "format": "double", "type": "number" }, - "previous_close": { - "description": "The closing price for the contract of previous trading day.", + "early_trading_change_percent": { + "description": "Today\u2019s early trading change as a percentage.", "format": "double", "type": "number" }, - "volume": { - "description": "The trading volume for the contract of the day.", + "high": { + "description": "The highest price for the asset of the day.", "format": "double", "type": "number" }, - "vwap": { - "description": "The trading volume weighted average price for the contract of the day.", + "late_trading_change": { + "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", "format": "double", - "type": "number", - "x-polygon-go-id": "VWAP" - } - }, - "required": [ - "last_updated", - "open", - "high", - "low", - "close", - "previous_close", - "volume", - "vwap", - "change_percent", - "change" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Day" - } - }, - "details": { - "properties": { - "contract_type": { - "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", - "enum": [ - "put", - "call", - "other" - ], - "type": "string" - }, - "exercise_style": { - "description": "The exercise style of this contract. See this link for more details on exercise styles.", - "enum": [ - "american", - "european", - "bermudan" - ], - "type": "string" - }, - "expiration_date": { - "description": "The contract's expiration date in YYYY-MM-DD format.", - "format": "date", - "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" - } - }, - "shares_per_contract": { - "description": "The number of shares per contract for this contract.", "type": "number" }, - "strike_price": { - "description": "The strike price of the option contract.", + "late_trading_change_percent": { + "description": "Today\u2019s late trading change as a percentage.", "format": "double", "type": "number" }, - "ticker": { - "description": "The ticker for the option contract.", - "type": "string" - } - }, - "required": [ - "ticker", - "contract_type", - "exercise_style", - "expiration_date", - "shares_per_contract", - "strike_price" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Details" - } - }, - "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", - "properties": { - "delta": { - "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "low": { + "description": "The lowest price for the asset of the day.", "format": "double", "type": "number" }, - "gamma": { - "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "open": { + "description": "The open price for the asset of the day.", "format": "double", "type": "number" }, - "theta": { - "description": "The change in the option's price per day.", + "previous_close": { + "description": "The closing price for the asset of previous trading day.", "format": "double", "type": "number" }, - "vega": { - "description": "The change in the option's price per 1% increment in volatility.", + "volume": { + "description": "The trading volume for the asset of the day.", "format": "double", "type": "number" } }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], "type": "object", "x-polygon-go-type": { - "name": "Greeks" + "name": "Session" } }, - "implied_volatility": { - "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", - "format": "double", - "type": "number" + "ticker": { + "description": "Ticker of asset queried.", + "type": "string" }, - "last_quote": { - "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The ask size.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The bid size.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "midpoint": { - "description": "The average of the bid and ask price.", - "format": "double", - "type": "number" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } - }, - "required": [ - "last_updated", - "timeframe", - "ask", - "ask_size", - "bid_size", - "bid", - "midpoint" + "type": { + "description": "The indices market.", + "enum": [ + "indices" ], - "type": "object", - "x-polygon-go-type": { - "name": "LastQuote" - } + "type": "string" }, - "open_interest": { - "description": "The quantity of this contract held at the end of the last trading day.", - "format": "double", + "value": { + "description": "Value of Index.", "type": "number" - }, - "underlying_asset": { - "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", - "properties": { - "change_to_break_even": { - "description": "The change in price for the contract to break even.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker symbol for the contract's underlying asset.", - "type": "string" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } - }, - "required": [ - "last_updated", - "timeframe", - "ticker", - "price", - "change_to_break_even" - ], - "type": "object", - "x-polygon-go-type": { - "name": "UnderlyingAsset" - } } }, "required": [ - "day", - "last_quote", - "underlying_asset", - "details", - "break_even_price", - "implied_volatility", - "open_interest" + "ticker" ], "type": "object", "x-polygon-go-type": { - "name": "OptionSnapshotResult" + "name": "IndicesResult" } }, "type": "array" @@ -25625,12 +24704,12 @@ } } }, - "description": "Snapshots for options contracts of the underlying ticker" + "description": "Snapshots for indices data of the underlying ticker" } }, - "summary": "Options Chain", + "summary": "Indices Snapshot", "tags": [ - "options:snapshot" + "indices:snapshot" ], "x-polygon-entitlement-allowed-timeframes": [ { @@ -25647,29 +24726,15 @@ "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" - }, - "x-polygon-paginate": { - "limit": { - "default": 10, - "max": 250 - }, - "sort": { - "default": "ticker", - "enum": [ - "ticker", - "expiration_date", - "strike_price" - ] - } + "description": "Indices data", + "name": "indices" } } }, - "/v3/snapshot/options/{underlyingAsset}/{optionContract}": { + "/v3/snapshot/options/{underlyingAsset}": { "get": { - "description": "Get the snapshot of an option contract for a stock equity.", - "operationId": "OptionContract", + "description": "Get the snapshot of all options contracts for an underlying ticker.", + "operationId": "OptionsChain", "parameters": [ { "description": "The underlying ticker symbol of the option contract.", @@ -25682,14 +24747,143 @@ } }, { - "description": "The option contract identifier.", - "example": "O:AAPL230616C00150000", - "in": "path", - "name": "optionContract", - "required": true, + "description": "Query by strike price of a contract.", + "in": "query", + "name": "strike_price", + "schema": { + "type": "number" + }, + "x-polygon-filter-field": { + "range": true, + "type": "number" + } + }, + { + "description": "Query by contract expiration with date format YYYY-MM-DD.", + "in": "query", + "name": "expiration_date", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Query by the type of contract.", + "in": "query", + "name": "contract_type", + "schema": { + "enum": [ + "call", + "put" + ], + "type": "string" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.gte", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.gt", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.lte", + "schema": { + "type": "number" + } + }, + { + "description": "Search by strike_price.", + "in": "query", + "name": "strike_price.lt", + "schema": { + "type": "number" + } + }, + { + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.gte", "schema": { "type": "string" } + }, + { + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by expiration_date.", + "in": "query", + "name": "expiration_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ], + "example": "ticker", + "type": "string" + } } ], "responses": { @@ -25697,54 +24891,65 @@ "content": { "application/json": { "example": { - "request_id": "d9ff18dac69f55c218f69e4753706acd", - "results": { - "break_even_price": 171.075, - "day": { - "change": -1.05, - "change_percent": -4.67, - "close": 21.4, - "high": 22.49, - "last_updated": 1636520400000000000, - "low": 21.35, - "open": 22.49, - "previous_close": 22.45, - "volume": 37, - "vwap": 21.6741 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-06-16", - "shares_per_contract": 100, - "strike_price": 150, - "ticker": "O:AAPL230616C00150000" - }, - "greeks": { - "delta": 0.5520187372272933, - "gamma": 0.00706756515659829, - "theta": -0.018532772783847958, - "vega": 0.7274811132998142 - }, - "implied_volatility": 0.3048997097864957, - "last_quote": { - "ask": 21.25, - "ask_size": 110, - "bid": 20.9, - "bid_size": 172, - "last_updated": 1636573458756383500, - "midpoint": 21.075, - "timeframe": "REAL-TIME" - }, - "open_interest": 8921, - "underlying_asset": { - "change_to_break_even": 23.123999999999995, - "last_updated": 1636573459862384600, - "price": 147.951, - "ticker": "AAPL", - "timeframe": "REAL-TIME" + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "break_even_price": 151.2, + "day": { + "change": 4.5, + "change_percent": 6.76, + "close": 120.73, + "high": 120.81, + "last_updated": 1605195918507251700, + "low": 118.9, + "open": 119.32, + "previous_close": 119.12, + "volume": 868, + "vwap": 119.31 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-01-21", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "AAPL211022C000150000" + }, + "greeks": { + "delta": 1, + "gamma": 0, + "theta": 0.00229, + "vega": 0 + }, + "implied_volatility": 5, + "last_quote": { + "ask": 120.3, + "ask_size": 4, + "bid": 120.28, + "bid_size": 8, + "last_updated": 1605195918507251700, + "midpoint": 120.29 + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "open_interest": 1543, + "underlying_asset": { + "change_to_break_even": 4.2, + "last_updated": 1605195918507251700, + "price": 147, + "ticker": "AAPL", + "timeframe": "DELAYED" + } } - }, + ], "status": "OK" }, "schema": { @@ -25757,279 +24962,381 @@ "type": "string" }, "results": { - "properties": { - "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", - "format": "double", - "type": "number" - }, - "day": { - "description": "The most recent daily bar for this contract.", - "properties": { - "change": { - "description": "The value of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "close": { - "description": "The closing price for the contract of the day.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price for the contract of the day.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "items": { + "properties": { + "break_even_price": { + "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the contract of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "low": { + "description": "The lowest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the contract of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" } }, - "low": { - "description": "The lowest price for the contract of the day.", - "format": "double", - "type": "number" - }, - "open": { - "description": "The open price for the contract of the day.", - "format": "double", - "type": "number" - }, - "previous_close": { - "description": "The closing price for the contract of previous trading day.", - "format": "double", - "type": "number" - }, - "volume": { - "description": "The trading volume for the contract of the day.", - "format": "double", - "type": "number" - }, - "vwap": { - "description": "The trading volume weighted average price for the contract of the day.", - "format": "double", - "type": "number", - "x-polygon-go-id": "VWAP" + "required": [ + "last_updated", + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Day" } }, - "type": "object", - "x-polygon-go-type": { - "name": "Day" - } - }, - "details": { - "properties": { - "contract_type": { - "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", - "enum": [ - "put", - "call", - "other" - ], - "type": "string" - }, - "exercise_style": { - "description": "The exercise style of this contract. See this link for more details on exercise styles.", - "enum": [ - "american", - "european", - "bermudan" - ], - "type": "string" - }, - "expiration_date": { - "description": "The contract's expiration date in YYYY-MM-DD format.", - "format": "date", - "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "details": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" } }, - "shares_per_contract": { - "description": "The number of shares per contract for this contract.", - "type": "number" - }, - "strike_price": { - "description": "The strike price of the option contract.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker for the option contract.", - "type": "string" + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Details" } }, - "type": "object", - "x-polygon-go-type": { - "name": "Details" - } - }, - "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", - "properties": { - "delta": { - "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "gamma": { - "description": "The change in delta per $0.01 change in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "theta": { - "description": "The change in the option's price per day.", - "format": "double", - "type": "number" + "greeks": { + "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } }, - "vega": { - "description": "The change in the option's price per 1% increment in volatility.", - "format": "double", - "type": "number" + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" } }, - "type": "object", - "x-polygon-go-type": { - "name": "Greeks" - } - }, - "implied_volatility": { - "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", - "format": "double", - "type": "number" - }, - "last_quote": { - "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The ask size.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The bid size.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" } }, - "midpoint": { - "description": "The average of the bid and ask price.", - "format": "double", - "type": "number" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" + "required": [ + "last_updated", + "timeframe", + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" } }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuote" - } - }, - "open_interest": { - "description": "The quantity of this contract held at the end of the last trading day.", - "format": "double", - "type": "number" - }, - "underlying_asset": { - "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", - "properties": { - "change_to_break_even": { - "description": "The change in price for the contract to break even.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "last_trade": { + "description": "The most recent trade for this contract. This is only returned if your current plan includes trades.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" } }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker symbol for the contract's underlying asset.", - "type": "string" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" + "required": [ + "timeframe", + "exchange", + "price", + "sip_timestamp", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionsLastTrade" } }, - "type": "object", - "x-polygon-go-type": { - "name": "UnderlyingAsset" + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "last_updated", + "timeframe", + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } } + }, + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "implied_volatility", + "open_interest" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" } }, - "type": "object", - "x-polygon-go-type": { - "name": "OptionSnapshotResult" - } + "type": "array" }, "status": { "description": "The status of this request's response.", "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } - }, - "text/csv": { - "schema": { - "example": "break_even_price,day_close,day_high,day_last_updated,day_low,day_open,day_previous_close,day_volume,day_vwap,day_change,day_change_percent,details_contract_type,details_exercise_style,details_expiration_date,details_shares_per_contract,details_strike_price,details_ticker,greeks_delta,greeks_gamma,greeks_theta,greeks_vega,implied_volatility,last_quote_ask,last_quote_ask_size,last_quote_bid,last_quote_bid_size,last_quote_last_updated,last_quote_midpoint,last_quote_timeframe,open_interest,underlying_asset_change_to_break_even,underlying_asset_last_updated,underlying_asset_price,underlying_asset_ticker,underlying_asset_timeframe\n0,171.075,21.4,22.49,1636520400000000000,21.35,22.49,22.45,37,21.6741,-1.05,-4.67,call,american,2023-06-16,100,150,O:AAPL230616C00150000,0.5520187372272933,0.00706756515659829,-0.018532772783847958,0.7274811132998142,0.3048997097864957,21.25,110,20.9,172,1636573458756383500,21.075,REAL-TIME,8921,23.123999999999995,1636573459862384600,147.951,AAPL,REAL-TIME\n", - "type": "string" - } } }, - "description": "Snapshot of the option contract." + "description": "Snapshots for options contracts of the underlying ticker" } }, - "summary": "Option Contract", + "summary": "Options Chain", "tags": [ "options:snapshot" ], @@ -26050,103 +25357,45 @@ "x-polygon-entitlement-market-type": { "description": "Options data", "name": "options" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ] + } } } }, - "/v3/trades/{cryptoTicker}": { + "/v3/snapshot/options/{underlyingAsset}/{optionContract}": { "get": { - "description": "Get trades for a crypto ticker symbol in a given time range.", - "operationId": "TradesCrypto", + "description": "Get the snapshot of an option contract for a stock equity.", + "operationId": "OptionContract", "parameters": [ { - "description": "The ticker symbol to get trades for.", - "example": "X:BTC-USD", + "description": "The underlying ticker symbol of the option contract.", + "example": "AAPL", "in": "path", - "name": "cryptoTicker", + "name": "underlyingAsset", "required": true, "schema": { "type": "string" } }, { - "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", - "in": "query", - "name": "timestamp", - "schema": { - "type": "string" - }, - "x-polygon-filter-field": { - "range": true - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Search by timestamp.", - "in": "query", - "name": "timestamp.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Order results based on the `sort` field.", - "in": "query", - "name": "order", - "schema": { - "default": "desc", - "enum": [ - "asc", - "desc" - ], - "example": "asc", - "type": "string" - } - }, - { - "description": "Limit the number of results returned, default is 10 and max is 50000.", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "example": 10, - "maximum": 50000, - "minimum": 1, - "type": "integer" - } - }, - { - "description": "Sort field used for ordering.", - "in": "query", - "name": "sort", + "description": "The option contract identifier.", + "example": "O:AAPL230616C00150000", + "in": "path", + "name": "optionContract", + "required": true, "schema": { - "default": "timestamp", - "enum": [ - "timestamp" - ], - "example": "timestamp", "type": "string" } } @@ -26156,30 +25405,64 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/trades/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": [ - { - "conditions": [ - 1 - ], - "exchange": 1, - "id": "191450340", - "participant_timestamp": 1625097600103000000, - "price": 35060, - "size": 1.0434526 + "request_id": "d9ff18dac69f55c218f69e4753706acd", + "results": { + "break_even_price": 171.075, + "day": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "high": 22.49, + "last_updated": 1636520400000000000, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37, + "vwap": 21.6741 }, - { + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2023-06-16", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "O:AAPL230616C00150000" + }, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_size": 110, + "bid": 20.9, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "last_trade": { "conditions": [ - 2 + 209 ], - "exchange": 1, - "id": "191450341", - "participant_timestamp": 1625097600368000000, - "price": 35059.99, - "size": 0.0058883 + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "open_interest": 8921, + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" } - ], + }, "status": "OK" }, "schema": { @@ -26188,100 +25471,640 @@ "description": "If present, this value can be used to fetch the next page of data.", "type": "string" }, + "request_id": { + "type": "string" + }, "results": { - "items": { - "properties": { - "conditions": { - "description": "A list of condition codes.", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", - "format": "int32", - "type": "integer" + "properties": { + "break_even_price": { + "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" }, - "type": "array", - "x-polygon-go-type": { - "name": "Int32Array" + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the contract of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "low": { + "description": "The lowest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the contract of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" } }, - "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - }, - "id": { - "description": "The Trade ID which uniquely identifies a trade on the exchange that the trade happened on.", - "type": "string" - }, - "participant_timestamp": { - "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "required": [ + "last_updated", + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Day" + } + }, + "details": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" } }, - "price": { - "description": "The price of the trade in the base currency of the crypto pair.", - "format": "double", - "type": "number" - }, - "size": { - "description": "The size of a trade (also known as volume).", - "format": "double", - "type": "number" + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Details" } }, - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "conditions,exchange,id,participant_timestamp,price,size\n1,1,191450340,1625097600103000000,35060,1.0434526\n2,1,191450341,1625097600368000000,35059.99,0.0058883\n", - "schema": { - "type": "string" - } - } - }, - "description": "A list of trades." + "greeks": { + "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "last_updated", + "timeframe", + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" + } + }, + "last_trade": { + "description": "The most recent trade for this contract. This is only returned if your current plan includes trades.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "timeframe", + "exchange", + "price", + "sip_timestamp", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionsLastTrade" + } + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "last_updated", + "timeframe", + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + } + }, + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "implied_volatility", + "open_interest" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "schema": { + "example": "break_even_price,day_close,day_high,day_last_updated,day_low,day_open,day_previous_close,day_volume,day_vwap,day_change,day_change_percent,details_contract_type,details_exercise_style,details_expiration_date,details_shares_per_contract,details_strike_price,details_ticker,greeks_delta,greeks_gamma,greeks_theta,greeks_vega,implied_volatility,last_quote_ask,last_quote_ask_size,last_quote_bid,last_quote_bid_size,last_quote_last_updated,last_quote_midpoint,last_quote_timeframe,open_interest,underlying_asset_change_to_break_even,underlying_asset_last_updated,underlying_asset_price,underlying_asset_ticker,underlying_asset_timeframe\n0,171.075,21.4,22.49,1636520400000000000,21.35,22.49,22.45,37,21.6741,-1.05,-4.67,call,american,2023-06-16,100,150,O:AAPL230616C00150000,0.5520187372272933,0.00706756515659829,-0.018532772783847958,0.7274811132998142,0.3048997097864957,21.25,110,20.9,172,1636573458756383500,21.075,REAL-TIME,8921,23.123999999999995,1636573459862384600,147.951,AAPL,REAL-TIME\n", + "type": "string" + } + } + }, + "description": "Snapshot of the option contract." } }, - "summary": "Trades", + "summary": "Option Contract", "tags": [ - "crypto:trades" + "options:snapshot" ], - "x-polygon-entitlement-data-type": { - "description": "Trade data", - "name": "trades" - }, - "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" - }, - "x-polygon-paginate": { - "limit": { - "max": 50000 - }, - "order": { - "default": "desc" + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" }, - "sort": { - "default": "timestamp", - "enum": [ - "timestamp" - ] + { + "description": "15 minute delayed data", + "name": "delayed" } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" }, - "x-polygon-replaces": { - "date": 1654056060000, - "replaces": { + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + } + }, + "/v3/trades/{cryptoTicker}": { + "get": { + "description": "Get trades for a crypto ticker symbol in a given time range.", + "operationId": "TradesCrypto", + "parameters": [ + { + "description": "The ticker symbol to get trades for.", + "example": "X:BTC-USD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.polygon.io/v3/trades/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "conditions": [ + 1 + ], + "exchange": 1, + "id": "191450340", + "participant_timestamp": 1625097600103000000, + "price": 35060, + "size": 1.0434526 + }, + { + "conditions": [ + 2 + ], + "exchange": 1, + "id": "191450341", + "participant_timestamp": 1625097600368000000, + "price": 35059.99, + "size": 0.0058883 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "results": { + "items": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "id": { + "description": "The Trade ID which uniquely identifies a trade on the exchange that the trade happened on.", + "type": "string" + }, + "participant_timestamp": { + "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade in the base currency of the crypto pair.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,id,participant_timestamp,price,size\n1,1,191450340,1625097600103000000,35060,1.0434526\n2,1,191450341,1625097600368000000,35059.99,0.0058883\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of trades." + } + }, + "summary": "Trades", + "tags": [ + "crypto:trades" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + }, + "x-polygon-paginate": { + "limit": { + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { "name": "Historic Crypto Trades", "path": "get_v1_historic_crypto__from___to___date" } @@ -27378,619 +27201,60 @@ } }, "type": "object" - }, - "cash_flow_statement": { - "description": "Cash flow statement.\nNote that the keys in this object can be any of the cash flow statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", - "type": "object" - }, - "comprehensive_income": { - "description": "Comprehensive income.\nNote that the keys in this object can be any of the comprehensive income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", - "type": "object" - }, - "income_statement": { - "description": "Income statement.\nNote that the keys in this object can be any of the income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", - "type": "object" - } - }, - "type": "object" - }, - "fiscal_period": { - "description": "Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY).", - "type": "string" - }, - "fiscal_year": { - "description": "Fiscal year of the report according to the company.", - "type": "string" - }, - "source_filing_file_url": { - "description": "The URL of the specific XBRL instance document within the SEC filing that these financials were derived from." - }, - "source_filing_url": { - "description": "The URL of the SEC filing that these financials were derived from.", - "type": "string" - }, - "start_date": { - "description": "The start date of the period that these financials cover in YYYYMMDD format.", - "type": "string" - } - }, - "required": [ - "reporting_period", - "cik", - "company_name", - "financials", - "fiscal_period", - "fiscal_year", - "filing_type", - "source_filing_url", - "source_filing_file_url" - ], - "type": "object", - "x-polygon-go-type": { - "name": "ResolvedFinancials", - "path": "github.com/polygon-io/go-app-api-financials/extract" - } - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "count", - "results" - ], - "type": "object" - } - } - }, - "description": "FIXME" - } - }, - "summary": "Stock Financials vX", - "tags": [ - "reference:stocks" - ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - }, - "x-polygon-experimental": {}, - "x-polygon-paginate": { - "limit": { - "default": 10, - "max": 100 - }, - "sort": { - "default": "period_of_report_date", - "enum": [ - "filing_date", - "period_of_report_date" - ] - } - } - } - }, - "/vX/reference/tickers/{id}/events": { - "get": { - "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", - "operationId": "GetEvents", - "parameters": [ - { - "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", - "example": "META", - "in": "path", - "name": "id", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", - "in": "query", - "name": "types", - "schema": { - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", - "results": { - "events": [ - { - "date": "2022-06-09", - "ticker_change": { - "ticker": "META" - }, - "type": "ticker_change" - }, - { - "date": "2012-05-18", - "ticker_change": { - "ticker": "FB" - }, - "type": "ticker_change" - } - ], - "name": "Meta Platforms, Inc. Class A Common Stock" - }, - "status": "OK" - }, - "schema": { - "properties": { - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "properties": { - "events": { - "items": { - "oneOf": [ - { - "properties": { - "date": { - "description": "The date the event took place", - "format": "date", - "type": "string" - }, - "event_type": { - "description": "The type of historical event for the asset", - "type": "string" - }, - "ticker_change": { - "properties": { - "ticker": { - "type": "string" - } - }, - "type": "object" - } - }, - "required": [ - "event_type", - "date" - ], - "type": "object" - } - ] - }, - "type": "array" - }, - "name": { - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "EventsResults" - } - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "type": "object" - } - } - }, - "description": "Ticker Events." - }, - "401": { - "description": "Unauthorized - Check our API Key and account status" - } - }, - "summary": "Ticker Events", - "tags": [ - "reference:tickers:get" - ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - }, - "x-polygon-experimental": {} - } - }, - "/vX/snapshot/options/{underlyingAsset}/{optionContract}": { - "get": { - "description": "Get the snapshot of an option contract for a stock equity.", - "operationId": "OptionContract", - "parameters": [ - { - "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", - "in": "path", - "name": "underlyingAsset", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "The option contract identifier.", - "example": "O:AAPL230616C00150000", - "in": "path", - "name": "optionContract", - "required": true, - "schema": { - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "request_id": "d9ff18dac69f55c218f69e4753706acd", - "results": { - "break_even_price": 171.075, - "day": { - "change": -1.05, - "change_percent": -4.67, - "close": 21.4, - "high": 22.49, - "last_updated": 1636520400000000000, - "low": 21.35, - "open": 22.49, - "previous_close": 22.45, - "volume": 37, - "vwap": 21.6741 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-06-16", - "shares_per_contract": 100, - "strike_price": 150, - "ticker": "O:AAPL230616C00150000" - }, - "greeks": { - "delta": 0.5520187372272933, - "gamma": 0.00706756515659829, - "theta": -0.018532772783847958, - "vega": 0.7274811132998142 - }, - "implied_volatility": 0.3048997097864957, - "last_quote": { - "ask": 21.25, - "ask_size": 110, - "bid": 20.9, - "bid_size": 172, - "last_updated": 1636573458756383500, - "midpoint": 21.075, - "timeframe": "REAL-TIME" - }, - "open_interest": 8921, - "underlying_asset": { - "change_to_break_even": 23.123999999999995, - "last_updated": 1636573459862384600, - "price": 147.951, - "ticker": "AAPL", - "timeframe": "REAL-TIME" - } - }, - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, - "request_id": { - "type": "string" - }, - "results": { - "properties": { - "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", - "format": "double", - "type": "number" - }, - "day": { - "description": "The most recent daily bar for this contract.", - "properties": { - "change": { - "description": "The value of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "close": { - "description": "The closing price for the contract of the day.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price for the contract of the day.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "low": { - "description": "The lowest price for the contract of the day.", - "format": "double", - "type": "number" - }, - "open": { - "description": "The open price for the contract of the day.", - "format": "double", - "type": "number" - }, - "previous_close": { - "description": "The closing price for the contract of previous trading day.", - "format": "double", - "type": "number" - }, - "volume": { - "description": "The trading volume for the contract of the day.", - "format": "double", - "type": "number" - }, - "vwap": { - "description": "The trading volume weighted average price for the contract of the day.", - "format": "double", - "type": "number", - "x-polygon-go-id": "VWAP" - } - }, - "required": [ - "last_updated", - "open", - "high", - "low", - "close", - "previous_close", - "volume", - "vwap", - "change_percent", - "change" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Day" - } - }, - "details": { - "properties": { - "contract_type": { - "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", - "enum": [ - "put", - "call", - "other" - ], - "type": "string" - }, - "exercise_style": { - "description": "The exercise style of this contract. See this link for more details on exercise styles.", - "enum": [ - "american", - "european", - "bermudan" - ], - "type": "string" - }, - "expiration_date": { - "description": "The contract's expiration date in YYYY-MM-DD format.", - "format": "date", - "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" - } - }, - "shares_per_contract": { - "description": "The number of shares per contract for this contract.", - "type": "number" - }, - "strike_price": { - "description": "The strike price of the option contract.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker for the option contract.", - "type": "string" - } - }, - "required": [ - "ticker", - "contract_type", - "exercise_style", - "expiration_date", - "shares_per_contract", - "strike_price" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Details" - } - }, - "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", - "properties": { - "delta": { - "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "gamma": { - "description": "The change in delta per $0.01 change in the price of the underlying asset.", - "format": "double", - "type": "number" - }, - "theta": { - "description": "The change in the option's price per day.", - "format": "double", - "type": "number" - }, - "vega": { - "description": "The change in the option's price per 1% increment in volatility.", - "format": "double", - "type": "number" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "Greeks" - } - }, - "implied_volatility": { - "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", - "format": "double", - "type": "number" - }, - "last_quote": { - "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The ask size.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The bid size.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "midpoint": { - "description": "The average of the bid and ask price.", - "format": "double", - "type": "number" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } - }, - "required": [ - "last_updated", - "timeframe", - "ask", - "ask_size", - "bid_size", - "bid", - "midpoint" - ], - "type": "object", - "x-polygon-go-type": { - "name": "LastQuote" - } - }, - "open_interest": { - "description": "The quantity of this contract held at the end of the last trading day.", - "format": "double", - "type": "number" - }, - "underlying_asset": { - "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", - "properties": { - "change_to_break_even": { - "description": "The change in price for the contract to break even.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The nanosecond timestamp of when this information was updated.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + }, + "cash_flow_statement": { + "description": "Cash flow statement.\nNote that the keys in this object can be any of the cash flow statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" + }, + "comprehensive_income": { + "description": "Comprehensive income.\nNote that the keys in this object can be any of the comprehensive income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" + }, + "income_statement": { + "description": "Income statement.\nNote that the keys in this object can be any of the income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" } }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker symbol for the contract's underlying asset.", - "type": "string" - }, - "timeframe": { - "description": "The time relevance of the data.", - "enum": [ - "DELAYED", - "REAL-TIME" - ], - "type": "string" - } + "type": "object" }, - "required": [ - "last_updated", - "timeframe", - "ticker", - "price", - "change_to_break_even" - ], - "type": "object", - "x-polygon-go-type": { - "name": "UnderlyingAsset" + "fiscal_period": { + "description": "Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY).", + "type": "string" + }, + "fiscal_year": { + "description": "Fiscal year of the report according to the company.", + "type": "string" + }, + "source_filing_file_url": { + "description": "The URL of the specific XBRL instance document within the SEC filing that these financials were derived from." + }, + "source_filing_url": { + "description": "The URL of the SEC filing that these financials were derived from.", + "type": "string" + }, + "start_date": { + "description": "The start date of the period that these financials cover in YYYYMMDD format.", + "type": "string" } + }, + "required": [ + "reporting_period", + "cik", + "company_name", + "financials", + "fiscal_period", + "fiscal_year", + "filing_type", + "source_filing_url", + "source_filing_file_url" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ResolvedFinancials", + "path": "github.com/polygon-io/go-app-api-financials/extract" } }, - "required": [ - "day", - "last_quote", - "underlying_asset", - "details", - "break_even_price", - "implied_volatility", - "open_interest" - ], - "type": "object", - "x-polygon-go-type": { - "name": "OptionSnapshotResult" - } + "type": "array" }, "status": { "description": "The status of this request's response.", @@ -27999,45 +27263,167 @@ }, "required": [ "status", - "request_id" + "request_id", + "count", + "results" ], "type": "object" } - }, - "text/csv": { - "schema": { - "example": "break_even_price,day_close,day_high,day_last_updated,day_low,day_open,day_previous_close,day_volume,day_vwap,day_change,day_change_percent,details_contract_type,details_exercise_style,details_expiration_date,details_shares_per_contract,details_strike_price,details_ticker,greeks_delta,greeks_gamma,greeks_theta,greeks_vega,implied_volatility,last_quote_ask,last_quote_ask_size,last_quote_bid,last_quote_bid_size,last_quote_last_updated,last_quote_midpoint,last_quote_timeframe,open_interest,underlying_asset_change_to_break_even,underlying_asset_last_updated,underlying_asset_price,underlying_asset_ticker,underlying_asset_timeframe\n0,171.075,21.4,22.49,1636520400000000000,21.35,22.49,22.45,37,21.6741,-1.05,-4.67,call,american,2023-06-16,100,150,O:AAPL230616C00150000,0.5520187372272933,0.00706756515659829,-0.018532772783847958,0.7274811132998142,0.3048997097864957,21.25,110,20.9,172,1636573458756383500,21.075,REAL-TIME,8921,23.123999999999995,1636573459862384600,147.951,AAPL,REAL-TIME\n", - "type": "string" - } } }, - "description": "Snapshot of the option contract." + "description": "FIXME" } }, - "summary": "Option Contract", + "summary": "Stock Financials vX", "tags": [ - "options:snapshot" + "reference:stocks" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {}, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 100 + }, + "sort": { + "default": "period_of_report_date", + "enum": [ + "filing_date", + "period_of_report_date" + ] + } + } + } + }, + "/vX/reference/tickers/{id}/events": { + "get": { + "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", + "operationId": "GetEvents", + "parameters": [ { - "description": "Real Time Data", - "name": "realtime" + "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", + "example": "META", + "in": "path", + "name": "id", + "required": true, + "schema": { + "type": "string" + } }, { - "description": "15 minute delayed data", - "name": "delayed" + "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", + "in": "query", + "name": "types", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": { + "events": [ + { + "date": "2022-06-09", + "ticker_change": { + "ticker": "META" + }, + "type": "ticker_change" + }, + { + "date": "2012-05-18", + "ticker_change": { + "ticker": "FB" + }, + "type": "ticker_change" + } + ], + "name": "Meta Platforms, Inc. Class A Common Stock" + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "events": { + "items": { + "oneOf": [ + { + "properties": { + "date": { + "description": "The date the event took place", + "format": "date", + "type": "string" + }, + "event_type": { + "description": "The type of historical event for the asset", + "type": "string" + }, + "ticker_change": { + "properties": { + "ticker": { + "type": "string" + } + }, + "type": "object" + } + }, + "required": [ + "event_type", + "date" + ], + "type": "object" + } + ] + }, + "type": "array" + }, + "name": { + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EventsResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Ticker Events." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" } + }, + "summary": "Ticker Events", + "tags": [ + "reference:tickers:get" ], "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" + "description": "Reference data", + "name": "reference" }, - "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" - } - }, - "x-polygon-draft": true + "x-polygon-experimental": {} + } } }, "security": [ diff --git a/.polygon/websocket.json b/.polygon/websocket.json index e28c338e..332d5555 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -312,6 +312,10 @@ "type": "integer", "description": "The Timestamp in Unix MS." }, + "q": { + "type": "integer", + "description": "The sequence number represents the sequence in which quote events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.\n" + }, "z": { "type": "integer", "description": "The tape. (1 = NYSE, 2 = AMEX, 3 = Nasdaq)." @@ -332,6 +336,7 @@ 604 ], "t": 1536036818784, + "q": 50385480, "z": 3 } } @@ -2321,6 +2326,10 @@ "type": "integer", "description": "The Timestamp in Unix MS." }, + "q": { + "type": "integer", + "description": "The sequence number represents the sequence in which quote events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.\n" + }, "z": { "type": "integer", "description": "The tape. (1 = NYSE, 2 = AMEX, 3 = Nasdaq)." From 3e7d42bd7472cde02325af73c554bc52fcfb6210 Mon Sep 17 00:00:00 2001 From: Anthony Johnson <114414459+antdjohns@users.noreply.github.com> Date: Fri, 10 Mar 2023 19:55:42 -0800 Subject: [PATCH 035/313] restore DayOptionContractSnapshot position (#401) --- polygon/rest/models/common.py | 3 ++ polygon/rest/models/markets.py | 19 ++++++++ polygon/rest/models/snapshot.py | 44 +++++++++++++++++++ polygon/rest/models/tickers.py | 1 + polygon/rest/snapshot.py | 19 ++++++++ polygon/websocket/models/common.py | 2 + polygon/websocket/models/models.py | 19 +++++++- ...indices&ticker.any_of=SPX%2CAPx%2CAPy.json | 30 +++++++++++++ test_rest/test_snapshots.py | 35 +++++++++++++++ 9 files changed, 171 insertions(+), 1 deletion(-) create mode 100644 test_rest/mocks/v3/snapshot/indices&ticker.any_of=SPX%2CAPx%2CAPy.json diff --git a/polygon/rest/models/common.py b/polygon/rest/models/common.py index e09c3e7e..5ab47c69 100644 --- a/polygon/rest/models/common.py +++ b/polygon/rest/models/common.py @@ -21,6 +21,7 @@ class Market(Enum): CRYPTO = "crypto" FX = "fx" OTC = "otc" + INDICES = "indices" class AssetClass(Enum): @@ -28,6 +29,7 @@ class AssetClass(Enum): OPTIONS = "options" CRYPTO = "crypto" FX = "fx" + INDICES = "indices" class DividendType(Enum): @@ -72,6 +74,7 @@ class SnapshotMarketType(Enum): STOCKS = "stocks" FOREX = "forex" CRYPTO = "crypto" + INDICES = "indices" class Timeframe(Enum): diff --git a/polygon/rest/models/markets.py b/polygon/rest/models/markets.py index 541fec88..2192b2df 100644 --- a/polygon/rest/models/markets.py +++ b/polygon/rest/models/markets.py @@ -25,6 +25,24 @@ def from_dict(d): return MarketExchanges(**d) +@modelclass +class MarketIndices: + "Contains indices market status data." + s_and_p: Optional[str] = None + societe_generale: Optional[str] = None + msci: Optional[str] = None + ftse_russell: Optional[str] = None + mstar: Optional[str] = None + mstarc: Optional[str] = None + cccy: Optional[str] = None + nasdaq: Optional[str] = None + dow_jones: Optional[str] = None + + @staticmethod + def from_dict(d): + return MarketIndices(**d) + + @modelclass class MarketHoliday: "MarketHoliday contains data for upcoming market holidays and their open/close times." @@ -47,6 +65,7 @@ class MarketStatus: currencies: Optional[MarketCurrencies] = None early_hours: Optional[bool] = None exchanges: Optional[MarketExchanges] = None + indicesGroups: Optional[MarketIndices] = None market: Optional[str] = None server_time: Optional[str] = None diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index 676becb9..89d3b511 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -31,6 +31,49 @@ def from_dict(d): ) +@modelclass +class IndicesSession: + "Contains data for the most recent daily bar in an options contract." + change: Optional[float] = None + change_percent: Optional[float] = None + close: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + open: Optional[float] = None + previous_close: Optional[float] = None + + @staticmethod + def from_dict(d): + return IndicesSession(**d) + + +@modelclass +class IndicesSnapshot: + value: Optional[float] = None + name: Optional[str] = None + type: Optional[str] = None + ticker: Optional[str] = None + market_status: Optional[str] = None + session: Optional[IndicesSession] = None + error: Optional[str] = None + message: Optional[str] = None + + @staticmethod + def from_dict(d): + return IndicesSnapshot( + value=d.get("value", None), + name=d.get("name", None), + type=d.get("type", None), + ticker=d.get("ticker", None), + market_status=d.get("market_status", None), + session=None + if "session" not in d + else IndicesSession.from_dict(d["session"]), + error=d.get("error", None), + message=d.get("message", None), + ) + + @modelclass class TickerSnapshot: "Contains the most up-to-date market data for all traded ticker symbols." @@ -132,6 +175,7 @@ class UnderlyingAsset: change_to_break_even: Optional[float] = None last_updated: Optional[int] = None price: Optional[float] = None + value: Optional[float] = None ticker: Optional[str] = None timeframe: Optional[str] = None diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 595c3a97..5fdd2add 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -64,6 +64,7 @@ class Ticker: share_class_figi: Optional[str] = None ticker: Optional[str] = None type: Optional[str] = None + source_feed: Optional[str] = None @staticmethod def from_dict(d): diff --git a/polygon/rest/snapshot.py b/polygon/rest/snapshot.py index 54376a39..696f7379 100644 --- a/polygon/rest/snapshot.py +++ b/polygon/rest/snapshot.py @@ -6,6 +6,7 @@ OptionContractSnapshot, SnapshotMarketType, SnapshotTickerFullBook, + IndicesSnapshot, ) from urllib3 import HTTPResponse @@ -184,3 +185,21 @@ def get_snapshot_crypto_book( raw=raw, options=options, ) + + def get_snapshot_indices( + self, + ticker_any_of: Optional[Union[str, List[str]]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[IndicesSnapshot], HTTPResponse]: + url = f"/v3/snapshot/indices" + + return self._get( + path=url, + params=self._get_params(self.get_snapshot_indices, locals()), + deserializer=IndicesSnapshot.from_dict, + raw=raw, + result_key="results", + options=options, + ) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index b37573f7..5353c367 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -15,6 +15,7 @@ class Market(Enum): Options = "options" Forex = "forex" Crypto = "crypto" + Indices = "indices" class EventType(Enum): @@ -30,3 +31,4 @@ class EventType(Enum): Imbalances = "NOI" LimitUpLimitDown = "LULD" CryptoL2 = "XL2" + Value = "V" diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 63c35a05..9c68db39 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -5,7 +5,8 @@ @modelclass class EquityAgg: - "EquityAgg contains aggregate data for either stock tickers or option contracts." + """EquityAgg contains aggregate data for either stock tickers, option contracts or index tickers.""" + event_type: Optional[Union[str, EventType]] = None symbol: Optional[str] = None volume: Optional[float] = None @@ -307,6 +308,21 @@ def from_dict(d): ) +@modelclass +class IndexValue: + event_type: Optional[Union[str, EventType]] = None + value: Optional[float] = None + ticker: Optional[str] = None + timestamp: Optional[str] = None + + @staticmethod + def from_dict(d): + d.get("ev", None), + d.get("val", None), + d.get("T", None), + d.get("t", None) + + WebSocketMessage = NewType( "WebSocketMessage", List[ @@ -321,6 +337,7 @@ def from_dict(d): Imbalance, LimitUpLimitDown, Level2Book, + IndexValue, ] ], ) diff --git a/test_rest/mocks/v3/snapshot/indices&ticker.any_of=SPX%2CAPx%2CAPy.json b/test_rest/mocks/v3/snapshot/indices&ticker.any_of=SPX%2CAPx%2CAPy.json new file mode 100644 index 00000000..09ad9f12 --- /dev/null +++ b/test_rest/mocks/v3/snapshot/indices&ticker.any_of=SPX%2CAPx%2CAPy.json @@ -0,0 +1,30 @@ +{ + "results": [ + { + "value": 3822.39, + "name": "S&P 500", + "ticker": "SPX", + "type": "indices", + "market_status": "closed", + "session": { + "change": -50.01, + "change_percent": -1.45, + "close": 3822.39, + "high": 3834.41, + "low": 38217.11, + "open": 3827.38, + "previous_close": 3812.19 + } + }, + { + "ticker": "APx", + "error": "NOT_FOUND", + "message": "Ticker not found." + }, + { + "ticker": "APy", + "error": "NOT_ENTITLED", + "message": "Not entitled to this ticker." + } + ] +} \ No newline at end of file diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index 8051d398..072b5a09 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -12,6 +12,8 @@ Greeks, OptionDetails, DayOptionContractSnapshot, + IndicesSnapshot, + IndicesSession, ) from base import BaseTest @@ -283,3 +285,36 @@ def test_get_snapshot_crypto_book(self): updated=1605295074162, ) self.assertEqual(snapshots, expected) + + def test_get_snapshot_indices(self): + ticker_any_of = ["SPX", "APx", "APy"] + summary_results = self.c.get_snapshot_indices(ticker_any_of) + expected = [ + IndicesSnapshot( + value=3822.39, + name="S&P 500", + type="indices", + ticker="SPX", + market_status="closed", + session=IndicesSession( + change=-50.01, + change_percent=-1.45, + close=3822.39, + high=3834.41, + low=38217.11, + open=3827.38, + previous_close=3812.19, + ), + ), + IndicesSnapshot( + ticker="APx", + message="Ticker not found.", + error="NOT_FOUND", + ), + IndicesSnapshot( + ticker="APy", + error="NOT_ENTITLED", + message="Not entitled to this ticker.", + ), + ] + self.assertEqual(summary_results, expected) From bd42618dfd63ee3c2ae392c2cbdc0c57d052da69 Mon Sep 17 00:00:00 2001 From: Aaron Itzkovitz <19159499+aitzkovitz@users.noreply.github.com> Date: Mon, 13 Mar 2023 13:04:27 -0400 Subject: [PATCH 036/313] add last trade (#404) * add last trade * fmt * correctly parse snapshot --- polygon/rest/models/snapshot.py | 19 +++++++++++++++++++ test_rest/mocks/v3/snapshot/options/AAPL.json | 10 +++++++++- .../options/AAPL/O;AAPL230616C00150000.json | 10 +++++++++- test_rest/test_snapshots.py | 17 +++++++++++++++++ 4 files changed, 54 insertions(+), 2 deletions(-) diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index 89d3b511..f1905f22 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -156,6 +156,21 @@ def from_dict(d): return LastQuoteOptionContractSnapshot(**d) +@modelclass +class LastTradeOptionContractSnapshot: + "Contains data for the most recent trade for an options contract." + price: Optional[float] = None + sip_timestamp: Optional[int] = None + size: Optional[int] = None + conditions: Optional[List[int]] = None + exchange: Optional[int] = None + timeframe: Optional[str] = None + + @staticmethod + def from_dict(d): + return LastTradeOptionContractSnapshot(**d) + + @modelclass class Greeks: "Contains data for the greeks in an options contract." @@ -193,6 +208,7 @@ class OptionContractSnapshot: greeks: Optional[Greeks] = None implied_volatility: Optional[float] = None last_quote: Optional[LastQuoteOptionContractSnapshot] = None + last_trade: Optional[LastTradeOptionContractSnapshot] = None open_interest: Optional[float] = None underlying_asset: Optional[UnderlyingAsset] = None @@ -211,6 +227,9 @@ def from_dict(d): last_quote=None if "last_quote" not in d else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]), + last_trade=None + if "last_trade" not in d + else LastTradeOptionContractSnapshot.from_dict(d["last_trade"]), open_interest=d.get("open_interest", None), underlying_asset=None if "underlying_asset" not in d diff --git a/test_rest/mocks/v3/snapshot/options/AAPL.json b/test_rest/mocks/v3/snapshot/options/AAPL.json index 677b39ea..de91e5d7 100644 --- a/test_rest/mocks/v3/snapshot/options/AAPL.json +++ b/test_rest/mocks/v3/snapshot/options/AAPL.json @@ -39,6 +39,14 @@ "midpoint": 29.075, "timeframe": "REAL-TIME" }, + "last_trade":{ + "price": 29.25, + "sip_timestamp": 1678718527714665700, + "size": 1, + "conditions": [209], + "exchange": 309, + "timeframe": "REAL-TIME" + }, "open_interest": 8133, "underlying_asset": { "change_to_break_even": 19.11439999999999, @@ -49,4 +57,4 @@ } }], "status": "OK" -} \ No newline at end of file +} diff --git a/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json b/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json index da4210f8..81e4aab2 100644 --- a/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json +++ b/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json @@ -38,6 +38,14 @@ "midpoint": 29.075, "timeframe": "REAL-TIME" }, + "last_trade":{ + "price": 29.25, + "sip_timestamp": 1678718527714665700, + "size": 1, + "conditions": [209], + "exchange": 309, + "timeframe": "REAL-TIME" + }, "open_interest": 8133, "underlying_asset": { "change_to_break_even": 19.11439999999999, @@ -48,4 +56,4 @@ } }, "status": "OK" -} \ No newline at end of file +} diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index 072b5a09..4ae72f8a 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -9,6 +9,7 @@ OrderBookQuote, UnderlyingAsset, LastQuoteOptionContractSnapshot, + LastTradeOptionContractSnapshot, Greeks, OptionDetails, DayOptionContractSnapshot, @@ -201,6 +202,14 @@ def test_get_snapshot_option(self): midpoint=29.075, timeframe="REAL-TIME", ), + last_trade=LastTradeOptionContractSnapshot( + price=29.25, + sip_timestamp=1678718527714665700, + size=1, + conditions=[209], + exchange=309, + timeframe="REAL-TIME", + ), open_interest=8133, underlying_asset=UnderlyingAsset( change_to_break_even=19.11439999999999, @@ -253,6 +262,14 @@ def test_list_snapshot_options_chain(self): midpoint=29.075, timeframe="REAL-TIME", ), + last_trade=LastTradeOptionContractSnapshot( + price=29.25, + sip_timestamp=1678718527714665700, + size=1, + conditions=[209], + exchange=309, + timeframe="REAL-TIME", + ), open_interest=8133, underlying_asset=UnderlyingAsset( change_to_break_even=19.11439999999999, From 4b5a3ce005a399d49430cd67c69df566415e1967 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 20 Mar 2023 14:59:59 -0700 Subject: [PATCH 037/313] force gzip encoding (#407) --- polygon/rest/base.py | 1 + 1 file changed, 1 insertion(+) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 3885db18..69d06dde 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -41,6 +41,7 @@ def __init__( self.headers = { "Authorization": "Bearer " + self.API_KEY, + "Accept-Encoding": "gzip", "User-Agent": f"Polygon.io PythonClient/{version}", } From 98e155c4a1175f67ef8e628d718de77cc3d4c3bd Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 28 Mar 2023 07:36:19 -0700 Subject: [PATCH 038/313] Fix release pipeline (#413) In https://github.com/polygon-io/client-python/pull/395 we fixed a gitub action to support the poetry version that dependabot is using so we can parse the poetry.lock syntax. However, this broke the automated release pipeline to https://pypi.org/project/polygon-api-client/ since we needed to update it's ability to parse the new poetry.lock syntax too. --- .github/workflows/release.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml index 83f8b848..c95c628a 100644 --- a/.github/workflows/release.yml +++ b/.github/workflows/release.yml @@ -16,7 +16,7 @@ jobs: with: python-version: "3.10" - name: Setup Poetry - uses: abatilo/actions-poetry@v2.0.0 + uses: abatilo/actions-poetry@v2 with: poetry-version: "1.1.13" - name: Configure Poetry From 9d077b84fa3b654bd6479d97577e7975f4e0683d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 28 Mar 2023 07:50:03 -0700 Subject: [PATCH 039/313] Fix release pipelin (#414) In #395 and #413 we fixed a gitub action to support the poetry version that dependabot is using so we can parse the poetry.lock syntax. However, this broke the automated release pipeline to https://pypi.org/project/polygon-api-client/ since we needed to update it's ability to parse the new poetry.lock syntax too. The impact here is that we have not released 1.8.x. --- .github/workflows/release.yml | 2 -- 1 file changed, 2 deletions(-) diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml index c95c628a..c906b0d3 100644 --- a/.github/workflows/release.yml +++ b/.github/workflows/release.yml @@ -17,8 +17,6 @@ jobs: python-version: "3.10" - name: Setup Poetry uses: abatilo/actions-poetry@v2 - with: - poetry-version: "1.1.13" - name: Configure Poetry run: poetry config pypi-token.pypi ${{ secrets.POETRY_HTTP_BASIC_PYPI_PASSWORD }} - name: Install pypi deps From f17881d0b7cbd685e499c9bac9888fe295fd139c Mon Sep 17 00:00:00 2001 From: Ricky Barillas <8647805+jbonzo@users.noreply.github.com> Date: Tue, 28 Mar 2023 11:23:28 -0400 Subject: [PATCH 040/313] Update spec since we added Indices docs (#408) --- .polygon/rest.json | 5011 +++++++++++++++++++++++++++------------ .polygon/websocket.json | 350 +++ 2 files changed, 3884 insertions(+), 1477 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index e38b495e..c1f8f557 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -128,6 +128,36 @@ "type": "boolean" } }, + "IndicesAggregateTimeFrom": { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2023-03-10", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + "IndicesAggregateTimeTo": { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2023-03-10", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + "IndicesTickerPathParam": { + "description": "The ticker symbol of Index.", + "example": "I:SPX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + }, "LimitMax10000": { "description": "Limit the size of the response, max 10000.", "example": 100, @@ -274,6 +304,11 @@ "format": "double", "type": "number" }, + "CloseIndices": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, "Company": { "properties": { "active": { @@ -2728,6 +2763,38 @@ "format": "double", "type": "number" }, + "HighIndices": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "IndexAggsBase": { + "properties": { + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, "Indicators": { "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", "items": { @@ -2736,6 +2803,154 @@ }, "type": "array" }, + "IndicesGroupedResults": { + "properties": { + "results": { + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "IndicesOpenClose": { + "properties": { + "afterHours": { + "description": "The close value of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "preMarket": { + "description": "The open value of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close" + ], + "type": "object" + }, + "IndicesTickerResults": { + "properties": { + "results": { + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, "Locales": { "properties": { "results": { @@ -2762,6 +2977,11 @@ "format": "double", "type": "number" }, + "LowIndices": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, "Map": { "description": "A mapping of the keys returned in the results to their descriptive name and data types.", "properties": { @@ -2963,6 +3183,11 @@ "format": "double", "type": "number" }, + "OpenIndices": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, "PaginationHooksBase": { "properties": { "next_url": { @@ -5983,16 +6208,16 @@ }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{optionsTicker}": { + "/v1/indicators/ema/{indicesTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "OptionsEMA", + "operationId": "IndicesEMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "O:SPY241220P00720000", + "example": "I:SPX", "in": "path", - "name": "optionsTicker", + "name": "indicesTicker", "required": true, "schema": { "type": "string" @@ -6050,7 +6275,7 @@ } }, { - "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "description": "The value in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close values to \ncalculate the exponential moving average (EMA).", "example": "close", "in": "query", "name": "series_type", @@ -6136,16 +6361,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678726291180?limit=35&sort=desc" }, "values": [ { - "timestamp": 1517562000016, - "value": 140.139 + "timestamp": 1678165200000, + "value": 4033.086001449211 } ] }, @@ -6275,12 +6500,6 @@ }, "type": "object" } - }, - "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", - "schema": { - "type": "string" - } } }, "description": "Exponential Moving Average (EMA) data for each period." @@ -6288,29 +6507,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "options:aggregates" + "indices:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Indices data", + "name": "indices" } }, "x-polygon-ignore": true }, - "/v1/indicators/ema/{stockTicker}": { + "/v1/indicators/ema/{optionsTicker}": { "get": { "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", - "operationId": "EMA", + "operationId": "OptionsEMA", "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "AAPL", + "example": "O:SPY241220P00720000", "in": "path", - "name": "stockTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -6348,7 +6567,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -6454,11 +6673,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6595,7 +6814,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", "schema": { "type": "string" } @@ -6606,28 +6825,29 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "stocks:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Options data", + "name": "options" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/macd/{cryptoTicker}": { + "/v1/indicators/ema/{stockTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "CryptoMACD", + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "EMA", "parameters": [ { - "description": "The ticker symbol for which to get MACD data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "AAPL", "in": "path", - "name": "cryptoTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -6665,37 +6885,27 @@ } }, { - "description": "The short window size used to calculate MACD data.", - "example": 12, + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, "in": "query", - "name": "short_window", + "name": "adjusted", "schema": { - "default": 12, - "type": "integer" - } - }, - { - "description": "The long window size used to calculate MACD data.", - "example": 26, - "in": "query", - "name": "long_window", - "schema": { - "default": 26, - "type": "integer" + "default": true, + "type": "boolean" } }, { - "description": "The window size used to calculate the MACD signal line.", - "example": 9, + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, "in": "query", - "name": "signal_window", + "name": "window", "schema": { - "default": 9, + "default": 50, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", "example": "close", "in": "query", "name": "series_type", @@ -6781,24 +6991,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { - "histogram": 38.3801666667, - "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 145.3613333333 - }, - { - "histogram": 41.098859136, - "signal": 102.7386283473, - "timestamp": 1517562001016, - "value": 143.8374874833 + "value": 140.139 } ] }, @@ -6893,22 +7095,6 @@ "values": { "items": { "properties": { - "histogram": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, - "signal": { - "description": "The indicator value for this period.", - "format": "float", - "type": "number", - "x-polygon-go-type": { - "name": "*float64" - } - }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -6934,7 +7120,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "MACDResults" + "name": "EMAResults" } }, "status": { @@ -6946,40 +7132,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", "schema": { "type": "string" } } }, - "description": "Moving Average Convergence/Divergence (MACD) data for each period." + "description": "Exponential Moving Average (EMA) data for each period." } }, - "summary": "Moving Average Convergence/Divergence (MACD)", + "summary": "Exponential Moving Average (EMA)", "tags": [ - "crypto:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/macd/{fxTicker}": { + "/v1/indicators/macd/{cryptoTicker}": { "get": { "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "ForexMACD", + "operationId": "CryptoMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "C:EUR-USD", + "example": "X:BTC-USD", "in": "path", - "name": "fxTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -7016,16 +7201,6 @@ "type": "string" } }, - { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, { "description": "The short window size used to calculate MACD data.", "example": 12, @@ -7057,7 +7232,7 @@ } }, { - "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -7143,11 +7318,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7308,7 +7483,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", "schema": { "type": "string" } @@ -7319,29 +7494,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "fx:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{optionsTicker}": { + "/v1/indicators/macd/{fxTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", - "operationId": "OptionsMACD", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "ForexMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "O:SPY241220P00720000", + "example": "C:EUR-USD", "in": "path", - "name": "optionsTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -7505,11 +7680,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7670,7 +7845,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", "schema": { "type": "string" } @@ -7681,29 +7856,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "options:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Forex data", + "name": "fx" } }, "x-polygon-ignore": true }, - "/v1/indicators/macd/{stockTicker}": { + "/v1/indicators/macd/{indicesTicker}": { "get": { - "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", - "operationId": "MACD", + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "IndicesMACD", "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "AAPL", + "example": "I:SPX", "in": "path", - "name": "stockTicker", + "name": "indicesTicker", "required": true, "schema": { "type": "string" @@ -7741,7 +7916,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -7781,7 +7956,7 @@ } }, { - "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "description": "The value in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close values to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -7867,24 +8042,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/I:SPX?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678726155743?limit=129&sort=desc" }, "values": [ { - "histogram": 38.3801666667, - "signal": 106.9811666667, - "timestamp": 1517562000016, - "value": 145.3613333333 + "histogram": 10.897861258863195, + "signal": -25.314340901212, + "timestamp": 1678168800000, + "value": -14.416479642348804 }, { - "histogram": 41.098859136, - "signal": 102.7386283473, - "timestamp": 1517562001016, - "value": 143.8374874833 + "histogram": 15.308854617117138, + "signal": -28.038806215927796, + "timestamp": 1678165200000, + "value": -12.729951598810658 } ] }, @@ -8030,12 +8205,6 @@ }, "type": "object" } - }, - "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", - "schema": { - "type": "string" - } } }, "description": "Moving Average Convergence/Divergence (MACD) data for each period." @@ -8043,28 +8212,29 @@ }, "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "stocks:aggregates" + "indices:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Indices data", + "name": "indices" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/rsi/{cryptoTicker}": { + "/v1/indicators/macd/{optionsTicker}": { "get": { - "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "CryptoRSI", + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "OptionsMACD", "parameters": [ { - "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get MACD data.", + "example": "O:SPY241220P00720000", "in": "path", - "name": "cryptoTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -8102,17 +8272,47 @@ } }, { - "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 14, + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, "in": "query", - "name": "window", + "name": "adjusted", "schema": { - "default": 14, + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -8198,16 +8398,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { + "histogram": 38.3801666667, + "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 140.139 + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 } ] }, @@ -8302,6 +8510,22 @@ "values": { "items": { "properties": { + "histogram": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -8327,7 +8551,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "RSIResults" + "name": "MACDResults" } }, "status": { @@ -8339,40 +8563,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", "schema": { "type": "string" } } }, - "description": "Relative strength index data for each period." + "description": "Moving Average Convergence/Divergence (MACD) data for each period." } }, - "summary": "Relative Strength Index (RSI)", + "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "crpyto:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{fxTicker}": { + "/v1/indicators/macd/{stockTicker}": { "get": { - "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "ForexRSI", + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "MACD", "parameters": [ { - "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "C:EUR-USD", + "description": "The ticker symbol for which to get MACD data.", + "example": "AAPL", "in": "path", - "name": "fxTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -8410,7 +8634,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -8420,17 +8644,37 @@ } }, { - "description": "The window size used to calculate the relative strength index (RSI).", - "example": 14, + "description": "The short window size used to calculate MACD data.", + "example": 12, "in": "query", - "name": "window", + "name": "short_window", "schema": { - "default": 14, + "default": 12, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", "example": "close", "in": "query", "name": "series_type", @@ -8516,16 +8760,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { + "histogram": 38.3801666667, + "signal": 106.9811666667, "timestamp": 1517562000016, - "value": 140.139 + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 } ] }, @@ -8620,6 +8872,22 @@ "values": { "items": { "properties": { + "histogram": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, "timestamp": { "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", @@ -8645,7 +8913,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "RSIResults" + "name": "MACDResults" } }, "status": { @@ -8657,40 +8925,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", "schema": { "type": "string" } } }, - "description": "Relative strength index data for each period." + "description": "Moving Average Convergence/Divergence (MACD) data for each period." } }, - "summary": "Relative Strength Index (RSI)", + "summary": "Moving Average Convergence/Divergence (MACD)", "tags": [ - "fx:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/rsi/{optionsTicker}": { + "/v1/indicators/rsi/{cryptoTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "OptionsRSI", + "operationId": "CryptoRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "O:SPY241220P00720000", + "example": "X:BTC-USD", "in": "path", - "name": "optionsTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -8728,17 +8995,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, - { - "description": "The window size used to calculate the relative strength index (RSI).", + "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 14, "in": "query", "name": "window", @@ -8834,11 +9091,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8975,40 +9232,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", "schema": { "type": "string" } } }, - "description": "Relative Strength Index (RSI) data for each period." + "description": "Relative strength index data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "options:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Crypto data", + "name": "crypto" } }, "x-polygon-ignore": true }, - "/v1/indicators/rsi/{stockTicker}": { + "/v1/indicators/rsi/{fxTicker}": { "get": { "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", - "operationId": "RSI", + "operationId": "ForexRSI", "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "AAPL", + "example": "C:EUR-USD", "in": "path", - "name": "stockTicker", + "name": "fxTicker", "required": true, "schema": { "type": "string" @@ -9046,7 +9303,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -9152,11 +9409,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9293,39 +9550,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", "schema": { "type": "string" } } }, - "description": "Relative strength Index data for each period." + "description": "Relative strength index data for each period." } }, "summary": "Relative Strength Index (RSI)", "tags": [ - "stocks:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Forex data", + "name": "fx" } - } + }, + "x-polygon-ignore": true }, - "/v1/indicators/sma/{cryptoTicker}": { + "/v1/indicators/rsi/{indicesTicker}": { "get": { - "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "CryptoSMA", + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "IndicesRSI", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "X:BTC-USD", + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "I:SPX", "in": "path", - "name": "cryptoTicker", + "name": "indicesTicker", "required": true, "schema": { "type": "string" @@ -9363,17 +9621,27 @@ } }, { - "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, "in": "query", "name": "window", "schema": { - "default": 50, + "default": 14, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "description": "The value in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close values to \ncalculate the relative strength index (RSI).", "example": "close", "in": "query", "name": "series_type", @@ -9459,38 +9727,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "aggregates": [ - { - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "n": 1, - "o": 74.06, - "t": 1577941200000, - "v": 135647456, - "vw": 74.6099 - }, - { - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "n": 1, - "o": 74.2875, - "t": 1578027600000, - "v": 146535512, - "vw": 74.7026 - } - ], - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" }, "values": [ { - "timestamp": 1517562000016, - "value": 140.139 + "timestamp": 1678165200000, + "value": 82.621486402274 } ] }, @@ -9610,7 +9856,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "SMAResults" + "name": "RSIResults" } }, "status": { @@ -9620,42 +9866,36 @@ }, "type": "object" } - }, - "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", - "schema": { - "type": "string" - } } }, - "description": "Simple Moving Average (SMA) data for each period." + "description": "Relative Strength Index (RSI) data for each period." } }, - "summary": "Simple Moving Average (SMA)", + "summary": "Relative Strength Index (RSI)", "tags": [ - "crpyto:aggregates" + "indices:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Indices data", + "name": "indices" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{fxTicker}": { + "/v1/indicators/rsi/{optionsTicker}": { "get": { - "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "ForexSMA", + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "OptionsRSI", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "C:EUR-USD", + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "O:SPY241220P00720000", "in": "path", - "name": "fxTicker", + "name": "optionsTicker", "required": true, "schema": { "type": "string" @@ -9693,7 +9933,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -9703,17 +9943,17 @@ } }, { - "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, "in": "query", "name": "window", "schema": { - "default": 50, + "default": 14, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", "example": "close", "in": "query", "name": "series_type", @@ -9799,33 +10039,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "aggregates": [ - { - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "n": 1, - "o": 74.06, - "t": 1577941200000, - "v": 135647456, - "vw": 74.6099 - }, - { - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "n": 1, - "o": 74.2875, - "t": 1578027600000, - "v": 146535512, - "vw": 74.7026 - } - ], - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9950,7 +10168,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "SMAResults" + "name": "RSIResults" } }, "status": { @@ -9962,40 +10180,40 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", "schema": { "type": "string" } } }, - "description": "Simple Moving Average (SMA) data for each period." + "description": "Relative Strength Index (RSI) data for each period." } }, - "summary": "Simple Moving Average (SMA)", + "summary": "Relative Strength Index (RSI)", "tags": [ - "fx:aggregates" + "options:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Options data", + "name": "options" } }, "x-polygon-ignore": true }, - "/v1/indicators/sma/{optionsTicker}": { + "/v1/indicators/rsi/{stockTicker}": { "get": { - "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "OptionsSMA", + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "RSI", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "O:SPY241220P00720000", + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "AAPL", "in": "path", - "name": "optionsTicker", + "name": "stockTicker", "required": true, "schema": { "type": "string" @@ -10033,7 +10251,7 @@ } }, { - "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", "example": true, "in": "query", "name": "adjusted", @@ -10043,17 +10261,17 @@ } }, { - "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", - "example": 50, + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, "in": "query", "name": "window", "schema": { - "default": 50, + "default": 14, "type": "integer" } }, { - "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", "example": "close", "in": "query", "name": "series_type", @@ -10139,33 +10357,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "aggregates": [ - { - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "n": 1, - "o": 74.06, - "t": 1577941200000, - "v": 135647456, - "vw": 74.6099 - }, - { - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "n": 1, - "o": 74.2875, - "t": 1578027600000, - "v": 146535512, - "vw": 74.7026 - } - ], - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10290,7 +10486,7 @@ }, "type": "object", "x-polygon-go-type": { - "name": "SMAResults" + "name": "RSIResults" } }, "status": { @@ -10302,40 +10498,39 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", "schema": { "type": "string" } } }, - "description": "Simple Moving Average (SMA) data for each period." + "description": "Relative strength Index data for each period." } }, - "summary": "Simple Moving Average (SMA)", + "summary": "Relative Strength Index (RSI)", "tags": [ - "options:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Options data", - "name": "options" + "description": "Stocks data", + "name": "stocks" } - }, - "x-polygon-ignore": true + } }, - "/v1/indicators/sma/{stockTicker}": { + "/v1/indicators/sma/{cryptoTicker}": { "get": { "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", - "operationId": "SMA", + "operationId": "CryptoSMA", "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "AAPL", + "example": "X:BTC-USD", "in": "path", - "name": "stockTicker", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -10372,16 +10567,6 @@ "type": "string" } }, - { - "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "default": true, - "type": "boolean" - } - }, { "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", "example": 50, @@ -10479,7 +10664,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -10505,7 +10690,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10642,7 +10827,7 @@ } }, "text/csv": { - "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", "schema": { "type": "string" } @@ -10653,170 +10838,162 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "stocks:aggregates" + "crpyto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Crypto data", + "name": "crypto" } - } + }, + "x-polygon-ignore": true }, - "/v1/last/crypto/{from}/{to}": { + "/v1/indicators/sma/{fxTicker}": { "get": { - "description": "Get the last trade tick for a cryptocurrency pair.", - "operationId": "LastTradeCrypto", + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "ForexSMA", "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "BTC", + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "C:EUR-USD", "in": "path", - "name": "from", + "name": "fxTicker", "required": true, "schema": { "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true } }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "last": { - "conditions": [ - 1 - ], - "exchange": 4, - "price": 16835.42, - "size": 0.006909, - "timestamp": 1605560885027 - }, - "request_id": "d2d779df015fe2b7fbb8e58366610ef7", - "status": "success", - "symbol": "BTC-USD" - }, - "schema": { - "properties": { - "last": { - "properties": { - "conditions": { - "description": "A list of condition codes.", - "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", - "format": "int32", - "type": "integer" - }, - "type": "array", - "x-polygon-go-type": { - "name": "Int32Array" - } - }, - "exchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", - "type": "integer" - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "size": { - "description": "The size of a trade (also known as volume).", - "format": "double", - "type": "number" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastTradeCrypto" - } - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "conditions,exchange,price,size,timestamp\n1,4,16835.42,0.006909,1605560885027\n", - "schema": { - "type": "string" - } - } - }, - "description": "The last tick for this currency pair." }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Last Trade for a Crypto Pair", - "tags": [ - "crypto:last:trade" - ], - "x-polygon-entitlement-data-type": { - "description": "Trade data", - "name": "trades" - }, - "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" - } - } - }, - "/v1/last_quote/currencies/{from}/{to}": { - "get": { - "description": "Get the last quote tick for a forex currency pair.", - "operationId": "LastQuoteCurrencies", - "parameters": [ { - "description": "The \"from\" symbol of the pair.", - "example": "AUD", - "in": "path", - "name": "from", - "required": true, + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], "type": "string" } }, { - "description": "The \"to\" symbol of the pair.", - "example": "USD", - "in": "path", - "name": "to", - "required": true, + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", "schema": { "type": "string" } @@ -10827,112 +11004,1452 @@ "content": { "application/json": { "example": { - "last": { - "ask": 0.73124, - "bid": 0.73122, - "exchange": 48, - "timestamp": 1605557756000 + "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] }, - "request_id": "a73a29dbcab4613eeaf48583d3baacf0", - "status": "success", - "symbol": "AUD/USD" + "status": "OK" }, "schema": { "properties": { - "last": { - "properties": { - "ask": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "bid": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", - "type": "integer" - }, - "timestamp": { - "description": "The Unix millisecond timestamp.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "LastQuoteCurrencies" - } + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" }, "request_id": { "description": "A request id assigned by the server.", "type": "string" }, - "status": { - "description": "The status of this request's response.", - "type": "string" - }, - "symbol": { - "description": "The symbol pair that was evaluated from the request.", - "type": "string" - } - }, - "type": "object" - } - }, - "text/csv": { - "example": "ask,bid,exchange,timestamp\n0.73124,0.73122,48,1605557756000\n", - "schema": { - "type": "string" - } - } - }, - "description": "The last quote tick for this currency pair." - }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Last Quote for a Currency Pair", - "tags": [ - "fx:last:quote" - ], - "x-polygon-entitlement-data-type": { - "description": "NBBO data", - "name": "nbbo" - }, - "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" - } - } - }, - "/v1/marketstatus/now": { - "get": { - "description": "Get the current trading status of the exchanges and overall financial markets.\n", - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "afterHours": true, - "currencies": { - "crypto": "open", - "fx": "open" - }, - "earlyHours": false, - "exchanges": { - "nasdaq": "extended-hours", - "nyse": "extended-hours", - "otc": "closed" - }, - "market": "extended-hours", - "serverTime": "2020-11-10T22:37:37.000Z" + "results": { + "properties": { + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "fx:aggregates" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{indicesTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "IndicesSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "I:SPX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The value in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close values to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.polygon.io/v1/indicators/sma/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" + }, + "values": [ + { + "timestamp": 1678165200000, + "value": 4035.913999999998 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "indices:aggregates" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{optionsTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "OptionsSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "options:aggregates" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{stockTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "SMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Search by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "underlying": { + "properties": { + "aggregates": { + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The indicator value for this period.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "stocks:aggregates" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/last/crypto/{from}/{to}": { + "get": { + "description": "Get the last trade tick for a cryptocurrency pair.", + "operationId": "LastTradeCrypto", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "last": { + "conditions": [ + 1 + ], + "exchange": 4, + "price": 16835.42, + "size": 0.006909, + "timestamp": 1605560885027 + }, + "request_id": "d2d779df015fe2b7fbb8e58366610ef7", + "status": "success", + "symbol": "BTC-USD" + }, + "schema": { + "properties": { + "last": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeCrypto" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,price,size,timestamp\n1,4,16835.42,0.006909,1605560885027\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Trade for a Crypto Pair", + "tags": [ + "crypto:last:trade" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/last_quote/currencies/{from}/{to}": { + "get": { + "description": "Get the last quote tick for a forex currency pair.", + "operationId": "LastQuoteCurrencies", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "last": { + "ask": 0.73124, + "bid": 0.73122, + "exchange": 48, + "timestamp": 1605557756000 + }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", + "status": "success", + "symbol": "AUD/USD" + }, + "schema": { + "properties": { + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n0.73124,0.73122,48,1605557756000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last quote tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Quote for a Currency Pair", + "tags": [ + "fx:last:quote" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/marketstatus/now": { + "get": { + "description": "Get the current trading status of the exchanges and overall financial markets.\n", + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": true, + "currencies": { + "crypto": "open", + "fx": "open" + }, + "earlyHours": false, + "exchanges": { + "nasdaq": "extended-hours", + "nyse": "extended-hours", + "otc": "closed" + }, + "market": "extended-hours", + "serverTime": "2020-11-10T22:37:37.000Z" }, "schema": { "properties": { @@ -11326,30 +12843,149 @@ "type": "array" }, "symbol": { - "description": "The symbol pair that was evaluated from the request.", + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "symbol", + "isUTC", + "day", + "open", + "close", + "openTrades", + "closingTrades" + ], + "type": "object" + } + }, + "text/csv": { + "example": "isUTC,day,open,close,openTrades,closingTrades\ntrue,2020-10-09,10932.44,11050.64,\"[{\\\"s\\\":0.002,\\\"p\\\":10932.44,\\\"x\\\":1,\\\"t\\\":1602201600056,\\\"c\\\":[2],\\\"i\\\":\\\"511235746\\\"},{\\\"s\\\":0.02,\\\"p\\\":10923.76,\\\"x\\\":4,\\\"t\\\":1602201600141,\\\"c\\\":[2],\\\"i\\\":\\\"511235751\\\"}]\",\"[{\\\"s\\\":0.006128,\\\"p\\\":11050.64,\\\"x\\\":4,\\\"t\\\":1602287999795,\\\"c\\\":[2],\\\"i\\\":\\\"973323250\\\"},{\\\"s\\\":0.014,\\\"p\\\":11049.4,\\\"x\\\":17,\\\"t\\\":1602287999659,\\\"c\\\":[1],\\\"i\\\":\\\"105717893\\\"}]\"\n", + "schema": { + "type": "string" + } + } + }, + "description": "The open/close of this symbol." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Daily Open/Close", + "tags": [ + "crypto:open-close" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/open-close/{indicesTicker}/{date}": { + "get": { + "description": "Get the open, close and afterhours values of a index symbol on a certain date.\n", + "parameters": [ + { + "description": "The ticker symbol of Index.", + "example": "I:SPX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date of the requested open/close in the format YYYY-MM-DD.", + "example": "2023-03-10", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": "4,078.49", + "close": "4,045.64", + "from": "2023-01-09", + "high": "4,078.49", + "low": "4,051.82", + "open": "4,055.15", + "preMarket": "4,078.49", + "status": "OK", + "symbol": "SPX" + }, + "schema": { + "properties": { + "afterHours": { + "description": "The close value of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "preMarket": { + "description": "The open value of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", "type": "string" } }, "required": [ + "status", + "from", "symbol", - "isUTC", - "day", "open", - "close", - "openTrades", - "closingTrades" + "high", + "low", + "close" ], "type": "object" } - }, - "text/csv": { - "example": "isUTC,day,open,close,openTrades,closingTrades\ntrue,2020-10-09,10932.44,11050.64,\"[{\\\"s\\\":0.002,\\\"p\\\":10932.44,\\\"x\\\":1,\\\"t\\\":1602201600056,\\\"c\\\":[2],\\\"i\\\":\\\"511235746\\\"},{\\\"s\\\":0.02,\\\"p\\\":10923.76,\\\"x\\\":4,\\\"t\\\":1602201600141,\\\"c\\\":[2],\\\"i\\\":\\\"511235751\\\"}]\",\"[{\\\"s\\\":0.006128,\\\"p\\\":11050.64,\\\"x\\\":4,\\\"t\\\":1602287999795,\\\"c\\\":[2],\\\"i\\\":\\\"973323250\\\"},{\\\"s\\\":0.014,\\\"p\\\":11049.4,\\\"x\\\":17,\\\"t\\\":1602287999659,\\\"c\\\":[1],\\\"i\\\":\\\"105717893\\\"}]\"\n", - "schema": { - "type": "string" - } } }, - "description": "The open/close of this symbol." + "description": "The open/close of this stock symbol." }, "default": { "description": "Unexpected error" @@ -11357,15 +12993,15 @@ }, "summary": "Daily Open/Close", "tags": [ - "crypto:open-close" + "stocks:open-close" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Indices data", + "name": "indices" } } }, @@ -12373,14 +14009,237 @@ { "description": "Sort field used for ordering.", "in": "query", - "name": "sort", + "name": "sort", + "schema": { + "default": "sequence", + "enum": [ + "sequence", + "filename" + ], + "example": "sequence", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "description": "FIXME", + "example": {}, + "schema": { + "properties": { + "count": { + "type": "integer" + }, + "next_url": { + "type": "string" + }, + "request_id": { + "type": "string" + }, + "results": { + "items": { + "description": "File associated with the filing.\n\nThis provides information to uniquly identify the additional data and a URL\nwhere the file may be downloaded.", + "properties": { + "description": { + "description": "A description for the contents of the file.", + "type": "string" + }, + "filename": { + "description": "The name for the file.", + "type": "string" + }, + "id": { + "description": "An identifier unique to the filing for this data entry.", + "example": "1", + "type": "string" + }, + "sequence": { + "description": "File Sequence Number", + "format": "int64", + "max": 999, + "min": 1, + "type": "integer" + }, + "size_bytes": { + "description": "The size of the file in bytes.", + "format": "int64", + "type": "integer" + }, + "source_url": { + "description": "The source URL is a link back to the upstream source for this file.", + "format": "uri", + "type": "string" + }, + "type": { + "description": "The type of document contained in the file.", + "type": "string" + } + }, + "required": [ + "id", + "file", + "description", + "type", + "size_bytes", + "sequence", + "source_url" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SECFilingFile", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "status": { + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + } + }, + "description": "FIXME" + } + }, + "summary": "SEC Filing Files", + "tags": [ + "reference:sec:filing:files" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "sort": { + "default": "sequence", + "enum": [ + "sequence", + "filename" + ] + } + } + }, + "x-polygon-draft": true + }, + "/v1/reference/sec/filings/{filing_id}/files/{file_id}": { + "get": { + "description": "Get filing file", + "operationId": "GetFilingFile", + "parameters": [ + { + "description": "Select by filing id.", + "in": "path", + "name": "filing_id", + "schema": { + "description": "Unique identifier for the filing.", + "type": "string" + } + }, + { + "description": "Select by file id.", + "in": "path", + "name": "file_id", + "schema": { + "description": "An identifier unique to the filing for this data entry.", + "example": "1", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "description": "File associated with the filing.\n\nThis provides information to uniquly identify the additional data and a URL\nwhere the file may be downloaded.", + "properties": { + "description": { + "description": "A description for the contents of the file.", + "type": "string" + }, + "filename": { + "description": "The name for the file.", + "type": "string" + }, + "id": { + "description": "An identifier unique to the filing for this data entry.", + "example": "1", + "type": "string" + }, + "sequence": { + "description": "File Sequence Number", + "format": "int64", + "max": 999, + "min": 1, + "type": "integer" + }, + "size_bytes": { + "description": "The size of the file in bytes.", + "format": "int64", + "type": "integer" + }, + "source_url": { + "description": "The source URL is a link back to the upstream source for this file.", + "format": "uri", + "type": "string" + }, + "type": { + "description": "The type of document contained in the file.", + "type": "string" + } + }, + "required": [ + "id", + "file", + "description", + "type", + "size_bytes", + "sequence", + "source_url" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SECFilingFile", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + } + } + }, + "description": "The file data." + } + }, + "summary": "SEC Filing File", + "tags": [ + "reference:sec:filing:file" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + }, + "x-polygon-draft": true + }, + "/v1/summaries": { + "get": { + "description": "Get everything needed to visualize the tick-by-tick movement of a list of tickers.", + "operationId": "SnapshotSummary", + "parameters": [ + { + "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", + "in": "query", + "name": "ticker.any_of", "schema": { - "default": "sequence", - "enum": [ - "sequence", - "filename" - ], - "example": "sequence", "type": "string" } } @@ -12389,222 +14248,563 @@ "200": { "content": { "application/json": { - "description": "FIXME", - "example": {}, - "schema": { - "properties": { - "count": { - "type": "integer" + "example": { + "request_id": "abc123", + "results": [ + { + "branding": { + "icon_url": "https://api.polygon.io/icon.png", + "logo_url": "https://api.polygon.io/logo.svg" + }, + "market_status": "closed", + "name": "Norwegian Cruise Lines", + "price": 22.3, + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "NCLH", + "type": "stock" }, - "next_url": { - "type": "string" + { + "market_status": "closed", + "name": "NCLH $5 Call", + "options": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "price": 6.6, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options" + }, + { + "market_status": "open", + "name": "Euro - United States Dollar", + "price": 0.97989, + "session": { + "change": -0.0001, + "change_percent": -0.67, + "close": 0.97989, + "high": 0.98999, + "low": 0.96689, + "open": 0.97889, + "previous_close": 0.98001 + }, + "ticker": "C:EURUSD", + "type": "fx" + }, + { + "branding": { + "icon_url": "https://api.polygon.io/icon.png", + "logo_url": "https://api.polygon.io/logo.svg" + }, + "market_status": "open", + "name": "Bitcoin - United States Dollar", + "price": 32154.68, + "session": { + "change": -201.23, + "change_percent": -0.77, + "close": 32154.68, + "high": 33124.28, + "low": 28182.88, + "open": 31129.32, + "previous_close": 33362.18 + }, + "ticker": "X:BTCUSD", + "type": "crypto" }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "APx" + } + ], + "status": "OK" + }, + "schema": { + "properties": { "request_id": { "type": "string" }, "results": { "items": { - "description": "File associated with the filing.\n\nThis provides information to uniquly identify the additional data and a URL\nwhere the file may be downloaded.", "properties": { - "description": { - "description": "A description for the contents of the file.", + "branding": { + "properties": { + "icon_url": { + "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + }, + "logo_url": { + "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Branding" + } + }, + "error": { + "description": "The error while looking for this ticker.", "type": "string" }, - "filename": { - "description": "The name for the file.", + "market_status": { + "description": "The market status for the market that trades this ticker.", "type": "string" }, - "id": { - "description": "An identifier unique to the filing for this data entry.", - "example": "1", + "message": { + "description": "The error message while looking for this ticker.", "type": "string" }, - "sequence": { - "description": "File Sequence Number", - "format": "int64", - "max": 999, - "min": 1, - "type": "integer" + "name": { + "description": "Name of ticker, forex, or crypto asset.", + "type": "string" }, - "size_bytes": { - "description": "The size of the file in bytes.", - "format": "int64", - "type": "integer" + "options": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "format": "double", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract", + "format": "double", + "type": "number" + }, + "underlying_ticker": { + "description": "The ticker for the option contract.", + "type": "string" + } + }, + "required": [ + "contract_type", + "expiration_date", + "exercise_style", + "shares_per_contract", + "strike_price", + "underlying_ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Options" + } + }, + "price": { + "description": "The most up to date ticker price.", + "format": "double", + "type": "number" + }, + "session": { + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the asset of the day.", + "format": "double", + "type": "number" + }, + "early_trading_change": { + "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "format": "double", + "type": "number" + }, + "early_trading_change_percent": { + "description": "Today\u2019s early trading change as a percentage.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the asset of the day.", + "format": "double", + "type": "number" + }, + "late_trading_change": { + "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", + "format": "double", + "type": "number" + }, + "late_trading_change_percent": { + "description": "Today\u2019s late trading change as a percentage.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price for the asset of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the asset of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the asset of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the asset of the day.", + "format": "double", + "type": "number" + } + }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Session" + } }, - "source_url": { - "description": "The source URL is a link back to the upstream source for this file.", - "format": "uri", + "ticker": { + "description": "Ticker of asset queried.", "type": "string" }, "type": { - "description": "The type of document contained in the file.", + "description": "The market for this ticker of stock, crypto, fx, option.", + "enum": [ + "stocks", + "crypto", + "options", + "fx" + ], "type": "string" } }, "required": [ - "id", - "file", - "description", + "ticker", + "name", + "price", + "branding", + "market_status", "type", - "size_bytes", - "sequence", - "source_url" + "session", + "options" ], "type": "object", "x-polygon-go-type": { - "name": "SECFilingFile", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "name": "SummaryResult" } }, "type": "array" }, "status": { + "description": "The status of this request's response.", "type": "string" } }, "required": [ "status", - "request_id", - "count", - "results" + "request_id" ], "type": "object" } } }, - "description": "FIXME" + "description": "Snapshot Summary for ticker list" + } + }, + "summary": "Summaries", + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/aggs/grouped/locale/global/market/crypto/{date}": { + "get": { + "description": "Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.\n", + "parameters": [ + { + "description": "The beginning date for the aggregate window.", + "example": "2023-01-09", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 3, + "results": [ + { + "T": "X:ARDRUSD", + "c": 0.0550762, + "h": 0.0550762, + "l": 0.0550762, + "n": 18388, + "o": 0.0550762, + "t": 1580676480000, + "v": 2, + "vw": 0.0551 + }, + { + "T": "X:NGCUSD", + "c": 0.0272983, + "h": 0.0273733, + "l": 0.0272983, + "n": 18, + "o": 0.0273733, + "t": 1580674080000, + "v": 4734, + "vw": 0.0273 + }, + { + "T": "X:ZSCUSD", + "c": 0.00028531, + "h": 0.00028531, + "l": 0.00028531, + "n": 151, + "o": 0.00028531, + "t": 1580671080000, + "v": 390, + "vw": 0.0003 + } + ], + "resultsCount": 3, + "status": "OK" + }, + "schema": { + "allOf": [ + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nX:ARDRUSD,0.0550762,0.0550762,0.0550762,18388,0.0550762,1580676480000,2,0.0551\nX:NGCUSD,0.0272983,0.0273733,0.0272983,18,0.0273733,1580674080000,4734,0.0273\nX:ZSCUSD,0.00028531,0.00028531,0.00028531,151,0.00028531,1580671080000,390,0.0003\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for the ticker." + }, + "default": { + "description": "Unexpected error" } }, - "summary": "SEC Filing Files", + "summary": "Grouped Daily (Bars)", "tags": [ - "reference:sec:filing:files" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" + "description": "Aggregate data", + "name": "aggregates" }, - "x-polygon-paginate": { - "sort": { - "default": "sequence", - "enum": [ - "sequence", - "filename" - ] - } + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" } - }, - "x-polygon-draft": true + } }, - "/v1/reference/sec/filings/{filing_id}/files/{file_id}": { + "/v2/aggs/grouped/locale/global/market/fx/{date}": { "get": { - "description": "Get filing file", - "operationId": "GetFilingFile", + "description": "Get the daily open, high, low, and close (OHLC) for the entire forex markets.\n", "parameters": [ { - "description": "Select by filing id.", + "description": "The beginning date for the aggregate window.", + "example": "2023-01-09", "in": "path", - "name": "filing_id", + "name": "date", + "required": true, "schema": { - "description": "Unique identifier for the filing.", "type": "string" } }, { - "description": "Select by file id.", - "in": "path", - "name": "file_id", - "schema": { - "description": "An identifier unique to the filing for this data entry.", - "example": "1", - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "schema": { - "description": "File associated with the filing.\n\nThis provides information to uniquly identify the additional data and a URL\nwhere the file may be downloaded.", - "properties": { - "description": { - "description": "A description for the contents of the file.", - "type": "string" - }, - "filename": { - "description": "The name for the file.", - "type": "string" - }, - "id": { - "description": "An identifier unique to the filing for this data entry.", - "example": "1", - "type": "string" - }, - "sequence": { - "description": "File Sequence Number", - "format": "int64", - "max": 999, - "min": 1, - "type": "integer" - }, - "size_bytes": { - "description": "The size of the file in bytes.", - "format": "int64", - "type": "integer" - }, - "source_url": { - "description": "The source URL is a link back to the upstream source for this file.", - "format": "uri", - "type": "string" - }, - "type": { - "description": "The type of document contained in the file.", - "type": "string" - } - }, - "required": [ - "id", - "file", - "description", - "type", - "size_bytes", - "sequence", - "source_url" - ], - "type": "object", - "x-polygon-go-type": { - "name": "SECFilingFile", - "path": "github.com/polygon-io/go-lib-models/v2/globals" - } - } - } - }, - "description": "The file data." - } - }, - "summary": "SEC Filing File", - "tags": [ - "reference:sec:filing:file" - ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - } - }, - "x-polygon-draft": true - }, - "/v1/summaries": { - "get": { - "description": "Get everything needed to visualize the tick-by-tick movement of a list of tickers.", - "operationId": "SnapshotSummary", - "parameters": [ - { - "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.", - "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, "in": "query", - "name": "ticker.any_of", + "name": "adjusted", "schema": { - "type": "string" + "type": "boolean" } } ], @@ -12613,347 +14813,177 @@ "content": { "application/json": { "example": { - "request_id": "abc123", + "adjusted": true, + "queryCount": 3, "results": [ { - "branding": { - "icon_url": "https://api.polygon.io/icon.png", - "logo_url": "https://api.polygon.io/logo.svg" - }, - "market_status": "closed", - "name": "Norwegian Cruise Lines", - "price": 22.3, - "session": { - "change": -1.05, - "change_percent": -4.67, - "close": 21.4, - "early_trading_change": -0.39, - "early_trading_change_percent": -0.07, - "high": 22.49, - "late_trading_change": 1.2, - "late_trading_change_percent": 3.92, - "low": 21.35, - "open": 22.49, - "previous_close": 22.45, - "volume": 37 - }, - "ticker": "NCLH", - "type": "stock" - }, - { - "market_status": "closed", - "name": "NCLH $5 Call", - "options": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-10-14", - "shares_per_contract": 100, - "strike_price": 5, - "underlying_ticker": "NCLH" - }, - "price": 6.6, - "session": { - "change": -0.05, - "change_percent": -1.07, - "close": 6.65, - "early_trading_change": -0.01, - "early_trading_change_percent": -0.03, - "high": 7.01, - "late_trading_change": -0.4, - "late_trading_change_percent": -0.02, - "low": 5.42, - "open": 6.7, - "previous_close": 6.71, - "volume": 67 - }, - "ticker": "O:NCLH221014C00005000", - "type": "options" - }, - { - "market_status": "open", - "name": "Euro - United States Dollar", - "price": 0.97989, - "session": { - "change": -0.0001, - "change_percent": -0.67, - "close": 0.97989, - "high": 0.98999, - "low": 0.96689, - "open": 0.97889, - "previous_close": 0.98001 - }, - "ticker": "C:EURUSD", - "type": "fx" + "T": "C:ILSCHF", + "c": 0.2704, + "h": 0.2706, + "l": 0.2693, + "n": 689, + "o": 0.2698, + "t": 1602719999999, + "v": 689, + "vw": 0.2702 }, { - "branding": { - "icon_url": "https://api.polygon.io/icon.png", - "logo_url": "https://api.polygon.io/logo.svg" - }, - "market_status": "open", - "name": "Bitcoin - United States Dollar", - "price": 32154.68, - "session": { - "change": -201.23, - "change_percent": -0.77, - "close": 32154.68, - "high": 33124.28, - "low": 28182.88, - "open": 31129.32, - "previous_close": 33362.18 - }, - "ticker": "X:BTCUSD", - "type": "crypto" + "T": "C:GBPCAD", + "c": 1.71103, + "h": 1.71642, + "l": 1.69064, + "n": 407324, + "o": 1.69955, + "t": 1602719999999, + "v": 407324, + "vw": 1.7062 }, { - "error": "NOT_FOUND", - "message": "Ticker not found.", - "ticker": "APx" + "T": "C:DKKAUD", + "c": 0.2214, + "h": 0.2214, + "l": 0.2195, + "n": 10639, + "o": 0.22, + "t": 1602719999999, + "v": 10639, + "vw": 0.2202 } ], + "resultsCount": 3, "status": "OK" }, "schema": { - "properties": { - "request_id": { - "type": "string" + "allOf": [ + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" }, - "results": { - "items": { - "properties": { - "branding": { - "properties": { - "icon_url": { - "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", - "type": "string" - }, - "logo_url": { - "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", - "type": "string" - } - }, - "type": "object", - "x-polygon-go-type": { - "name": "Branding" - } - }, - "error": { - "description": "The error while looking for this ticker.", - "type": "string" - }, - "market_status": { - "description": "The market status for the market that trades this ticker.", - "type": "string" - }, - "message": { - "description": "The error message while looking for this ticker.", - "type": "string" - }, - "name": { - "description": "Name of ticker, forex, or crypto asset.", - "type": "string" - }, - "options": { + { + "properties": { + "results": { + "items": { "properties": { - "contract_type": { - "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", - "enum": [ - "put", - "call", - "other" - ], - "type": "string" - }, - "exercise_style": { - "description": "The exercise style of this contract. See this link for more details on exercise styles.", - "enum": [ - "american", - "european", - "bermudan" - ], - "type": "string" - }, - "expiration_date": { - "description": "The contract's expiration date in YYYY-MM-DD format.", - "format": "date", - "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" - } - }, - "shares_per_contract": { - "description": "The number of shares per contract for this contract.", - "format": "double", - "type": "number" - }, - "strike_price": { - "description": "The strike price of the option contract", - "format": "double", - "type": "number" - }, - "underlying_ticker": { - "description": "The ticker for the option contract.", + "T": { + "description": "The exchange symbol that this item is traded under.", "type": "string" - } - }, - "required": [ - "contract_type", - "expiration_date", - "exercise_style", - "shares_per_contract", - "strike_price", - "underlying_ticker" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Options" - } - }, - "price": { - "description": "The most up to date ticker price.", - "format": "double", - "type": "number" - }, - "session": { - "properties": { - "change": { - "description": "The value of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" - }, - "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", - "format": "double", - "type": "number" }, - "close": { - "description": "The closing price for the asset of the day.", - "format": "double", - "type": "number" - }, - "early_trading_change": { - "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", - "format": "double", - "type": "number" - }, - "early_trading_change_percent": { - "description": "Today\u2019s early trading change as a percentage.", + "c": { + "description": "The close price for the symbol in the given time period.", "format": "double", "type": "number" }, - "high": { - "description": "The highest price for the asset of the day.", + "h": { + "description": "The highest price for the symbol in the given time period.", "format": "double", "type": "number" }, - "late_trading_change": { - "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", + "l": { + "description": "The lowest price for the symbol in the given time period.", "format": "double", "type": "number" }, - "late_trading_change_percent": { - "description": "Today\u2019s late trading change as a percentage.", - "format": "double", - "type": "number" + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" }, - "low": { - "description": "The lowest price for the asset of the day.", + "o": { + "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, - "open": { - "description": "The open price for the asset of the day.", - "format": "double", - "type": "number" + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" }, - "previous_close": { - "description": "The closing price for the asset of previous trading day.", + "v": { + "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" }, - "volume": { - "description": "The trading volume for the asset of the day.", + "vw": { + "description": "The volume weighted average price.", "format": "double", "type": "number" } }, "required": [ - "change", - "change_percent", - "close", - "high", - "low", - "open", - "previous_close" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Session" - } - }, - "ticker": { - "description": "Ticker of asset queried.", - "type": "string" - }, - "type": { - "description": "The market for this ticker of stock, crypto, fx, option.", - "enum": [ - "stocks", - "crypto", - "options", - "fx" - ], - "type": "string" - } - }, - "required": [ - "ticker", - "name", - "price", - "branding", - "market_status", - "type", - "session", - "options" - ], - "type": "object", - "x-polygon-go-type": { - "name": "SummaryResult" + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" } }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" + "type": "object" } - }, - "required": [ - "status", - "request_id" - ], - "type": "object" + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nC:ILSCHF,0.2704,0.2706,0.2693,689,0.2698,1602719999999,689,0.2702\nC:GBPCAD,1.71103,1.71642,1.69064,407324,1.69955,1602719999999,407324,1.7062\nC:DKKAUD,0.2214,0.2214,0.2195,10639,0.22,1602719999999,10639,0.2202\n", + "schema": { + "type": "string" } } }, - "description": "Snapshot Summary for ticker list" + "description": "Previous day OHLC for ticker" + }, + "default": { + "description": "Unexpected error" } }, - "summary": "Summaries", + "summary": "Grouped Daily (Bars)", + "tags": [ + "fx:aggregates" + ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Forex data", + "name": "fx" } } }, - "/v2/aggs/grouped/locale/global/market/crypto/{date}": { + "/v2/aggs/grouped/locale/us/market/stocks/{date}": { "get": { - "description": "Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.\n", + "description": "Get the daily open, high, low, and close (OHLC) for the entire stocks/equities markets.\n", "parameters": [ { "description": "The beginning date for the aggregate window.", @@ -12973,6 +15003,14 @@ "schema": { "type": "boolean" } + }, + { + "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "in": "query", + "name": "include_otc", + "schema": { + "type": "boolean" + } } ], "responses": { @@ -12984,37 +15022,37 @@ "queryCount": 3, "results": [ { - "T": "X:ARDRUSD", - "c": 0.0550762, - "h": 0.0550762, - "l": 0.0550762, - "n": 18388, - "o": 0.0550762, - "t": 1580676480000, - "v": 2, - "vw": 0.0551 + "T": "KIMpL", + "c": 25.9102, + "h": 26.25, + "l": 25.91, + "n": 74, + "o": 26.07, + "t": 1602705600000, + "v": 4369, + "vw": 26.0407 }, { - "T": "X:NGCUSD", - "c": 0.0272983, - "h": 0.0273733, - "l": 0.0272983, - "n": 18, - "o": 0.0273733, - "t": 1580674080000, - "v": 4734, - "vw": 0.0273 + "T": "TANH", + "c": 23.4, + "h": 24.763, + "l": 22.65, + "n": 1096, + "o": 24.5, + "t": 1602705600000, + "v": 25933.6, + "vw": 23.493 }, { - "T": "X:ZSCUSD", - "c": 0.00028531, - "h": 0.00028531, - "l": 0.00028531, - "n": 151, - "o": 0.00028531, - "t": 1580671080000, - "v": 390, - "vw": 0.0003 + "T": "VSAT", + "c": 34.24, + "h": 35.47, + "l": 34.21, + "n": 4966, + "o": 34.9, + "t": 1602705600000, + "v": 312583, + "vw": 34.4736 } ], "resultsCount": 3, @@ -13087,6 +15125,10 @@ "format": "double", "type": "number" }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, "t": { "description": "The Unix Msec timestamp for the start of the aggregate window.", "type": "integer" @@ -13107,8 +15149,8 @@ "h", "l", "c", - "v", "t", + "v", "T" ], "type": "object" @@ -13122,13 +15164,13 @@ } }, "text/csv": { - "example": "T,c,h,l,n,o,t,v,vw\nX:ARDRUSD,0.0550762,0.0550762,0.0550762,18388,0.0550762,1580676480000,2,0.0551\nX:NGCUSD,0.0272983,0.0273733,0.0272983,18,0.0273733,1580674080000,4734,0.0273\nX:ZSCUSD,0.00028531,0.00028531,0.00028531,151,0.00028531,1580671080000,390,0.0003\n", + "example": "T,c,h,l,n,o,t,v,vw\nKIMpL,25.9102,26.25,25.91,74,26.07,1602705600000,4369,26.0407\nTANH,23.4,24.763,22.65,1096,24.5,1602705600000,25933.6,23.493\nVSAT,34.24,35.47,34.21,4966,34.9,1602705600000,312583,34.4736\n", "schema": { "type": "string" } } }, - "description": "The previous day OHLC for the ticker." + "description": "Previous day OHLC for ticker" }, "default": { "description": "Unexpected error" @@ -13136,27 +15178,27 @@ }, "summary": "Grouped Daily (Bars)", "tags": [ - "crypto:aggregates" + "stocks:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Stocks data", + "name": "stocks" } } }, - "/v2/aggs/grouped/locale/global/market/fx/{date}": { + "/v2/aggs/ticker/{cryptoTicker}/prev": { "get": { - "description": "Get the daily open, high, low, and close (OHLC) for the entire forex markets.\n", + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified cryptocurrency pair.\n", "parameters": [ { - "description": "The beginning date for the aggregate window.", - "example": "2023-01-09", + "description": "The ticker symbol of the currency pair.", + "example": "X:BTCUSD", "in": "path", - "name": "date", + "name": "cryptoTicker", "required": true, "schema": { "type": "string" @@ -13178,47 +15220,38 @@ "application/json": { "example": { "adjusted": true, - "queryCount": 3, + "queryCount": 1, + "request_id": "b2170df985474b6d21a6eeccfb6bee67", "results": [ { - "T": "C:ILSCHF", - "c": 0.2704, - "h": 0.2706, - "l": 0.2693, - "n": 689, - "o": 0.2698, - "t": 1602719999999, - "v": 689, - "vw": 0.2702 - }, - { - "T": "C:GBPCAD", - "c": 1.71103, - "h": 1.71642, - "l": 1.69064, - "n": 407324, - "o": 1.69955, - "t": 1602719999999, - "v": 407324, - "vw": 1.7062 - }, - { - "T": "C:DKKAUD", - "c": 0.2214, - "h": 0.2214, - "l": 0.2195, - "n": 10639, - "o": 0.22, - "t": 1602719999999, - "v": 10639, - "vw": 0.2202 + "T": "X:BTCUSD", + "c": 16035.9, + "h": 16180, + "l": 15639.2, + "o": 15937.1, + "t": 1605416400000, + "v": 95045.16897951, + "vw": 15954.2111 } ], - "resultsCount": 3, - "status": "OK" + "resultsCount": 1, + "status": "OK", + "ticker": "X:BTCUSD" }, "schema": { "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, { "properties": { "adjusted": { @@ -13319,41 +15352,90 @@ } }, "text/csv": { - "example": "T,c,h,l,n,o,t,v,vw\nC:ILSCHF,0.2704,0.2706,0.2693,689,0.2698,1602719999999,689,0.2702\nC:GBPCAD,1.71103,1.71642,1.69064,407324,1.69955,1602719999999,407324,1.7062\nC:DKKAUD,0.2214,0.2214,0.2195,10639,0.22,1602719999999,10639,0.2202\n", + "example": "T,c,h,l,o,t,v,vw\nX:BTCUSD,16035.9,16180,15639.2,15937.1,1605416400000,95045.16897951,15954.2111\n", "schema": { "type": "string" } } }, - "description": "Previous day OHLC for ticker" + "description": "The previous day OHLC for a ticker." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "crypto:aggregates" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for a cryptocurrency pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", + "parameters": [ + { + "description": "The ticker symbol of the currency pair.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2023-01-09", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } }, - "default": { - "description": "Unexpected error" - } - }, - "summary": "Grouped Daily (Bars)", - "tags": [ - "fx:aggregates" - ], - "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" - }, - "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" - } - } - }, - "/v2/aggs/grouped/locale/us/market/stocks/{date}": { - "get": { - "description": "Get the daily open, high, low, and close (OHLC) for the entire stocks/equities markets.\n", - "parameters": [ { - "description": "The beginning date for the aggregate window.", + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", "example": "2023-01-09", "in": "path", - "name": "date", + "name": "to", "required": true, "schema": { "type": "string" @@ -13369,11 +15451,24 @@ } }, { - "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", "in": "query", - "name": "include_otc", + "name": "sort", "schema": { - "type": "boolean" + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" } } ], @@ -13383,47 +15478,48 @@ "application/json": { "example": { "adjusted": true, - "queryCount": 3, + "queryCount": 2, + "request_id": "0cf72b6da685bcd386548ffe2895904a", "results": [ { - "T": "KIMpL", - "c": 25.9102, - "h": 26.25, - "l": 25.91, - "n": 74, - "o": 26.07, - "t": 1602705600000, - "v": 4369, - "vw": 26.0407 - }, - { - "T": "TANH", - "c": 23.4, - "h": 24.763, - "l": 22.65, - "n": 1096, - "o": 24.5, - "t": 1602705600000, - "v": 25933.6, - "vw": 23.493 + "c": 10094.75, + "h": 10429.26, + "l": 9490, + "n": 1, + "o": 9557.9, + "t": 1590984000000, + "v": 303067.6562332156, + "vw": 9874.5529 }, { - "T": "VSAT", - "c": 34.24, - "h": 35.47, - "l": 34.21, - "n": 4966, - "o": 34.9, - "t": 1602705600000, - "v": 312583, - "vw": 34.4736 + "c": 9492.62, + "h": 10222.72, + "l": 9135.68, + "n": 1, + "o": 10096.87, + "t": 1591070400000, + "v": 323339.6922892879, + "vw": 9729.5701 } ], - "resultsCount": 3, - "status": "OK" + "resultsCount": 2, + "status": "OK", + "ticker": "X:BTCUSD" }, "schema": { "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, { "properties": { "adjusted": { @@ -13461,10 +15557,6 @@ "results": { "items": { "properties": { - "T": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, "c": { "description": "The close price for the symbol in the given time period.", "format": "double", @@ -13489,10 +15581,6 @@ "format": "double", "type": "number" }, - "otc": { - "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", - "type": "boolean" - }, "t": { "description": "The Unix Msec timestamp for the start of the aggregate window.", "type": "integer" @@ -13513,9 +15601,8 @@ "h", "l", "c", - "t", "v", - "T" + "t" ], "type": "object" }, @@ -13528,41 +15615,41 @@ } }, "text/csv": { - "example": "T,c,h,l,n,o,t,v,vw\nKIMpL,25.9102,26.25,25.91,74,26.07,1602705600000,4369,26.0407\nTANH,23.4,24.763,22.65,1096,24.5,1602705600000,25933.6,23.493\nVSAT,34.24,35.47,34.21,4966,34.9,1602705600000,312583,34.4736\n", + "example": "c,h,l,n,o,t,v,vw\n10094.75,10429.26,9490,1,9557.9,1590984000000,303067.6562332156,9874.5529\n9492.62,10222.72,9135.68,1,10096.87,1591070400000,323339.6922892879,9729.5701\n", "schema": { "type": "string" } } }, - "description": "Previous day OHLC for ticker" + "description": "Cryptocurrency Aggregates." }, "default": { "description": "Unexpected error" } }, - "summary": "Grouped Daily (Bars)", + "summary": "Aggregates (Bars)", "tags": [ - "stocks:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Stocks data", - "name": "stocks" + "description": "Crypto data", + "name": "crypto" } } }, - "/v2/aggs/ticker/{cryptoTicker}/prev": { + "/v2/aggs/ticker/{forexTicker}/prev": { "get": { - "description": "Get the previous day's open, high, low, and close (OHLC) for the specified cryptocurrency pair.\n", + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified forex pair.\n", "parameters": [ { "description": "The ticker symbol of the currency pair.", - "example": "X:BTCUSD", + "example": "C:EURUSD", "in": "path", - "name": "cryptoTicker", + "name": "forexTicker", "required": true, "schema": { "type": "string" @@ -13585,22 +15672,23 @@ "example": { "adjusted": true, "queryCount": 1, - "request_id": "b2170df985474b6d21a6eeccfb6bee67", + "request_id": "08ec061fb85115678d68452c0a609cb7", "results": [ { - "T": "X:BTCUSD", - "c": 16035.9, - "h": 16180, - "l": 15639.2, - "o": 15937.1, - "t": 1605416400000, - "v": 95045.16897951, - "vw": 15954.2111 + "T": "C:EURUSD", + "c": 1.06206, + "h": 1.0631, + "l": 1.0505, + "n": 180300, + "o": 1.05252, + "t": 1651708799999, + "v": 180300, + "vw": 1.055 } ], "resultsCount": 1, "status": "OK", - "ticker": "X:BTCUSD" + "ticker": "C:EURUSD" }, "schema": { "allOf": [ @@ -13697,13 +15785,13 @@ } }, "required": [ + "T", + "v", "o", + "c", "h", "l", - "c", - "v", - "t", - "T" + "t" ], "type": "object" }, @@ -13716,13 +15804,13 @@ } }, "text/csv": { - "example": "T,c,h,l,o,t,v,vw\nX:BTCUSD,16035.9,16180,15639.2,15937.1,1605416400000,95045.16897951,15954.2111\n", + "example": "T,c,h,l,n,o,t,v,vw\nC:EURUSD,1.06206,1.0631,1.0505,180300,1.05252,1651708799999,180300,1.055\n", "schema": { "type": "string" } } }, - "description": "The previous day OHLC for a ticker." + "description": "The previous day OHLC for the ticker." }, "default": { "description": "Unexpected error" @@ -13730,27 +15818,27 @@ }, "summary": "Previous Close", "tags": [ - "crypto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } } }, - "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}": { "get": { - "description": "Get aggregate bars for a cryptocurrency pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", + "description": "Get aggregate bars for a forex pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", "parameters": [ { "description": "The ticker symbol of the currency pair.", - "example": "X:BTCUSD", + "example": "C:EURUSD", "in": "path", - "name": "cryptoTicker", + "name": "forexTicker", "required": true, "schema": { "type": "string" @@ -13842,33 +15930,23 @@ "application/json": { "example": { "adjusted": true, - "queryCount": 2, - "request_id": "0cf72b6da685bcd386548ffe2895904a", + "queryCount": 1, + "request_id": "79c061995d8b627b736170bc9653f15d", "results": [ { - "c": 10094.75, - "h": 10429.26, - "l": 9490, - "n": 1, - "o": 9557.9, - "t": 1590984000000, - "v": 303067.6562332156, - "vw": 9874.5529 - }, - { - "c": 9492.62, - "h": 10222.72, - "l": 9135.68, - "n": 1, - "o": 10096.87, - "t": 1591070400000, - "v": 323339.6922892879, - "vw": 9729.5701 + "c": 1.17721, + "h": 1.18305, + "l": 1.1756, + "n": 125329, + "o": 1.17921, + "t": 1626912000000, + "v": 125329, + "vw": 1.1789 } ], - "resultsCount": 2, + "resultsCount": 1, "status": "OK", - "ticker": "X:BTCUSD" + "ticker": "C:EURUSD" }, "schema": { "allOf": [ @@ -13979,13 +16057,13 @@ } }, "text/csv": { - "example": "c,h,l,n,o,t,v,vw\n10094.75,10429.26,9490,1,9557.9,1590984000000,303067.6562332156,9874.5529\n9492.62,10222.72,9135.68,1,10096.87,1591070400000,323339.6922892879,9729.5701\n", + "example": "c,h,l,n,o,t,v,vw\n1.17721,1.18305,1.1756,125329,1.17921,1626912000000,125329,1.1789\n", "schema": { "type": "string" } } }, - "description": "Cryptocurrency Aggregates." + "description": "Forex Aggregates." }, "default": { "description": "Unexpected error" @@ -13993,39 +16071,30 @@ }, "summary": "Aggregates (Bars)", "tags": [ - "crypto:aggregates" + "fx:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Crypto data", - "name": "crypto" + "description": "Forex data", + "name": "fx" } } }, - "/v2/aggs/ticker/{forexTicker}/prev": { + "/v2/aggs/ticker/{indicesTicker}/prev": { "get": { - "description": "Get the previous day's open, high, low, and close (OHLC) for the specified forex pair.\n", + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified index.\n", "parameters": [ { - "description": "The ticker symbol of the currency pair.", - "example": "C:EURUSD", - "in": "path", - "name": "forexTicker", - "required": true, - "schema": { - "type": "string" - } - }, - { - "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", - "example": true, - "in": "query", - "name": "adjusted", + "description": "The ticker symbol of Index.", + "example": "I:SPX", + "in": "path", + "name": "indicesTicker", + "required": true, "schema": { - "type": "boolean" + "type": "string" } } ], @@ -14034,25 +16103,21 @@ "content": { "application/json": { "example": { - "adjusted": true, "queryCount": 1, - "request_id": "08ec061fb85115678d68452c0a609cb7", + "request_id": "b2170df985474b6d21a6eeccfb6bee67", "results": [ { - "T": "C:EURUSD", - "c": 1.06206, - "h": 1.0631, - "l": 1.0505, - "n": 180300, - "o": 1.05252, - "t": 1651708799999, - "v": 180300, - "vw": 1.055 + "T": "SPX", + "c": "4,048.42", + "h": "4,050.00", + "l": "3,980.31", + "o": "4,048.26", + "t": 1678221584688 } ], "resultsCount": 1, "status": "OK", - "ticker": "C:EURUSD" + "ticker": "I:SPX" }, "schema": { "allOf": [ @@ -14070,10 +16135,6 @@ }, { "properties": { - "adjusted": { - "description": "Whether or not this response was adjusted for splits.", - "type": "boolean" - }, "queryCount": { "description": "The number of aggregates (minute or day) used to generate the response.", "type": "integer" @@ -14093,7 +16154,6 @@ }, "required": [ "status", - "adjusted", "queryCount", "resultsCount", "request_id" @@ -14105,56 +16165,36 @@ "results": { "items": { "properties": { - "T": { - "description": "The exchange symbol that this item is traded under.", - "type": "string" - }, "c": { - "description": "The close price for the symbol in the given time period.", + "description": "The close value for the symbol in the given time period.", "format": "double", "type": "number" }, "h": { - "description": "The highest price for the symbol in the given time period.", + "description": "The highest value for the symbol in the given time period.", "format": "double", "type": "number" }, "l": { - "description": "The lowest price for the symbol in the given time period.", + "description": "The lowest value for the symbol in the given time period.", "format": "double", "type": "number" }, - "n": { - "description": "The number of transactions in the aggregate window.", - "type": "integer" - }, "o": { - "description": "The open price for the symbol in the given time period.", + "description": "The open value for the symbol in the given time period.", "format": "double", "type": "number" }, "t": { "description": "The Unix Msec timestamp for the start of the aggregate window.", "type": "integer" - }, - "v": { - "description": "The trading volume of the symbol in the given time period.", - "format": "double", - "type": "number" - }, - "vw": { - "description": "The volume weighted average price.", - "format": "double", - "type": "number" } }, "required": [ - "T", - "v", "o", - "c", "h", "l", + "c", "t" ], "type": "object" @@ -14166,15 +16206,9 @@ } ] } - }, - "text/csv": { - "example": "T,c,h,l,n,o,t,v,vw\nC:EURUSD,1.06206,1.0631,1.0505,180300,1.05252,1651708799999,180300,1.055\n", - "schema": { - "type": "string" - } } }, - "description": "The previous day OHLC for the ticker." + "description": "The previous day OHLC for a index." }, "default": { "description": "Unexpected error" @@ -14182,27 +16216,27 @@ }, "summary": "Previous Close", "tags": [ - "fx:aggregates" + "indices:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Indices data", + "name": "indices" } } }, - "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "/v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}": { "get": { - "description": "Get aggregate bars for a forex pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", + "description": "Get aggregate bars for an index over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", "parameters": [ { - "description": "The ticker symbol of the currency pair.", - "example": "C:EURUSD", + "description": "The ticker symbol of Index.", + "example": "I:SPX", "in": "path", - "name": "forexTicker", + "name": "indicesTicker", "required": true, "schema": { "type": "string" @@ -14239,7 +16273,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-03-10", "in": "path", "name": "from", "required": true, @@ -14249,7 +16283,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-03-10", "in": "path", "name": "to", "required": true, @@ -14257,15 +16291,6 @@ "type": "string" } }, - { - "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", - "example": true, - "in": "query", - "name": "adjusted", - "schema": { - "type": "boolean" - } - }, { "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", "example": "asc", @@ -14293,24 +16318,29 @@ "content": { "application/json": { "example": { - "adjusted": true, - "queryCount": 1, - "request_id": "79c061995d8b627b736170bc9653f15d", + "queryCount": 2, + "request_id": "0cf72b6da685bcd386548ffe2895904a", "results": [ { - "c": 1.17721, - "h": 1.18305, - "l": 1.1756, - "n": 125329, - "o": 1.17921, - "t": 1626912000000, - "v": 125329, - "vw": 1.1789 + "c": "4,048.42", + "h": "4,050.00", + "l": "3,980.31", + "n": 1, + "o": "4,048.26", + "t": 1678221133236 + }, + { + "c": "4,048.42", + "h": "4,050.00", + "l": "3,980.31", + "n": 1, + "o": "4,048.26", + "t": 1678221139690 } ], - "resultsCount": 1, + "resultsCount": 2, "status": "OK", - "ticker": "C:EURUSD" + "ticker": "I:SPX" }, "schema": { "allOf": [ @@ -14328,10 +16358,6 @@ }, { "properties": { - "adjusted": { - "description": "Whether or not this response was adjusted for splits.", - "type": "boolean" - }, "queryCount": { "description": "The number of aggregates (minute or day) used to generate the response.", "type": "integer" @@ -14351,7 +16377,6 @@ }, "required": [ "status", - "adjusted", "queryCount", "resultsCount", "request_id" @@ -14364,42 +16389,28 @@ "items": { "properties": { "c": { - "description": "The close price for the symbol in the given time period.", + "description": "The close value for the symbol in the given time period.", "format": "double", "type": "number" }, "h": { - "description": "The highest price for the symbol in the given time period.", + "description": "The highest value for the symbol in the given time period.", "format": "double", "type": "number" }, "l": { - "description": "The lowest price for the symbol in the given time period.", + "description": "The lowest value for the symbol in the given time period.", "format": "double", "type": "number" }, - "n": { - "description": "The number of transactions in the aggregate window.", - "type": "integer" - }, "o": { - "description": "The open price for the symbol in the given time period.", + "description": "The open value for the symbol in the given time period.", "format": "double", "type": "number" }, "t": { "description": "The Unix Msec timestamp for the start of the aggregate window.", "type": "integer" - }, - "v": { - "description": "The trading volume of the symbol in the given time period.", - "format": "double", - "type": "number" - }, - "vw": { - "description": "The volume weighted average price.", - "format": "double", - "type": "number" } }, "required": [ @@ -14407,7 +16418,6 @@ "h", "l", "c", - "v", "t" ], "type": "object" @@ -14419,15 +16429,9 @@ } ] } - }, - "text/csv": { - "example": "c,h,l,n,o,t,v,vw\n1.17721,1.18305,1.1756,125329,1.17921,1626912000000,125329,1.1789\n", - "schema": { - "type": "string" - } } }, - "description": "Forex Aggregates." + "description": "Index Aggregates." }, "default": { "description": "Unexpected error" @@ -14435,15 +16439,15 @@ }, "summary": "Aggregates (Bars)", "tags": [ - "fx:aggregates" + "indices:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, "x-polygon-entitlement-market-type": { - "description": "Forex data", - "name": "fx" + "description": "Indices data", + "name": "indices" } } }, @@ -23174,7 +25178,7 @@ } }, "primary_exchange": { - "description": "The MIC code of the primarcy exchange that this contract is listed on.", + "description": "The MIC code of the primary exchange that this contract is listed on.", "type": "string" }, "shares_per_contract": { @@ -23362,7 +25366,7 @@ } }, "primary_exchange": { - "description": "The MIC code of the primarcy exchange that this contract is listed on.", + "description": "The MIC code of the primary exchange that this contract is listed on.", "type": "string" }, "shares_per_contract": { @@ -24292,6 +26296,7 @@ "name": "Apple Inc.", "phone_number": "(408) 996-1010", "primary_exchange": "XNAS", + "round_lot": 100, "share_class_figi": "BBG001S5N8V8", "share_class_shares_outstanding": 16406400000, "sic_code": "3571", @@ -24420,6 +26425,11 @@ "description": "The ISO code of the primary listing exchange for this asset.", "type": "string" }, + "round_lot": { + "description": "Round lot size of this security.", + "format": "double", + "type": "number" + }, "share_class_figi": { "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", "type": "string" @@ -24486,7 +26496,7 @@ } }, "text/csv": { - "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", "schema": { "type": "string" } @@ -24518,7 +26528,6 @@ "example": "I:SPX", "in": "query", "name": "ticker.any_of", - "required": true, "schema": { "type": "string" } @@ -24562,10 +26571,6 @@ }, "schema": { "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, "request_id": { "type": "string" }, @@ -24591,78 +26596,44 @@ "session": { "properties": { "change": { - "description": "The value of the price change for the contract from the previous trading day.", + "description": "The value of the change for the index from the previous trading day.", "format": "double", "type": "number" }, "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", + "description": "The percent of the change for the index from the previous trading day.", "format": "double", "type": "number" }, "close": { - "description": "The closing price for the asset of the day.", - "format": "double", - "type": "number" - }, - "early_trading_change": { - "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", - "format": "double", - "type": "number" - }, - "early_trading_change_percent": { - "description": "Today\u2019s early trading change as a percentage.", + "description": "The closing value for the index of the day.", "format": "double", "type": "number" }, "high": { - "description": "The highest price for the asset of the day.", - "format": "double", - "type": "number" - }, - "late_trading_change": { - "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", - "format": "double", - "type": "number" - }, - "late_trading_change_percent": { - "description": "Today\u2019s late trading change as a percentage.", + "description": "The highest value for the index of the day.", "format": "double", "type": "number" }, "low": { - "description": "The lowest price for the asset of the day.", + "description": "The lowest value for the index of the day.", "format": "double", "type": "number" }, "open": { - "description": "The open price for the asset of the day.", + "description": "The open value for the index of the day.", "format": "double", "type": "number" }, "previous_close": { - "description": "The closing price for the asset of previous trading day.", - "format": "double", - "type": "number" - }, - "volume": { - "description": "The trading volume for the asset of the day.", + "description": "The closing value for the index of previous trading day.", "format": "double", "type": "number" } }, - "required": [ - "change", - "change_percent", - "close", - "high", - "low", - "open", - "previous_close" - ], "type": "object", "x-polygon-go-type": { - "name": "Session" + "name": "IndicesSession" } }, "ticker": { @@ -26699,7 +28670,8 @@ "schema": { "enum": [ "annual", - "quarterly" + "quarterly", + "ttm" ], "type": "string" } @@ -26837,7 +28809,6 @@ "200": { "content": { "application/json": { - "description": "FIXME", "example": { "count": 1, "next_url": "https://api.polygon.io/vX/reference/financials?", @@ -27168,8 +29139,16 @@ "*": { "description": "An individual financial data point.", "properties": { + "derived_from": { + "description": "The list of report IDs (or errata) which were used to derive this data point.\nThis value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived.", + "items": { + "type": "string" + }, + "type": "array" + }, "formula": { - "description": "The name of the formula used to derive this data point from other financial data points.\nInformation about the formulas can be found here.\nThis value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true`." + "description": "The name of the formula used to derive this data point from other financial data points.\nInformation about the formulas can be found here.\nThis value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute.", + "type": "string" }, "label": { "description": "A human readable label for the financial data point.", @@ -27179,6 +29158,9 @@ "description": "An indicator of what order within the statement that you would find this data point.", "type": "integer" }, + "source": { + "description": "The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived." + }, "unit": { "description": "The unit of the financial data point.", "type": "string" @@ -27188,7 +29170,8 @@ "type": "number" }, "xpath": { - "description": "The XPath 1.0 query that identifies the fact from within the XBRL source file.\nThis value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true`." + "description": "The XPath 1.0 query that identifies the fact from within the XBRL source file.\nThis value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport.", + "type": "string" } }, "required": [ @@ -27235,23 +29218,29 @@ "start_date": { "description": "The start date of the period that these financials cover in YYYYMMDD format.", "type": "string" + }, + "tickers": { + "description": "The list of ticker symbols for the company.", + "items": { + "type": "string" + }, + "type": "array" + }, + "timeframe": { + "description": "The timeframe of the report (quarterly, annual or ttm).", + "type": "string" } }, "required": [ - "reporting_period", "cik", "company_name", "financials", - "fiscal_period", - "fiscal_year", - "filing_type", - "source_filing_url", - "source_filing_file_url" + "timeframe", + "fiscal_period" ], "type": "object", "x-polygon-go-type": { - "name": "ResolvedFinancials", - "path": "github.com/polygon-io/go-app-api-financials/extract" + "name": "FinancialReport" } }, "type": "array" @@ -27513,6 +29502,17 @@ "aggregates", "snapshot" ] + }, + { + "description": "Indices API", + "name": "indices", + "x-polygon-sub-tags": [ + "trades", + "last:trade", + "open-close", + "aggregates", + "snapshot" + ] } ], "x-polygon-order": { @@ -27697,6 +29697,63 @@ } ] }, + "indices": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{indicesTicker}/prev" + ] + }, + { + "paths": [ + "/v1/open-close/{indicesTicker}/{date}" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{indicesTicker}", + "/v1/indicators/ema/{indicesTicker}", + "/v1/indicators/macd/{indicesTicker}", + "/v1/indicators/rsi/{indicesTicker}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v3/snapshot/indices" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v3/reference/tickers/types" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + } + ] + }, "options": { "market": [ { diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 332d5555..970ecc82 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -111,6 +111,20 @@ ] } ] + }, + "indices": { + "market": [ + { + "paths": [ + "/indices/AM" + ] + }, + { + "paths": [ + "/indices/V" + ] + } + ] } }, "paths": { @@ -1977,6 +1991,195 @@ } ] } + }, + "/indices/AM": { + "get": { + "summary": "Aggregates (Per Minute)", + "description": "Stream real-time minute aggregates for a given index ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(I:[a-zA-Z0-9]+)$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a minute aggregate event.", + "content": { + "application/json": { + "schema": { + "allOf": [ + { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The symbol representing the given index." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening value." + }, + "o": { + "type": "number", + "format": "double", + "description": "The opening index value for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The closing index value for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest index value for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest index value for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + } + } + }, + { + "properties": { + "ev": { + "enum": [ + "AM" + ], + "description": "The event type." + } + } + } + ] + }, + "example": { + "ev": "AM", + "sym": "I:SPX", + "op": 3985.67, + "o": 3985.67, + "c": 3985.67, + "h": 3985.67, + "l": 3985.67, + "s": 1678220675805, + "e": 1678220675805 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "indices", + "description": "Indices data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/indices/V": { + "get": { + "summary": "Value", + "description": "Real-time value for a given index ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(I:[a-zA-Z0-9]+)$/" + }, + "example": "I:SPX" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "V" + ], + "description": "The event type." + }, + "val": { + "description": "The value of the index." + }, + "T": { + "description": "The assigned ticker of the index." + }, + "t": { + "description": "The Timestamp in Unix MS." + } + } + }, + "example": { + "ev": "V", + "val": 3988.5, + "T": "I:SPX", + "t": 1678220098130 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "value", + "description": "Index value data" + }, + "x-polygon-entitlement-market-type": { + "name": "indices", + "description": "Indices data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } } }, "components": { @@ -3349,6 +3552,131 @@ "CryptoReceivedTimestamp": { "type": "integer", "description": "The timestamp that the tick was received by Polygon." + }, + "IndicesBaseAggregateEvent": { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The symbol representing the given index." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening value." + }, + "o": { + "type": "number", + "format": "double", + "description": "The opening index value for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The closing index value for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest index value for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest index value for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + } + } + }, + "IndicesMinuteAggregateEvent": { + "allOf": [ + { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The symbol representing the given index." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening value." + }, + "o": { + "type": "number", + "format": "double", + "description": "The opening index value for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The closing index value for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest index value for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest index value for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + } + } + }, + { + "properties": { + "ev": { + "enum": [ + "AM" + ], + "description": "The event type." + } + } + } + ] + }, + "IndicesValueEvent": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "V" + ], + "description": "The event type." + }, + "val": { + "description": "The value of the index." + }, + "T": { + "description": "The assigned ticker of the index." + }, + "t": { + "description": "The Timestamp in Unix MS." + } + } } }, "parameters": { @@ -3406,6 +3734,28 @@ "pattern": "/^(?([A-Z]*)-(?[A-Z]{3}))$/" }, "example": "*" + }, + "IndicesIndexParam": { + "name": "ticker", + "in": "query", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(I:[a-zA-Z0-9]+)$/" + }, + "example": "*" + }, + "IndicesIndexParamWithoutWildcard": { + "name": "ticker", + "in": "query", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(I:[a-zA-Z0-9]+)$/" + }, + "example": "I:SPX" } } } From adc6b2a0d98d6f4bdbe4ec4c5edeb5945fb735e8 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 3 Apr 2023 10:15:26 -0700 Subject: [PATCH 041/313] Added limit param to indicators (#420) --- polygon/rest/indicators.py | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/polygon/rest/indicators.py b/polygon/rest/indicators.py index ce87927d..188b59b9 100644 --- a/polygon/rest/indicators.py +++ b/polygon/rest/indicators.py @@ -28,6 +28,7 @@ def get_sma( adjusted: Optional[bool] = None, expand_underlying: Optional[bool] = None, order: Optional[Union[str, Order]] = None, + limit: Optional[int] = None, params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, @@ -50,6 +51,7 @@ def get_sma( :param expand_underlying: Whether to include the aggregates used to calculate this indicator in the response :param order: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window + :param limit: Limit the number of results returned, default is 10 and max is 5000 :param params: Any additional query params :param series_type: The price in the aggregate which will be used to calculate the simple moving average i.e. 'close' will result in using close prices to calculate the simple moving average @@ -81,6 +83,7 @@ def get_ema( adjusted: Optional[bool] = None, expand_underlying: Optional[bool] = None, order: Optional[Union[str, Order]] = None, + limit: Optional[int] = None, params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, @@ -103,6 +106,7 @@ def get_ema( :param expand_underlying: Whether to include the aggregates used to calculate this indicator in the response :param order: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window + :param limit: Limit the number of results returned, default is 10 and max is 5000 :param params: Any additional query params :param series_type: The price in the aggregate which will be used to calculate the simple moving average i.e. 'close' will result in using close prices to calculate the simple moving average @@ -134,6 +138,7 @@ def get_rsi( adjusted: Optional[bool] = None, expand_underlying: Optional[bool] = None, order: Optional[Union[str, Order]] = None, + limit: Optional[int] = None, params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, @@ -156,6 +161,7 @@ def get_rsi( :param expand_underlying: Whether to include the aggregates used to calculate this indicator in the response :param order: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window + :param limit: Limit the number of results returned, default is 10 and max is 5000 :param params: Any additional query params :param series_type: The price in the aggregate which will be used to calculate the simple moving average i.e. 'close' will result in using close prices to calculate the simple moving average @@ -189,6 +195,7 @@ def get_macd( adjusted: Optional[bool] = None, expand_underlying: Optional[bool] = None, order: Optional[Union[str, Order]] = None, + limit: Optional[int] = None, params: Optional[Dict[str, Any]] = None, series_type: Optional[Union[str, SeriesType]] = None, raw: bool = False, @@ -212,6 +219,7 @@ def get_macd( :param expand_underlying: Whether to include the aggregates used to calculate this indicator in the response :param order: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window + :param limit: Limit the number of results returned, default is 10 and max is 5000 :param params: Any additional query params :param series_type: The price in the aggregate which will be used to calculate the simple moving average i.e. 'close' will result in using close prices to calculate the simple moving average From 29ecabc0e5bc4da8a868a959e51dff2b995ad976 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 3 Apr 2023 14:07:06 -0700 Subject: [PATCH 042/313] Added indices to market status (#416) --- polygon/rest/models/markets.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/polygon/rest/models/markets.py b/polygon/rest/models/markets.py index 2192b2df..509caa86 100644 --- a/polygon/rest/models/markets.py +++ b/polygon/rest/models/markets.py @@ -80,6 +80,9 @@ def from_dict(d): exchanges=None if "exchanges" not in d else MarketExchanges.from_dict(d["exchanges"]), + indicesGroups=None + if "indicesGroups" not in d + else MarketIndices.from_dict(d["indicesGroups"]), market=d.get("market", None), server_time=d.get("serverTime", None), ) From a09584ad9592cced22b7676cdf9a8cfd48c6bda8 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 3 Apr 2023 14:25:20 -0700 Subject: [PATCH 043/313] add/update examples (#383) * add/update examples * added comment to on how to use --- .../rest/stocks-aggregates_bars_highcharts.py | 137 ++++++++++++++++++ examples/rest/stocks-grouped_daily_bars.py | 2 +- examples/rest/stocks-tickers.py | 2 +- examples/rest/stocks-trades_extra.py | 2 +- examples/websocket/stocks-ws.py | 21 ++- examples/websocket/stocks-ws_extra.py | 77 +++++++--- 6 files changed, 206 insertions(+), 35 deletions(-) create mode 100644 examples/rest/stocks-aggregates_bars_highcharts.py diff --git a/examples/rest/stocks-aggregates_bars_highcharts.py b/examples/rest/stocks-aggregates_bars_highcharts.py new file mode 100644 index 00000000..08fccd4c --- /dev/null +++ b/examples/rest/stocks-aggregates_bars_highcharts.py @@ -0,0 +1,137 @@ +from polygon import RESTClient +from polygon.rest.models import ( + Agg, +) +import datetime +import http.server +import socketserver +import traceback +import json + +# This program retrieves stock price data for the AAPL stock from the Polygon +# API using a REST client, and formats the data in a format expected by the +# Highcharts JavaScript library. The program creates a web server that serves +# an HTML page that includes a candlestick chart of the AAPL stock prices using +# Highcharts. The chart displays data for the time range from January 1, 2019, +# to February 16, 2023. The chart data is updated by retrieving the latest data +# from the Polygon API every time the HTML page is loaded or refreshed. The +# server listens on port 8888 and exits gracefully when a KeyboardInterrupt is +# received. +# +# Connect to http://localhost:8888 in your browser to view candlestick chart. + +PORT = 8888 + +# https://www.highcharts.com/blog/products/stock/ +# JavaScript StockChart with Date-Time Axis +html = """ + + + + + + + + + + + +
+ + + + +""" + +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "AAPL", + 1, + "day", + "2019-01-01", + "2023-02-16", + limit=50000, +) + +# print(aggs) + +data = [] + +# writing data +for agg in aggs: + + # verify this is an agg + if isinstance(agg, Agg): + + # verify this is an int + if isinstance(agg.timestamp, int): + + new_record = { + "date": agg.timestamp, + "open": agg.open, + "high": agg.high, + "low": agg.low, + "close": agg.close, + "volume": agg.volume, + } + + data.append(new_record) + +values = [[v for k, v in d.items()] for d in data] + +# json_data = json.dumps(data) +# print(json_data) + + +class handler(http.server.SimpleHTTPRequestHandler): + def do_GET(self): + if self.path == "/data": + self.send_response(200) + self.send_header("Content-type", "application/json") + self.end_headers() + json_data = json.dumps(values) + self.wfile.write(json_data.encode()) + else: + self.send_response(200) + self.send_header("Content-type", "text/html") + self.end_headers() + self.wfile.write(html.encode()) + + +# handle ctrl-c KeyboardInterrupt to exit the program gracefully +try: + while True: + # run http server + with socketserver.TCPServer(("", PORT), handler) as httpd: + print("serving at port", PORT) + httpd.serve_forever() + pass +except KeyboardInterrupt: + print("\nExiting gracefully...") + # traceback.print_exc() diff --git a/examples/rest/stocks-grouped_daily_bars.py b/examples/rest/stocks-grouped_daily_bars.py index 8d9e92c5..ea0ff1cd 100644 --- a/examples/rest/stocks-grouped_daily_bars.py +++ b/examples/rest/stocks-grouped_daily_bars.py @@ -9,7 +9,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used grouped = client.get_grouped_daily_aggs( - "2023-02-07", + "2023-02-16", ) # print(grouped) diff --git a/examples/rest/stocks-tickers.py b/examples/rest/stocks-tickers.py index bffd518e..7fc09230 100644 --- a/examples/rest/stocks-tickers.py +++ b/examples/rest/stocks-tickers.py @@ -8,6 +8,6 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used tickers = [] -for t in client.list_tickers(limit=1000): +for t in client.list_tickers(market="stocks", type="CS", active=True, limit=1000): tickers.append(t) print(tickers) diff --git a/examples/rest/stocks-trades_extra.py b/examples/rest/stocks-trades_extra.py index 1015f22a..61bc6b7d 100644 --- a/examples/rest/stocks-trades_extra.py +++ b/examples/rest/stocks-trades_extra.py @@ -21,7 +21,7 @@ if isinstance(t, Trade): # verify these are float - if isinstance(t.price, float) and isinstance(t.size, float): + if isinstance(t.price, float) and isinstance(t.size, int): money += t.price * t.size diff --git a/examples/websocket/stocks-ws.py b/examples/websocket/stocks-ws.py index 98064ece..cf238953 100644 --- a/examples/websocket/stocks-ws.py +++ b/examples/websocket/stocks-ws.py @@ -2,23 +2,28 @@ from polygon.websocket.models import WebSocketMessage from typing import List -client = WebSocketClient("N_4QqOFs3X_pCHeIJjW4pCETSOBerS4_") # api_key is used +# client = WebSocketClient("XXXXXX") # hardcoded api_key is used +client = WebSocketClient() # POLYGON_API_KEY environment variable is used # docs # https://polygon.io/docs/stocks/ws_stocks_am # https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# -# aggregates -# client.subscribe("AM.*") # aggregates (per minute) -# client.subscribe("A.*") # aggregates (per second) +# aggregates (per minute) +# client.subscribe("AM.*") # all aggregates +# client.subscribe("AM.TSLA") # single ticker + +# aggregates (per second) +client.subscribe("A.*") # all aggregates +# client.subscribe("A.TSLA") # single ticker # trades -# client.subscribe("T.*") # all trades -# client.subscribe("T.TSLA", "T.UBER") # limited trades +# client.subscribe("T.*") # all trades +# client.subscribe("T.TSLA", "T.UBER") # multiple tickers # quotes -# client.subscribe("Q.*") # all quotes -# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes +# client.subscribe("Q.*") # all quotes +# client.subscribe("Q.TSLA", "Q.UBER") # multiple tickers def handle_msg(msgs: List[WebSocketMessage]): diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index 59883e6c..0fdd6bd8 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -1,11 +1,11 @@ from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage +from polygon.websocket.models import WebSocketMessage, EquityTrade from typing import List from typing import Dict +from datetime import datetime import time import threading - # docs # https://polygon.io/docs/stocks/ws_stocks_am # https://polygon-api-client.readthedocs.io/en/latest/WebSocket.html# @@ -16,18 +16,6 @@ # program then prints the map, which gives a readout of the top stocks # traded in the past 5 seconds. -# aggregates -# client.subscribe("AM.*") # aggregates (per minute) -# client.subscribe("A.*") # aggregates (per second) - -# trades -# client.subscribe("T.*") # all trades -# client.subscribe("T.TSLA", "T.UBER") # limited trades - -# quotes -# client.subscribe("Q.*") # all quotes -# client.subscribe("Q.TSLA", "Q.UBER") # limited quotes - def run_websocket_client(): # client = WebSocketClient("XXXXXX") # hardcoded api_key is used @@ -38,32 +26,73 @@ def run_websocket_client(): string_map: Dict[str, int] string_map = {} # +cash_traded = float(0) def handle_msg(msgs: List[WebSocketMessage]): for m in msgs: # print(m) - # verify this is a string - if isinstance(m, str): + if type(m) == EquityTrade: - if m.symbol in string_map: - string_map[m.symbol] += 1 - else: - string_map[m.symbol] = 1 + # verify this is a string + if isinstance(m.symbol, str): + if m.symbol in string_map: + string_map[m.symbol] += 1 + else: + string_map[m.symbol] = 1 -# print messages -# client.run(handle_msg) + # verify these are float + if isinstance(m.price, float) and isinstance(m.size, int): + + global cash_traded + cash_traded += m.price * m.size + # print(cash_traded) def top_function(): + + # start timer + start_time = time.time() + sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) print("\033c", end="") # ANSI escape sequence to clear the screen - for index, item in sorted_string_map[:10]: + for index, item in sorted_string_map[:25]: print("{:<15}{:<15}".format(index, item)) - string_map.clear() # clear map for next loop + + # end timer + end_time = time.time() + + # print stats + print() + + # current time + current_time = datetime.now() + print(f"Time: {current_time}") + + # how many tickers seen + ticker_count = len(sorted_string_map) + print(f"Tickers seen: {ticker_count}") + + # how many trades seen + trade_count = 0 + for index, item in sorted_string_map: + trade_count += item + print(f"Trades seen: {trade_count}") + + # cash traded + global cash_traded + formatted_number = "{:,.2f}".format(cash_traded) + print("Roughly " + formatted_number + " cash changed hands") + + # performance? + print(f"Time taken: {end_time - start_time:.6f} seconds") + + # clear map and cash for next loop + string_map.clear() + cash_traded = 0 def run_function_periodically(): From 5d8560ccf1db68cb895b8cf9e54970e71a823361 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 3 Apr 2023 14:49:29 -0700 Subject: [PATCH 044/313] Add crypto, forex, and indices examples (#415) --- examples/rest/crypto-aggregates_bars.py | 27 +++++++++++ examples/rest/crypto-conditions.py | 13 ++++++ examples/rest/crypto-daily_open_close.py | 16 +++++++ examples/rest/crypto-exchanges.py | 27 +++++++++++ examples/rest/crypto-grouped_daily_bars.py | 20 +++++++++ .../crypto-last_trade_for_a_crypto_pair.py | 12 +++++ examples/rest/crypto-market_holidays.py | 22 +++++++++ examples/rest/crypto-market_status.py | 11 +++++ examples/rest/crypto-previous_close.py | 14 ++++++ examples/rest/crypto-snapshots_all_tickers.py | 45 +++++++++++++++++++ .../rest/crypto-snapshots_gainers_losers.py | 43 ++++++++++++++++++ examples/rest/crypto-snapshots_ticker.py | 11 +++++ .../crypto-snapshots_ticker_full_book_l2.py | 13 ++++++ .../rest/crypto-technical_indicators_ema.py | 11 +++++ .../rest/crypto-technical_indicators_macd.py | 11 +++++ .../rest/crypto-technical_indicators_rsi.py | 11 +++++ .../rest/crypto-technical_indicators_sma.py | 11 +++++ examples/rest/crypto-tickers.py | 13 ++++++ examples/rest/crypto-trades.py | 15 +++++++ examples/rest/forex-aggregates_bars.py | 27 +++++++++++ examples/rest/forex-conditions.py | 13 ++++++ examples/rest/forex-exchanges.py | 27 +++++++++++ examples/rest/forex-grouped_daily_bars.py | 22 +++++++++ .../forex-last_quote_for_a_currency_pair.py | 15 +++++++ examples/rest/forex-market_holidays.py | 22 +++++++++ examples/rest/forex-market_status.py | 11 +++++ examples/rest/forex-previous_close.py | 14 ++++++ examples/rest/forex-quotes.py | 13 ++++++ .../forex-real-time_currency_conversion.py | 15 +++++++ examples/rest/forex-snapshots_all_tickers.py | 45 +++++++++++++++++++ .../rest/forex-snapshots_gainers_losers.py | 43 ++++++++++++++++++ examples/rest/forex-snapshots_ticker.py | 11 +++++ .../rest/forex-technical_indicators_ema.py | 11 +++++ .../rest/forex-technical_indicators_macd.py | 11 +++++ .../rest/forex-technical_indicators_rsi.py | 11 +++++ .../rest/forex-technical_indicators_sma.py | 11 +++++ examples/rest/forex-tickers.py | 13 ++++++ examples/rest/indices-aggregates_bars.py | 27 +++++++++++ examples/rest/indices-daily_open_close.py | 16 +++++++ examples/rest/indices-market_holidays.py | 22 +++++++++ examples/rest/indices-market_status.py | 11 +++++ examples/rest/indices-previous_close.py | 14 ++++++ examples/rest/indices-snapshots.py | 13 ++++++ .../rest/indices-technical_indicators_ema.py | 11 +++++ .../rest/indices-technical_indicators_macd.py | 11 +++++ .../rest/indices-technical_indicators_rsi.py | 11 +++++ .../rest/indices-technical_indicators_sma.py | 11 +++++ examples/rest/indices-ticker_types.py | 27 +++++++++++ examples/rest/indices-tickers.py | 13 ++++++ 49 files changed, 868 insertions(+) create mode 100644 examples/rest/crypto-aggregates_bars.py create mode 100644 examples/rest/crypto-conditions.py create mode 100644 examples/rest/crypto-daily_open_close.py create mode 100644 examples/rest/crypto-exchanges.py create mode 100644 examples/rest/crypto-grouped_daily_bars.py create mode 100644 examples/rest/crypto-last_trade_for_a_crypto_pair.py create mode 100644 examples/rest/crypto-market_holidays.py create mode 100644 examples/rest/crypto-market_status.py create mode 100644 examples/rest/crypto-previous_close.py create mode 100644 examples/rest/crypto-snapshots_all_tickers.py create mode 100644 examples/rest/crypto-snapshots_gainers_losers.py create mode 100644 examples/rest/crypto-snapshots_ticker.py create mode 100644 examples/rest/crypto-snapshots_ticker_full_book_l2.py create mode 100644 examples/rest/crypto-technical_indicators_ema.py create mode 100644 examples/rest/crypto-technical_indicators_macd.py create mode 100644 examples/rest/crypto-technical_indicators_rsi.py create mode 100644 examples/rest/crypto-technical_indicators_sma.py create mode 100644 examples/rest/crypto-tickers.py create mode 100644 examples/rest/crypto-trades.py create mode 100644 examples/rest/forex-aggregates_bars.py create mode 100644 examples/rest/forex-conditions.py create mode 100644 examples/rest/forex-exchanges.py create mode 100644 examples/rest/forex-grouped_daily_bars.py create mode 100644 examples/rest/forex-last_quote_for_a_currency_pair.py create mode 100644 examples/rest/forex-market_holidays.py create mode 100644 examples/rest/forex-market_status.py create mode 100644 examples/rest/forex-previous_close.py create mode 100644 examples/rest/forex-quotes.py create mode 100644 examples/rest/forex-real-time_currency_conversion.py create mode 100644 examples/rest/forex-snapshots_all_tickers.py create mode 100644 examples/rest/forex-snapshots_gainers_losers.py create mode 100644 examples/rest/forex-snapshots_ticker.py create mode 100644 examples/rest/forex-technical_indicators_ema.py create mode 100644 examples/rest/forex-technical_indicators_macd.py create mode 100644 examples/rest/forex-technical_indicators_rsi.py create mode 100644 examples/rest/forex-technical_indicators_sma.py create mode 100644 examples/rest/forex-tickers.py create mode 100644 examples/rest/indices-aggregates_bars.py create mode 100644 examples/rest/indices-daily_open_close.py create mode 100644 examples/rest/indices-market_holidays.py create mode 100644 examples/rest/indices-market_status.py create mode 100644 examples/rest/indices-previous_close.py create mode 100644 examples/rest/indices-snapshots.py create mode 100644 examples/rest/indices-technical_indicators_ema.py create mode 100644 examples/rest/indices-technical_indicators_macd.py create mode 100644 examples/rest/indices-technical_indicators_rsi.py create mode 100644 examples/rest/indices-technical_indicators_sma.py create mode 100644 examples/rest/indices-ticker_types.py create mode 100644 examples/rest/indices-tickers.py diff --git a/examples/rest/crypto-aggregates_bars.py b/examples/rest/crypto-aggregates_bars.py new file mode 100644 index 00000000..b75ea762 --- /dev/null +++ b/examples/rest/crypto-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "X:BTCUSD", + 1, + "day", + "2023-01-30", + "2023-02-03", +) + +print(aggs) diff --git a/examples/rest/crypto-conditions.py b/examples/rest/crypto-conditions.py new file mode 100644 index 00000000..93e3feda --- /dev/null +++ b/examples/rest/crypto-conditions.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v3_reference_conditions +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +conditions = [] +for c in client.list_conditions("crypto", limit=1000): + conditions.append(c) +print(conditions) diff --git a/examples/rest/crypto-daily_open_close.py b/examples/rest/crypto-daily_open_close.py new file mode 100644 index 00000000..8ff3ad41 --- /dev/null +++ b/examples/rest/crypto-daily_open_close.py @@ -0,0 +1,16 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_open-close_crypto__from___to___date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# make request +request = client.get_daily_open_close_agg( + "X:BTCUSD", + "2023-01-09", +) + +print(request) diff --git a/examples/rest/crypto-exchanges.py b/examples/rest/crypto-exchanges.py new file mode 100644 index 00000000..c5c2cf79 --- /dev/null +++ b/examples/rest/crypto-exchanges.py @@ -0,0 +1,27 @@ +from polygon import RESTClient +from polygon.rest.models import ( + Exchange, +) + +# docs +# https://polygon.io/docs/crypto/get_v3_reference_exchanges +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +exchanges = client.get_exchanges("crypto") +print(exchanges) + +# loop over exchanges +for exchange in exchanges: + + # verify this is an exchange + if isinstance(exchange, Exchange): + + # print exchange info + print( + "{:<15}{} ({})".format( + exchange.asset_class, exchange.name, exchange.operating_mic + ) + ) diff --git a/examples/rest/crypto-grouped_daily_bars.py b/examples/rest/crypto-grouped_daily_bars.py new file mode 100644 index 00000000..ec1bdb81 --- /dev/null +++ b/examples/rest/crypto-grouped_daily_bars.py @@ -0,0 +1,20 @@ +from polygon import RESTClient +import pprint + +# docs +# https://polygon.io/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +grouped = client.get_grouped_daily_aggs( + "2023-01-09", locale="global", market_type="crypto" +) + +# print(grouped) + +# pprint (short for "pretty-print") is a module that provides a more human- +# readable output format for data structures. +pp = pprint.PrettyPrinter(indent=2) +pp.pprint(grouped) diff --git a/examples/rest/crypto-last_trade_for_a_crypto_pair.py b/examples/rest/crypto-last_trade_for_a_crypto_pair.py new file mode 100644 index 00000000..850bd98a --- /dev/null +++ b/examples/rest/crypto-last_trade_for_a_crypto_pair.py @@ -0,0 +1,12 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_last_crypto__from___to +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-crypto-trade + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trade = client.get_last_crypto_trade("BTC", "USD") + +print(trade) diff --git a/examples/rest/crypto-market_holidays.py b/examples/rest/crypto-market_holidays.py new file mode 100644 index 00000000..13113917 --- /dev/null +++ b/examples/rest/crypto-market_holidays.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +from polygon.rest.models import ( + MarketHoliday, +) + +# docs +# https://polygon.io/docs/crypto/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +holidays = client.get_market_holidays() +# print(holidays) + +# print date, name, and exchange +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/crypto-market_status.py b/examples/rest/crypto-market_status.py new file mode 100644 index 00000000..4265997c --- /dev/null +++ b/examples/rest/crypto-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +result = client.get_market_status() +print(result) diff --git a/examples/rest/crypto-previous_close.py b/examples/rest/crypto-previous_close.py new file mode 100644 index 00000000..bf309fed --- /dev/null +++ b/examples/rest/crypto-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_previous_close_agg( + "X:BTCUSD", +) + +print(aggs) diff --git a/examples/rest/crypto-snapshots_all_tickers.py b/examples/rest/crypto-snapshots_all_tickers.py new file mode 100644 index 00000000..91441aae --- /dev/null +++ b/examples/rest/crypto-snapshots_all_tickers.py @@ -0,0 +1,45 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, + Agg, +) + +# docs +# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +snapshot = client.get_snapshot_all("crypto") # all tickers + +# print raw values +print(snapshot) + +# crunch some numbers +for item in snapshot: + + # verify this is an TickerSnapshot + if isinstance(item, TickerSnapshot): + + # verify this is an Agg + if isinstance(item.prev_day, Agg): + + # verify this is a float + if isinstance(item.prev_day.open, float) and isinstance( + item.prev_day.close, float + ): + + percent_change = ( + (item.prev_day.close - item.prev_day.open) + / item.prev_day.open + * 100 + ) + print( + "{:<15}{:<15}{:<15}{:.2f} %".format( + item.ticker, + item.prev_day.open, + item.prev_day.close, + percent_change, + ) + ) diff --git a/examples/rest/crypto-snapshots_gainers_losers.py b/examples/rest/crypto-snapshots_gainers_losers.py new file mode 100644 index 00000000..61a51fa1 --- /dev/null +++ b/examples/rest/crypto-snapshots_gainers_losers.py @@ -0,0 +1,43 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, +) + +# docs +# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# get gainers +gainers = client.get_snapshot_direction("crypto", "gainers") +# print(gainers) + +# print ticker with % change +for gainer in gainers: + + # verify this is a TickerSnapshot + if isinstance(gainer, TickerSnapshot): + + # verify this is a float + if isinstance(gainer.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) + +print() + +# get losers +losers = client.get_snapshot_direction("crypto", "losers") +# print(losers) + +# print ticker with % change +for loser in losers: + + # verify this is a TickerSnapshot + if isinstance(loser, TickerSnapshot): + + # verify this is a float + if isinstance(loser.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/crypto-snapshots_ticker.py b/examples/rest/crypto-snapshots_ticker.py new file mode 100644 index 00000000..31a48ebd --- /dev/null +++ b/examples/rest/crypto-snapshots_ticker.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ticker = client.get_snapshot_ticker("crypto", "X:BTCUSD") +print(ticker) diff --git a/examples/rest/crypto-snapshots_ticker_full_book_l2.py b/examples/rest/crypto-snapshots_ticker_full_book_l2.py new file mode 100644 index 00000000..38d239cf --- /dev/null +++ b/examples/rest/crypto-snapshots_ticker_full_book_l2.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-crypto-l2-book-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +snapshot = client.get_snapshot_crypto_book("X:BTCUSD") + +# print raw values +print(snapshot) diff --git a/examples/rest/crypto-technical_indicators_ema.py b/examples/rest/crypto-technical_indicators_ema.py new file mode 100644 index 00000000..edd45dee --- /dev/null +++ b/examples/rest/crypto-technical_indicators_ema.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_indicators_ema__cryptoticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ema = client.get_ema("X:BTCUSD") +print(ema) diff --git a/examples/rest/crypto-technical_indicators_macd.py b/examples/rest/crypto-technical_indicators_macd.py new file mode 100644 index 00000000..d1f60337 --- /dev/null +++ b/examples/rest/crypto-technical_indicators_macd.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_indicators_macd__cryptoticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +macd = client.get_macd("X:BTCUSD") +print(macd) diff --git a/examples/rest/crypto-technical_indicators_rsi.py b/examples/rest/crypto-technical_indicators_rsi.py new file mode 100644 index 00000000..38423590 --- /dev/null +++ b/examples/rest/crypto-technical_indicators_rsi.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_indicators_rsi__cryptoticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rsi = client.get_rsi("X:BTCUSD") +print(rsi) diff --git a/examples/rest/crypto-technical_indicators_sma.py b/examples/rest/crypto-technical_indicators_sma.py new file mode 100644 index 00000000..f343ff7b --- /dev/null +++ b/examples/rest/crypto-technical_indicators_sma.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v1_indicators_sma__cryptoticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +sma = client.get_sma("X:BTCUSD") +print(sma) diff --git a/examples/rest/crypto-tickers.py b/examples/rest/crypto-tickers.py new file mode 100644 index 00000000..8eb07170 --- /dev/null +++ b/examples/rest/crypto-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +tickers = [] +for t in client.list_tickers(market="crypto", limit=1000): + tickers.append(t) +print(tickers) diff --git a/examples/rest/crypto-trades.py b/examples/rest/crypto-trades.py new file mode 100644 index 00000000..7cafd989 --- /dev/null +++ b/examples/rest/crypto-trades.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/crypto/get_v3_trades__cryptoticker +# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +trades = [] +for t in client.list_trades("X:BTC-USD", "2023-02-01", limit=50000): + trades.append(t) + +# prints each trade that took place +print(trades) diff --git a/examples/rest/forex-aggregates_bars.py b/examples/rest/forex-aggregates_bars.py new file mode 100644 index 00000000..56f50aa6 --- /dev/null +++ b/examples/rest/forex-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "C:EURUSD", + 1, + "day", + "2023-01-30", + "2023-02-03", +) + +print(aggs) diff --git a/examples/rest/forex-conditions.py b/examples/rest/forex-conditions.py new file mode 100644 index 00000000..fca1e887 --- /dev/null +++ b/examples/rest/forex-conditions.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v3_reference_conditions +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +conditions = [] +for c in client.list_conditions("fx", limit=1000): + conditions.append(c) +print(conditions) diff --git a/examples/rest/forex-exchanges.py b/examples/rest/forex-exchanges.py new file mode 100644 index 00000000..a573a19b --- /dev/null +++ b/examples/rest/forex-exchanges.py @@ -0,0 +1,27 @@ +from polygon import RESTClient +from polygon.rest.models import ( + Exchange, +) + +# docs +# https://polygon.io/docs/options/get_v3_reference_exchanges +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +exchanges = client.get_exchanges("fx") +print(exchanges) + +# loop over exchanges +for exchange in exchanges: + + # verify this is an exchange + if isinstance(exchange, Exchange): + + # print exchange info + print( + "{:<15}{} ({})".format( + exchange.asset_class, exchange.name, exchange.operating_mic + ) + ) diff --git a/examples/rest/forex-grouped_daily_bars.py b/examples/rest/forex-grouped_daily_bars.py new file mode 100644 index 00000000..f8130877 --- /dev/null +++ b/examples/rest/forex-grouped_daily_bars.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +import pprint + +# docs +# https://polygon.io/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +grouped = client.get_grouped_daily_aggs( + "2023-03-27", + locale="global", + market_type="fx", +) + +# print(grouped) + +# pprint (short for "pretty-print") is a module that provides a more human- +# readable output format for data structures. +pp = pprint.PrettyPrinter(indent=2) +pp.pprint(grouped) diff --git a/examples/rest/forex-last_quote_for_a_currency_pair.py b/examples/rest/forex-last_quote_for_a_currency_pair.py new file mode 100644 index 00000000..8b3c78b1 --- /dev/null +++ b/examples/rest/forex-last_quote_for_a_currency_pair.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_last_quote_currencies__from___to +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-forex-quote + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +quote = client.get_last_forex_quote( + "AUD", + "USD", +) + +print(quote) diff --git a/examples/rest/forex-market_holidays.py b/examples/rest/forex-market_holidays.py new file mode 100644 index 00000000..85489844 --- /dev/null +++ b/examples/rest/forex-market_holidays.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +from polygon.rest.models import ( + MarketHoliday, +) + +# docs +# https://polygon.io/docs/forex/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +holidays = client.get_market_holidays() +# print(holidays) + +# print date, name, and exchange +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/forex-market_status.py b/examples/rest/forex-market_status.py new file mode 100644 index 00000000..06f544cc --- /dev/null +++ b/examples/rest/forex-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +result = client.get_market_status() +print(result) diff --git a/examples/rest/forex-previous_close.py b/examples/rest/forex-previous_close.py new file mode 100644 index 00000000..0de11709 --- /dev/null +++ b/examples/rest/forex-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_previous_close_agg( + "C:EURUSD", +) + +print(aggs) diff --git a/examples/rest/forex-quotes.py b/examples/rest/forex-quotes.py new file mode 100644 index 00000000..880ebca8 --- /dev/null +++ b/examples/rest/forex-quotes.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v3_quotes__fxticker +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +quotes = [] +for t in client.list_quotes("C:EUR-USD", "2023-02-01", limit=50000): + quotes.append(t) +print(quotes) diff --git a/examples/rest/forex-real-time_currency_conversion.py b/examples/rest/forex-real-time_currency_conversion.py new file mode 100644 index 00000000..b50099c9 --- /dev/null +++ b/examples/rest/forex-real-time_currency_conversion.py @@ -0,0 +1,15 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_conversion__from___to +# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-real-time-currency-conversion + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rate = client.get_real_time_currency_conversion( + "AUD", + "USD", +) + +print(rate) diff --git a/examples/rest/forex-snapshots_all_tickers.py b/examples/rest/forex-snapshots_all_tickers.py new file mode 100644 index 00000000..0650bbc6 --- /dev/null +++ b/examples/rest/forex-snapshots_all_tickers.py @@ -0,0 +1,45 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, + Agg, +) + +# docs +# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +snapshot = client.get_snapshot_all("forex") # all tickers + +# print raw values +print(snapshot) + +# crunch some numbers +for item in snapshot: + + # verify this is an TickerSnapshot + if isinstance(item, TickerSnapshot): + + # verify this is an Agg + if isinstance(item.prev_day, Agg): + + # verify this is a float + if isinstance(item.prev_day.open, float) and isinstance( + item.prev_day.close, float + ): + + percent_change = ( + (item.prev_day.close - item.prev_day.open) + / item.prev_day.open + * 100 + ) + print( + "{:<15}{:<15}{:<15}{:.2f} %".format( + item.ticker, + item.prev_day.open, + item.prev_day.close, + percent_change, + ) + ) diff --git a/examples/rest/forex-snapshots_gainers_losers.py b/examples/rest/forex-snapshots_gainers_losers.py new file mode 100644 index 00000000..16a59149 --- /dev/null +++ b/examples/rest/forex-snapshots_gainers_losers.py @@ -0,0 +1,43 @@ +from polygon import RESTClient +from polygon.rest.models import ( + TickerSnapshot, +) + +# docs +# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# get gainers +gainers = client.get_snapshot_direction("forex", "gainers") +# print(gainers) + +# print ticker with % change +for gainer in gainers: + + # verify this is a TickerSnapshot + if isinstance(gainer, TickerSnapshot): + + # verify this is a float + if isinstance(gainer.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) + +print() + +# get losers +losers = client.get_snapshot_direction("forex", "losers") +# print(losers) + +# print ticker with % change +for loser in losers: + + # verify this is a TickerSnapshot + if isinstance(loser, TickerSnapshot): + + # verify this is a float + if isinstance(loser.todays_change_percent, float): + + print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/forex-snapshots_ticker.py b/examples/rest/forex-snapshots_ticker.py new file mode 100644 index 00000000..9dbfc0ff --- /dev/null +++ b/examples/rest/forex-snapshots_ticker.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ticker = client.get_snapshot_ticker("forex", "C:EURUSD") +print(ticker) diff --git a/examples/rest/forex-technical_indicators_ema.py b/examples/rest/forex-technical_indicators_ema.py new file mode 100644 index 00000000..ab927dcb --- /dev/null +++ b/examples/rest/forex-technical_indicators_ema.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_indicators_ema__fxticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ema = client.get_ema("C:EURUSD") +print(ema) diff --git a/examples/rest/forex-technical_indicators_macd.py b/examples/rest/forex-technical_indicators_macd.py new file mode 100644 index 00000000..2613f61a --- /dev/null +++ b/examples/rest/forex-technical_indicators_macd.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_indicators_macd__fxticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +macd = client.get_macd("C:EURUSD") +print(macd) diff --git a/examples/rest/forex-technical_indicators_rsi.py b/examples/rest/forex-technical_indicators_rsi.py new file mode 100644 index 00000000..0b3001ac --- /dev/null +++ b/examples/rest/forex-technical_indicators_rsi.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_indicators_rsi__fxticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rsi = client.get_rsi("C:EURUSD") +print(rsi) diff --git a/examples/rest/forex-technical_indicators_sma.py b/examples/rest/forex-technical_indicators_sma.py new file mode 100644 index 00000000..22389b63 --- /dev/null +++ b/examples/rest/forex-technical_indicators_sma.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v1_indicators_sma__fxticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +sma = client.get_sma("C:EURUSD") +print(sma) diff --git a/examples/rest/forex-tickers.py b/examples/rest/forex-tickers.py new file mode 100644 index 00000000..c1736721 --- /dev/null +++ b/examples/rest/forex-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/forex/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +tickers = [] +for t in client.list_tickers(market="fx", limit=1000): + tickers.append(t) +print(tickers) diff --git a/examples/rest/indices-aggregates_bars.py b/examples/rest/indices-aggregates_bars.py new file mode 100644 index 00000000..b5305648 --- /dev/null +++ b/examples/rest/indices-aggregates_bars.py @@ -0,0 +1,27 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs + +# API key injected below for easy use. If not provided, the script will attempt +# to use the environment variable "POLYGON_API_KEY". +# +# setx POLYGON_API_KEY "" <- windows +# export POLYGON_API_KEY="" <- mac/linux +# +# Note: To persist the environment variable you need to add the above command +# to the shell startup script (e.g. .bashrc or .bash_profile. +# +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_aggs( + "I:SPX", + 1, + "day", + "2023-03-10", + "2023-03-10", +) + +print(aggs) diff --git a/examples/rest/indices-daily_open_close.py b/examples/rest/indices-daily_open_close.py new file mode 100644 index 00000000..f84a51ab --- /dev/null +++ b/examples/rest/indices-daily_open_close.py @@ -0,0 +1,16 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_open-close__indicesticker___date +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +# make request +request = client.get_daily_open_close_agg( + "I:SPX", + "2023-03-28", +) + +print(request) diff --git a/examples/rest/indices-market_holidays.py b/examples/rest/indices-market_holidays.py new file mode 100644 index 00000000..c1e94932 --- /dev/null +++ b/examples/rest/indices-market_holidays.py @@ -0,0 +1,22 @@ +from polygon import RESTClient +from polygon.rest.models import ( + MarketHoliday, +) + +# docs +# https://polygon.io/docs/indices/get_v1_marketstatus_upcoming +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +holidays = client.get_market_holidays() +# print(holidays) + +# print date, name, and exchange +for holiday in holidays: + + # verify this is an exchange + if isinstance(holiday, MarketHoliday): + + print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/indices-market_status.py b/examples/rest/indices-market_status.py new file mode 100644 index 00000000..6c74dee3 --- /dev/null +++ b/examples/rest/indices-market_status.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_marketstatus_now +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +result = client.get_market_status() +print(result) diff --git a/examples/rest/indices-previous_close.py b/examples/rest/indices-previous_close.py new file mode 100644 index 00000000..8774bd6e --- /dev/null +++ b/examples/rest/indices-previous_close.py @@ -0,0 +1,14 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__prev +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = client.get_previous_close_agg( + "I:SPX", +) + +print(aggs) diff --git a/examples/rest/indices-snapshots.py b/examples/rest/indices-snapshots.py new file mode 100644 index 00000000..ed1560cc --- /dev/null +++ b/examples/rest/indices-snapshots.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v3_snapshot_indices +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/snapshot.py# + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +snapshot = client.get_snapshot_indices("I:SPX") + +# print raw values +print(snapshot) diff --git a/examples/rest/indices-technical_indicators_ema.py b/examples/rest/indices-technical_indicators_ema.py new file mode 100644 index 00000000..bbf9bc39 --- /dev/null +++ b/examples/rest/indices-technical_indicators_ema.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_indicators_ema__indicesticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ema = client.get_ema("I:SPX") +print(ema) diff --git a/examples/rest/indices-technical_indicators_macd.py b/examples/rest/indices-technical_indicators_macd.py new file mode 100644 index 00000000..751258aa --- /dev/null +++ b/examples/rest/indices-technical_indicators_macd.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_indicators_macd__indicesticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +macd = client.get_macd("I:SPX") +print(macd) diff --git a/examples/rest/indices-technical_indicators_rsi.py b/examples/rest/indices-technical_indicators_rsi.py new file mode 100644 index 00000000..93f1a16b --- /dev/null +++ b/examples/rest/indices-technical_indicators_rsi.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_indicators_rsi__indicesticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +rsi = client.get_rsi("I:SPX") +print(rsi) diff --git a/examples/rest/indices-technical_indicators_sma.py b/examples/rest/indices-technical_indicators_sma.py new file mode 100644 index 00000000..5343e54d --- /dev/null +++ b/examples/rest/indices-technical_indicators_sma.py @@ -0,0 +1,11 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v1_indicators_sma__indicesticker +# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +sma = client.get_sma("I:SPX") +print(sma) diff --git a/examples/rest/indices-ticker_types.py b/examples/rest/indices-ticker_types.py new file mode 100644 index 00000000..ec3277e9 --- /dev/null +++ b/examples/rest/indices-ticker_types.py @@ -0,0 +1,27 @@ +from typing import Optional, Union, List +from urllib3 import HTTPResponse +from polygon import RESTClient +from polygon.rest.models import ( + TickerTypes, +) + +# docs +# https://polygon.io/docs/indices/get_v3_reference_tickers_types +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +types: Optional[Union[List[TickerTypes], HTTPResponse]] = None + +try: + types = client.get_ticker_types("indices") +except TypeError as e: + if "not NoneType" in str(e): + print("None found") + types = None + else: + raise + +if types is not None: + print(types) diff --git a/examples/rest/indices-tickers.py b/examples/rest/indices-tickers.py new file mode 100644 index 00000000..a0786f19 --- /dev/null +++ b/examples/rest/indices-tickers.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/indices/get_v3_reference_tickers +# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +tickers = [] +for t in client.list_tickers(market="indices", limit=1000): + tickers.append(t) +print(tickers) From 46e3a9c1b27b6a3112dbc28a570a652ca472c789 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 08:38:40 -0700 Subject: [PATCH 045/313] Update README.md (#430) Updated readme with a little burb on getting started and pointing people to the docs and the getting started tutorial. --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index c707afb6..60e65f31 100644 --- a/README.md +++ b/README.md @@ -3,7 +3,7 @@ # Polygon Python Client - WebSocket & RESTful APIs -Python client for the [Polygon.io API](https://polygon.io). +Welcome to the official Python client library for the [Polygon](https://polygon.io/) REST and WebSocket API. To get started, please see the [Getting Started](https://polygon.io/docs/stocks/getting-started) section in our documentation, view the [examples](./examples/) directory for code snippets, or the [blog post](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) with video tutorials to learn more. ## Install From e9fb4ba8c653f6717f9455879f2327b7a451357e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 08:43:46 -0700 Subject: [PATCH 046/313] Update indices-snapshots.py (#431) Fix bug where we're expecting an array of tickers vs a string. --- examples/rest/indices-snapshots.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/examples/rest/indices-snapshots.py b/examples/rest/indices-snapshots.py index ed1560cc..407d2de1 100644 --- a/examples/rest/indices-snapshots.py +++ b/examples/rest/indices-snapshots.py @@ -7,7 +7,8 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -snapshot = client.get_snapshot_indices("I:SPX") +tickers = ["I:SPX", "I:DJI", "I:VIX"] +snapshot = client.get_snapshot_indices(tickers) # print raw values print(snapshot) From dd8f02d0d2cace66396aa997d2a7aa710e3d8256 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 08:48:53 -0700 Subject: [PATCH 047/313] Update: Add MIC specification for primary exchange (#436) This PR updates this param text to align with our documentation on the website. --- polygon/rest/reference.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 8741e8a0..21deafa2 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -99,7 +99,7 @@ def list_tickers( :param ticker_gte: Ticker greater than or equal to. :param type: Specify the type of the tickers. Find the types that we support via our Ticker Types API. Defaults to empty string which queries all types. :param market: Filter by market type. By default all markets are included. - :param exchange: Specify the primary exchange of the asset in the ISO code format. Find more information about the ISO codes at the ISO org website. Defaults to empty string which queries all exchanges. + :param exchange: Specify the assets primary exchange Market Identifier Code (MIC) according to ISO 10383. Defaults to empty string which queries all exchanges. :param cusip: Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes at their website. Defaults to empty string which queries all CUSIPs. :param cik: Specify the CIK of the asset you want to search for. Find more information about CIK codes at their website. Defaults to empty string which queries all CIKs. :param date: Specify a point in time to retrieve tickers available on that date. Defaults to the most recent available date. From 567815d0c80cb217f46667a035aea6f1a94748ae Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 08:52:38 -0700 Subject: [PATCH 048/313] Update reference.py to include indices (#435) The v3 Tickers endpoint supports indices too. Minor tweak here to fix this comment. --- polygon/rest/reference.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 21deafa2..0a0b63c3 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -90,7 +90,7 @@ def list_tickers( options: Optional[RequestOptionBuilder] = None, ) -> Union[Iterator[Ticker], HTTPResponse]: """ - Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex. + Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Indices, Forex, and Crypto. :param ticker: Specify a ticker symbol. Defaults to empty string which queries all tickers. :param ticker_lt: Ticker less than. From 37d931fac356b9e2c9904758cbbf56bb5d7e7bf6 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 09:32:35 -0700 Subject: [PATCH 049/313] Update options-snapshots_options_chain.py (#433) * Update options-snapshots_options_chain.py Updated with better example using additional filters in the params. This was a customer request off the public slack. * Update options-snapshots_options_chain.py Update syntax to fix linting. --- examples/rest/options-snapshots_options_chain.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/examples/rest/options-snapshots_options_chain.py b/examples/rest/options-snapshots_options_chain.py index 85a69d02..9ebdd93a 100644 --- a/examples/rest/options-snapshots_options_chain.py +++ b/examples/rest/options-snapshots_options_chain.py @@ -8,6 +8,12 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used options_chain = [] -for o in client.list_snapshot_options_chain("HCP"): +for o in client.list_snapshot_options_chain( + "HCP", + params={ + "expiration_date.gte": "2024-03-16", + "strike_price.gte": 20, + }, +): options_chain.append(o) print(options_chain) From 384db1104e70909aa2df1e84a3d6210155d60629 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 4 May 2023 09:36:23 -0700 Subject: [PATCH 050/313] Spec spelling/examples updates (#434) * Spec spelling/exmaples updates * Adding more no-code updated spec changes --- .polygon/rest.json | 183 ++++++++++++++++++++++----------------------- 1 file changed, 91 insertions(+), 92 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index c1f8f557..1925b814 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -150,7 +150,7 @@ }, "IndicesTickerPathParam": { "description": "The ticker symbol of Index.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -1041,7 +1041,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -1127,7 +1127,7 @@ "type": "array" }, "spread": { - "description": "The difference between the best bid and the best ask price accross exchanges.", + "description": "The difference between the best bid and the best ask price across exchanges.", "format": "double", "type": "number" }, @@ -1344,7 +1344,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -2479,7 +2479,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -2668,7 +2668,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -3971,7 +3971,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -4226,7 +4226,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -4865,7 +4865,7 @@ "type": "integer" }, "TodaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -5589,7 +5589,7 @@ "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "X:BTC-USD", + "example": "X:BTCUSD", "in": "path", "name": "cryptoTicker", "required": true, @@ -6215,7 +6215,7 @@ "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -6361,16 +6361,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", + "next_url": "https://api.polygon.io/v1/indicators/ema/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678726291180?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678726291180?limit=35&sort=desc" }, "values": [ { - "timestamp": 1678165200000, - "value": 4033.086001449211 + "timestamp": 1681966800000, + "value": 33355.64416487007 } ] }, @@ -7162,7 +7162,7 @@ "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "X:BTC-USD", + "example": "X:BTCUSD", "in": "path", "name": "cryptoTicker", "required": true, @@ -7876,7 +7876,7 @@ "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -8042,24 +8042,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/I:SPX?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.polygon.io/v1/indicators/macd/I:DJI?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678726155743?limit=129&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678726155743?limit=129&sort=desc" }, "values": [ { - "histogram": 10.897861258863195, - "signal": -25.314340901212, - "timestamp": 1678168800000, - "value": -14.416479642348804 + "histogram": -48.29157370302107, + "signal": 225.60959338746886, + "timestamp": 1681966800000, + "value": 177.3180196844478 }, { - "histogram": 15.308854617117138, - "signal": -28.038806215927796, - "timestamp": 1678165200000, - "value": -12.729951598810658 + "histogram": -37.55634001543484, + "signal": 237.6824868132241, + "timestamp": 1681963200000, + "value": 200.12614679778926 } ] }, @@ -8955,7 +8955,7 @@ "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "X:BTC-USD", + "example": "X:BTCUSD", "in": "path", "name": "cryptoTicker", "required": true, @@ -9581,7 +9581,7 @@ "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -9727,16 +9727,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", + "next_url": "https://api.polygon.io/v1/indicators/rsi/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" }, "values": [ { - "timestamp": 1678165200000, - "value": 82.621486402274 + "timestamp": 1681966800000, + "value": 55.89394103205648 } ] }, @@ -10528,7 +10528,7 @@ "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "X:BTC-USD", + "example": "X:BTCUSD", "in": "path", "name": "cryptoTicker", "required": true, @@ -11198,7 +11198,7 @@ "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -11344,16 +11344,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/I:SPX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", + "next_url": "https://api.polygon.io/v1/indicators/sma/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:SPX/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" }, "values": [ { - "timestamp": 1678165200000, - "value": 4035.913999999998 + "timestamp": 1681966800000, + "value": 33236.3424 } ] }, @@ -12892,7 +12892,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -12917,15 +12917,15 @@ "content": { "application/json": { "example": { - "afterHours": "4,078.49", - "close": "4,045.64", - "from": "2023-01-09", - "high": "4,078.49", - "low": "4,051.82", - "open": "4,055.15", - "preMarket": "4,078.49", + "afterHours": 31909.64, + "close": 32245.14, + "from": "2023-03-10", + "high": 32988.26, + "low": 32200.66, + "open": 32922.75, + "preMarket": 32338.23, "status": "OK", - "symbol": "SPX" + "symbol": "I:DJI" }, "schema": { "properties": { @@ -14235,7 +14235,7 @@ "operationId": "SnapshotSummary", "parameters": [ { - "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.", + "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", "in": "query", "name": "ticker.any_of", @@ -14454,17 +14454,17 @@ "session": { "properties": { "change": { - "description": "The value of the price change for the contract from the previous trading day.", + "description": "The value of the price change for the asset from the previous trading day.", "format": "double", "type": "number" }, "change_percent": { - "description": "The percent of the price change for the contract from the previous trading day.", + "description": "The percent of the price change for the asset from the previous trading day.", "format": "double", "type": "number" }, "close": { - "description": "The closing price for the asset of the day.", + "description": "The closing price of the asset for the day.", "format": "double", "type": "number" }, @@ -14479,7 +14479,7 @@ "type": "number" }, "high": { - "description": "The highest price for the asset of the day.", + "description": "The highest price of the asset for the day.", "format": "double", "type": "number" }, @@ -14494,22 +14494,22 @@ "type": "number" }, "low": { - "description": "The lowest price for the asset of the day.", + "description": "The lowest price of the asset for the day.", "format": "double", "type": "number" }, "open": { - "description": "The open price for the asset of the day.", + "description": "The open price of the asset for the day.", "format": "double", "type": "number" }, "previous_close": { - "description": "The closing price for the asset of previous trading day.", + "description": "The closing price of the asset for the previous trading day.", "format": "double", "type": "number" }, "volume": { - "description": "The trading volume for the asset of the day.", + "description": "The trading volume for the asset for the day.", "format": "double", "type": "number" } @@ -16089,7 +16089,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -16107,17 +16107,17 @@ "request_id": "b2170df985474b6d21a6eeccfb6bee67", "results": [ { - "T": "SPX", - "c": "4,048.42", - "h": "4,050.00", - "l": "3,980.31", - "o": "4,048.26", - "t": 1678221584688 + "T": "I:DJI", + "c": 33786.62, + "h": 33786.62, + "l": 33677.74, + "o": 33677.74, + "t": 1682020800000 } ], "resultsCount": 1, "status": "OK", - "ticker": "I:SPX" + "ticker": "I:DJI" }, "schema": { "allOf": [ @@ -16234,7 +16234,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:SPX", + "example": "I:DJI", "in": "path", "name": "indicesTicker", "required": true, @@ -16318,29 +16318,27 @@ "content": { "application/json": { "example": { + "count": 2, "queryCount": 2, "request_id": "0cf72b6da685bcd386548ffe2895904a", "results": [ { - "c": "4,048.42", - "h": "4,050.00", - "l": "3,980.31", - "n": 1, - "o": "4,048.26", - "t": 1678221133236 + "c": 32245.14, + "h": 32988.26, + "l": 32200.66, + "o": 32922.75, + "t": 1678341600000 }, { - "c": "4,048.42", - "h": "4,050.00", - "l": "3,980.31", - "n": 1, - "o": "4,048.26", - "t": 1678221139690 + "c": 31787.7, + "h": 32422.100000000002, + "l": 31786.06, + "o": 32198.9, + "t": 1678428000000 } ], - "resultsCount": 2, "status": "OK", - "ticker": "I:SPX" + "ticker": "I:DJI" }, "schema": { "allOf": [ @@ -18532,7 +18530,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -18881,7 +18879,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -19071,7 +19069,7 @@ "type": "array" }, "spread": { - "description": "The difference between the best bid and the best ask price accross exchanges.", + "description": "The difference between the best bid and the best ask price across exchanges.", "format": "double", "type": "number" }, @@ -19402,7 +19400,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -19706,7 +19704,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -20020,7 +20018,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -20325,7 +20323,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -20735,7 +20733,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -21129,7 +21127,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -21522,7 +21520,7 @@ "type": "string" }, "todaysChange": { - "description": "The value of the change the from previous day.", + "description": "The value of the change from the previous day.", "format": "double", "type": "number" }, @@ -26524,7 +26522,7 @@ "operationId": "IndicesSnapshot", "parameters": [ { - "description": "Comma separated list of tickers", + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", "example": "I:SPX", "in": "query", "name": "ticker.any_of", @@ -26553,6 +26551,7 @@ "previous_close": 3812.19 }, "ticker": "I:SPX", + "timeframe": "REAL-TIME", "type": "indices", "value": 3822.39 }, @@ -26884,7 +26883,7 @@ "expiration_date": "2022-01-21", "shares_per_contract": 100, "strike_price": 150, - "ticker": "AAPL211022C000150000" + "ticker": "O:AAPL211022C000150000" }, "greeks": { "delta": 1, From b9c5be187924cab211c5b3fcea76f3e1c50fae90 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 11 May 2023 07:54:05 -0700 Subject: [PATCH 051/313] Added demo for correlation matrix (#441) * Added demo for correlation matrix --- examples/rest/demo_correlation_matrix.py | 136 +++++++++++++++++++++++ 1 file changed, 136 insertions(+) create mode 100644 examples/rest/demo_correlation_matrix.py diff --git a/examples/rest/demo_correlation_matrix.py b/examples/rest/demo_correlation_matrix.py new file mode 100644 index 00000000..dbb37cec --- /dev/null +++ b/examples/rest/demo_correlation_matrix.py @@ -0,0 +1,136 @@ +""" +This script computes and visualizes the correlation matrix of a selected set of +stocks using Polygon's API. This script is for educational purposes only and is +not intended to provide investment advice. The examples provided analyze the +correlation between different stocks from diverse sectors, as well as within +specific sectors. + +Before running this script, there are 4 prerequisites: + +1) Dependencies: Ensure that the following Python libraries are installed in + your environment: + - pandas + - numpy + - seaborn + - matplotlib.pyplot + - polygon's python-client library + + You can likely run: + pip install pandas numpy seaborn matplotlib polygon-api-client + +2) API Key: You will need a Polygon API key to fetch the stock data. This can + be set manually in the script below, or you can set an environment variable + 'POLYGON_API_KEY'. + + setx POLYGON_API_KEY "" <- windows + export POLYGON_API_KEY="" <- mac/linux + +3) Select Stocks: You need to select the stocks you're interested in analyzing. + Update the 'symbols' variable in this script with your chosen stock symbols. + +4) Select Date Range: You need to specify the date range for the historical + data that you want to fetch. Update the 'start_date' and 'end_date' + variables in this script accordingly. + +Understanding stock correlation is important when building a diverse portfolio, +as it can help manage risk and inform investment strategies. It's always +essential to do your own research or consult a financial advisor for +personalized advice when investing. +""" +import pandas as pd # type: ignore +import numpy as np # type: ignore +import seaborn as sns # type: ignore +import matplotlib.pyplot as plt # type: ignore +from polygon import RESTClient + +# Less likely to be correlated due to being in different sectors and are +# exposed to different market forces, economic trends, and price risks. +# symbols = ["TSLA", "PFE", "XOM", "HD", "JPM", "AAPL", "KO", "UNH", "LMT", "AMZN"] + +# Here we have two groups, one with 5 technology stocks and another with 5 oil +# stocks. These two groups are likely to be highly correlated within their +# respective sectors but are expected to be less correlated between sectors. +# symbols = ["AAPL", "MSFT", "GOOG", "ADBE", "CRM", "XOM", "CVX", "COP", "PSX", "OXY"] + +# Likely to be highly correlated due to being in the technology sector, +# specifically in the sub-industry of Semiconductors: +symbols = ["INTC", "AMD", "NVDA", "TXN", "QCOM", "MU", "AVGO", "ADI", "MCHP", "NXPI"] + +# Date range you are interested in +start_date = "2022-04-01" +end_date = "2023-05-10" + + +def fetch_stock_data(symbols, start_date, end_date): + stocks = [] + + # client = RESTClient("XXXXXX") # hardcoded api_key is used + client = RESTClient() # POLYGON_API_KEY environment variable is used + + try: + for symbol in symbols: + aggs = client.get_aggs( + symbol, + 1, + "day", + start_date, + end_date, + ) + df = pd.DataFrame(aggs, columns=["timestamp", "close"]) + + # Filter out rows with invalid timestamps + df = df[df["timestamp"] > 0] + + df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms") + df.set_index("timestamp", inplace=True) + + df.rename(columns={"close": symbol}, inplace=True) + stocks.append(df) + finally: + pass + + merged_stocks = pd.concat(stocks, axis=1) + return merged_stocks + + +def calculate_daily_returns(stock_data): + daily_returns = stock_data.pct_change().dropna() + return daily_returns + + +def compute_correlation_matrix(daily_returns): + correlation_matrix = daily_returns.corr() + return correlation_matrix + + +def plot_correlation_heatmap(correlation_matrix): + plt.figure(figsize=(8, 8)) + ax = sns.heatmap( + correlation_matrix, + annot=True, + cmap="coolwarm", + vmin=-1, + vmax=1, + square=True, + linewidths=0.5, + cbar_kws={"shrink": 0.8}, + ) + ax.xaxis.tick_top() + ax.xaxis.set_label_position("top") + plt.title("Correlation Matrix Heatmap", y=1.08) + plt.show() + + +def main(): + stock_data = fetch_stock_data(symbols, start_date, end_date) + daily_returns = calculate_daily_returns(stock_data) + correlation_matrix = compute_correlation_matrix(daily_returns) + + print("Correlation Matrix:") + print(correlation_matrix) + + plot_correlation_heatmap(correlation_matrix) + + +if __name__ == "__main__": + main() From d271e44def5b2c3312c8178087a8a5df169f3279 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 17 May 2023 07:55:44 -0700 Subject: [PATCH 052/313] Fix ws IndexValue parse (#428) --- polygon/websocket/models/__init__.py | 2 ++ polygon/websocket/models/models.py | 10 ++++++---- 2 files changed, 8 insertions(+), 4 deletions(-) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 184acba9..bbc65cbb 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -26,6 +26,8 @@ def parse_single(data: Dict[str, Any]): return LimitUpLimitDown.from_dict(data) elif event_type == EventType.CryptoL2.value: return Level2Book.from_dict(data) + elif event_type == EventType.Value.value: + return IndexValue.from_dict(data) return None diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 9c68db39..dc37189e 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -317,10 +317,12 @@ class IndexValue: @staticmethod def from_dict(d): - d.get("ev", None), - d.get("val", None), - d.get("T", None), - d.get("t", None) + return IndexValue( + d.get("ev", None), + d.get("val", None), + d.get("T", None), + d.get("t", None), + ) WebSocketMessage = NewType( From 0b86ae7a1623b828bbaff43857bce658b2736120 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 17 May 2023 08:01:07 -0700 Subject: [PATCH 053/313] Add indices.py ws example (#429) Adding a example Indices example that works for streaming both aggregates and values. --- examples/websocket/indices.py | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 examples/websocket/indices.py diff --git a/examples/websocket/indices.py b/examples/websocket/indices.py new file mode 100644 index 00000000..83ecf27b --- /dev/null +++ b/examples/websocket/indices.py @@ -0,0 +1,27 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage, Market +from typing import List + +client = WebSocketClient(market=Market.Indices) + +# aggregates (per minute) +# client.subscribe("AM.*") # all aggregates +client.subscribe("AM.I:SPX") # Standard & Poor's 500 +client.subscribe("AM.I:DJI") # Dow Jones Industrial Average +client.subscribe("AM.I:NDX") # Nasdaq-100 +client.subscribe("AM.I:VIX") # Volatility Index + +# single index +# client.subscribe("V.*") # all tickers +# client.subscribe("V.I:SPX") # Standard & Poor's 500 +# client.subscribe("V.I:DJI") # Dow Jones Industrial Average +# client.subscribe("V.I:NDX") # Nasdaq-100 +# client.subscribe("V.I:VIX") # Volatility Index + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +client.run(handle_msg) From 5f36401f021acf260c7ddb37170788fd3dd2feb9 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 18 May 2023 08:37:45 -0700 Subject: [PATCH 054/313] Update demo_correlation_matrix.py (#443) Added links to tutorial and video. --- examples/rest/demo_correlation_matrix.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/examples/rest/demo_correlation_matrix.py b/examples/rest/demo_correlation_matrix.py index dbb37cec..f056ab6d 100644 --- a/examples/rest/demo_correlation_matrix.py +++ b/examples/rest/demo_correlation_matrix.py @@ -3,7 +3,10 @@ stocks using Polygon's API. This script is for educational purposes only and is not intended to provide investment advice. The examples provided analyze the correlation between different stocks from diverse sectors, as well as within -specific sectors. +specific sectors. + +Blog: https://polygon.io/blog/finding-correlation-between-stocks/ +Video: https://www.youtube.com/watch?v=q0TgaUGWPFc Before running this script, there are 4 prerequisites: From 3cc7130134b88320f7fa557a4ac22d94d1005054 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 18 May 2023 09:30:04 -0700 Subject: [PATCH 055/313] Add trace option for better API call debugging (#432) * Add `trace=True` option for debugging --- polygon/rest/__init__.py | 4 +++- polygon/rest/base.py | 23 ++++++++++++++++++++++- 2 files changed, 25 insertions(+), 2 deletions(-) diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index aa8722e3..7484378e 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -17,7 +17,6 @@ from typing import Optional, Any import os - BASE = "https://api.polygon.io" ENV_KEY = "POLYGON_API_KEY" @@ -46,6 +45,7 @@ def __init__( retries: int = 3, base: str = BASE, verbose: bool = False, + trace: bool = False, custom_json: Optional[Any] = None, ): super().__init__( @@ -56,6 +56,7 @@ def __init__( retries=retries, base=base, verbose=verbose, + trace=trace, custom_json=custom_json, ) self.vx = VXClient( @@ -66,5 +67,6 @@ def __init__( retries=retries, base=base, verbose=verbose, + trace=trace, custom_json=custom_json, ) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 69d06dde..1523114e 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -9,6 +9,7 @@ from .models.request import RequestOptionBuilder from ..logging import get_logger import logging +from urllib.parse import urlencode from ..exceptions import AuthError, BadResponse, NoResultsError logger = get_logger("RESTClient") @@ -29,6 +30,7 @@ def __init__( retries: int, base: str, verbose: bool, + trace: bool, custom_json: Optional[Any] = None, ): if api_key is None: @@ -58,6 +60,7 @@ def __init__( self.retries = retries if verbose: logger.setLevel(logging.DEBUG) + self.trace = trace if custom_json: self.json = custom_json else: @@ -77,14 +80,32 @@ def _get( ) -> Any: option = options if options is not None else RequestOptionBuilder() + headers = self._concat_headers(option.headers) + + if self.trace: + full_url = f"{self.BASE}{path}" + if params: + full_url += f"?{urlencode(params)}" + print_headers = headers.copy() + if "Authorization" in print_headers: + print_headers["Authorization"] = print_headers["Authorization"].replace( + self.API_KEY, "REDACTED" + ) + print(f"Request URL: {full_url}") + print(f"Request Headers: {print_headers}") + resp = self.client.request( "GET", self.BASE + path, fields=params, retries=self.retries, - headers=self._concat_headers(option.headers), + headers=headers, ) + if self.trace: + resp_headers_dict = dict(resp.headers.items()) + print(f"Response Headers: {resp_headers_dict}") + if resp.status != 200: raise BadResponse(resp.data.decode("utf-8")) From 6d5adb3a0e5c52a8e2bc72462c79b2247c152a55 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 18 May 2023 16:35:17 +0000 Subject: [PATCH 056/313] Bump types-urllib3 from 1.26.25.4 to 1.26.25.13 (#442) --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index e40bec4d..e52a88b6 100644 --- a/poetry.lock +++ b/poetry.lock @@ -845,14 +845,14 @@ files = [ [[package]] name = "types-urllib3" -version = "1.26.25.4" +version = "1.26.25.13" description = "Typing stubs for urllib3" category = "dev" optional = false python-versions = "*" files = [ - {file = "types-urllib3-1.26.25.4.tar.gz", hash = "sha256:eec5556428eec862b1ac578fb69aab3877995a99ffec9e5a12cf7fbd0cc9daee"}, - {file = "types_urllib3-1.26.25.4-py3-none-any.whl", hash = "sha256:ed6b9e8a8be488796f72306889a06a3fc3cb1aa99af02ab8afb50144d7317e49"}, + {file = "types-urllib3-1.26.25.13.tar.gz", hash = "sha256:3300538c9dc11dad32eae4827ac313f5d986b8b21494801f1bf97a1ac6c03ae5"}, + {file = "types_urllib3-1.26.25.13-py3-none-any.whl", hash = "sha256:5dbd1d2bef14efee43f5318b5d36d805a489f6600252bb53626d4bfafd95e27c"}, ] [[package]] From 8183fb80cea11fc3e402e6be61a6d89788573ced Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 18 May 2023 16:54:59 +0000 Subject: [PATCH 057/313] Bump pook from 1.0.2 to 1.1.1 (#362) --- poetry.lock | 9 ++++----- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index e52a88b6..fa5fbf77 100644 --- a/poetry.lock +++ b/poetry.lock @@ -501,15 +501,14 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.0.2" +version = "1.1.1" description = "HTTP traffic mocking and expectations made easy" category = "dev" optional = false python-versions = "*" files = [ - {file = "pook-1.0.2-py2-none-any.whl", hash = "sha256:cd3cbfe280d544e672f41a5b9482883841ba247f865858b57fd59f729e37616a"}, - {file = "pook-1.0.2-py3-none-any.whl", hash = "sha256:2e16d231ec9fe071c14cad7fe41261f65b401f6cb30935a169cf6fc229bd0a1d"}, - {file = "pook-1.0.2.tar.gz", hash = "sha256:f28112db062d17db245b351c80f2bb5bf1e56ebfa93d3d75cc44f500c15c40eb"}, + {file = "pook-1.1.1-py3-none-any.whl", hash = "sha256:0bf4f8b53739e165722263c894a27140cf7f3ae6e7a378e4cbf48fdca4abe037"}, + {file = "pook-1.1.1.tar.gz", hash = "sha256:53da04930616d94eeede77a39d6b5f0fac1f7bbd160d8f54bc468cd798b93956"}, ] [package.dependencies] @@ -994,4 +993,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "0ceda7003d52f8216a350254f9e703cfe760fb274687d64679a077f67d6e9021" +content-hash = "b14c33076a17bb1c784a476c91d1541082057e32ee7207234253834b6f7c6fff" diff --git a/pyproject.toml b/pyproject.toml index a8c8d35e..3d5f6744 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^1.0.0" sphinx-autodoc-typehints = "^1.19.2" types-certifi = "^2021.10.8" types-setuptools = "^67.4.0" -pook = "^1.0.2" +pook = "^1.1.1" orjson = "^3.8.7" [build-system] From 86e2e06a79b2f33579b4b24a991508815be3f4e6 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 18 May 2023 17:06:23 +0000 Subject: [PATCH 058/313] Bump sphinx-autodoc-typehints from 1.19.5 to 1.23.0 (#427) --- poetry.lock | 12 ++++++------ pyproject.toml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/poetry.lock b/poetry.lock index fa5fbf77..98749992 100644 --- a/poetry.lock +++ b/poetry.lock @@ -674,22 +674,22 @@ test = ["cython", "html5lib", "pytest (>=4.6)", "typed_ast"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.19.5" +version = "1.23.0" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" category = "dev" optional = false python-versions = ">=3.7" files = [ - {file = "sphinx_autodoc_typehints-1.19.5-py3-none-any.whl", hash = "sha256:ea55b3cc3f485e3a53668bcdd08de78121ab759f9724392fdb5bf3483d786328"}, - {file = "sphinx_autodoc_typehints-1.19.5.tar.gz", hash = "sha256:38a227378e2bc15c84e29af8cb1d7581182da1107111fd1c88b19b5eb7076205"}, + {file = "sphinx_autodoc_typehints-1.23.0-py3-none-any.whl", hash = "sha256:ac099057e66b09e51b698058ba7dd76e57e1fe696cd91b54e121d3dad188f91d"}, + {file = "sphinx_autodoc_typehints-1.23.0.tar.gz", hash = "sha256:5d44e2996633cdada499b6d27a496ddf9dbc95dd1f0f09f7b37940249e61f6e9"}, ] [package.dependencies] sphinx = ">=5.3" [package.extras] -docs = ["furo (>=2022.9.29)", "sphinx (>=5.3)", "sphinx-autodoc-typehints (>=1.19.4)"] -testing = ["covdefaults (>=2.2)", "coverage (>=6.5)", "diff-cover (>=7.0.1)", "nptyping (>=2.3.1)", "pytest (>=7.2)", "pytest-cov (>=4)", "sphobjinv (>=2.2.2)", "typing-extensions (>=4.4)"] +docs = ["furo (>=2022.12.7)", "sphinx (>=6.1.3)", "sphinx-autodoc-typehints (>=1.23.4)"] +testing = ["covdefaults (>=2.2.2)", "coverage (>=7.2.2)", "diff-cover (>=7.5)", "nptyping (>=2.5)", "pytest (>=7.2.2)", "pytest-cov (>=4)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.5)"] type-comment = ["typed-ast (>=1.5.4)"] [[package]] @@ -993,4 +993,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "b14c33076a17bb1c784a476c91d1541082057e32ee7207234253834b6f7c6fff" +content-hash = "5e3c01ace8d7de788f8ccad60b3d3e2461b725d38eead4f67f37f6959c37881f" diff --git a/pyproject.toml b/pyproject.toml index 3d5f6744..695e4a35 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^5.3.0" sphinx-rtd-theme = "^1.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.19.2" +sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" types-setuptools = "^67.4.0" pook = "^1.1.1" From 9d32924e5b90418188a040a7b8a96b0f9f787e05 Mon Sep 17 00:00:00 2001 From: Gavin Golden Date: Thu, 18 May 2023 12:41:55 -0500 Subject: [PATCH 059/313] Support v3/snapshot (#444) --- README.md | 14 ++- docs/source/Models.rst | 30 ++++++ docs/source/Snapshot.rst | 24 ++++- examples/rest/universal-snapshot.py | 46 +++++++++ polygon/rest/models/snapshot.py | 142 ++++++++++++++++++++++++++++ polygon/rest/snapshot.py | 43 +++++++++ test_rest/mocks/v3/snapshot.json | 113 ++++++++++++++++++++++ test_rest/test_snapshots.py | 115 +++++++++++++++++++++- 8 files changed, 521 insertions(+), 6 deletions(-) create mode 100644 examples/rest/universal-snapshot.py create mode 100644 test_rest/mocks/v3/snapshot.json diff --git a/README.md b/README.md index 60e65f31..6a94717e 100644 --- a/README.md +++ b/README.md @@ -137,7 +137,19 @@ Once installed run `poetry install` to install the required dependencies. This s #### Makefile -Our Makefile has the common operations needed when developing on this repo. Running tests and linting can both be run through our Makefile. Just run `make help` to see the list of available commands. +Our Makefile has the common operations needed when developing on this repo. Running tests and linting can both be +run through our Makefile. Just run `make help` to see the list of available commands. + +If you're using `pyenv` to manage active Python versions then you might need to launch a Poetry shell before running +Make commands in order to actually use your chosen Python version. This is because Poetry uses the system Python version +by default. + +```shell +poetry shell # start shell +poetry install # install deps + +make test # run your make commands +``` ## Release planning This client will attempt to follow the release cadence of our API. diff --git a/docs/source/Models.rst b/docs/source/Models.rst index 1b41c235..f0eed1c7 100644 --- a/docs/source/Models.rst +++ b/docs/source/Models.rst @@ -3,6 +3,36 @@ Models ============================================================== +============================================================== +Universal Snapshot +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshot + +============================================================== +Universal Snapshot Session +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshotSession + +============================================================== +Universal Snapshot Last Quote +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshotLastQuote + +============================================================== +Universal Snapshot Last Trade +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshotLastTrade + +============================================================== +Universal Snapshot Details +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshotDetails + +============================================================== +Universal Snapshot Underlying Asset +============================================================== +.. autoclass:: polygon.rest.models.UniversalSnapshotUnderlyingAsset + ============================================================== Agg ============================================================== diff --git a/docs/source/Snapshot.rst b/docs/source/Snapshot.rst index 0214cc9d..7744ba1c 100644 --- a/docs/source/Snapshot.rst +++ b/docs/source/Snapshot.rst @@ -4,13 +4,24 @@ Snapshot ================================= ================================= -Get all snapshots +Get snapshots for all asset types ================================= - `Stocks snapshot all tickers`_ +- `Options snapshot all tickers`_ - `Forex snapshot all tickers`_ - `Crypto snapshot all tickers`_ +.. automethod:: polygon.RESTClient.list_universal_snapshots + +================================= +Get all snapshots +================================= + +- `Stocks snapshot all tickers (deprecated)`_ +- `Forex snapshot all tickers (deprecated)`_ +- `Crypto snapshot all tickers (deprecated)`_ + .. automethod:: polygon.RESTClient.get_snapshot_all ================================= @@ -49,9 +60,14 @@ Get crypto L2 book snapshot .. automethod:: polygon.RESTClient.get_snapshot_crypto_book -.. _Stocks snapshot all tickers: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers -.. _Forex snapshot all tickers: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers -.. _Crypto snapshot all tickers: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers +.. _Stocks snapshot all tickers: https://polygon.io/docs/stocks/get_v3_snapshot +.. _Options snapshot all tickers: https://polygon.io/docs/options/get_v3_snapshot +.. _Forex snapshot all tickers: https://polygon.io/docs/forex/get_v3_snapshot +.. _Crypto snapshot all tickers:: https://polygon.io/docs/crypto/get_v3_snapshot +.. _Stocks snapshot all tickers (deprecated): https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers +.. _Options snapshot all tickers (deprecated): https://polygon.io/docs/options/get_v2_snapshot_locale_us_markets_stocks_tickers +.. _Forex snapshot all tickers (deprecated): https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers +.. _Crypto snapshot all tickers (deprecated):: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers .. _Stocks snapshot gainers/losers: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction .. _Forex snapshot gainers/losers: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction .. _Crypto snapshot gainers/losers: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction diff --git a/examples/rest/universal-snapshot.py b/examples/rest/universal-snapshot.py new file mode 100644 index 00000000..8f4d9be6 --- /dev/null +++ b/examples/rest/universal-snapshot.py @@ -0,0 +1,46 @@ +from typing import cast, Iterator, Union + +from urllib3 import HTTPResponse + +from polygon import RESTClient +from polygon.rest.models import UniversalSnapshot, SnapshotMarketType + +# docs +# https://polygon.io/docs/stocks/get_v3_snapshot +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + + +def print_snapshots(iterator: Union[Iterator[UniversalSnapshot], HTTPResponse]): + snapshots = [s for s in iterator] + + print(f"count: {len(snapshots)}") + + for item in snapshots: + print(item) + + +# it = client.list_universal_snapshots() # all tickers for all assets types in lexicographical order + +it = client.list_universal_snapshots( + ticker_any_of=[ + "AAPL", + "O:AAPL230519C00055000", + "DOES_NOT_EXIST", + "X:1INCHUSD", + "C:AEDAUD", + ] +) +print_snapshots(it) + +it = client.list_universal_snapshots( + market_type=SnapshotMarketType.STOCKS, ticker_gt="A", ticker_lt="AAPL" +) +print_snapshots(it) + +it = client.list_universal_snapshots( + market_type=SnapshotMarketType.STOCKS, ticker_gte="AAPL", ticker_lte="ABB" +) +print_snapshots(it) diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index f1905f22..ac901ed2 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -277,3 +277,145 @@ def from_dict(d): spread=d.get("spread", None), updated=d.get("updated", None), ) + + +@modelclass +class UniversalSnapshotSession: + """Contains data about the most recent trading session for an asset.""" + + price: Optional[float] = None + change: Optional[float] = None + change_percent: Optional[float] = None + early_trading_change: Optional[float] = None + early_trading_change_percent: Optional[float] = None + late_trading_change: Optional[float] = None + late_trading_change_percent: Optional[float] = None + open: Optional[float] = None + close: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + previous_close: Optional[float] = None + volume: Optional[float] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshotSession(**d) + + +@modelclass +class UniversalSnapshotLastQuote: + """Contains the most recent quote for an asset.""" + + ask: Optional[float] = None + ask_size: Optional[float] = None + bid: Optional[float] = None + bid_size: Optional[float] = None + midpoint: Optional[float] = None + exchange: Optional[int] = None + timeframe: Optional[str] = None + last_updated: Optional[int] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshotLastQuote(**d) + + +@modelclass +class UniversalSnapshotLastTrade: + """Contains the most recent trade for an asset.""" + + id: Optional[int] = None + price: Optional[float] = None + size: Optional[int] = None + exchange: Optional[int] = None + conditions: Optional[List[int]] = None + timeframe: Optional[str] = None + last_updated: Optional[int] = None + participant_timestamp: Optional[int] = None + sip_timestamp: Optional[int] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshotLastTrade(**d) + + +@modelclass +class UniversalSnapshotUnderlyingAsset: + """Contains data for the underlying stock in an options contract.""" + + ticker: Optional[str] = None + price: Optional[float] = None + value: Optional[float] = None + change_to_break_even: Optional[float] = None + timeframe: Optional[str] = None + last_updated: Optional[int] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshotUnderlyingAsset(**d) + + +@modelclass +class UniversalSnapshotDetails: + """Contains details for an options contract.""" + + contract_type: Optional[str] = None + exercise_style: Optional[str] = None + expiration_date: Optional[str] = None + shares_per_contract: Optional[float] = None + strike_price: Optional[float] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshotDetails(**d) + + +@modelclass +class UniversalSnapshot: + """Contains snapshot data for an asset.""" + + ticker: Optional[str] = None + type: Optional[str] = None + session: Optional[UniversalSnapshotSession] = None + last_quote: Optional[UniversalSnapshotLastQuote] = None + last_trade: Optional[UniversalSnapshotLastTrade] = None + greeks: Optional[Greeks] = None + underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None + details: Optional[UniversalSnapshotDetails] = None + break_even_price: Optional[float] = None + implied_volatility: Optional[float] = None + open_interest: Optional[float] = None + market_status: Optional[str] = None + name: Optional[str] = None + error: Optional[str] = None + message: Optional[str] = None + + @staticmethod + def from_dict(d): + return UniversalSnapshot( + ticker=d.get("ticker", None), + type=d.get("type", None), + session=None + if "session" not in d + else UniversalSnapshotSession.from_dict(d["session"]), + last_quote=None + if "last_quote" not in d + else UniversalSnapshotLastQuote.from_dict(d["last_quote"]), + last_trade=None + if "last_trade" not in d + else UniversalSnapshotLastTrade.from_dict(d["last_trade"]), + greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]), + underlying_asset=None + if "underlying_asset" not in d + else UniversalSnapshotUnderlyingAsset.from_dict(d["underlying_asset"]), + details=None + if "details" not in d + else UniversalSnapshotDetails.from_dict(d["details"]), + break_even_price=d.get("break_even_price", None), + implied_volatility=d.get("implied_volatility", None), + open_interest=d.get("open_interest", None), + market_status=d.get("market_status", None), + name=d.get("name", None), + error=d.get("error", None), + message=d.get("message", None), + ) diff --git a/polygon/rest/snapshot.py b/polygon/rest/snapshot.py index 696f7379..0fb19fd0 100644 --- a/polygon/rest/snapshot.py +++ b/polygon/rest/snapshot.py @@ -6,6 +6,7 @@ OptionContractSnapshot, SnapshotMarketType, SnapshotTickerFullBook, + UniversalSnapshot, IndicesSnapshot, ) from urllib3 import HTTPResponse @@ -21,6 +22,48 @@ def get_locale(market_type: Union[SnapshotMarketType, str]): class SnapshotClient(BaseClient): + def list_universal_snapshots( + self, + market_type: Optional[Union[str, SnapshotMarketType]] = None, + ticker_any_of: Optional[List[str]] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[UniversalSnapshot], HTTPResponse]: + """ + Get snapshots for assets of all types + - https://polygon.io/docs/stocks/get_v3_snapshot + - https://polygon.io/docs/options/get_v3_snapshot + - https://polygon.io/docs/indices/get_v3_snapshot + - https://polygon.io/docs/forex/get_v3_snapshot + - https://polygon.io/docs/crypto/get_v3_snapshot + + :param market_type: the type of the asset + :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250. If no tickers are passed then all + results will be returned in a paginated manner. Warning: The maximum number of characters allowed in a URL + are subject to your technology stack. + :param ticker_lt search for tickers less than + :param ticker_lte search for tickers less than or equal to + :param ticker_gt search for tickers greater than + :param ticker_gte search for tickers greater than or equal to + :param raw: returns the raw HTTP response if true, else the response is deserialized into a structured object + :param options: request options + :return: list of Snapshots + """ + url = f"/v3/snapshot" + return self._paginate( + path=url, + params=self._get_params(self.list_universal_snapshots, locals()), + result_key="results", + deserializer=UniversalSnapshot.from_dict, + raw=raw, + options=options, + ) + def get_snapshot_all( self, market_type: Union[str, SnapshotMarketType], diff --git a/test_rest/mocks/v3/snapshot.json b/test_rest/mocks/v3/snapshot.json new file mode 100644 index 00000000..c9ccb730 --- /dev/null +++ b/test_rest/mocks/v3/snapshot.json @@ -0,0 +1,113 @@ +{ + "request_id": "abc123", + "results": [ + { + "break_even_price": 171.075, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_size": 110, + "bid": 20.9, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "NCLH $5 Call", + "open_interest": 8921, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options", + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }, + { + "last_quote": { + "ask": 21.25, + "ask_size": 110, + "bid": 20.9, + "bid_size": 172, + "last_updated": 1636573458756383500, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "id": "4064", + "last_updated": 1675280958783136800, + "price": 0.05, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "Apple Inc.", + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "AAPL", + "type": "stocks" + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "TSLAAPL" + } + ], + "status": "OK" +} \ No newline at end of file diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index 4ae72f8a..24f46654 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -1,3 +1,4 @@ +from base import BaseTest from polygon.rest.models import ( TickerSnapshot, OptionContractSnapshot, @@ -13,13 +14,125 @@ Greeks, OptionDetails, DayOptionContractSnapshot, + UniversalSnapshot, + UniversalSnapshotDetails, + UniversalSnapshotLastQuote, + UniversalSnapshotLastTrade, + UniversalSnapshotUnderlyingAsset, + UniversalSnapshotSession, IndicesSnapshot, IndicesSession, ) -from base import BaseTest class SnapshotsTest(BaseTest): + def test_list_universal_snapshots(self): + expected = [ + UniversalSnapshot( + ticker="O:NCLH221014C00005000", + implied_volatility=0.3048997097864957, + type="options", + market_status="closed", + name="NCLH $5 Call", + open_interest=8921, + break_even_price=171.075, + details=UniversalSnapshotDetails( + contract_type="call", + exercise_style="american", + expiration_date="2022-10-14", + shares_per_contract=100, + strike_price=5, + underlying_ticker="NCLH", + ), + greeks=Greeks( + delta=0.5520187372272933, + gamma=0.00706756515659829, + theta=-0.018532772783847958, + vega=0.7274811132998142, + ), + last_quote=UniversalSnapshotLastQuote( + ask=21.25, + ask_size=110, + bid=20.9, + bid_size=172, + last_updated=1636573458756383500, + midpoint=21.075, + timeframe="REAL-TIME", + ), + last_trade=UniversalSnapshotLastTrade( + conditions=[209], + exchange=316, + price=0.05, + sip_timestamp=1675280958783136800, + size=2, + timeframe="REAL-TIME", + ), + session=UniversalSnapshotSession( + change=-0.05, + change_percent=-1.07, + close=6.65, + early_trading_change=-0.01, + early_trading_change_percent=-0.03, + high=7.01, + late_trading_change=-0.4, + late_trading_change_percent=-0.02, + low=5.42, + open=6.7, + previous_close=6.71, + volume=67, + ), + underlying_asset=UniversalSnapshotUnderlyingAsset( + change_to_break_even=23.123999999999995, + last_updated=1636573459862384600, + price=147.951, + ticker="AAPL", + timeframe="REAL-TIME", + ), + ), + UniversalSnapshot( + last_quote=UniversalSnapshotLastQuote( + ask=21.25, + ask_size=110, + bid=20.9, + bid_size=172, + last_updated=1636573458756383500, + timeframe="REAL-TIME", + ), + last_trade=UniversalSnapshotLastTrade( + conditions=[209], + exchange=316, + id="4064", + last_updated=1675280958783136800, + price=0.05, + size=2, + timeframe="REAL-TIME", + ), + market_status="closed", + name="Apple Inc.", + session=UniversalSnapshotSession( + change=-1.05, + change_percent=-4.67, + close=21.4, + early_trading_change=-0.39, + early_trading_change_percent=-0.07, + high=22.49, + late_trading_change=1.2, + late_trading_change_percent=3.92, + low=21.35, + open=22.49, + previous_close=22.45, + volume=37, + ), + ticker="AAPL", + type="stocks", + ), + UniversalSnapshot( + error="NOT_FOUND", message="Ticker not found.", ticker="TSLAAPL" + ), + ] + snapshots = [s for s in self.c.list_universal_snapshots()] + self.assertEqual(snapshots, expected) + def test_get_snapshot_all(self): snapshots = self.c.get_snapshot_all("stocks") expected = [ From b510b682d69b9ce14bc71f101d1dd0811317f0be Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Sat, 20 May 2023 12:38:19 -0700 Subject: [PATCH 060/313] Update snapshot min to support n and t (#447) * Update snapshot min to support n and t --- polygon/rest/models/snapshot.py | 4 ++++ .../v2/snapshot/locale/us/markets/stocks/gainers.json | 8 ++++++-- .../snapshot/locale/us/markets/stocks/tickers/AAPL.json | 4 +++- .../snapshot/locale/us/markets/stocks/tickers/index.json | 4 +++- test_rest/test_snapshots.py | 4 ++++ 5 files changed, 20 insertions(+), 4 deletions(-) diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index ac901ed2..f655dcf3 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -16,6 +16,8 @@ class MinuteSnapshot: volume: Optional[float] = None vwap: Optional[float] = None otc: Optional[bool] = None + timestamp: Optional[int] = None + transactions: Optional[int] = None @staticmethod def from_dict(d): @@ -28,6 +30,8 @@ def from_dict(d): d.get("v", None), d.get("vw", None), d.get("otc", None), + d.get("t", None), + d.get("n", None), ) diff --git a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/gainers.json b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/gainers.json index a4778bdc..c41d2b54 100644 --- a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/gainers.json +++ b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/gainers.json @@ -35,7 +35,9 @@ "l": 6.42, "o": 6.49, "v": 2671, - "vw": 6.4604 + "vw": 6.4604, + "t": 1684428600000, + "n": 5 }, "prevDay": { "c": 0.29, @@ -81,7 +83,9 @@ "l": 4.2107, "o": 4.2107, "v": 1012, - "vw": 4.2107 + "vw": 4.2107, + "t": 1684428600000, + "n": 5 }, "prevDay": { "c": 0.1953, diff --git a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json index 396fdd7e..08a7cefb 100644 --- a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json +++ b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json @@ -32,7 +32,9 @@ "l": 160.3, "o": 160.71, "v": 197226, - "vw": 160.5259 + "vw": 160.5259, + "t": 1684428600000, + "n": 5 }, "prevDay": { "c": 163.64, diff --git a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json index 5aabb0ae..2bb197f3 100644 --- a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json +++ b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json @@ -36,7 +36,9 @@ "l": 20.506, "o": 20.506, "v": 5000, - "vw": 20.5105 + "vw": 20.5105, + "t": 1684428600000, + "n": 5 }, "prevDay": { "c": 20.63, diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index 24f46654..f0b0bf3f 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -186,6 +186,8 @@ def test_get_snapshot_all(self): close=20.506, volume=5000, vwap=20.5105, + timestamp=1684428600000, + transactions=5, ), prev_day=Agg( open=20.79, @@ -257,6 +259,8 @@ def test_get_snapshot_ticker(self): close=160.3, volume=197226, vwap=160.5259, + timestamp=1684428600000, + transactions=5, ), prev_day=Agg( open=159.25, From ebc903a0c13601095298036bbb480deb04a9ed8a Mon Sep 17 00:00:00 2001 From: Ricky Barillas <8647805+jbonzo@users.noreply.github.com> Date: Wed, 24 May 2023 10:19:51 -0400 Subject: [PATCH 061/313] Update CODEOWNERS (#446) * Update CODEOWNERS * Update CODEOWNERS --- .github/CODEOWNERS | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/CODEOWNERS b/.github/CODEOWNERS index f9c5fda7..02c7785c 100644 --- a/.github/CODEOWNERS +++ b/.github/CODEOWNERS @@ -1 +1 @@ -* @jbonzo @mmoghaddam385 +* @jbonzo @mmoghaddam385 @justinpolygon From fb8042f15256c3749f2707b3c385585ae86ceb4a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 24 May 2023 14:25:23 +0000 Subject: [PATCH 062/313] Bump orjson from 3.8.7 to 3.8.13 (#453) --- poetry.lock | 94 ++++++++++++++++++++++++++------------------------ pyproject.toml | 2 +- 2 files changed, 49 insertions(+), 47 deletions(-) diff --git a/poetry.lock b/poetry.lock index 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["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "5e3c01ace8d7de788f8ccad60b3d3e2461b725d38eead4f67f37f6959c37881f" +content-hash = "1b0ebea74636240c4cf7e35ed2aefcc66f2d1c6dc6971b3f7195b39bd9de4787" diff --git a/pyproject.toml b/pyproject.toml index 695e4a35..8f792587 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" types-setuptools = "^67.4.0" pook = "^1.1.1" -orjson = "^3.8.7" +orjson = "^3.8.13" [build-system] requires = ["poetry-core>=1.0.0"] From 4dfbefc29d5660be9146132aedced28a5db7d2e8 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 24 May 2023 14:30:05 +0000 Subject: [PATCH 063/313] Bump types-setuptools from 67.4.0.3 to 67.8.0.0 (#449) --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff 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"33c166c06b9b5c9f8e50a3e4d7dc77df94cfa040e576fd63963253f30d29d3f3" +content-hash = "7da2a0365a10cd1aaace473dfada9fd38b26d4eafd41bea66a0ccf2891e10ff2" diff --git a/pyproject.toml b/pyproject.toml index 53ef5203..47c67558 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -26,7 +26,7 @@ packages = [ [tool.poetry.dependencies] python = "^3.8" urllib3 = "^1.26.9" -websockets = "^10.3" +websockets = ">=10.3,<12.0" certifi = "^2022.5.18" [tool.poetry.dev-dependencies] From e9754bfb783ca762dd35aa6400d771adeef217dd Mon Sep 17 00:00:00 2001 From: Anthony Johnson <114414459+antdjohns@users.noreply.github.com> Date: Mon, 12 Jun 2023 13:13:27 -0700 Subject: [PATCH 065/313] Add WS support for launchpad (#456) * Add WS support for launchpad * update timestamp type * add launchpad example * lint --- README.md | 19 ++++++++++++++++++- examples/websocket/launchpad-ws.py | 21 +++++++++++++++++++++ polygon/websocket/models/__init__.py | 2 ++ polygon/websocket/models/common.py | 6 ++++++ polygon/websocket/models/models.py | 18 ++++++++++++++++++ 5 files changed, 65 insertions(+), 1 deletion(-) create mode 100644 examples/websocket/launchpad-ws.py diff --git a/README.md b/README.md index 6a94717e..d98f9f31 100644 --- a/README.md +++ b/README.md @@ -83,7 +83,7 @@ ws.run(handle_msg=handle_msg) ``` Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). -## Launchpad +## Launchpad REST API Client Users of the Launchpad product will need to pass in certain headers in order to make API requests using the RequestOptionBuilder. Example can be found [here](./examples/launchpad). @@ -114,6 +114,23 @@ res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) Checkout Launchpad readme for more details on RequestOptionBuilder [here](./examples/launchpad) +## Launchpad WebSocket Client + +```python +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage +from polygon.websocket.models.common import Feed, Market +from typing import List + +ws = WebSocketClient(api_key="API_KEY",feed=Feed.Launchpad,market=Market.Stocks, subscriptions=["AM.AAPL"]) + +def handle_msg(msg: List[WebSocketMessage]): + for m in msg: + print(m) + +ws.run(handle_msg=handle_msg) +``` + ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by diff --git a/examples/websocket/launchpad-ws.py b/examples/websocket/launchpad-ws.py new file mode 100644 index 00000000..cfc08621 --- /dev/null +++ b/examples/websocket/launchpad-ws.py @@ -0,0 +1,21 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage, Feed, Market +from typing import List + +client = WebSocketClient( + api_key="", feed=Feed.Launchpad, market=Market.Stocks +) + +client.subscribe("AM.*") # all aggregates +# client.subscribe("LV.*") # all aggregates +# client.subscribe("AM.O:A230616C00070000") # all aggregates +# client.subscribe("LV.O:A230616C00070000") # all aggregates + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +# print messages +client.run(handle_msg) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index bbc65cbb..3d08c337 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -28,6 +28,8 @@ def parse_single(data: Dict[str, Any]): return Level2Book.from_dict(data) elif event_type == EventType.Value.value: return IndexValue.from_dict(data) + elif event_type == EventType.LaunchpadValue.value: + return LaunchpadValue.from_dict(data) return None diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 5353c367..79ebe2a2 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -8,6 +8,7 @@ class Feed(Enum): PolyFeed = "polyfeed.polygon.io" PolyFeedPlus = "polyfeedplus.polygon.io" StarterFeed = "starterfeed.polygon.io" + Launchpad = "launchpad.polygon.io" class Market(Enum): @@ -32,3 +33,8 @@ class EventType(Enum): LimitUpLimitDown = "LULD" CryptoL2 = "XL2" Value = "V" + """Launchpad* EventTypes are only available to Launchpad users. These values are the same across all asset classes ( + stocks, options, forex, crypto). + """ + LaunchpadValue = "LV" + LaunchpadAggMin = "AM" diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index dc37189e..1227131d 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -325,6 +325,23 @@ def from_dict(d): ) +@modelclass +class LaunchpadValue: + event_type: Optional[Union[str, EventType]] = None + value: Optional[float] = None + symbol: Optional[str] = None + timestamp: Optional[int] = None + + @staticmethod + def from_dict(d): + return LaunchpadValue( + event_type=d.get("ev", None), + value=d.get("val", None), + symbol=d.get("sym", None), + timestamp=d.get("t", None), + ) + + WebSocketMessage = NewType( "WebSocketMessage", List[ @@ -340,6 +357,7 @@ def from_dict(d): LimitUpLimitDown, Level2Book, IndexValue, + LaunchpadValue, ] ], ) From ddd5cfb13ab0d573ae3247dd77c67a1ec869ae85 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 14 Jun 2023 07:26:52 -0700 Subject: [PATCH 066/313] Updated Examples and Docs to Support Agg Pagination (#460) * Updated Examples and Docs to Support Agg Pagination * turn trace off --- docs/source/Aggs.rst | 11 +++++++++++ examples/rest/crypto-aggregates_bars.py | 9 ++++++--- examples/rest/forex-aggregates_bars.py | 9 ++++++--- examples/rest/indices-aggregates_bars.py | 11 +++++++---- examples/rest/options-aggregates_bars.py | 9 ++++++--- examples/rest/stocks-aggregates_bars.py | 13 ++++++++----- examples/rest/stocks-aggregates_bars_extra.py | 9 ++++++--- examples/rest/stocks-aggregates_bars_highcharts.py | 6 ++++-- 8 files changed, 54 insertions(+), 23 deletions(-) diff --git a/docs/source/Aggs.rst b/docs/source/Aggs.rst index 8493cdcb..921166e9 100644 --- a/docs/source/Aggs.rst +++ b/docs/source/Aggs.rst @@ -3,6 +3,17 @@ Aggs ========== +=========== +List aggs +=========== + +- `Stocks aggs`_ +- `Options aggs`_ +- `Forex aggs`_ +- `Crypto aggs`_ + +.. automethod:: polygon.RESTClient.list_aggs + =========== Get aggs =========== diff --git a/examples/rest/crypto-aggregates_bars.py b/examples/rest/crypto-aggregates_bars.py index b75ea762..a3831aeb 100644 --- a/examples/rest/crypto-aggregates_bars.py +++ b/examples/rest/crypto-aggregates_bars.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". @@ -16,12 +16,15 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "X:BTCUSD", 1, "day", "2023-01-30", "2023-02-03", -) + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/forex-aggregates_bars.py b/examples/rest/forex-aggregates_bars.py index 56f50aa6..b7ab233d 100644 --- a/examples/rest/forex-aggregates_bars.py +++ b/examples/rest/forex-aggregates_bars.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". @@ -16,12 +16,15 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "C:EURUSD", 1, "day", "2023-01-30", "2023-02-03", -) + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/indices-aggregates_bars.py b/examples/rest/indices-aggregates_bars.py index b5305648..b2b561ad 100644 --- a/examples/rest/indices-aggregates_bars.py +++ b/examples/rest/indices-aggregates_bars.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". @@ -16,12 +16,15 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "I:SPX", 1, "day", "2023-03-10", - "2023-03-10", -) + "2023-05-12", + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/options-aggregates_bars.py b/examples/rest/options-aggregates_bars.py index 943fae88..62e3297b 100644 --- a/examples/rest/options-aggregates_bars.py +++ b/examples/rest/options-aggregates_bars.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". @@ -16,12 +16,15 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "O:SPY251219C00650000", 1, "day", "2023-01-30", "2023-02-03", -) + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/stocks-aggregates_bars.py b/examples/rest/stocks-aggregates_bars.py index 9fb2625b..c553b00e 100644 --- a/examples/rest/stocks-aggregates_bars.py +++ b/examples/rest/stocks-aggregates_bars.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt # to use the environment variable "POLYGON_API_KEY". @@ -16,12 +16,15 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "AAPL", 1, - "day", - "2023-01-30", + "minute", + "2022-01-01", "2023-02-03", -) + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/stocks-aggregates_bars_extra.py b/examples/rest/stocks-aggregates_bars_extra.py index 5936fdb3..98515456 100644 --- a/examples/rest/stocks-aggregates_bars_extra.py +++ b/examples/rest/stocks-aggregates_bars_extra.py @@ -16,18 +16,21 @@ # docs # https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.get_aggs +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "AAPL", 1, "hour", "2023-01-30", "2023-02-03", -) + limit=50000, +): + aggs.append(a) print(aggs) diff --git a/examples/rest/stocks-aggregates_bars_highcharts.py b/examples/rest/stocks-aggregates_bars_highcharts.py index 08fccd4c..38b06120 100644 --- a/examples/rest/stocks-aggregates_bars_highcharts.py +++ b/examples/rest/stocks-aggregates_bars_highcharts.py @@ -70,14 +70,16 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used -aggs = client.get_aggs( +aggs = [] +for a in client.list_aggs( "AAPL", 1, "day", "2019-01-01", "2023-02-16", limit=50000, -) +): + aggs.append(a) # print(aggs) From 826cb5772c2c10deff9dadf2bff35966a5ba43b4 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 14 Jun 2023 12:22:07 -0700 Subject: [PATCH 067/313] Update README.md (#461) Updated aggregates example to list_aggs for pagination. I don't want folks accidently using get_aggs. --- README.md | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/README.md b/README.md index d98f9f31..ba8c754b 100644 --- a/README.md +++ b/README.md @@ -31,9 +31,11 @@ Request data using client methods. ticker = "AAPL" # List Aggregates (Bars) -bars = client.get_aggs(ticker=ticker, multiplier=1, timespan="day", from_="2023-01-09", to="2023-01-10") -for bar in bars: - print(bar) +aggs = [] +for a in client.list_aggs(ticker=ticker, multiplier=1, timespan="minute", from_="2023-01-01", to="2023-06-13", limit=50000): + aggs.append(a) + +print(aggs) # Get Last Trade trade = client.get_last_trade(ticker=ticker) From 005b133ebc8fad6d377debdb9408580a97deefaf Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 27 Jun 2023 10:44:57 -0700 Subject: [PATCH 068/313] Update README.md (#465) Updated the install command to add the `-U` flag. This tells `pip` to install or update to the latest package if it's already installed. --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index ba8c754b..6fe69613 100644 --- a/README.md +++ b/README.md @@ -7,8 +7,9 @@ Welcome to the official Python client library for the [Polygon](https://polygon. ## Install +Please use pip to install or update to the latest stable version. ``` -pip install polygon-api-client +pip install -U polygon-api-client ``` Requires Python >= 3.8. From 7cb2beee0bc2bc4558f2e22d6d1923b1858d5429 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 22 Jul 2023 22:51:07 -0700 Subject: [PATCH 069/313] Bump requests from 2.28.1 to 2.31.0 (#452) Bumps [requests](https://github.com/psf/requests) from 2.28.1 to 2.31.0. --- poetry.lock | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index b44ffed4..329c20ee 100644 --- a/poetry.lock +++ b/poetry.lock @@ -594,21 +594,21 @@ files = [ [[package]] name = "requests" -version = "2.28.1" +version = "2.31.0" description = "Python HTTP for Humans." category = "dev" optional = false -python-versions = ">=3.7, <4" +python-versions = ">=3.7" files = [ - {file = "requests-2.28.1-py3-none-any.whl", hash = "sha256:8fefa2a1a1365bf5520aac41836fbee479da67864514bdb821f31ce07ce65349"}, - {file = "requests-2.28.1.tar.gz", hash = "sha256:7c5599b102feddaa661c826c56ab4fee28bfd17f5abca1ebbe3e7f19d7c97983"}, + {file = "requests-2.31.0-py3-none-any.whl", hash = "sha256:58cd2187c01e70e6e26505bca751777aa9f2ee0b7f4300988b709f44e013003f"}, + {file = "requests-2.31.0.tar.gz", hash = "sha256:942c5a758f98d790eaed1a29cb6eefc7ffb0d1cf7af05c3d2791656dbd6ad1e1"}, ] [package.dependencies] certifi = ">=2017.4.17" -charset-normalizer = ">=2,<3" +charset-normalizer = ">=2,<4" idna = ">=2.5,<4" -urllib3 = ">=1.21.1,<1.27" +urllib3 = ">=1.21.1,<3" [package.extras] socks = ["PySocks (>=1.5.6,!=1.5.7)"] From 4ac7e5e5fad2fed592d184eb4b83e181ef95e887 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 22 Jul 2023 22:56:43 -0700 Subject: [PATCH 070/313] Bump certifi from 2022.12.7 to 2023.5.7 (#455) Bumps [certifi](https://github.com/certifi/python-certifi) from 2022.12.7 to 2023.5.7. --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 329c20ee..9bb16e9b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -83,14 +83,14 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2022.12.7" +version = "2023.5.7" description = "Python package for providing Mozilla's CA Bundle." category = "main" optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2022.12.7-py3-none-any.whl", hash = "sha256:4ad3232f5e926d6718ec31cfc1fcadfde020920e278684144551c91769c7bc18"}, - {file = "certifi-2022.12.7.tar.gz", hash = "sha256:35824b4c3a97115964b408844d64aa14db1cc518f6562e8d7261699d1350a9e3"}, + {file = "certifi-2023.5.7-py3-none-any.whl", hash = "sha256:c6c2e98f5c7869efca1f8916fed228dd91539f9f1b444c314c06eef02980c716"}, + {file = "certifi-2023.5.7.tar.gz", hash = "sha256:0f0d56dc5a6ad56fd4ba36484d6cc34451e1c6548c61daad8c320169f91eddc7"}, ] [[package]] @@ -996,4 +996,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "7da2a0365a10cd1aaace473dfada9fd38b26d4eafd41bea66a0ccf2891e10ff2" +content-hash = "6fc8062f0fe5eccff8499e9c0d2f473288ae057fada644ff39dcc657f9bb69fd" diff --git a/pyproject.toml b/pyproject.toml index 47c67558..cb85b572 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -27,7 +27,7 @@ packages = [ python = "^3.8" urllib3 = "^1.26.9" websockets = ">=10.3,<12.0" -certifi = "^2022.5.18" +certifi = ">=2022.5.18,<2024.0.0" [tool.poetry.dev-dependencies] black = "^22.12.0" From a2ce16084ef62f50523f2334aecc11666744b7eb Mon Sep 17 00:00:00 2001 From: Aaron Itzkovitz <19159499+aitzkovitz@users.noreply.github.com> Date: Tue, 25 Jul 2023 18:21:40 -0400 Subject: [PATCH 071/313] =?UTF-8?q?add=20currency=20second=20agg=20feed=20?= =?UTF-8?q?topics=20to=20event=20type=20enums=20and=20message=20p=E2=80=A6?= =?UTF-8?q?=20(#471)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * add currency second agg feed topics to event type enums and message parser * lint --- polygon/websocket/models/__init__.py | 7 ++++++- polygon/websocket/models/common.py | 4 +++- 2 files changed, 9 insertions(+), 2 deletions(-) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 3d08c337..fb64b6dd 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -8,7 +8,12 @@ def parse_single(data: Dict[str, Any]): event_type = data["ev"] if event_type in [EventType.EquityAgg.value, EventType.EquityAggMin.value]: return EquityAgg.from_dict(data) - elif event_type in [EventType.CryptoAgg.value, EventType.ForexAgg.value]: + elif event_type in [ + EventType.CryptoAgg.value, + EventType.CryptoAggSec.value, + EventType.ForexAgg.value, + EventType.ForexAggSec.value, + ]: return CurrencyAgg.from_dict(data) elif event_type == EventType.EquityTrade.value: return EquityTrade.from_dict(data) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 79ebe2a2..95148f13 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -23,7 +23,9 @@ class EventType(Enum): EquityAgg = "A" EquityAggMin = "AM" CryptoAgg = "XA" + CryptoAggSec = "XAS" ForexAgg = "CA" + ForexAggSec = "CAS" EquityTrade = "T" CryptoTrade = "XT" EquityQuote = "Q" @@ -34,7 +36,7 @@ class EventType(Enum): CryptoL2 = "XL2" Value = "V" """Launchpad* EventTypes are only available to Launchpad users. These values are the same across all asset classes ( - stocks, options, forex, crypto). + stocks, options, forex, crypto). """ LaunchpadValue = "LV" LaunchpadAggMin = "AM" From c4b8730a66e53de38d4e420f75e3a0413f4dd994 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 3 Aug 2023 02:14:26 -0700 Subject: [PATCH 072/313] Bump certifi from 2023.5.7 to 2023.7.22 (#482) Bumps [certifi](https://github.com/certifi/python-certifi) from 2023.5.7 to 2023.7.22. - [Commits](https://github.com/certifi/python-certifi/compare/2023.05.07...2023.07.22) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 59 ++++------------------------------------------------- 1 file changed, 4 insertions(+), 55 deletions(-) diff --git a/poetry.lock b/poetry.lock index 9bb16e9b..a1c04900 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,10 +1,9 @@ -# This file is automatically @generated by Poetry and should not be changed by hand. +# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. [[package]] name = "alabaster" version = "0.7.12" description = "A configurable sidebar-enabled Sphinx theme" -category = "dev" optional = false python-versions = "*" files = [ @@ -16,7 +15,6 @@ files = [ name = "attrs" version = "22.1.0" description = "Classes Without Boilerplate" -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -34,7 +32,6 @@ tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy name = "Babel" version = "2.11.0" description = "Internationalization utilities" -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -49,7 +46,6 @@ pytz = ">=2015.7" name = "black" version = "22.12.0" description = "The uncompromising code formatter." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -83,21 +79,19 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2023.5.7" +version = "2023.7.22" description = "Python package for providing Mozilla's CA Bundle." -category = "main" optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2023.5.7-py3-none-any.whl", hash = "sha256:c6c2e98f5c7869efca1f8916fed228dd91539f9f1b444c314c06eef02980c716"}, - {file = "certifi-2023.5.7.tar.gz", hash = "sha256:0f0d56dc5a6ad56fd4ba36484d6cc34451e1c6548c61daad8c320169f91eddc7"}, + {file = "certifi-2023.7.22-py3-none-any.whl", hash = "sha256:92d6037539857d8206b8f6ae472e8b77db8058fec5937a1ef3f54304089edbb9"}, + {file = "certifi-2023.7.22.tar.gz", hash = "sha256:539cc1d13202e33ca466e88b2807e29f4c13049d6d87031a3c110744495cb082"}, ] [[package]] name = "charset-normalizer" version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." -category = "dev" optional = false python-versions = ">=3.6.0" files = [ @@ -112,7 +106,6 @@ unicode-backport = ["unicodedata2"] name = "click" version = "8.1.3" description = "Composable command line interface toolkit" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -127,7 +120,6 @@ colorama = {version = "*", markers = "platform_system == \"Windows\""} name = "colorama" version = "0.4.6" description = "Cross-platform colored terminal text." -category = "dev" optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" files = [ @@ -139,7 +131,6 @@ files = [ name = "docutils" version = "0.17.1" description = "Docutils -- Python Documentation Utilities" -category = "dev" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" files = [ @@ -151,7 +142,6 @@ files = [ name = "furl" version = "2.1.3" description = "URL manipulation made simple." -category = "dev" optional = false python-versions = "*" files = [ @@ -167,7 +157,6 @@ six = ">=1.8.0" name = "idna" version = "3.4" description = "Internationalized Domain Names in Applications (IDNA)" -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -179,7 +168,6 @@ files = [ name = "imagesize" version = "1.4.1" description = "Getting image size from png/jpeg/jpeg2000/gif file" -category = "dev" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" files = [ @@ -191,7 +179,6 @@ files = [ name = "importlib-metadata" version = "5.1.0" description = "Read metadata from Python packages" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -211,7 +198,6 @@ testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3)", "packag name = "importlib-resources" version = "5.10.0" description = "Read resources from Python packages" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -230,7 +216,6 @@ testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-chec name = "Jinja2" version = "3.1.2" description = "A very fast and expressive template engine." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -248,7 +233,6 @@ i18n = ["Babel (>=2.7)"] name = "jsonschema" version = "4.17.1" description = "An implementation of JSON Schema validation for Python" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -270,7 +254,6 @@ format-nongpl = ["fqdn", "idna", "isoduration", "jsonpointer (>1.13)", "rfc3339- name = "MarkupSafe" version = "2.1.1" description = "Safely add untrusted strings to HTML/XML markup." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -320,7 +303,6 @@ files = [ name = "mypy" version = "1.0.1" description = "Optional static typing for Python" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -367,7 +349,6 @@ reports = ["lxml"] name = "mypy-extensions" version = "0.4.3" description = "Experimental type system extensions for programs checked with the mypy typechecker." -category = "dev" optional = false python-versions = "*" files = [ @@ -379,7 +360,6 @@ files = [ name = "orderedmultidict" version = "1.0.1" description = "Ordered Multivalue Dictionary" -category = "dev" optional = false python-versions = "*" files = [ @@ -394,7 +374,6 @@ six = ">=1.8.0" name = "orjson" version = "3.8.13" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -450,7 +429,6 @@ files = [ name = "packaging" version = "21.3" description = "Core utilities for Python packages" -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -465,7 +443,6 @@ pyparsing = ">=2.0.2,<3.0.5 || >3.0.5" name = "pathspec" version = "0.10.2" description = "Utility library for gitignore style pattern matching of file paths." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -477,7 +454,6 @@ files = [ name = "pkgutil_resolve_name" version = "1.3.10" description = "Resolve a name to an object." -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -489,7 +465,6 @@ files = [ name = "platformdirs" version = "2.5.4" description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -505,7 +480,6 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock name = "pook" version = "1.1.1" description = "HTTP traffic mocking and expectations made easy" -category = "dev" optional = false python-versions = "*" files = [ @@ -522,7 +496,6 @@ xmltodict = ">=0.11.0" name = "Pygments" version = "2.13.0" description = "Pygments is a syntax highlighting package written in Python." -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -537,7 +510,6 @@ plugins = ["importlib-metadata"] name = "pyparsing" version = "3.0.9" description = "pyparsing module - Classes and methods to define and execute parsing grammars" -category = "dev" optional = false python-versions = ">=3.6.8" files = [ @@ -552,7 +524,6 @@ diagrams = ["jinja2", "railroad-diagrams"] name = "pyrsistent" version = "0.19.2" description = "Persistent/Functional/Immutable data structures" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -584,7 +555,6 @@ files = [ name = "pytz" version = "2022.6" description = "World timezone definitions, modern and historical" -category = "dev" optional = false python-versions = "*" files = [ @@ -596,7 +566,6 @@ files = [ name = "requests" version = "2.31.0" description = "Python HTTP for Humans." -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -618,7 +587,6 @@ use-chardet-on-py3 = ["chardet (>=3.0.2,<6)"] name = "six" version = "1.16.0" description = "Python 2 and 3 compatibility utilities" -category = "dev" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*" files = [ @@ -630,7 +598,6 @@ files = [ name = "snowballstemmer" version = "2.2.0" description = "This package provides 29 stemmers for 28 languages generated from Snowball algorithms." -category = "dev" optional = false python-versions = "*" files = [ @@ -642,7 +609,6 @@ files = [ name = "Sphinx" version = "5.3.0" description = "Python documentation generator" -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -678,7 +644,6 @@ test = ["cython", "html5lib", "pytest (>=4.6)", "typed_ast"] name = "sphinx-autodoc-typehints" version = "1.23.0" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -698,7 +663,6 @@ type-comment = ["typed-ast (>=1.5.4)"] name = "sphinx-rtd-theme" version = "1.1.1" description = "Read the Docs theme for Sphinx" -category = "dev" optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,>=2.7" files = [ @@ -717,7 +681,6 @@ dev = ["bump2version", "sphinxcontrib-httpdomain", "transifex-client", "wheel"] name = "sphinxcontrib-applehelp" version = "1.0.2" description = "sphinxcontrib-applehelp is a sphinx extension which outputs Apple help books" -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -733,7 +696,6 @@ test = ["pytest"] name = "sphinxcontrib-devhelp" version = "1.0.2" description = "sphinxcontrib-devhelp is a sphinx extension which outputs Devhelp document." -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -749,7 +711,6 @@ test = ["pytest"] name = "sphinxcontrib-htmlhelp" version = "2.0.0" description = "sphinxcontrib-htmlhelp is a sphinx extension which renders HTML help files" -category = "dev" optional = false python-versions = ">=3.6" files = [ @@ -765,7 +726,6 @@ test = ["html5lib", "pytest"] name = "sphinxcontrib-jsmath" version = "1.0.1" description = "A sphinx extension which renders display math in HTML via JavaScript" -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -780,7 +740,6 @@ test = ["flake8", "mypy", "pytest"] name = "sphinxcontrib-qthelp" version = "1.0.3" description = "sphinxcontrib-qthelp is a sphinx extension which outputs QtHelp document." -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -796,7 +755,6 @@ test = ["pytest"] name = "sphinxcontrib-serializinghtml" version = "1.1.5" description = "sphinxcontrib-serializinghtml is a sphinx extension which outputs \"serialized\" HTML files (json and pickle)." -category = "dev" optional = false python-versions = ">=3.5" files = [ @@ -812,7 +770,6 @@ test = ["pytest"] name = "tomli" version = "2.0.1" description = "A lil' TOML parser" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -824,7 +781,6 @@ files = [ name = "types-certifi" version = "2021.10.8.3" description = "Typing stubs for certifi" -category = "dev" optional = false python-versions = "*" files = [ @@ -836,7 +792,6 @@ files = [ name = "types-setuptools" version = "67.8.0.0" description = "Typing stubs for setuptools" -category = "dev" optional = false python-versions = "*" files = [ @@ -848,7 +803,6 @@ files = [ name = "types-urllib3" version = "1.26.25.13" description = "Typing stubs for urllib3" -category = "dev" optional = false python-versions = "*" files = [ @@ -860,7 +814,6 @@ files = [ name = "typing-extensions" version = "4.4.0" description = "Backported and Experimental Type Hints for Python 3.7+" -category = "dev" optional = false python-versions = ">=3.7" files = [ @@ -872,7 +825,6 @@ files = [ name = "urllib3" version = "1.26.13" description = "HTTP library with thread-safe connection pooling, file post, and more." -category = "main" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" files = [ @@ -889,7 +841,6 @@ socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"] name = "websockets" version = "11.0.3" description = "An implementation of the WebSocket Protocol (RFC 6455 & 7692)" -category = "main" optional = false python-versions = ">=3.7" files = [ @@ -969,7 +920,6 @@ files = [ name = "xmltodict" version = "0.13.0" description = "Makes working with XML feel like you are working with JSON" -category = "dev" optional = false python-versions = ">=3.4" files = [ @@ -981,7 +931,6 @@ files = [ name = "zipp" version = "3.11.0" description = "Backport of pathlib-compatible object wrapper for zip files" -category = "dev" optional = false python-versions = ">=3.7" files = [ From 94ea07d833c2507867c9674423b4be5b2aeeeae7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 3 Aug 2023 02:20:24 -0700 Subject: [PATCH 073/313] Bump pygments from 2.13.0 to 2.15.0 (#473) Bumps [pygments](https://github.com/pygments/pygments) from 2.13.0 to 2.15.0. - [Release notes](https://github.com/pygments/pygments/releases) - [Changelog](https://github.com/pygments/pygments/blob/master/CHANGES) - [Commits](https://github.com/pygments/pygments/compare/2.13.0...2.15.0) --- updated-dependencies: - dependency-name: pygments dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index a1c04900..f17ce86e 100644 --- a/poetry.lock +++ b/poetry.lock @@ -493,14 +493,14 @@ jsonschema = ">=2.5.1" xmltodict = ">=0.11.0" [[package]] -name = "Pygments" -version = "2.13.0" +name = "pygments" +version = "2.15.0" description = "Pygments is a syntax highlighting package written in Python." optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" files = [ - {file = "Pygments-2.13.0-py3-none-any.whl", hash = "sha256:f643f331ab57ba3c9d89212ee4a2dabc6e94f117cf4eefde99a0574720d14c42"}, - {file = "Pygments-2.13.0.tar.gz", hash = "sha256:56a8508ae95f98e2b9bdf93a6be5ae3f7d8af858b43e02c5a2ff083726be40c1"}, + {file = "Pygments-2.15.0-py3-none-any.whl", hash = "sha256:77a3299119af881904cd5ecd1ac6a66214b6e9bed1f2db16993b54adede64094"}, + {file = "Pygments-2.15.0.tar.gz", hash = "sha256:f7e36cffc4c517fbc252861b9a6e4644ca0e5abadf9a113c72d1358ad09b9500"}, ] [package.extras] From a7f001ca470b6c2ebc42d470ed6f6b04c2a8c59a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 3 Aug 2023 02:25:30 -0700 Subject: [PATCH 074/313] Bump sphinx-rtd-theme from 1.1.1 to 1.2.2 (#458) Bumps [sphinx-rtd-theme](https://github.com/readthedocs/sphinx_rtd_theme) from 1.1.1 to 1.2.2. - [Changelog](https://github.com/readthedocs/sphinx_rtd_theme/blob/master/docs/changelog.rst) - [Commits](https://github.com/readthedocs/sphinx_rtd_theme/compare/1.1.1...1.2.2) --- updated-dependencies: - dependency-name: sphinx-rtd-theme dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 29 ++++++++++++++++++++++------- pyproject.toml | 2 +- 2 files changed, 23 insertions(+), 8 deletions(-) diff --git a/poetry.lock b/poetry.lock index f17ce86e..b641b6ec 100644 --- a/poetry.lock +++ b/poetry.lock @@ -661,18 +661,19 @@ type-comment = ["typed-ast (>=1.5.4)"] [[package]] name = "sphinx-rtd-theme" -version = "1.1.1" +version = "1.2.2" description = "Read the Docs theme for Sphinx" optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,>=2.7" +python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" files = [ - {file = "sphinx_rtd_theme-1.1.1-py2.py3-none-any.whl", hash = "sha256:31faa07d3e97c8955637fc3f1423a5ab2c44b74b8cc558a51498c202ce5cbda7"}, - {file = "sphinx_rtd_theme-1.1.1.tar.gz", hash = "sha256:6146c845f1e1947b3c3dd4432c28998a1693ccc742b4f9ad7c63129f0757c103"}, + {file = "sphinx_rtd_theme-1.2.2-py2.py3-none-any.whl", hash = "sha256:6a7e7d8af34eb8fc57d52a09c6b6b9c46ff44aea5951bc831eeb9245378f3689"}, + {file = "sphinx_rtd_theme-1.2.2.tar.gz", hash = "sha256:01c5c5a72e2d025bd23d1f06c59a4831b06e6ce6c01fdd5ebfe9986c0a880fc7"}, ] [package.dependencies] -docutils = "<0.18" -sphinx = ">=1.6,<6" +docutils = "<0.19" +sphinx = ">=1.6,<7" +sphinxcontrib-jquery = ">=4,<5" [package.extras] dev = ["bump2version", "sphinxcontrib-httpdomain", "transifex-client", "wheel"] @@ -722,6 +723,20 @@ files = [ lint = ["docutils-stubs", "flake8", "mypy"] test = ["html5lib", "pytest"] +[[package]] +name = "sphinxcontrib-jquery" +version = "4.1" +description = "Extension to include jQuery on newer Sphinx releases" +optional = false +python-versions = ">=2.7" +files = [ + {file = "sphinxcontrib-jquery-4.1.tar.gz", hash = "sha256:1620739f04e36a2c779f1a131a2dfd49b2fd07351bf1968ced074365933abc7a"}, + {file = "sphinxcontrib_jquery-4.1-py2.py3-none-any.whl", hash = "sha256:f936030d7d0147dd026a4f2b5a57343d233f1fc7b363f68b3d4f1cb0993878ae"}, +] + +[package.dependencies] +Sphinx = ">=1.8" + [[package]] name = "sphinxcontrib-jsmath" version = "1.0.1" @@ -945,4 +960,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "6fc8062f0fe5eccff8499e9c0d2f473288ae057fada644ff39dcc657f9bb69fd" +content-hash = "911f57c5296307858387f6aad21806eea1dde8bc55b1a8b17256ae8574d64e4f" diff --git a/pyproject.toml b/pyproject.toml index cb85b572..fe4475e8 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ black = "^22.12.0" mypy = "^1.0" types-urllib3 = "^1.26.25" Sphinx = "^5.3.0" -sphinx-rtd-theme = "^1.0.0" +sphinx-rtd-theme = "^1.2.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" From 9f9a3d26f5f0eaa9d68efbd3497817e7c34bac02 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 3 Aug 2023 08:34:57 -0700 Subject: [PATCH 075/313] Return empty array instead of raising NoResultsError for missing results (#483) * Return empty array instead of raising NoResultsError for missing results --- docs/source/Exceptions.rst | 7 ------- polygon/exceptions.py | 8 -------- polygon/rest/base.py | 10 ++++------ 3 files changed, 4 insertions(+), 21 deletions(-) diff --git a/docs/source/Exceptions.rst b/docs/source/Exceptions.rst index a57f633b..554bef82 100644 --- a/docs/source/Exceptions.rst +++ b/docs/source/Exceptions.rst @@ -17,10 +17,3 @@ BadResponse :members: :undoc-members: -============================================================== -NoResultsError -============================================================== -.. autoclass:: polygon.exceptions.NoResultsError - :members: - :undoc-members: - diff --git a/polygon/exceptions.py b/polygon/exceptions.py index 7246108c..b8960763 100644 --- a/polygon/exceptions.py +++ b/polygon/exceptions.py @@ -12,11 +12,3 @@ class BadResponse(Exception): """ pass - - -class NoResultsError(Exception): - """ - Missing results key - """ - - pass diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 1523114e..70ad34d7 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -10,7 +10,7 @@ from ..logging import get_logger import logging from urllib.parse import urlencode -from ..exceptions import AuthError, BadResponse, NoResultsError +from ..exceptions import AuthError, BadResponse logger = get_logger("RESTClient") version = "unknown" @@ -116,11 +116,7 @@ def _get( if result_key: if result_key not in obj: - raise NoResultsError( - f'Expected key "{result_key}" in response {obj}.' - + "Make sure you have sufficient permissions and your request parameters are valid." - + f"This is the url that returned no results: {resp.geturl()}" - ) + return [] obj = obj[result_key] if deserializer: @@ -198,6 +194,8 @@ def _paginate_iter( options=options, ) decoded = self._decode(resp) + if result_key not in decoded: + return [] for t in decoded[result_key]: yield deserializer(t) if "next_url" in decoded: From 31d47cbb21ad2e0523b68a4e6f364f1c10e1c916 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 3 Aug 2023 09:23:24 -0700 Subject: [PATCH 076/313] Bump mypy from 1.0.1 to 1.4.1 (#479) Bumps [mypy](https://github.com/python/mypy) from 1.0.1 to 1.4.1. - [Commits](https://github.com/python/mypy/compare/v1.0.1...v1.4.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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All required arguments are annotated with red asterisks " * " and argument examples are set. -Check out an example for Aggregates(client.get_aggs) [here](https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to) + +### Additional Filter Parameters + +Many of the APIs in this client library support the use of additional filter parameters to refine your queries. Please refer to the specific API documentation for details on which filter parameters are supported for each endpoint. These filters can be applied using the following operators: + +- `.gt`: greater than +- `.gte`: greater than or equal to +- `.lt`: less than +- `.lte`: less than or equal to + +Here's a sample code snippet that demonstrates how to use these filter parameters when requesting an Options Chain using the `list_snapshot_options_chain` method. In this example, the filter parameters ensure that the returned options chain data will only include options with an expiration date that is greater than or equal to "2024-03-16" and a strike price that falls between 29 and 30 (inclusive). + +```python +options_chain = [] +for o in client.list_snapshot_options_chain( + "HCP", + params={ + "expiration_date.gte": "2024-03-16", + "strike_price.gte": 29, + "strike_price.lte": 30, + }, +): + options_chain.append(o) + +print(options_chain) +print(len(options_chain)) +``` + +Also, please refer to the API documentation to get a full understanding of how the API works and the supported arguments. All required arguments are annotated with red asterisks " * " and argument examples are set. ## WebSocket Client From faf55de6d3364c69c8b92ef5887f5e323bc614cf Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 3 Aug 2023 14:49:52 -0700 Subject: [PATCH 078/313] Fix parameter naming and add missing parameters in list_universal_snapshots (#485) * Fix parameter naming and add missing parameters in list_universal_snapshots --- examples/rest/universal-snapshot.py | 13 +++++++------ polygon/rest/snapshot.py | 12 ++++++++++-- 2 files changed, 17 insertions(+), 8 deletions(-) diff --git a/examples/rest/universal-snapshot.py b/examples/rest/universal-snapshot.py index 8f4d9be6..1ab5e804 100644 --- a/examples/rest/universal-snapshot.py +++ b/examples/rest/universal-snapshot.py @@ -1,7 +1,5 @@ from typing import cast, Iterator, Union - from urllib3 import HTTPResponse - from polygon import RESTClient from polygon.rest.models import UniversalSnapshot, SnapshotMarketType @@ -35,12 +33,15 @@ def print_snapshots(iterator: Union[Iterator[UniversalSnapshot], HTTPResponse]): ) print_snapshots(it) -it = client.list_universal_snapshots( - market_type=SnapshotMarketType.STOCKS, ticker_gt="A", ticker_lt="AAPL" -) +it = client.list_universal_snapshots(type="stocks", ticker_gt="A", ticker_lt="AAPL") +print_snapshots(it) + +it = client.list_universal_snapshots(type="stocks", ticker_gte="AAPL", ticker_lte="ABB") print_snapshots(it) it = client.list_universal_snapshots( - market_type=SnapshotMarketType.STOCKS, ticker_gte="AAPL", ticker_lte="ABB" + type="options", + ticker_gte="O:AAPL230804C00050000", + ticker_lte="O:AAPL230804C00070000", ) print_snapshots(it) diff --git a/polygon/rest/snapshot.py b/polygon/rest/snapshot.py index 0fb19fd0..3d6a6ce7 100644 --- a/polygon/rest/snapshot.py +++ b/polygon/rest/snapshot.py @@ -8,6 +8,8 @@ SnapshotTickerFullBook, UniversalSnapshot, IndicesSnapshot, + Sort, + Order, ) from urllib3 import HTTPResponse @@ -24,8 +26,11 @@ def get_locale(market_type: Union[SnapshotMarketType, str]): class SnapshotClient(BaseClient): def list_universal_snapshots( self, - market_type: Optional[Union[str, SnapshotMarketType]] = None, + type: Optional[Union[str, SnapshotMarketType]] = None, ticker_any_of: Optional[List[str]] = None, + order: Optional[Union[str, Order]] = None, + limit: Optional[int] = 10, + sort: Optional[Union[str, Sort]] = None, ticker_lt: Optional[str] = None, ticker_lte: Optional[str] = None, ticker_gt: Optional[str] = None, @@ -42,8 +47,11 @@ def list_universal_snapshots( - https://polygon.io/docs/forex/get_v3_snapshot - https://polygon.io/docs/crypto/get_v3_snapshot - :param market_type: the type of the asset + :param type: the type of the asset :param ticker_any_of: Comma-separated list of tickers, up to a maximum of 250. If no tickers are passed then all + :param order: The order to sort the results on. Default is asc (ascending). + :param limit: Limit the size of the response per-page, default is 10 and max is 250. + :param sort: The field to sort the results on. Default is ticker. If the search query parameter is present, sort is ignored and results are ordered by relevance. results will be returned in a paginated manner. Warning: The maximum number of characters allowed in a URL are subject to your technology stack. :param ticker_lt search for tickers less than From 15aa8bce8b863fe63a9d37f12dc810ee83942a01 Mon Sep 17 00:00:00 2001 From: Sam Hewitt Date: Thu, 3 Aug 2023 18:22:16 -0400 Subject: [PATCH 079/313] fix: ticker events returns composite_figi (#423) fixes https://github.com/polygon-io/client-python/issues/422 --- polygon/rest/models/tickers.py | 2 +- .../vX/reference/tickers/META/events&types=ticker_change.json | 4 ++-- test_rest/test_tickers.py | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 5fdd2add..1c2ea947 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -213,7 +213,7 @@ def from_dict(d): @modelclass class TickerChangeResults: name: str - figi: str + composite_figi: str cik: str events: Optional[List[TickerChangeEvent]] = None diff --git a/test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json b/test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json index 2aea67cf..19e4cec0 100644 --- a/test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json +++ b/test_rest/mocks/vX/reference/tickers/META/events&types=ticker_change.json @@ -1,7 +1,7 @@ { "results": { "name": "Meta Platforms, Inc. Class A Common Stock", - "figi": "BBG000MM2P62", + "composite_figi": "BBG000MM2P62", "cik": "0001326801", "events": [ { @@ -22,4 +22,4 @@ }, "status": "OK", "request_id": "8c911ff1-5ca8-41e8-9bbf-e625141caacc" -} \ No newline at end of file +} diff --git a/test_rest/test_tickers.py b/test_rest/test_tickers.py index bac9eaa8..338386aa 100644 --- a/test_rest/test_tickers.py +++ b/test_rest/test_tickers.py @@ -242,7 +242,7 @@ def test_get_ticker_events_ticker_change(self): events = self.c.get_ticker_events(ticker="META", types="ticker_change") expected = TickerChangeResults( name="Meta Platforms, Inc. Class A Common Stock", - figi="BBG000MM2P62", + composite_figi="BBG000MM2P62", cik="0001326801", events=[ { From 1e3820d11cc7938a474edc7ce14c27f997873e05 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 3 Aug 2023 16:01:23 -0700 Subject: [PATCH 080/313] Fix linting for upgrade to poetry black 23.7.0 (#486) --- examples/rest/crypto-exchanges.py | 2 -- examples/rest/crypto-market_holidays.py | 2 -- examples/rest/crypto-snapshots_all_tickers.py | 4 ---- examples/rest/crypto-snapshots_gainers_losers.py | 6 ------ examples/rest/financials.py | 2 +- examples/rest/forex-exchanges.py | 2 -- examples/rest/forex-market_holidays.py | 2 -- examples/rest/forex-snapshots_all_tickers.py | 4 ---- examples/rest/forex-snapshots_gainers_losers.py | 6 ------ examples/rest/indices-market_holidays.py | 2 -- examples/rest/options-exchanges.py | 2 -- examples/rest/options-market_holidays.py | 2 -- examples/rest/options-ticker_news.py | 2 -- examples/rest/stocks-aggregates_bars_extra.py | 3 --- examples/rest/stocks-aggregates_bars_highcharts.py | 3 --- examples/rest/stocks-exchanges.py | 2 -- examples/rest/stocks-market_holidays.py | 2 -- examples/rest/stocks-snapshots_all.py | 4 ---- examples/rest/stocks-snapshots_gainers_losers.py | 6 ------ examples/rest/stocks-ticker_news.py | 2 -- examples/rest/stocks-trades_extra.py | 3 --- examples/websocket/stocks-ws_extra.py | 4 ---- polygon/modelclass.py | 4 ++-- polygon/rest/reference.py | 1 - test_rest/models/test_requests.py | 1 - 25 files changed, 3 insertions(+), 70 deletions(-) diff --git a/examples/rest/crypto-exchanges.py b/examples/rest/crypto-exchanges.py index c5c2cf79..cf0a46d0 100644 --- a/examples/rest/crypto-exchanges.py +++ b/examples/rest/crypto-exchanges.py @@ -15,10 +15,8 @@ # loop over exchanges for exchange in exchanges: - # verify this is an exchange if isinstance(exchange, Exchange): - # print exchange info print( "{:<15}{} ({})".format( diff --git a/examples/rest/crypto-market_holidays.py b/examples/rest/crypto-market_holidays.py index 13113917..6d1df168 100644 --- a/examples/rest/crypto-market_holidays.py +++ b/examples/rest/crypto-market_holidays.py @@ -15,8 +15,6 @@ # print date, name, and exchange for holiday in holidays: - # verify this is an exchange if isinstance(holiday, MarketHoliday): - print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/crypto-snapshots_all_tickers.py b/examples/rest/crypto-snapshots_all_tickers.py index 91441aae..9bb06621 100644 --- a/examples/rest/crypto-snapshots_all_tickers.py +++ b/examples/rest/crypto-snapshots_all_tickers.py @@ -18,18 +18,14 @@ # crunch some numbers for item in snapshot: - # verify this is an TickerSnapshot if isinstance(item, TickerSnapshot): - # verify this is an Agg if isinstance(item.prev_day, Agg): - # verify this is a float if isinstance(item.prev_day.open, float) and isinstance( item.prev_day.close, float ): - percent_change = ( (item.prev_day.close - item.prev_day.open) / item.prev_day.open diff --git a/examples/rest/crypto-snapshots_gainers_losers.py b/examples/rest/crypto-snapshots_gainers_losers.py index 61a51fa1..34db190b 100644 --- a/examples/rest/crypto-snapshots_gainers_losers.py +++ b/examples/rest/crypto-snapshots_gainers_losers.py @@ -16,13 +16,10 @@ # print ticker with % change for gainer in gainers: - # verify this is a TickerSnapshot if isinstance(gainer, TickerSnapshot): - # verify this is a float if isinstance(gainer.todays_change_percent, float): - print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) print() @@ -33,11 +30,8 @@ # print ticker with % change for loser in losers: - # verify this is a TickerSnapshot if isinstance(loser, TickerSnapshot): - # verify this is a float if isinstance(loser.todays_change_percent, float): - print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/financials.py b/examples/rest/financials.py index ecf67e56..f9e6dad5 100644 --- a/examples/rest/financials.py +++ b/examples/rest/financials.py @@ -5,7 +5,7 @@ financials = client.get_ticker_details("NFLX") print(financials) -for (i, n) in enumerate(client.list_ticker_news("INTC", limit=5)): +for i, n in enumerate(client.list_ticker_news("INTC", limit=5)): print(i, n) if i == 5: break diff --git a/examples/rest/forex-exchanges.py b/examples/rest/forex-exchanges.py index a573a19b..e85b3425 100644 --- a/examples/rest/forex-exchanges.py +++ b/examples/rest/forex-exchanges.py @@ -15,10 +15,8 @@ # loop over exchanges for exchange in exchanges: - # verify this is an exchange if isinstance(exchange, Exchange): - # print exchange info print( "{:<15}{} ({})".format( diff --git a/examples/rest/forex-market_holidays.py b/examples/rest/forex-market_holidays.py index 85489844..70c03f44 100644 --- a/examples/rest/forex-market_holidays.py +++ b/examples/rest/forex-market_holidays.py @@ -15,8 +15,6 @@ # print date, name, and exchange for holiday in holidays: - # verify this is an exchange if isinstance(holiday, MarketHoliday): - print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/forex-snapshots_all_tickers.py b/examples/rest/forex-snapshots_all_tickers.py index 0650bbc6..8e0ec6bd 100644 --- a/examples/rest/forex-snapshots_all_tickers.py +++ b/examples/rest/forex-snapshots_all_tickers.py @@ -18,18 +18,14 @@ # crunch some numbers for item in snapshot: - # verify this is an TickerSnapshot if isinstance(item, TickerSnapshot): - # verify this is an Agg if isinstance(item.prev_day, Agg): - # verify this is a float if isinstance(item.prev_day.open, float) and isinstance( item.prev_day.close, float ): - percent_change = ( (item.prev_day.close - item.prev_day.open) / item.prev_day.open diff --git a/examples/rest/forex-snapshots_gainers_losers.py b/examples/rest/forex-snapshots_gainers_losers.py index 16a59149..dd064e63 100644 --- a/examples/rest/forex-snapshots_gainers_losers.py +++ b/examples/rest/forex-snapshots_gainers_losers.py @@ -16,13 +16,10 @@ # print ticker with % change for gainer in gainers: - # verify this is a TickerSnapshot if isinstance(gainer, TickerSnapshot): - # verify this is a float if isinstance(gainer.todays_change_percent, float): - print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) print() @@ -33,11 +30,8 @@ # print ticker with % change for loser in losers: - # verify this is a TickerSnapshot if isinstance(loser, TickerSnapshot): - # verify this is a float if isinstance(loser.todays_change_percent, float): - print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/indices-market_holidays.py b/examples/rest/indices-market_holidays.py index c1e94932..0bf112d4 100644 --- a/examples/rest/indices-market_holidays.py +++ b/examples/rest/indices-market_holidays.py @@ -15,8 +15,6 @@ # print date, name, and exchange for holiday in holidays: - # verify this is an exchange if isinstance(holiday, MarketHoliday): - print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/options-exchanges.py b/examples/rest/options-exchanges.py index a1affada..881eed3a 100644 --- a/examples/rest/options-exchanges.py +++ b/examples/rest/options-exchanges.py @@ -15,10 +15,8 @@ # loop over exchanges for exchange in exchanges: - # verify this is an exchange if isinstance(exchange, Exchange): - # print exchange info print( "{:<15}{} ({})".format( diff --git a/examples/rest/options-market_holidays.py b/examples/rest/options-market_holidays.py index d54b8758..d6b03ab2 100644 --- a/examples/rest/options-market_holidays.py +++ b/examples/rest/options-market_holidays.py @@ -15,8 +15,6 @@ # print date, name, and exchange for holiday in holidays: - # verify this is an exchange if isinstance(holiday, MarketHoliday): - print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/options-ticker_news.py b/examples/rest/options-ticker_news.py index 099ee264..be9497d7 100644 --- a/examples/rest/options-ticker_news.py +++ b/examples/rest/options-ticker_news.py @@ -16,10 +16,8 @@ # print date + title for index, item in enumerate(news): - # verify this is an agg if isinstance(item, TickerNews): - print("{:<25}{:<15}".format(item.published_utc, item.title)) if index == 20: diff --git a/examples/rest/stocks-aggregates_bars_extra.py b/examples/rest/stocks-aggregates_bars_extra.py index 98515456..4fd76c37 100644 --- a/examples/rest/stocks-aggregates_bars_extra.py +++ b/examples/rest/stocks-aggregates_bars_extra.py @@ -56,13 +56,10 @@ # writing data for agg in aggs: - # verify this is an agg if isinstance(agg, Agg): - # verify this is an int if isinstance(agg.timestamp, int): - writer.writerow( { "timestamp": datetime.datetime.fromtimestamp(agg.timestamp / 1000), diff --git a/examples/rest/stocks-aggregates_bars_highcharts.py b/examples/rest/stocks-aggregates_bars_highcharts.py index 38b06120..b2529972 100644 --- a/examples/rest/stocks-aggregates_bars_highcharts.py +++ b/examples/rest/stocks-aggregates_bars_highcharts.py @@ -87,13 +87,10 @@ # writing data for agg in aggs: - # verify this is an agg if isinstance(agg, Agg): - # verify this is an int if isinstance(agg.timestamp, int): - new_record = { "date": agg.timestamp, "open": agg.open, diff --git a/examples/rest/stocks-exchanges.py b/examples/rest/stocks-exchanges.py index b65938e2..20c9477a 100644 --- a/examples/rest/stocks-exchanges.py +++ b/examples/rest/stocks-exchanges.py @@ -15,10 +15,8 @@ # loop over exchanges for exchange in exchanges: - # verify this is an exchange if isinstance(exchange, Exchange): - # print exchange info print( "{:<15}{} ({})".format( diff --git a/examples/rest/stocks-market_holidays.py b/examples/rest/stocks-market_holidays.py index bd39bd67..054bfa87 100644 --- a/examples/rest/stocks-market_holidays.py +++ b/examples/rest/stocks-market_holidays.py @@ -15,8 +15,6 @@ # print date, name, and exchange for holiday in holidays: - # verify this is an exchange if isinstance(holiday, MarketHoliday): - print("{:<15}{:<15} ({})".format(holiday.date, holiday.name, holiday.exchange)) diff --git a/examples/rest/stocks-snapshots_all.py b/examples/rest/stocks-snapshots_all.py index 4f6e0157..d1682983 100644 --- a/examples/rest/stocks-snapshots_all.py +++ b/examples/rest/stocks-snapshots_all.py @@ -22,18 +22,14 @@ # crunch some numbers for item in snapshot: - # verify this is an TickerSnapshot if isinstance(item, TickerSnapshot): - # verify this is an Agg if isinstance(item.prev_day, Agg): - # verify this is a float if isinstance(item.prev_day.open, float) and isinstance( item.prev_day.close, float ): - percent_change = ( (item.prev_day.close - item.prev_day.open) / item.prev_day.open diff --git a/examples/rest/stocks-snapshots_gainers_losers.py b/examples/rest/stocks-snapshots_gainers_losers.py index b0194bfa..d0a0e365 100644 --- a/examples/rest/stocks-snapshots_gainers_losers.py +++ b/examples/rest/stocks-snapshots_gainers_losers.py @@ -16,13 +16,10 @@ # print ticker with % change for gainer in gainers: - # verify this is a TickerSnapshot if isinstance(gainer, TickerSnapshot): - # verify this is a float if isinstance(gainer.todays_change_percent, float): - print("{:<15}{:.2f} %".format(gainer.ticker, gainer.todays_change_percent)) print() @@ -33,11 +30,8 @@ # print ticker with % change for loser in losers: - # verify this is a TickerSnapshot if isinstance(loser, TickerSnapshot): - # verify this is a float if isinstance(loser.todays_change_percent, float): - print("{:<15}{:.2f} %".format(loser.ticker, loser.todays_change_percent)) diff --git a/examples/rest/stocks-ticker_news.py b/examples/rest/stocks-ticker_news.py index 41e08653..fa834891 100644 --- a/examples/rest/stocks-ticker_news.py +++ b/examples/rest/stocks-ticker_news.py @@ -18,10 +18,8 @@ # print date + title for index, item in enumerate(news): - # verify this is an agg if isinstance(item, TickerNews): - print("{:<25}{:<15}".format(item.published_utc, item.title)) if index == 20: diff --git a/examples/rest/stocks-trades_extra.py b/examples/rest/stocks-trades_extra.py index 61bc6b7d..1fcf566d 100644 --- a/examples/rest/stocks-trades_extra.py +++ b/examples/rest/stocks-trades_extra.py @@ -16,13 +16,10 @@ # loop through and count price * volume for t in client.list_trades("DIS", "2023-02-07", limit=50000): - # verify this is an Trade if isinstance(t, Trade): - # verify these are float if isinstance(t.price, float) and isinstance(t.size, int): - money += t.price * t.size # format the number so it's human readable diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index 0fdd6bd8..015659a4 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -34,10 +34,8 @@ def handle_msg(msgs: List[WebSocketMessage]): # print(m) if type(m) == EquityTrade: - # verify this is a string if isinstance(m.symbol, str): - if m.symbol in string_map: string_map[m.symbol] += 1 else: @@ -45,14 +43,12 @@ def handle_msg(msgs: List[WebSocketMessage]): # verify these are float if isinstance(m.price, float) and isinstance(m.size, int): - global cash_traded cash_traded += m.price * m.size # print(cash_traded) def top_function(): - # start timer start_time = time.time() diff --git a/polygon/modelclass.py b/polygon/modelclass.py index 179e2689..d16718c6 100644 --- a/polygon/modelclass.py +++ b/polygon/modelclass.py @@ -11,10 +11,10 @@ def modelclass(cls): ] def init(self, *args, **kwargs): - for (i, a) in enumerate(args): + for i, a in enumerate(args): if i < len(attributes): self.__dict__[attributes[i]] = a - for (k, v) in kwargs.items(): + for k, v in kwargs.items(): if k in attributes: self.__dict__[k] = v diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 0a0b63c3..38d15752 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -158,7 +158,6 @@ def get_ticker_events( raw: bool = False, options: Optional[RequestOptionBuilder] = None, ) -> Union[TickerChangeResults, HTTPResponse]: - """ Get event history of ticker given particular point in time. :param ticker: The ticker symbol of the asset. diff --git a/test_rest/models/test_requests.py b/test_rest/models/test_requests.py index e7233933..48b25a9a 100644 --- a/test_rest/models/test_requests.py +++ b/test_rest/models/test_requests.py @@ -51,7 +51,6 @@ def test_request_options_builder(self): self.assertDictEqual(all_options, options.headers) def test_header_update(self): - options = RequestOptionBuilder( edge_id="test", edge_ip_address="test", edge_user="test" ) From ac003efd20c8d932a044a611ef3e1cd398942e78 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 3 Aug 2023 16:06:54 -0700 Subject: [PATCH 081/313] Bump black from 22.12.0 to 23.7.0 (#470) Bumps [black](https://github.com/psf/black) from 22.12.0 to 23.7.0. - [Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/22.12.0...23.7.0) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-major ... 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"python_full_version < \"3.11.0a7\""} +tomli = {version = ">=1.1.0", markers = "python_version < \"3.11\""} typing-extensions = {version = ">=3.10.0.0", markers = "python_version < \"3.10\""} [package.extras] @@ -427,18 +438,15 @@ files = [ [[package]] name = "packaging" -version = "21.3" +version = "23.1" description = "Core utilities for Python packages" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" files = [ - {file = "packaging-21.3-py3-none-any.whl", hash = "sha256:ef103e05f519cdc783ae24ea4e2e0f508a9c99b2d4969652eed6a2e1ea5bd522"}, - {file = "packaging-21.3.tar.gz", hash = "sha256:dd47c42927d89ab911e606518907cc2d3a1f38bbd026385970643f9c5b8ecfeb"}, + {file = "packaging-23.1-py3-none-any.whl", hash = "sha256:994793af429502c4ea2ebf6bf664629d07c1a9fe974af92966e4b8d2df7edc61"}, + {file = "packaging-23.1.tar.gz", hash = "sha256:a392980d2b6cffa644431898be54b0045151319d1e7ec34f0cfed48767dd334f"}, ] -[package.dependencies] -pyparsing = ">=2.0.2,<3.0.5 || >3.0.5" - [[package]] name = "pathspec" version = "0.10.2" @@ -506,20 +514,6 @@ files = [ [package.extras] plugins = ["importlib-metadata"] -[[package]] -name = "pyparsing" -version = "3.0.9" -description = "pyparsing module - Classes and methods to define and execute parsing grammars" -optional = false -python-versions = ">=3.6.8" -files = [ - {file = "pyparsing-3.0.9-py3-none-any.whl", hash = "sha256:5026bae9a10eeaefb61dab2f09052b9f4307d44aee4eda64b309723d8d206bbc"}, - {file = "pyparsing-3.0.9.tar.gz", hash = "sha256:2b020ecf7d21b687f219b71ecad3631f644a47f01403fa1d1036b0c6416d70fb"}, -] - -[package.extras] -diagrams = ["jinja2", "railroad-diagrams"] - [[package]] name = "pyrsistent" version = "0.19.2" @@ -960,4 +954,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "481291935b92a0a22eb94d9c2cf8eb7e244099949c26a855c5316b1ace7fdb11" +content-hash = "c0cfa5efdb0a2632adea39d048d9fab7692c104185c0d8b3e78d0c9d0c7a79de" diff --git a/pyproject.toml b/pyproject.toml index 555b6bbb..094d6f27 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -30,7 +30,7 @@ websockets = ">=10.3,<12.0" certifi = ">=2022.5.18,<2024.0.0" [tool.poetry.dev-dependencies] -black = "^22.12.0" +black = "^23.7.0" mypy = "^1.4" types-urllib3 = "^1.26.25" Sphinx = "^5.3.0" From 73b21f882822c37dfebd36cd82320cdaf8dbfb09 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 3 Aug 2023 16:11:44 -0700 Subject: [PATCH 082/313] Update ws spec for launchpad (#464) --- .polygon/websocket.json | 1040 +++++++++++++++++++++++++++++++++++++-- 1 file changed, 992 insertions(+), 48 deletions(-) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 970ecc82..95fbefa8 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -47,6 +47,18 @@ "paths": [ "/stocks/LULD" ] + }, + { + "paths": [ + "/launchpad/stocks/AM" + ], + "launchpad": "exclusive" + }, + { + "paths": [ + "/launchpad/stocks/LV" + ], + "launchpad": "exclusive" } ] }, @@ -71,6 +83,18 @@ "paths": [ "/options/Q" ] + }, + { + "paths": [ + "/launchpad/options/AM" + ], + "launchpad": "exclusive" + }, + { + "paths": [ + "/launchpad/options/LV" + ], + "launchpad": "exclusive" } ] }, @@ -85,6 +109,18 @@ "paths": [ "/forex/C" ] + }, + { + "paths": [ + "/launchpad/forex/AM" + ], + "launchpad": "exclusive" + }, + { + "paths": [ + "/launchpad/forex/LV" + ], + "launchpad": "exclusive" } ] }, @@ -109,6 +145,18 @@ "paths": [ "/crypto/XL2" ] + }, + { + "paths": [ + "/launchpad/crypto/AM" + ], + "launchpad": "exclusive" + }, + { + "paths": [ + "/launchpad/crypto/LV" + ], + "launchpad": "exclusive" } ] }, @@ -867,6 +915,208 @@ ] } }, + "/launchpad/stocks/AM": { + "get": { + "summary": "Aggregates (Per Minute)", + "description": "Stream real-time minute aggregates for a given stock ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^([a-zA-Z]+)$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a minute aggregate event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The ticker symbol for the given stock." + }, + "v": { + "type": "integer", + "description": "The tick volume." + }, + "av": { + "type": "integer", + "description": "Today's accumulated volume." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening price." + }, + "vw": { + "type": "number", + "format": "float", + "description": "The volume-weighted average value for the aggregate window." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for the symbol in the given time period." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for the symbol in the given time period." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest price for the symbol in the given time period." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest price for the symbol in the given time period." + }, + "a": { + "type": "number", + "format": "float", + "description": "Today's volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + } + } + }, + "example": { + "ev": "AM", + "sym": "GTE", + "v": 4110, + "av": 9470157, + "op": 0.4372, + "vw": 0.4488, + "o": 0.4488, + "c": 0.4486, + "h": 0.4489, + "l": 0.4486, + "a": 0.4352, + "z": 685, + "s": 1610144640000, + "e": 1610144700000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "stocks", + "description": "Stocks data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/launchpad/stocks/LV": { + "get": { + "summary": "Value", + "description": "Real-time value for a given stock ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^([a-zA-Z]+)$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "LV" + ], + "description": "The event type." + }, + "val": { + "description": "The current value of the security." + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "LV", + "val": 3988.5, + "sym": "AAPL", + "t": 1678220098130 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "value", + "description": "Value data" + }, + "x-polygon-entitlement-market-type": { + "name": "stocks", + "description": "Stocks data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/options/T": { "get": { "summary": "Trades", @@ -1358,68 +1608,270 @@ ] } }, - "/forex/C": { + "/launchpad/options/AM": { "get": { - "summary": "Quotes", - "description": "Stream real-time forex quotes for a given forex pair.\n", + "summary": "Aggregates (Per Minute)", + "description": "Stream real-time minute aggregates for a given option contract.\n", "parameters": [ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", - "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + "pattern": "/^(([a-zA-Z]+|[0-9])+)$/" }, - "example": "*" + "example": "O:SPY241220P00720000" } ], "responses": { "200": { - "description": "The WebSocket message for a forex quote event.", + "description": "The WebSocket message for a minute aggregate event.", "content": { "application/json": { "schema": { - "allOf": [ - { - "type": "object", - "properties": { - "ev": { - "type": "string", - "description": "The event type." - }, - "p": { - "type": "string", - "description": "The current pair." - }, - "x": { - "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." - }, - "a": { - "type": "number", - "format": "double", - "description": "The ask price." - }, - "b": { - "type": "number", - "format": "double", - "description": "The bid price." - }, - "t": { - "type": "integer", - "description": "The Timestamp in Unix MS." - } - } + "type": "object", + "properties": { + "ev": { + "description": "The event type." }, - { - "properties": { - "ev": { - "enum": [ - "C" - ], - "description": "The event type." + "sym": { + "type": "string", + "description": "The ticker symbol for the given stock." + }, + "v": { + "type": "integer", + "description": "The tick volume." + }, + "av": { + "type": "integer", + "description": "Today's accumulated volume." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening price." + }, + "vw": { + "type": "number", + "format": "float", + "description": "The volume-weighted average value for the aggregate window." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for the symbol in the given time period." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for the symbol in the given time period." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest price for the symbol in the given time period." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest price for the symbol in the given time period." + }, + "a": { + "type": "number", + "format": "float", + "description": "Today's volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + } + } + }, + "example": { + "ev": "AM", + "sym": "O:ONEM220121C00025000", + "v": 2, + "av": 8, + "op": 2.2, + "vw": 2.05, + "o": 2.05, + "c": 2.05, + "h": 2.05, + "l": 2.05, + "a": 2.1312, + "z": 1, + "s": 1632419640000, + "e": 1632419700000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "options", + "description": "Options data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/launchpad/options/LV": { + "get": { + "summary": "Value", + "description": "Real-time value for a given options ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(([a-zA-Z]+|[0-9])+)$/" + }, + "example": "O:SPY241220P00720000" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "LV" + ], + "description": "The event type." + }, + "val": { + "description": "The current value of the security." + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "LV", + "val": 7.2, + "sym": "O:TSLA210903C00700000", + "t": 1401715883806000000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "value", + "description": "Value data" + }, + "x-polygon-entitlement-market-type": { + "name": "options", + "description": "Options data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/forex/C": { + "get": { + "summary": "Quotes", + "description": "Stream real-time forex quotes for a given forex pair.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a forex quote event.", + "content": { + "application/json": { + "schema": { + "allOf": [ + { + "type": "object", + "properties": { + "ev": { + "type": "string", + "description": "The event type." + }, + "p": { + "type": "string", + "description": "The current pair." + }, + "x": { + "type": "integer", + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + }, + "a": { + "type": "number", + "format": "double", + "description": "The ask price." + }, + "b": { + "type": "number", + "format": "double", + "description": "The bid price." + }, + "t": { + "type": "integer", + "description": "The Timestamp in Unix MS." + } + } + }, + { + "properties": { + "ev": { + "enum": [ + "C" + ], + "description": "The event type." } } } @@ -1538,14 +1990,216 @@ } }, "x-polygon-entitlement-data-type": { - "name": "aggregates", - "description": "Aggregate data" + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "fx", + "description": "Forex data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/launchpad/forex/AM": { + "get": { + "summary": "Aggregates (Per Minute)", + "description": "Stream real-time per-minute forex aggregates for a given forex pair.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a minute aggregate event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The ticker symbol for the given stock." + }, + "v": { + "type": "integer", + "description": "The tick volume." + }, + "av": { + "type": "integer", + "description": "Today's accumulated volume." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening price." + }, + "vw": { + "type": "number", + "format": "float", + "description": "The volume-weighted average value for the aggregate window." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for the symbol in the given time period." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for the symbol in the given time period." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest price for the symbol in the given time period." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest price for the symbol in the given time period." + }, + "a": { + "type": "number", + "format": "float", + "description": "Today's volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + } + } + }, + "example": { + "ev": "AM", + "sym": "C:USD-EUR", + "v": 4110, + "av": 9470157, + "op": 0.9272, + "vw": 0.9288, + "o": 0.9288, + "c": 0.9286, + "h": 0.9289, + "l": 0.9206, + "a": 0.9352, + "z": 685, + "s": 1610144640000, + "e": 1610144700000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "fx", + "description": "Forex data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/launchpad/forex/LV": { + "get": { + "summary": "Value", + "description": "Real-time value for a given forex ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "LV" + ], + "description": "The event type." + }, + "val": { + "description": "The current value of the security." + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "LV", + "val": 1.0631, + "sym": "C:EURUSD", + "t": 1678220098130 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "value", + "description": "Value data" }, "x-polygon-entitlement-market-type": { "name": "fx", "description": "Forex data" }, "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, { "name": "realtime", "description": "Real Time Data" @@ -1992,6 +2646,208 @@ ] } }, + "/launchpad/crypto/AM": { + "get": { + "summary": "Aggregates (Per Minute)", + "description": "Stream real-time per-minute crypto aggregates for a given crypto pair.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]*)-(?[A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a minute aggregate event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The ticker symbol for the given stock." + }, + "v": { + "type": "integer", + "description": "The tick volume." + }, + "av": { + "type": "integer", + "description": "Today's accumulated volume." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening price." + }, + "vw": { + "type": "number", + "format": "float", + "description": "The volume-weighted average value for the aggregate window." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for the symbol in the given time period." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for the symbol in the given time period." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest price for the symbol in the given time period." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest price for the symbol in the given time period." + }, + "a": { + "type": "number", + "format": "float", + "description": "Today's volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + } + } + }, + "example": { + "ev": "AM", + "sym": "X:BTC-USD", + "v": 951.6112, + "av": 738.6112, + "op": 26503.8, + "vw": 26503.8, + "o": 27503.8, + "c": 27203.8, + "h": 27893.8, + "l": 26503.8, + "a": 26503.8, + "z": 10, + "s": 1610463240000, + "e": 1610463300000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "crypto", + "description": "Crypto data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, + "/launchpad/crypto/LV": { + "get": { + "summary": "Value", + "description": "Real-time value for a given crypto ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]*)-(?[A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "LV" + ], + "description": "The event type." + }, + "val": { + "description": "The current value of the security." + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "LV", + "val": 33021.9, + "sym": "X:BTC-USD", + "t": 1610462007425 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "value", + "description": "Value data" + }, + "x-polygon-entitlement-market-type": { + "name": "crypto", + "description": "Crypto data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/indices/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -2163,7 +3019,7 @@ }, "x-polygon-entitlement-data-type": { "name": "value", - "description": "Index value data" + "description": "Value data" }, "x-polygon-entitlement-market-type": { "name": "indices", @@ -3677,6 +4533,94 @@ "description": "The Timestamp in Unix MS." } } + }, + "LaunchpadWebsocketMinuteAggregateEvent": { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The ticker symbol for the given stock." + }, + "v": { + "type": "integer", + "description": "The tick volume." + }, + "av": { + "type": "integer", + "description": "Today's accumulated volume." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening price." + }, + "vw": { + "type": "number", + "format": "float", + "description": "The volume-weighted average value for the aggregate window." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for the symbol in the given time period." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for the symbol in the given time period." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest price for the symbol in the given time period." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest price for the symbol in the given time period." + }, + "a": { + "type": "number", + "format": "float", + "description": "Today's volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + } + } + }, + "LaunchpadWebsocketValueEvent": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "LV" + ], + "description": "The event type." + }, + "val": { + "description": "The current value of the security." + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } } }, "parameters": { From 1f9dac6b90f7fafeeeaa9ad5969d31d11b2274b8 Mon Sep 17 00:00:00 2001 From: Sam Hewitt Date: Fri, 4 Aug 2023 01:04:56 -0400 Subject: [PATCH 083/313] feat: add type annotations to modelclass (#425) fixes: https://github.com/polygon-io/client-python/issues/424 --- polygon/modelclass.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/polygon/modelclass.py b/polygon/modelclass.py index d16718c6..5499d15c 100644 --- a/polygon/modelclass.py +++ b/polygon/modelclass.py @@ -1,8 +1,12 @@ import inspect +import typing from dataclasses import dataclass -def modelclass(cls): +_T = typing.TypeVar("_T") + + +def modelclass(cls: typing.Type[_T]) -> typing.Type[_T]: cls = dataclass(cls) attributes = [ a @@ -18,6 +22,6 @@ def init(self, *args, **kwargs): if k in attributes: self.__dict__[k] = v - cls.__init__ = init + cls.__init__ = init # type: ignore[assignment] return cls From df9547b02c74e2643a9801ce74ac02310dea029e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 4 Aug 2023 09:01:12 -0700 Subject: [PATCH 084/313] Update urllib3 release channel (#487) --- pyproject.toml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyproject.toml b/pyproject.toml index 094d6f27..499edd57 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -25,7 +25,7 @@ packages = [ [tool.poetry.dependencies] python = "^3.8" -urllib3 = "^1.26.9" +urllib3 = "^1.26.9,<2.0" websockets = ">=10.3,<12.0" certifi = ">=2022.5.18,<2024.0.0" From 8197af234a4105e17d1aff001655467acf1dcf39 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Aug 2023 09:52:52 -0700 Subject: [PATCH 085/313] Bump types-urllib3 from 1.26.25.13 to 1.26.25.14 (#493) Bumps [types-urllib3](https://github.com/python/typeshed) from 1.26.25.13 to 1.26.25.14. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-urllib3 dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index f43fd9a0..517d69a3 100644 --- a/poetry.lock +++ b/poetry.lock @@ -810,13 +810,13 @@ files = [ [[package]] name = "types-urllib3" -version = "1.26.25.13" +version = "1.26.25.14" description = "Typing stubs for urllib3" optional = false python-versions = "*" files = [ - {file = "types-urllib3-1.26.25.13.tar.gz", hash = "sha256:3300538c9dc11dad32eae4827ac313f5d986b8b21494801f1bf97a1ac6c03ae5"}, - {file = "types_urllib3-1.26.25.13-py3-none-any.whl", hash = "sha256:5dbd1d2bef14efee43f5318b5d36d805a489f6600252bb53626d4bfafd95e27c"}, + {file = "types-urllib3-1.26.25.14.tar.gz", hash = "sha256:229b7f577c951b8c1b92c1bc2b2fdb0b49847bd2af6d1cc2a2e3dd340f3bda8f"}, + {file = "types_urllib3-1.26.25.14-py3-none-any.whl", hash = "sha256:9683bbb7fb72e32bfe9d2be6e04875fbe1b3eeec3cbb4ea231435aa7fd6b4f0e"}, ] [[package]] @@ -954,4 +954,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "c0cfa5efdb0a2632adea39d048d9fab7692c104185c0d8b3e78d0c9d0c7a79de" +content-hash = "13cb3a20078c28b1561e09785b29278cc7b2a8d882492966af37692fb5588c3f" From 62ff18621c8567ec4fc81bd6cd0fb4f3147dc794 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Aug 2023 10:00:20 -0700 Subject: [PATCH 086/313] Bump types-setuptools from 67.8.0.0 to 68.0.0.3 (#490) Bumps [types-setuptools](https://github.com/python/typeshed) from 67.8.0.0 to 68.0.0.3. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 517d69a3..cf249c34 100644 --- a/poetry.lock +++ b/poetry.lock @@ -799,13 +799,13 @@ files = [ [[package]] name = "types-setuptools" -version = "67.8.0.0" +version = "68.0.0.3" description = "Typing stubs for setuptools" optional = false python-versions = "*" files = [ - {file = "types-setuptools-67.8.0.0.tar.gz", hash = "sha256:95c9ed61871d6c0e258433373a4e1753c0a7c3627a46f4d4058c7b5a08ab844f"}, - {file = "types_setuptools-67.8.0.0-py3-none-any.whl", hash = "sha256:6df73340d96b238a4188b7b7668814b37e8018168aef1eef94a3b1872e3f60ff"}, + {file = "types-setuptools-68.0.0.3.tar.gz", hash = "sha256:d57ae6076100b5704b3cc869fdefc671e1baf4c2cd6643f84265dfc0b955bf05"}, + {file = "types_setuptools-68.0.0.3-py3-none-any.whl", hash = "sha256:fec09e5c18264c5c09351c00be01a34456fb7a88e457abe97401325f84ad9d36"}, ] [[package]] @@ -954,4 +954,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "13cb3a20078c28b1561e09785b29278cc7b2a8d882492966af37692fb5588c3f" +content-hash = "e75b060b1e4ab4bc42506bba0caa5a911af05886dc6c3aa41075fd342961fa0a" diff --git a/pyproject.toml b/pyproject.toml index 499edd57..d82fa90a 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^1.2.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" -types-setuptools = "^67.8.0" +types-setuptools = "^68.0.0" pook = "^1.1.1" orjson = "^3.8.13" From 7f53c1a07485bf95a3a2de3ce01bdf83f3c96384 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Aug 2023 10:09:44 -0700 Subject: [PATCH 087/313] Bump sphinx from 5.3.0 to 6.2.1 (#491) Bumps [sphinx](https://github.com/sphinx-doc/sphinx) from 5.3.0 to 6.2.1. - [Release notes](https://github.com/sphinx-doc/sphinx/releases) - [Changelog](https://github.com/sphinx-doc/sphinx/blob/master/CHANGES) - [Commits](https://github.com/sphinx-doc/sphinx/compare/v5.3.0...v6.2.1) --- updated-dependencies: - dependency-name: sphinx dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 28 ++++++++++++++-------------- pyproject.toml | 2 +- 2 files changed, 15 insertions(+), 15 deletions(-) diff --git a/poetry.lock b/poetry.lock index cf249c34..9ac191f2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -140,13 +140,13 @@ files = [ [[package]] name = "docutils" -version = "0.17.1" +version = "0.18.1" description = "Docutils -- Python Documentation Utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" files = [ - {file = "docutils-0.17.1-py2.py3-none-any.whl", hash = "sha256:cf316c8370a737a022b72b56874f6602acf974a37a9fba42ec2876387549fc61"}, - {file = "docutils-0.17.1.tar.gz", hash = "sha256:686577d2e4c32380bb50cbb22f575ed742d58168cee37e99117a854bcd88f125"}, + {file = "docutils-0.18.1-py2.py3-none-any.whl", hash = "sha256:23010f129180089fbcd3bc08cfefccb3b890b0050e1ca00c867036e9d161b98c"}, + {file = "docutils-0.18.1.tar.gz", hash = "sha256:679987caf361a7539d76e584cbeddc311e3aee937877c87346f31debc63e9d06"}, ] [[package]] @@ -600,27 +600,27 @@ files = [ ] [[package]] -name = "Sphinx" -version = "5.3.0" +name = "sphinx" +version = "6.2.1" description = "Python documentation generator" optional = false -python-versions = ">=3.6" +python-versions = ">=3.8" files = [ - {file = "Sphinx-5.3.0.tar.gz", hash = "sha256:51026de0a9ff9fc13c05d74913ad66047e104f56a129ff73e174eb5c3ee794b5"}, - {file = "sphinx-5.3.0-py3-none-any.whl", hash = "sha256:060ca5c9f7ba57a08a1219e547b269fadf125ae25b06b9fa7f66768efb652d6d"}, + {file = "Sphinx-6.2.1.tar.gz", hash = "sha256:6d56a34697bb749ffa0152feafc4b19836c755d90a7c59b72bc7dfd371b9cc6b"}, + {file = "sphinx-6.2.1-py3-none-any.whl", hash = "sha256:97787ff1fa3256a3eef9eda523a63dbf299f7b47e053cfcf684a1c2a8380c912"}, ] [package.dependencies] alabaster = ">=0.7,<0.8" babel = ">=2.9" colorama = {version = ">=0.4.5", markers = "sys_platform == \"win32\""} -docutils = ">=0.14,<0.20" +docutils = ">=0.18.1,<0.20" imagesize = ">=1.3" importlib-metadata = {version = ">=4.8", markers = "python_version < \"3.10\""} Jinja2 = ">=3.0" packaging = ">=21.0" -Pygments = ">=2.12" -requests = ">=2.5.0" +Pygments = ">=2.13" +requests = ">=2.25.0" snowballstemmer = ">=2.0" sphinxcontrib-applehelp = "*" sphinxcontrib-devhelp = "*" @@ -631,8 +631,8 @@ sphinxcontrib-serializinghtml = ">=1.1.5" [package.extras] docs = ["sphinxcontrib-websupport"] -lint = ["docutils-stubs", "flake8 (>=3.5.0)", "flake8-bugbear", "flake8-comprehensions", "flake8-simplify", "isort", "mypy (>=0.981)", "sphinx-lint", "types-requests", "types-typed-ast"] -test = ["cython", "html5lib", "pytest (>=4.6)", "typed_ast"] +lint = ["docutils-stubs", "flake8 (>=3.5.0)", "flake8-simplify", "isort", "mypy (>=0.990)", "ruff", "sphinx-lint", "types-requests"] +test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" @@ -954,4 +954,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "e75b060b1e4ab4bc42506bba0caa5a911af05886dc6c3aa41075fd342961fa0a" +content-hash = "ebe82130dd8a2b9a4e7e3602600e92e224b7fd3fad5178e34fe3357ba2f8199d" diff --git a/pyproject.toml b/pyproject.toml index d82fa90a..f9904df1 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -33,7 +33,7 @@ certifi = ">=2022.5.18,<2024.0.0" black = "^23.7.0" mypy = "^1.4" types-urllib3 = "^1.26.25" -Sphinx = "^5.3.0" +Sphinx = "^6.2.1" sphinx-rtd-theme = "^1.2.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" From 797289b93d47629eedc8de8f608a366a01d2e363 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Aug 2023 10:15:03 -0700 Subject: [PATCH 088/313] Bump orjson from 3.8.13 to 3.9.3 (#492) Bumps [orjson](https://github.com/ijl/orjson) from 3.8.13 to 3.9.3. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.8.13...3.9.3) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 106 +++++++++++++++++++++++++++---------------------- pyproject.toml | 2 +- 2 files changed, 59 insertions(+), 49 deletions(-) diff --git a/poetry.lock b/poetry.lock index 9ac191f2..3212a7a3 100644 --- a/poetry.lock +++ b/poetry.lock @@ -383,57 +383,67 @@ six = ">=1.8.0" [[package]] name = "orjson" -version = "3.8.13" +version = "3.9.3" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.7" files = [ - {file = "orjson-3.8.13-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:bf934a036dafe63c3b1d630efaf996b85554e7ab03754019a18cc0fe2bdcc3a9"}, - {file = "orjson-3.8.13-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:1316c60c0f55440e765b0211e94d171ab2c11d00fe8dcf0ac70c9bd1d9818e6b"}, - {file = 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polygon/rest/models/dividends.py | 1 + 1 file changed, 1 insertion(+) diff --git a/polygon/rest/models/dividends.py b/polygon/rest/models/dividends.py index 1abe5dc5..ef9adff0 100644 --- a/polygon/rest/models/dividends.py +++ b/polygon/rest/models/dividends.py @@ -6,6 +6,7 @@ class Dividend: "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount." cash_amount: Optional[float] = None + currency: Optional[str] = None declaration_date: Optional[str] = None dividend_type: Optional[str] = None ex_dividend_date: Optional[str] = None From 55a9d076275e8ed3cdd36d0bc6e06c10f6085193 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 14 Aug 2023 10:00:39 -0700 Subject: [PATCH 090/313] Bump orjson from 3.9.3 to 3.9.4 (#497) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.3 to 3.9.4. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.3...3.9.4) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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obj = self._decode(resp) + try: + obj = self._decode(resp) + except ValueError as e: + print(f"Error decoding json response: {e}") + return [] if result_key: if result_key not in obj: @@ -193,7 +197,13 @@ def _paginate_iter( raw=True, options=options, ) - decoded = self._decode(resp) + + try: + decoded = self._decode(resp) + except ValueError as e: + print(f"Error decoding json response: {e}") + return [] + if result_key not in decoded: return [] for t in decoded[result_key]: From 1dba0195d84aae306c0fdf64bc0fc7a2a039101d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Aug 2023 10:42:15 -0700 Subject: [PATCH 093/313] Bump types-setuptools from 68.0.0.3 to 68.1.0.0 (#501) Bumps [types-setuptools](https://github.com/python/typeshed) from 68.0.0.3 to 68.1.0.0. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 1daa272e..a59b45f7 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.0.0.3" +version = "68.1.0.0" description = "Typing stubs for setuptools" optional = false python-versions = "*" files = [ - {file = "types-setuptools-68.0.0.3.tar.gz", hash = "sha256:d57ae6076100b5704b3cc869fdefc671e1baf4c2cd6643f84265dfc0b955bf05"}, - {file = "types_setuptools-68.0.0.3-py3-none-any.whl", hash = "sha256:fec09e5c18264c5c09351c00be01a34456fb7a88e457abe97401325f84ad9d36"}, + {file = "types-setuptools-68.1.0.0.tar.gz", hash = "sha256:2bc9b0c0818f77bdcec619970e452b320a423bb3ac074f5f8bc9300ac281c4ae"}, + {file = "types_setuptools-68.1.0.0-py3-none-any.whl", hash = "sha256:0c1618fb14850cb482adbec602bbb519c43f24942d66d66196bc7528320f33b1"}, ] [[package]] @@ -959,4 +959,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "b4db72e842162debd0980a191e62d6fa7c880eccf462367923cd036b267f87e1" +content-hash = "96016bea1dd3ffef9172b9774a7aa83b22fa09dbe8e0f85267237774d1570572" diff --git a/pyproject.toml b/pyproject.toml index 3391c905..a22c55e7 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^1.2.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" -types-setuptools = "^68.0.0" +types-setuptools = "^68.1.0" pook = "^1.1.1" orjson = "^3.9.4" From acec1e0ac6a3d3631081aa3f524deeda13847883 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Aug 2023 10:50:39 -0700 Subject: [PATCH 094/313] Bump mypy from 1.5.0 to 1.5.1 (#502) Bumps [mypy](https://github.com/python/mypy) from 1.5.0 to 1.5.1. - [Commits](https://github.com/python/mypy/compare/v1.5.0...v1.5.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 51 ++++++++++++++++++++++++++++----------------------- 1 file changed, 28 insertions(+), 23 deletions(-) diff --git a/poetry.lock b/poetry.lock index a59b45f7..c5e46e94 100644 --- a/poetry.lock +++ b/poetry.lock @@ -312,33 +312,38 @@ files = [ [[package]] name = "mypy" -version = "1.5.0" +version = "1.5.1" description = "Optional static typing for Python" optional = false python-versions = ">=3.8" files = [ - {file = "mypy-1.5.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:ad3109bec37cc33654de8db30fe8ff3a1bb57ea65144167d68185e6dced9868d"}, - {file = "mypy-1.5.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:b4ea3a0241cb005b0ccdbd318fb99619b21ae51bcf1660b95fc22e0e7d3ba4a1"}, - {file = "mypy-1.5.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:1fe816e26e676c1311b9e04fd576543b873576d39439f7c24c8e5c7728391ecf"}, - 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[Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.4...3.9.5) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" types-setuptools = "^68.1.0" pook = "^1.1.1" -orjson = "^3.9.4" +orjson = "^3.9.5" [build-system] requires = ["poetry-core>=1.0.0"] From 0aa413cb800121d7f38d52d215197451d3e0a800 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 21 Aug 2023 13:38:26 -0700 Subject: [PATCH 096/313] Update ws example value (#489) --- .polygon/websocket.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 95fbefa8..ed77968a 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -1089,7 +1089,7 @@ }, "example": { "ev": "LV", - "val": 3988.5, + "val": 189.22, "sym": "AAPL", "t": 1678220098130 } From 9283470eb927f4413fc63c5667415610083aefca Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 25 Aug 2023 12:29:09 -0700 Subject: [PATCH 097/313] Updated stocks-ws_extra.py example (#505) * Updated stocks-ws_extra.py example * Added example output to stocks-ws_extra.py --- examples/websocket/stocks-ws_extra.py | 177 +++++++++++++++++++------- 1 file changed, 131 insertions(+), 46 deletions(-) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index 015659a4..d43e5c1e 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -16,6 +16,65 @@ # program then prints the map, which gives a readout of the top stocks # traded in the past 5 seconds. +# Here's what the output looks like after running it for a couple hours: + +""" + --- Past 5 seconds --- + Tickers seen (5s): 1697 + Trades seen (5s): 12335 + Cash traded (5s): 88,849,414.33 + + --- Running Totals --- + Total Tickers seen: 13848 + Total Trades seen: 22775838 + Total Cash traded: 178,499,702,488.96 + +---------------------------------------------------------------------------------------------------- + +Ticker Trades (5s) Cash (5s) Total Trades Total Cash +NVDA 445 6,933,283.61 632550 18,291,747,596.36 +TSLA 279 8,144,556.76 639585 11,319,594,268.07 +NVDL 277 3,748,806.85 10451 99,902,192.88 +TELL 171 78,424.03 6154 3,710,200.38 +AFRM 163 968,984.99 224338 745,895,134.93 +AAPL 134 2,359,278.02 304572 2,932,389,741.58 +QQQ 132 5,788,859.71 246679 11,003,577,730.48 +NVDS 130 598,047.04 7846 48,854,967.44 +SOXL 127 786,026.38 189184 719,639,349.26 +AMD 116 1,549,180.08 304704 3,713,351,432.39 +SPY 113 6,628,554.14 278926 15,435,607,506.98 +MSFT 109 1,600,861.75 148047 2,396,824,971.18 +SQQQ 88 1,006,330.83 173406 2,065,760,858.90 +TQQQ 83 717,574.40 296021 2,580,097,288.27 +PLUG 82 106,542.65 31921 53,825,007.27 +ITB 75 455,902.33 23369 185,892,273.60 +AVGO 71 1,955,826.79 31586 633,629,812.65 +STX 71 273,681.77 8420 34,141,139.17 +XPEV 68 234,765.41 41284 127,781,104.54 +OIH 55 662.12 2964 65,848,514.45 +XEL 54 197,642.42 18524 103,054,857.37 +XLU 53 850,017.20 35963 291,891,266.17 +ARRY 52 164,056.54 11354 23,001,537.49 +META 52 1,457,535.82 150793 2,717,344,906.63 +PLTR 52 147,743.93 86456 396,851,801.06 + +Current Time: 2023-08-25 08:27:14.602075 | App Uptime: 04:49:40 | Time taken: 0.003417 seconds +""" + +app_start_time = time.time() +string_map: Dict[str, int] = {} +cash_map_5s: Dict[str, float] = {} +cash_traded = float(0) + +# totals +total_tickers_seen = 0 +total_trades_seen = 0 +total_cash_traded = 0.0 + +# These dictionaries will keep track of the running total of trades and cash per ticker. +total_string_map: Dict[str, int] = {} +total_cash_map: Dict[str, float] = {} + def run_websocket_client(): # client = WebSocketClient("XXXXXX") # hardcoded api_key is used @@ -24,70 +83,96 @@ def run_websocket_client(): client.run(handle_msg) -string_map: Dict[str, int] -string_map = {} # -cash_traded = float(0) - - def handle_msg(msgs: List[WebSocketMessage]): + global cash_traded + global total_tickers_seen, total_trades_seen, total_cash_traded for m in msgs: - # print(m) - - if type(m) == EquityTrade: - # verify this is a string + if isinstance(m, EquityTrade): + # Update total trades and cash for the past 5 seconds if isinstance(m.symbol, str): - if m.symbol in string_map: - string_map[m.symbol] += 1 - else: - string_map[m.symbol] = 1 + string_map[m.symbol] = string_map.get(m.symbol, 0) + 1 + total_string_map[m.symbol] = total_string_map.get(m.symbol, 0) + 1 - # verify these are float + # Update cash traded if isinstance(m.price, float) and isinstance(m.size, int): - global cash_traded - cash_traded += m.price * m.size - # print(cash_traded) + cash_value = m.price * m.size + cash_traded += cash_value + total_cash_map[m.symbol] = ( # type: ignore + total_cash_map.get(m.symbol, 0) + cash_value # type: ignore + ) + + # Update cash for the past 5 seconds + cash_map_5s[m.symbol] = ( # type: ignore + cash_map_5s.get(m.symbol, 0) + cash_value # type: ignore + ) # Okay! + + # Update totals + total_tickers_seen = len(total_string_map) + total_trades_seen += 1 + total_cash_traded += cash_value def top_function(): # start timer start_time = time.time() + global cash_traded - sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True) - print("\033c", end="") # ANSI escape sequence to clear the screen - - for index, item in sorted_string_map[:25]: - print("{:<15}{:<15}".format(index, item)) - - # end timer + # Only sort the string_map once + sorted_trades_5s = sorted(string_map.items(), key=lambda x: x[1], reverse=True) + + # Clear screen + print("\033c", end="") + + # Print 5-second snapshot + print("\n --- Past 5 seconds ---") + print(f" Tickers seen (5s): {len(string_map)}") + print(f" Trades seen (5s): {sum(string_map.values())}") + print(f" Cash traded (5s): {cash_traded:,.2f}") + print("\n --- Running Totals ---") + print(f" Total Tickers seen: {total_tickers_seen}") + print(f" Total Trades seen: {total_trades_seen}") + print(f" Total Cash traded: {total_cash_traded:,.2f}") + + # Separator + print("\n" + "-" * 100 + "\n") + + # Print table header + print( + "{:<15}{:<20}{:<20}{:<20}{:<20}".format( + "Ticker", "Trades (5s)", "Cash (5s)", "Total Trades", "Total Cash" + ) + ) + + # Print table content + for ticker, trades in sorted(string_map.items(), key=lambda x: x[1], reverse=True)[ + :25 + ]: + cash_5s = cash_map_5s.get(ticker, 0) + total_trades = total_string_map[ticker] + total_cash = total_cash_map.get(ticker, 0.0) + print( + "{:<15}{:<20}{:<20,.2f}{:<20}{:<20,.2f}".format( + ticker, trades, cash_5s, total_trades, total_cash + ) + ) + + # Print times end_time = time.time() - - # print stats - print() - - # current time current_time = datetime.now() - print(f"Time: {current_time}") - - # how many tickers seen - ticker_count = len(sorted_string_map) - print(f"Tickers seen: {ticker_count}") - # how many trades seen - trade_count = 0 - for index, item in sorted_string_map: - trade_count += item - print(f"Trades seen: {trade_count}") - - # cash traded - global cash_traded - formatted_number = "{:,.2f}".format(cash_traded) - print("Roughly " + formatted_number + " cash changed hands") + # Print elapsed the since we started + elapsed_time = time.time() - app_start_time + hours, rem = divmod(elapsed_time, 3600) + minutes, seconds = divmod(rem, 60) - # performance? - print(f"Time taken: {end_time - start_time:.6f} seconds") + # Print the time and quick stats + print( + f"\nCurrent Time: {current_time} | App Uptime: {int(hours):02}:{int(minutes):02}:{int(seconds):02} | Time taken: {end_time - start_time:.6f} seconds" + ) # clear map and cash for next loop string_map.clear() + cash_map_5s.clear() cash_traded = 0 From 195d3a2894b979c4ad86c6bd170b674e09c30d9d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 28 Aug 2023 09:19:25 -0700 Subject: [PATCH 098/313] Bump sphinx-rtd-theme from 1.2.2 to 1.3.0 (#506) Bumps [sphinx-rtd-theme](https://github.com/readthedocs/sphinx_rtd_theme) from 1.2.2 to 1.3.0. - [Changelog](https://github.com/readthedocs/sphinx_rtd_theme/blob/master/docs/changelog.rst) - [Commits](https://github.com/readthedocs/sphinx_rtd_theme/compare/1.2.2...1.3.0) --- updated-dependencies: - dependency-name: sphinx-rtd-theme dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 12 ++++++------ pyproject.toml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/poetry.lock b/poetry.lock index c84fa4a4..c6b6577b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand. [[package]] name = "alabaster" @@ -669,18 +669,18 @@ type-comment = ["typed-ast (>=1.5.4)"] [[package]] name = "sphinx-rtd-theme" -version = "1.2.2" +version = "1.3.0" description = "Read the Docs theme for Sphinx" optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" files = [ - {file = "sphinx_rtd_theme-1.2.2-py2.py3-none-any.whl", hash = "sha256:6a7e7d8af34eb8fc57d52a09c6b6b9c46ff44aea5951bc831eeb9245378f3689"}, - {file = "sphinx_rtd_theme-1.2.2.tar.gz", hash = "sha256:01c5c5a72e2d025bd23d1f06c59a4831b06e6ce6c01fdd5ebfe9986c0a880fc7"}, + {file = "sphinx_rtd_theme-1.3.0-py2.py3-none-any.whl", hash = "sha256:46ddef89cc2416a81ecfbeaceab1881948c014b1b6e4450b815311a89fb977b0"}, + {file = "sphinx_rtd_theme-1.3.0.tar.gz", hash = "sha256:590b030c7abb9cf038ec053b95e5380b5c70d61591eb0b552063fbe7c41f0931"}, ] [package.dependencies] docutils = "<0.19" -sphinx = ">=1.6,<7" +sphinx = ">=1.6,<8" sphinxcontrib-jquery = ">=4,<5" [package.extras] @@ -968,4 +968,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "8c3498eba07ef60c306f8d29f4e5cf63aa642b92e8864adc40c8c3b712c74f68" +content-hash = "55b9d8ebbdb3489a3c420a1a2681791a4267c47a3708e0e1b608d8b6bb017a42" diff --git a/pyproject.toml b/pyproject.toml index 468987f9..88b6dd00 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ black = "^23.7.0" mypy = "^1.5" types-urllib3 = "^1.26.25" Sphinx = "^6.2.1" -sphinx-rtd-theme = "^1.2.2" +sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" types-certifi = "^2021.10.8" From 906a9de36f7f555fc408b4e0bbebf946cb685083 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 4 Sep 2023 09:57:08 -0700 Subject: [PATCH 099/313] Bump types-setuptools from 68.1.0.0 to 68.1.0.1 (#508) Bumps [types-setuptools](https://github.com/python/typeshed) from 68.1.0.0 to 68.1.0.1. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index c6b6577b..8de7dd54 100644 --- a/poetry.lock +++ b/poetry.lock @@ -813,13 +813,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.1.0.0" +version = "68.1.0.1" description = "Typing stubs for setuptools" optional = false python-versions = "*" files = [ - {file = "types-setuptools-68.1.0.0.tar.gz", hash = "sha256:2bc9b0c0818f77bdcec619970e452b320a423bb3ac074f5f8bc9300ac281c4ae"}, - {file = "types_setuptools-68.1.0.0-py3-none-any.whl", hash = "sha256:0c1618fb14850cb482adbec602bbb519c43f24942d66d66196bc7528320f33b1"}, + {file = "types-setuptools-68.1.0.1.tar.gz", hash = "sha256:271ed8da44885cd9a701c86e48cc6d3cc988052260e72b3ce26c26b3028f86ed"}, + {file = "types_setuptools-68.1.0.1-py3-none-any.whl", hash = "sha256:a9a0d2ca1da8a15924890d464adcee4004deb07b6a99bd0b1881eac5c73cb3a7"}, ] [[package]] From 584e7f86d4f870f1d2ea99a3d75ec89334944e78 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 4 Sep 2023 10:02:49 -0700 Subject: [PATCH 100/313] Bump sphinx from 6.2.1 to 7.1.2 (#509) Bumps [sphinx](https://github.com/sphinx-doc/sphinx) from 6.2.1 to 7.1.2. - [Release notes](https://github.com/sphinx-doc/sphinx/releases) - [Changelog](https://github.com/sphinx-doc/sphinx/blob/master/CHANGES) - [Commits](https://github.com/sphinx-doc/sphinx/compare/v6.2.1...v7.1.2) --- updated-dependencies: - dependency-name: sphinx dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 10 +++++----- pyproject.toml | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8de7dd54..2894a3ec 100644 --- a/poetry.lock +++ b/poetry.lock @@ -615,20 +615,20 @@ files = [ [[package]] name = "sphinx" -version = "6.2.1" +version = "7.1.2" description = "Python documentation generator" optional = false python-versions = ">=3.8" files = [ - {file = "Sphinx-6.2.1.tar.gz", hash = "sha256:6d56a34697bb749ffa0152feafc4b19836c755d90a7c59b72bc7dfd371b9cc6b"}, - {file = "sphinx-6.2.1-py3-none-any.whl", hash = "sha256:97787ff1fa3256a3eef9eda523a63dbf299f7b47e053cfcf684a1c2a8380c912"}, + {file = "sphinx-7.1.2-py3-none-any.whl", hash = "sha256:d170a81825b2fcacb6dfd5a0d7f578a053e45d3f2b153fecc948c37344eb4cbe"}, + {file = "sphinx-7.1.2.tar.gz", hash = "sha256:780f4d32f1d7d1126576e0e5ecc19dc32ab76cd24e950228dcf7b1f6d3d9e22f"}, ] [package.dependencies] alabaster = ">=0.7,<0.8" babel = ">=2.9" colorama = {version = ">=0.4.5", markers = "sys_platform == \"win32\""} -docutils = ">=0.18.1,<0.20" +docutils = ">=0.18.1,<0.21" imagesize = ">=1.3" importlib-metadata = {version = ">=4.8", markers = "python_version < \"3.10\""} Jinja2 = ">=3.0" @@ -968,4 +968,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "55b9d8ebbdb3489a3c420a1a2681791a4267c47a3708e0e1b608d8b6bb017a42" +content-hash = "97d97b1f845e08ca8dc3abb5d61363b1e77fb281046578ad5e7eb2a756461a62" diff --git a/pyproject.toml b/pyproject.toml index 88b6dd00..294e8fce 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -33,7 +33,7 @@ certifi = ">=2022.5.18,<2024.0.0" black = "^23.7.0" mypy = "^1.5" types-urllib3 = "^1.26.25" -Sphinx = "^6.2.1" +Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.23.0" From c999c067c51bb68f8da0e5737544669332779130 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 6 Sep 2023 08:02:50 -0700 Subject: [PATCH 101/313] Center text for better formatting (#510) * Center text for better formatting * Add cash traded past 5 seconds --- examples/websocket/stocks-ws_extra.py | 36 +++++++++++++++++---------- 1 file changed, 23 insertions(+), 13 deletions(-) diff --git a/examples/websocket/stocks-ws_extra.py b/examples/websocket/stocks-ws_extra.py index d43e5c1e..a32cfa18 100644 --- a/examples/websocket/stocks-ws_extra.py +++ b/examples/websocket/stocks-ws_extra.py @@ -5,6 +5,7 @@ from datetime import datetime import time import threading +import os # docs # https://polygon.io/docs/stocks/ws_stocks_am @@ -76,6 +77,11 @@ total_cash_map: Dict[str, float] = {} +def print_centered(s: str): + term_width = os.get_terminal_size().columns + print(s.center(term_width)) + + def run_websocket_client(): # client = WebSocketClient("XXXXXX") # hardcoded api_key is used client = WebSocketClient() # POLYGON_API_KEY environment variable is used @@ -124,20 +130,23 @@ def top_function(): print("\033c", end="") # Print 5-second snapshot - print("\n --- Past 5 seconds ---") - print(f" Tickers seen (5s): {len(string_map)}") - print(f" Trades seen (5s): {sum(string_map.values())}") - print(f" Cash traded (5s): {cash_traded:,.2f}") - print("\n --- Running Totals ---") - print(f" Total Tickers seen: {total_tickers_seen}") - print(f" Total Trades seen: {total_trades_seen}") - print(f" Total Cash traded: {total_cash_traded:,.2f}") + print() + print_centered("--- Past 5 seconds ---") + print_centered(f"Tickers seen (5s): {len(string_map)}") + print_centered(f"Trades seen (5s): {sum(string_map.values())}") + print_centered(f"Cash traded (5s): {cash_traded:,.2f}") + print() + print_centered("--- Running Totals ---") + print_centered(f"Total Tickers seen: {total_tickers_seen}") + print_centered(f"Total Trades seen: {total_trades_seen}") + print_centered(f"Total Cash traded: {total_cash_traded:,.2f}") # Separator - print("\n" + "-" * 100 + "\n") + print() + print_centered("-" * 100 + "\n") # Print table header - print( + print_centered( "{:<15}{:<20}{:<20}{:<20}{:<20}".format( "Ticker", "Trades (5s)", "Cash (5s)", "Total Trades", "Total Cash" ) @@ -150,7 +159,7 @@ def top_function(): cash_5s = cash_map_5s.get(ticker, 0) total_trades = total_string_map[ticker] total_cash = total_cash_map.get(ticker, 0.0) - print( + print_centered( "{:<15}{:<20}{:<20,.2f}{:<20}{:<20,.2f}".format( ticker, trades, cash_5s, total_trades, total_cash ) @@ -166,8 +175,9 @@ def top_function(): minutes, seconds = divmod(rem, 60) # Print the time and quick stats - print( - f"\nCurrent Time: {current_time} | App Uptime: {int(hours):02}:{int(minutes):02}:{int(seconds):02} | Time taken: {end_time - start_time:.6f} seconds" + print() + print_centered( + f"Current Time: {current_time} | App Uptime: {int(hours):02}:{int(minutes):02}:{int(seconds):02} | Time taken: {end_time - start_time:.6f} seconds" ) # clear map and cash for next loop From e3a118a3b774798cab034fa29e6eec1223113199 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 6 Sep 2023 08:07:40 -0700 Subject: [PATCH 102/313] Added bulk agg download and reader scripts (#511) --- examples/rest/bulk_aggs_downloader.py | 97 +++++++++++++++++++++++++++ examples/rest/bulk_aggs_reader.py | 57 ++++++++++++++++ 2 files changed, 154 insertions(+) create mode 100644 examples/rest/bulk_aggs_downloader.py create mode 100644 examples/rest/bulk_aggs_reader.py diff --git a/examples/rest/bulk_aggs_downloader.py b/examples/rest/bulk_aggs_downloader.py new file mode 100644 index 00000000..c5c6099e --- /dev/null +++ b/examples/rest/bulk_aggs_downloader.py @@ -0,0 +1,97 @@ +import datetime +import concurrent.futures +import logging +from polygon import RESTClient +import signal +import sys +import pickle +import lz4.frame # type: ignore + +""" +This script performs the following tasks: + +1. Downloads aggregated market data (referred to as 'aggs') for specific stock symbols using the Polygon API. +2. Handles data for multiple dates and performs these operations in parallel to improve efficiency. +3. Saves the downloaded data in a compressed format (LZ4) using Python's pickle serialization. +4. Utilizes logging to track its progress and any potential errors. +5. Designed to be interruptible: listens for a Ctrl+C keyboard interrupt and exits gracefully when detected. + +Usage: +1. pip install lz4 +2. Set your Polygon API key in the environment variable 'POLYGON_API_KEY'. +3. Specify the date range and stock symbols you are interested in within the script. +4. Run the script. + +The script will create compressed '.pickle.lz4' files containing the aggs for each specified stock symbol and date. + +Note: This script is designed to be compatible with a data reader script, such as 'bulk_aggs_reader.py'. +""" + +# Set up logging +logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(message)s") + + +def signal_handler(sig, frame): + print("You pressed Ctrl+C!") + sys.exit(0) + + +signal.signal(signal.SIGINT, signal_handler) + + +def get_aggs_for_symbol_and_date(symbol_date_pair): + """Retrieve aggs for a given symbol and date""" + symbol, date = symbol_date_pair + aggs = [] + client = RESTClient(trace=True) # Uses POLYGON_API_KEY environment variable + + for a in client.list_aggs( + symbol, + 1, + "minute", + date, + date, + limit=50000, + ): + aggs.append(a) + + print(len(aggs)) + + filename = f"{symbol}-aggs-{date}.pickle.lz4" + with open(filename, "wb") as file: + try: + compressed_data = lz4.frame.compress(pickle.dumps(aggs)) + file.write(compressed_data) + except TypeError as e: + print(f"Serialization Error: {e}") + + logging.info(f"Downloaded aggs for {date} and saved to {filename}") + + +def weekdays_between(start_date, end_date): + """Generate all weekdays between start_date and end_date""" + day = start_date + while day <= end_date: + if day.weekday() < 5: # 0-4 denotes Monday to Friday + yield day + day += datetime.timedelta(days=1) + + +def main(): + start_date = datetime.date(2023, 8, 1) + end_date = datetime.date(2023, 8, 31) + + symbols = ["TSLA", "AAPL", "HCP", "GOOG"] # The array of symbols you want + + dates = list(weekdays_between(start_date, end_date)) + + # Generate a list of (symbol, date) pairs + symbol_date_pairs = [(symbol, date) for symbol in symbols for date in dates] + + # Use ThreadPoolExecutor to download data in parallel + with concurrent.futures.ThreadPoolExecutor(max_workers=50) as executor: + executor.map(get_aggs_for_symbol_and_date, symbol_date_pairs) + + +if __name__ == "__main__": + main() diff --git a/examples/rest/bulk_aggs_reader.py b/examples/rest/bulk_aggs_reader.py new file mode 100644 index 00000000..fcc91915 --- /dev/null +++ b/examples/rest/bulk_aggs_reader.py @@ -0,0 +1,57 @@ +import lz4.frame # type: ignore +import pickle +import datetime + +""" +This script performs the following tasks: + +1. Reads aggregated market data ('aggs') for a specific stock symbol for multiple dates. +2. Data is read from compressed (LZ4) and pickled files, which should have been generated by a separate data downloading script. +3. Displays the read data to the console. +4. Handles exceptions gracefully: informs the user if a file for a specific date was not found or if any other error occurred. + +Usage: +1. pip install lz4 +2. Ensure that the compressed '.pickle.lz4' files for the specified stock symbol and date range exist in the same directory as this script. +3. Modify the date range and stock symbol in the script as per your requirements. +4. Run the script. + +The script will read and display the market data for each specified date and stock symbol. + +Note: This script is designed to be compatible with files generated by a data downloading script, such as 'bulk_aggs_downloader.py'. +""" + + +def read_trades_for_date(symbol, date): + """Reads trades for a given symbol and date, then prints them.""" + + # Construct the filename, similar to your writer script + filename = f"{symbol}-aggs-{date}.pickle.lz4" + + try: + with open(filename, "rb") as file: + compressed_data = file.read() + trades = pickle.loads(lz4.frame.decompress(compressed_data)) + print(trades) + return trades + except FileNotFoundError: + print(f"No file found for {date}") + except Exception as e: + print(f"An error occurred: {e}") + + +def main(): + start_date = datetime.date(2023, 8, 1) + end_date = datetime.date(2023, 8, 31) + symbol = "HCP" + + # Loop through each weekday between the start and end dates and read the trades + day = start_date + while day <= end_date: + if day.weekday() < 5: # 0-4 denotes Monday to Friday + read_trades_for_date(symbol, day) + day += datetime.timedelta(days=1) + + +if __name__ == "__main__": + main() From 021b3e1fa78d7f80e1eedea5724c3eb8460674f6 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 6 Sep 2023 08:12:30 -0700 Subject: [PATCH 103/313] Update README to Include trace mode (#512) --- README.md | 28 ++++++++++++++++++++++++++++ 1 file changed, 28 insertions(+) diff --git a/README.md b/README.md index afbabe07..ae63afb0 100644 --- a/README.md +++ b/README.md @@ -86,6 +86,34 @@ print(len(options_chain)) Also, please refer to the API documentation to get a full understanding of how the API works and the supported arguments. All required arguments are annotated with red asterisks " * " and argument examples are set. +## Debugging with RESTClient + +Sometimes you may find it useful to see the actual request and response details while working with the API. The `RESTClient` allows for this through its `trace=True` option. + +### How to Enable Debug Mode + +You can activate the debug mode as follows: + +```python +client = RESTClient(trace=True) +``` + +### What Does Debug Mode Do? + +When debug mode is enabled, the client will print out useful debugging information for each API request. This includes: the request URL, the headers sent in the request, and the headers received in the response. + +### Example Output + +For instance, if you made a request for `TSLA` data for the date `2023-08-01`, you would see debug output similar to the following: + +``` +Request URL: https://api.polygon.io/v2/aggs/ticker/TSLA/range/1/minute/2023-08-01/2023-08-01?limit=50000 +Request Headers: {'Authorization': 'Bearer REDACTED', 'Accept-Encoding': 'gzip', 'User-Agent': 'Polygon.io PythonClient/1.12.4'} +Response Headers: {'Server': 'nginx/1.19.2', 'Date': 'Tue, 05 Sep 2023 23:07:02 GMT', 'Content-Type': 'application/json', 'Transfer-Encoding': 'chunked', 'Connection': 'keep-alive', 'Content-Encoding': 'gzip', 'Vary': 'Accept-Encoding', 'X-Request-Id': '727c82feed3790b44084c3f4cae1d7d4', 'Strict-Transport-Security': 'max-age=15724800; includeSubDomains'} +``` + +This can be an invaluable tool for debugging issues or understanding how the client interacts with the API. + ## WebSocket Client Import classes From 4950235cfd3cf58e8a8d85c3d5ae1eee70fd3947 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 11 Sep 2023 10:03:22 -0700 Subject: [PATCH 104/313] Bump sphinx-autodoc-typehints from 1.23.0 to 1.24.0 (#513) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 1.23.0 to 1.24.0. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/1.23.0...1.24.0) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 18 +++++++++--------- pyproject.toml | 2 +- 2 files changed, 10 insertions(+), 10 deletions(-) diff --git a/poetry.lock b/poetry.lock index 2894a3ec..2e220e27 100644 --- a/poetry.lock +++ b/poetry.lock @@ -650,22 +650,22 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.23.0" +version = "1.24.0" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-1.23.0-py3-none-any.whl", hash = "sha256:ac099057e66b09e51b698058ba7dd76e57e1fe696cd91b54e121d3dad188f91d"}, - {file = "sphinx_autodoc_typehints-1.23.0.tar.gz", hash = "sha256:5d44e2996633cdada499b6d27a496ddf9dbc95dd1f0f09f7b37940249e61f6e9"}, + {file = "sphinx_autodoc_typehints-1.24.0-py3-none-any.whl", hash = "sha256:6a73c0c61a9144ce2ed5ef2bed99d615254e5005c1cc32002017d72d69fb70e6"}, + {file = "sphinx_autodoc_typehints-1.24.0.tar.gz", hash = "sha256:94e440066941bb237704bb880785e2d05e8ae5406c88674feefbb938ad0dc6af"}, ] [package.dependencies] -sphinx = ">=5.3" +sphinx = ">=7.0.1" [package.extras] -docs = ["furo (>=2022.12.7)", "sphinx (>=6.1.3)", "sphinx-autodoc-typehints (>=1.23.4)"] -testing = ["covdefaults (>=2.2.2)", "coverage (>=7.2.2)", "diff-cover (>=7.5)", "nptyping (>=2.5)", "pytest (>=7.2.2)", "pytest-cov (>=4)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.5)"] -type-comment = ["typed-ast (>=1.5.4)"] +docs = ["furo (>=2023.5.20)", "sphinx (>=7.0.1)"] +numpy = ["nptyping (>=2.5)"] +testing = ["covdefaults (>=2.3)", "coverage (>=7.2.7)", "diff-cover (>=7.5)", "pytest (>=7.3.1)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.6.3)"] [[package]] name = "sphinx-rtd-theme" @@ -968,4 +968,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "97d97b1f845e08ca8dc3abb5d61363b1e77fb281046578ad5e7eb2a756461a62" +content-hash = "063899f74e6c09cd22bab1b681258c4f19def421b9a74f8ab7fba582bc28c305" diff --git a/pyproject.toml b/pyproject.toml index 294e8fce..bdaa557b 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.23.0" +sphinx-autodoc-typehints = "^1.24.0" types-certifi = "^2021.10.8" types-setuptools = "^68.1.0" pook = "^1.1.1" From 3763a2fe540004e9de88eee6cedea1f753c687d6 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 11 Sep 2023 17:07:49 +0000 Subject: [PATCH 105/313] Bump types-setuptools from 68.1.0.1 to 68.2.0.0 (#514) --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 2e220e27..ca9bd4a2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -813,13 +813,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.1.0.1" +version = "68.2.0.0" description = "Typing stubs for setuptools" optional = false python-versions = "*" files = [ - 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[Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.5...3.9.7) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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Update WS value data label (#521) --- .polygon/websocket.json | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index ed77968a..267b522d 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -1098,8 +1098,8 @@ } }, "x-polygon-entitlement-data-type": { - "name": "value", - "description": "Value data" + "name": "indicative-price", + "description": "Indicative Price" }, "x-polygon-entitlement-market-type": { "name": "stocks", @@ -1791,8 +1791,8 @@ } }, "x-polygon-entitlement-data-type": { - "name": "value", - "description": "Value data" + "name": "indicative-price", + "description": "Indicative Price" }, "x-polygon-entitlement-market-type": { "name": "options", @@ -2188,8 +2188,8 @@ } }, "x-polygon-entitlement-data-type": { - "name": "value", - "description": "Value data" + "name": "indicative-price", + "description": "Indicative Price" }, "x-polygon-entitlement-market-type": { "name": "fx", 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signal=d.get("histogram", None), - histogram=d.get("signal", None), + signal=d.get("signal", None), + histogram=d.get("histogram", None), ) diff --git a/test_rest/test_indicators.py b/test_rest/test_indicators.py index ce477fbf..bad16025 100644 --- a/test_rest/test_indicators.py +++ b/test_rest/test_indicators.py @@ -94,50 +94,50 @@ def test_get_macd_indicators(self): MACDIndicatorValue( timestamp=1660881600000, value=6.912856964275647, - signal=-42.59162765160919, - histogram=49.504484615884834, + signal=49.504484615884834, + histogram=-42.59162765160919, ), MACDIndicatorValue( timestamp=1660795200000, value=7.509881940545313, - signal=-51.45940882014157, - histogram=58.96929076068688, + signal=58.96929076068688, + histogram=-51.45940882014157, ), MACDIndicatorValue( timestamp=1660708800000, value=7.734132135566654, - signal=-62.67058280737392, - histogram=70.40471494294057, + signal=70.40471494294057, + histogram=-62.67058280737392, ), MACDIndicatorValue( timestamp=1660622400000, value=7.973958808765531, - signal=-76.35755231359147, - histogram=84.331511122357, + signal=84.331511122357, + histogram=-76.35755231359147, ), MACDIndicatorValue( timestamp=1660536000000, value=7.90112075397235, - signal=-93.39873532696055, - histogram=101.2998560809329, + signal=101.2998560809329, + histogram=-93.39873532696055, ), MACDIndicatorValue( timestamp=1660276800000, value=7.719066821080332, - signal=-114.33606377695492, - histogram=122.05513059803525, + signal=122.05513059803525, + histogram=-114.33606377695492, ), MACDIndicatorValue( timestamp=1660190400000, value=7.468267821253335, - signal=-139.99487694943858, - histogram=147.4631447706919, + signal=147.4631447706919, + histogram=-139.99487694943858, ), MACDIndicatorValue( timestamp=1660104000000, value=7.542041992364375, - signal=-171.03107543375833, - histogram=178.5731174261227, + signal=178.5731174261227, + histogram=-171.03107543375833, ), ], underlying=IndicatorUnderlying( From 9b4ecb00198aa210eeed5435c957e418c1359451 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 27 Sep 2023 08:42:59 -0700 Subject: [PATCH 110/313] Added last_updated to get_summaries (#526) --- polygon/rest/models/summaries.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/polygon/rest/models/summaries.py b/polygon/rest/models/summaries.py index 549c6fe0..21e6f395 100644 --- a/polygon/rest/models/summaries.py +++ b/polygon/rest/models/summaries.py @@ -48,6 +48,7 @@ class SummaryResult: ticker: Optional[str] = None branding: Optional[Branding] = None market_status: Optional[str] = None + last_updated: Optional[int] = None type: Optional[str] = None session: Optional[Session] = None options: Optional[Options] = None @@ -62,6 +63,7 @@ def from_dict(d): ticker=d.get("ticker", None), branding=None if "branding" not in d else Branding.from_dict(d["branding"]), market_status=d.get("market_status", None), + last_updated=d.get("last_updated", None), type=d.get("type", None), session=None if "session" not in d else Session.from_dict(d["session"]), options=None if "options" not in d else Options.from_dict(d["options"]), From 26048f4b3e52712bebc5368e45a937f442771b23 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 27 Sep 2023 10:53:43 -0700 Subject: [PATCH 111/313] Update http status codes to retry request on (#527) * Update http status codes to retry request on * Fix lint check --- polygon/rest/base.py | 14 +++++++++++++- 1 file changed, 13 insertions(+), 1 deletion(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index a166e5f2..34fd8121 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -2,6 +2,7 @@ import json import urllib3 import inspect +from urllib3.util.retry import Retry from enum import Enum from typing import Optional, Any, Dict from datetime import datetime @@ -47,6 +48,16 @@ def __init__( "User-Agent": f"Polygon.io PythonClient/{version}", } + # initialize self.retries with the parameter value before using it + self.retries = retries + + # https://urllib3.readthedocs.io/en/stable/reference/urllib3.util.html#urllib3.util.Retry.RETRY_AFTER_STATUS_CODES + retry_strategy = Retry( + total=self.retries, + status_forcelist=[413, 429, 500, 502, 503, 504], # default 413, 429, 503 + backoff_factor=0.1, # [0.0s, 0.2s, 0.4s, 0.8s, 1.6s, ...] + ) + # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool self.client = urllib3.PoolManager( @@ -54,10 +65,11 @@ def __init__( headers=self.headers, # default headers sent with each request. ca_certs=certifi.where(), cert_reqs="CERT_REQUIRED", + retries=retry_strategy, # use the customized Retry instance ) self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout) - self.retries = retries + if verbose: logger.setLevel(logging.DEBUG) self.trace = trace From 14a866f4f5743850747b78108e8178b0e202b0ec Mon Sep 17 00:00:00 2001 From: Kartik Subbarao Date: Thu, 28 Sep 2023 22:48:56 -0400 Subject: [PATCH 112/313] Update base.py (#529) clean up old code that prevented https://github.com/polygon-io/client-python/issues/525 from working, fixes https://github.com/polygon-io/client-python/issues/528 --- polygon/rest/base.py | 1 - 1 file changed, 1 deletion(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 34fd8121..0f82191c 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -110,7 +110,6 @@ def _get( "GET", self.BASE + path, fields=params, - retries=self.retries, headers=headers, ) From d5fb47305b142f4379445d669bfb1b6333667ea1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 3 Oct 2023 07:53:04 -0700 Subject: [PATCH 113/313] Bump urllib3 from 1.26.13 to 1.26.17 (#530) Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.13 to 1.26.17. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/1.26.13...1.26.17) --- updated-dependencies: - dependency-name: urllib3 dependency-type: direct:production ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index edf1da02..4f471616 100644 --- a/poetry.lock +++ b/poetry.lock @@ -846,17 +846,17 @@ files = [ [[package]] name = "urllib3" -version = "1.26.13" +version = "1.26.17" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" files = [ - {file = "urllib3-1.26.13-py2.py3-none-any.whl", hash = "sha256:47cc05d99aaa09c9e72ed5809b60e7ba354e64b59c9c173ac3018642d8bb41fc"}, - {file = "urllib3-1.26.13.tar.gz", hash = "sha256:c083dd0dce68dbfbe1129d5271cb90f9447dea7d52097c6e0126120c521ddea8"}, + {file = "urllib3-1.26.17-py2.py3-none-any.whl", hash = "sha256:94a757d178c9be92ef5539b8840d48dc9cf1b2709c9d6b588232a055c524458b"}, + {file = "urllib3-1.26.17.tar.gz", hash = "sha256:24d6a242c28d29af46c3fae832c36db3bbebcc533dd1bb549172cd739c82df21"}, ] [package.extras] -brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)", "brotlipy (>=0.6.0)"] +brotli = ["brotli (==1.0.9)", "brotli (>=1.0.9)", "brotlicffi (>=0.8.0)", "brotlipy (>=0.6.0)"] secure = ["certifi", "cryptography (>=1.3.4)", "idna (>=2.0.0)", "ipaddress", "pyOpenSSL (>=0.14)", "urllib3-secure-extra"] socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"] @@ -968,4 +968,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "267aae48db2997a3633b770a50444d50df7f1dd5134a999fa0b307f7b4f1b0b8" +content-hash = "5affead8473c6de1910d798fa992a9f527c6f53d61d408489e51389c1e216bda" From 3dadb985e305e574c7e792139486578a0a3de87c Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 6 Oct 2023 12:41:30 -0700 Subject: [PATCH 114/313] 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+ + + +""" + + +class handler(http.server.SimpleHTTPRequestHandler): + def generate_data(self): + client = ( + RESTClient() + ) # Assuming you have POLYGON_API_KEY environment variable set up + snapshots = client.get_snapshot_all("stocks") + pct_changes = { + snapshot.ticker: round(snapshot.todays_change_percent, 2) + for snapshot in snapshots + } + + with open("sic_code_groups.json", "r") as file: + sic_code_groups = json.load(file) + + data = defaultdict(lambda: defaultdict(list)) + + for sic_code, group_data in sic_code_groups.items(): + parent = group_data["sic_description"] + for company in group_data["companies"]: + ticker = company["ticker"] + weight = company["weight"] + pct_change = pct_changes.get(ticker, 0.0) + data[parent][ticker].append( + {"name": ticker, "weight": weight, "change": pct_change} + ) + + data = dict(data) + output = {"name": "root", "children": []} + for parent, children in data.items(): + parent_dict = {"name": parent, "children": []} + for child, companies in children.items(): + total_change = sum(company["change"] for company in companies) + avg_change = total_change / len(companies) if companies else 0 + avg_change = round(avg_change, 2) + child_dict = { + "name": child, + "change": avg_change, + "children": companies, + } + parent_dict["children"].append(child_dict) + output["children"].append(parent_dict) + + return json.dumps(output) + + def do_GET(self): + if self.path == "/data": + self.send_response(200) + self.send_header("Content-type", "application/json") + self.end_headers() + json_data = self.generate_data() + self.wfile.write(json_data.encode()) + else: + self.send_response(200) + self.send_header("Content-type", "text/html") + self.end_headers() + self.wfile.write(html.encode()) + + +try: + with socketserver.TCPServer(("", PORT), handler) as httpd: + print("serving at port", PORT) + httpd.serve_forever() +except KeyboardInterrupt: + print("\nExiting gracefully...") From 146f627391950d0c20fb3b91e7fecee03223c49a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 16 Oct 2023 09:37:17 -0700 Subject: [PATCH 115/313] Bump mypy from 1.5.1 to 1.6.0 (#536) Bumps [mypy](https://github.com/python/mypy) from 1.5.1 to 1.6.0. - [Commits](https://github.com/python/mypy/compare/v1.5.1...v1.6.0) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 58 +++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 30 insertions(+), 30 deletions(-) diff --git a/poetry.lock b/poetry.lock index 4f471616..ed3141f1 100644 --- a/poetry.lock +++ b/poetry.lock @@ -312,38 +312,38 @@ files = [ [[package]] name = "mypy" -version = "1.5.1" +version = "1.6.0" description = "Optional static typing for Python" optional = false python-versions = ">=3.8" files = [ - {file = "mypy-1.5.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:f33592ddf9655a4894aef22d134de7393e95fcbdc2d15c1ab65828eee5c66c70"}, - {file = "mypy-1.5.1-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:258b22210a4a258ccd077426c7a181d789d1121aca6db73a83f79372f5569ae0"}, - {file = "mypy-1.5.1-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = 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black = "^23.9.1" -mypy = "^1.5" +mypy = "^1.6" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" From f4dadeb9dad1c4ec0335d1b64f7b83e16228ba2e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 16 Oct 2023 09:43:10 -0700 Subject: [PATCH 116/313] Bump orjson from 3.9.7 to 3.9.9 (#537) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.7 to 3.9.9. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.7...3.9.9) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 1925b814..a8bf65b0 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -79,6 +79,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -150,7 +151,7 @@ }, "IndicesTickerPathParam": { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -826,11 +827,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -848,7 +857,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -900,6 +911,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastTrade": { "allOf": [ { @@ -966,11 +982,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -988,7 +1012,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -1203,6 +1229,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastTrade": { "allOf": [ { @@ -1269,11 +1300,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -1291,7 +1330,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -1956,6 +1997,11 @@ ], "type": "object" }, + "Fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "ForexConversion": { "properties": { "converted": { @@ -2362,6 +2408,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker.", "properties": { @@ -2410,24 +2461,25 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" } }, - "required": [ - "o", - "h", - "l", - "c", - "v" - ], "type": "object" }, "prevDay": { @@ -2551,6 +2603,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker.", "properties": { @@ -2599,24 +2656,25 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" } }, - "required": [ - "o", - "h", - "l", - "c", - "v" - ], "type": "object" }, "prevDay": { @@ -3273,6 +3331,44 @@ "format": "double", "type": "number" }, + "SnapshotMinOHLCV": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, "SnapshotOHLCV": { "properties": { "c": { @@ -3657,11 +3753,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -3680,7 +3784,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -3705,6 +3811,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -3714,6 +3824,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -3732,7 +3846,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -3788,6 +3904,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", "properties": { @@ -3887,6 +4008,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -3896,6 +4021,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -3914,7 +4043,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -4043,6 +4174,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", "properties": { @@ -4142,6 +4278,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -4151,6 +4291,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -4169,7 +4313,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -5047,9 +5193,8 @@ "example": 100, "in": "query", "name": "amount", - "required": true, "schema": { - "default": 100, + "default": 1, "type": "number" } }, @@ -5085,7 +5230,9 @@ "exchange": 48, "timestamp": 1605555313000 }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", "status": "success", + "symbol": "AUD/USD", "to": "USD" }, "schema": { @@ -5132,6 +5279,12 @@ } } }, + "required": [ + "exchange", + "timestamp", + "ask", + "bid" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteCurrencies" @@ -5154,6 +5307,15 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "from", + "to", + "symbol", + "initialAmount", + "converted" + ], "type": "object" } }, @@ -5688,7 +5850,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -5696,7 +5858,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -5704,7 +5866,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -5712,7 +5874,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -5897,7 +6059,7 @@ "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "C:EUR-USD", + "example": "C:EURUSD", "in": "path", "name": "fxTicker", "required": true, @@ -6006,7 +6168,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6014,7 +6176,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6022,7 +6184,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6030,7 +6192,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6215,7 +6377,7 @@ "parameters": [ { "description": "The ticker symbol for which to get exponential moving average (EMA) data.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -6324,7 +6486,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6332,7 +6494,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6340,7 +6502,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6348,7 +6510,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6361,16 +6523,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "next_url": "https://api.polygon.io/v1/indicators/ema/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01MA", + "request_id": "b9201816341441eed663a90443c0623a", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678726291180?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366449650?limit=226&sort=desc" }, "values": [ { - "timestamp": 1681966800000, - "value": 33355.64416487007 + "timestamp": 1687237200000, + "value": 14452.002555459003 } ] }, @@ -6509,6 +6671,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -6636,7 +6799,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6644,7 +6807,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6652,7 +6815,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6660,7 +6823,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6954,7 +7117,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6962,7 +7125,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6970,7 +7133,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6978,7 +7141,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7281,7 +7444,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -7289,7 +7452,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -7297,7 +7460,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -7305,7 +7468,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7514,7 +7677,7 @@ "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "C:EUR-USD", + "example": "C:EURUSD", "in": "path", "name": "fxTicker", "required": true, @@ -7643,7 +7806,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -7651,7 +7814,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -7659,7 +7822,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -7667,7 +7830,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7876,7 +8039,7 @@ "parameters": [ { "description": "The ticker symbol for which to get MACD data.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -8005,7 +8168,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8013,7 +8176,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8021,7 +8184,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8029,7 +8192,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -8042,24 +8205,24 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/I:DJI?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "next_url": "https://api.polygon.io/v1/indicators/macd/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MTUwODAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0yJmxvbmdfd2luZG93PTI2Jm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2Umc2hvcnRfd2luZG93PTEyJnNpZ25hbF93aW5kb3c9OSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2ODcyMTkyMDAwMDA", + "request_id": "2eeda0be57e83cbc64cc8d1a74e84dbd", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678726155743?limit=129&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366537196?limit=121&sort=desc" }, "values": [ { - "histogram": -48.29157370302107, - "signal": 225.60959338746886, - "timestamp": 1681966800000, - "value": 177.3180196844478 + "histogram": -4.7646219788108795, + "signal": 220.7596784587801, + "timestamp": 1687237200000, + "value": 215.9950564799692 }, { - "histogram": -37.55634001543484, - "signal": 237.6824868132241, - "timestamp": 1681963200000, - "value": 200.12614679778926 + "histogram": 3.4518937661882205, + "signal": 221.9508339534828, + "timestamp": 1687219200000, + "value": 225.40272771967102 } ] }, @@ -8214,6 +8377,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -8361,7 +8525,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8369,7 +8533,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8377,7 +8541,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8385,7 +8549,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -8723,7 +8887,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8731,7 +8895,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8739,7 +8903,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8747,7 +8911,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9054,7 +9218,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9062,7 +9226,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9070,7 +9234,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9078,7 +9242,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9100,7 +9264,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -9263,7 +9427,7 @@ "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "C:EUR-USD", + "example": "C:EURUSD", "in": "path", "name": "fxTicker", "required": true, @@ -9372,7 +9536,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9380,7 +9544,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9388,7 +9552,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9396,7 +9560,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9418,7 +9582,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -9581,7 +9745,7 @@ "parameters": [ { "description": "The ticker symbol for which to get relative strength index (RSI) data.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -9690,7 +9854,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9698,7 +9862,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9706,7 +9870,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9714,7 +9878,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9727,16 +9891,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "next_url": "https://api.polygon.io/v1/indicators/rsi/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz0xNA", + "request_id": "28a8417f521f98e1d08f6ed7d1fbcad3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366658253?limit=66&sort=desc" }, "values": [ { - "timestamp": 1681966800000, - "value": 55.89394103205648 + "timestamp": 1687237200000, + "value": 73.98019439047955 } ] }, @@ -9875,6 +10039,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -10002,7 +10167,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10010,7 +10175,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10018,7 +10183,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10026,7 +10191,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10048,7 +10213,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -10320,7 +10485,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10328,7 +10493,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10336,7 +10501,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10344,7 +10509,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10366,7 +10531,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -10627,7 +10792,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10635,7 +10800,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10643,7 +10808,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10651,7 +10816,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10858,7 +11023,7 @@ "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "C:EUR-USD", + "example": "C:EURUSD", "in": "path", "name": "fxTicker", "required": true, @@ -10967,7 +11132,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10975,7 +11140,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10983,7 +11148,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10991,7 +11156,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11198,7 +11363,7 @@ "parameters": [ { "description": "The ticker symbol for which to get simple moving average (SMA) data.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -11307,7 +11472,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11315,7 +11480,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11323,7 +11488,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11331,7 +11496,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11344,16 +11509,16 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/I:DJI?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTQwNDcuNDEwMDAwMDAwMDAwMyUyQyUyMmglMjIlM0EwJTJDJTIybCUyMiUzQTAlMkMlMjJ0JTIyJTNBMTY3ODA4MjQwMDAwMCU3RCZhcz0mZXhwYW5kX3VuZGVybHlpbmc9ZmFsc2UmbGltaXQ9MTAmb3JkZXI9ZGVzYyZzZXJpZXNfdHlwZT1jbG9zZSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2NzgxNjUyMDAwMDAmd2luZG93PTU", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "next_url": "https://api.polygon.io/v1/indicators/sma/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01Mw", + "request_id": "4cae270008cb3f947e3f92c206e3888a", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:DJI/range/1/day/1063281600000/1678725829099?limit=35&sort=desc" + "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366378997?limit=240&sort=desc" }, "values": [ { - "timestamp": 1681966800000, - "value": 33236.3424 + "timestamp": 1687237200000, + "value": 14362.676417589264 } ] }, @@ -11492,6 +11657,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -11619,7 +11785,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11627,7 +11793,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11635,7 +11801,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11643,7 +11809,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11959,7 +12125,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11967,7 +12133,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11975,7 +12141,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11983,7 +12149,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -12265,6 +12431,12 @@ } } }, + "required": [ + "exchange", + "price", + "size", + "timestamp" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeCrypto" @@ -12283,6 +12455,11 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "symbol" + ], "type": "object" } }, @@ -12381,6 +12558,12 @@ } } }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteCurrencies" @@ -12399,6 +12582,11 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "symbol" + ], "type": "object" } }, @@ -12892,7 +13080,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -12907,7 +13095,6 @@ "name": "date", "required": true, "schema": { - "format": "date", "type": "string" } } @@ -12917,15 +13104,15 @@ "content": { "application/json": { "example": { - "afterHours": 31909.64, - "close": 32245.14, - "from": "2023-03-10", - "high": 32988.26, - "low": 32200.66, - "open": 32922.75, - "preMarket": 32338.23, + "afterHours": 11830.43006295237, + "close": 11830.28178808306, + "from": "2023-03-10T00:00:00.000Z", + "high": 12069.62262033557, + "low": 11789.85923449393, + "open": 12001.69552583921, + "preMarket": 12001.69552583921, "status": "OK", - "symbol": "I:DJI" + "symbol": "I:NDX" }, "schema": { "properties": { @@ -12983,6 +13170,12 @@ ], "type": "object" } + }, + "text/csv": { + "example": "from,open,high,low,close,afterHours,preMarket\n2023-01-10,12001.69552583921,12069.62262033557,11789.85923449393,11830.28178808306,26122646,11830.43006295237,12001.69552583921\n", + "schema": { + "type": "string" + } } }, "description": "The open/close of this stock symbol." @@ -12995,6 +13188,7 @@ "tags": [ "stocks:open-close" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -14256,6 +14450,7 @@ "icon_url": "https://api.polygon.io/icon.png", "logo_url": "https://api.polygon.io/logo.svg" }, + "last_updated": 1679597116344223500, "market_status": "closed", "name": "Norwegian Cruise Lines", "price": 22.3, @@ -14277,6 +14472,7 @@ "type": "stock" }, { + "last_updated": 1679597116344223500, "market_status": "closed", "name": "NCLH $5 Call", "options": { @@ -14306,6 +14502,7 @@ "type": "options" }, { + "last_updated": 1679597116344223500, "market_status": "open", "name": "Euro - United States Dollar", "price": 0.97989, @@ -14326,6 +14523,7 @@ "icon_url": "https://api.polygon.io/icon.png", "logo_url": "https://api.polygon.io/logo.svg" }, + "last_updated": 1679597116344223500, "market_status": "open", "name": "Bitcoin - United States Dollar", "price": 32154.68, @@ -14377,6 +14575,15 @@ "description": "The error while looking for this ticker.", "type": "string" }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, "market_status": { "description": "The market status for the market that trades this ticker.", "type": "string" @@ -14424,7 +14631,7 @@ "type": "number" }, "strike_price": { - "description": "The strike price of the option contract", + "description": "The strike price of the option contract.", "format": "double", "type": "number" }, @@ -14469,12 +14676,12 @@ "type": "number" }, "early_trading_change": { - "description": "Today\u2019s early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "description": "Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", "format": "double", "type": "number" }, "early_trading_change_percent": { - "description": "Today\u2019s early trading change as a percentage.", + "description": "Today's early trading change as a percentage.", "format": "double", "type": "number" }, @@ -14484,12 +14691,12 @@ "type": "number" }, "late_trading_change": { - "description": "Today\u2019s late trading change amount, difference between price and today\u2019s close if in late trading hours, otherwise difference between last price during late trading and today\u2019s close.", + "description": "Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close.", "format": "double", "type": "number" }, "late_trading_change_percent": { - "description": "Today\u2019s late trading change as a percentage.", + "description": "Today's late trading change as a percentage.", "format": "double", "type": "number" }, @@ -14508,6 +14715,11 @@ "format": "double", "type": "number" }, + "price": { + "description": "The price of the most recent trade or bid price for this asset.", + "format": "double", + "type": "number" + }, "volume": { "description": "The trading volume for the asset for the day.", "format": "double", @@ -14551,7 +14763,8 @@ "market_status", "type", "session", - "options" + "options", + "last_updated" ], "type": "object", "x-polygon-go-type": { @@ -15410,6 +15623,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -15862,6 +16076,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -16089,7 +16304,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -16107,17 +16322,17 @@ "request_id": "b2170df985474b6d21a6eeccfb6bee67", "results": [ { - "T": "I:DJI", - "c": 33786.62, - "h": 33786.62, - "l": 33677.74, - "o": 33677.74, - "t": 1682020800000 + "T": "I:NDX", + "c": 15070.14948566977, + "h": 15127.4195807999, + "l": 14946.7243781848, + "o": 15036.48391066877, + "t": 1687291200000 } ], "resultsCount": 1, "status": "OK", - "ticker": "I:DJI" + "ticker": "I:NDX" }, "schema": { "allOf": [ @@ -16206,6 +16421,12 @@ } ] } + }, + "text/csv": { + "example": "T,c,h,l,o,t,v,vw\nI:NDX,15036.48391066877,15070.14948566977,15127.4195807999,14946.7243781848,1687291200000\n", + "schema": { + "type": "string" + } } }, "description": "The previous day OHLC for a index." @@ -16218,6 +16439,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -16234,7 +16456,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -16260,6 +16482,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -16323,22 +16546,22 @@ "request_id": "0cf72b6da685bcd386548ffe2895904a", "results": [ { - "c": 32245.14, - "h": 32988.26, - "l": 32200.66, - "o": 32922.75, + "c": 11995.88235998666, + "h": 12340.44936267155, + "l": 11970.34221717375, + "o": 12230.83658266843, "t": 1678341600000 }, { - "c": 31787.7, - "h": 32422.100000000002, - "l": 31786.06, - "o": 32198.9, + "c": 11830.28178808306, + "h": 12069.62262033557, + "l": 11789.85923449393, + "o": 12001.69552583921, "t": 1678428000000 } ], "status": "OK", - "ticker": "I:DJI" + "ticker": "I:NDX" }, "schema": { "allOf": [ @@ -16427,6 +16650,12 @@ } ] } + }, + "text/csv": { + "example": "c,h,l,n,o,t\n11995.88235998666,12340.44936267155,11970.34221717375,12230.83658266843,1678341600000\n11830.28178808306,12069.62262033557,11789.85923449393,12001.69552583921,1678341600000\n", + "schema": { + "type": "string" + } } }, "description": "Index Aggregates." @@ -16439,6 +16668,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -16665,6 +16895,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -17112,6 +17343,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -17479,6 +17711,12 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteResult" @@ -17489,6 +17727,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -17566,7 +17808,8 @@ "r": 202, "s": 25, "t": 1617901342969834000, - "x": 312 + "x": 312, + "y": 1617901342969834000 }, "status": "OK" }, @@ -17642,6 +17885,15 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeResult" @@ -17652,6 +17904,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -17809,6 +18065,15 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeResult" @@ -17819,6 +18084,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -18307,7 +18576,9 @@ "c": 0.296, "h": 0.296, "l": 0.294, + "n": 2, "o": 0.296, + "t": 1684427880000, "v": 123.4866, "vw": 0 }, @@ -18389,6 +18660,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastTrade": { "allOf": [ { @@ -18455,11 +18731,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -18477,7 +18761,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -18646,7 +18932,9 @@ "c": 16235.1, "h": 16264.29, "l": 16129.3, + "n": 558, "o": 16257.51, + "t": 1684428960000, "v": 19.30791925, "vw": 0 }, @@ -18738,6 +19026,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastTrade": { "allOf": [ { @@ -18804,11 +19097,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -18826,7 +19127,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -19185,7 +19488,9 @@ "c": 0.062377, "h": 0.062377, "l": 0.062377, + "n": 2, "o": 0.062377, + "t": 1684426740000, "v": 35420, "vw": 0 }, @@ -19259,6 +19564,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastTrade": { "allOf": [ { @@ -19325,11 +19635,19 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -19347,7 +19665,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -19512,7 +19832,9 @@ "c": 0.117769, "h": 0.11779633, "l": 0.11773698, + "n": 1, "o": 0.11778, + "t": 1684422000000, "v": 202 }, "prevDay": { @@ -19587,6 +19909,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker.", "properties": { @@ -19635,24 +19962,25 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" } }, - "required": [ - "o", - "h", - "l", - "c", - "v" - ], "type": "object" }, "prevDay": { @@ -19816,7 +20144,9 @@ "c": 1.18396, "h": 1.18423, "l": 1.1838, + "n": 85, "o": 1.18404, + "t": 1684422000000, "v": 41 }, "prevDay": { @@ -19901,6 +20231,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker.", "properties": { @@ -19949,24 +20284,25 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" } }, - "required": [ - "o", - "h", - "l", - "c", - "v" - ], "type": "object" }, "prevDay": { @@ -20131,7 +20467,9 @@ "c": 0.886156, "h": 0.886156, "l": 0.886156, + "n": 1, "o": 0.886156, + "t": 1684422000000, "v": 1 }, "prevDay": { @@ -20206,6 +20544,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker.", "properties": { @@ -20254,24 +20597,25 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", "type": "number" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", "type": "number" } }, - "required": [ - "o", - "h", - "l", - "c", - "v" - ], "type": "object" }, "prevDay": { @@ -20460,7 +20804,9 @@ "c": 20.506, "h": 20.506, "l": 20.506, + "n": 1, "o": 20.506, + "t": 1684428600000, "v": 5000, "vw": 20.5105 }, @@ -20550,6 +20896,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", "properties": { @@ -20649,6 +21000,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -20658,6 +21013,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -20676,7 +21035,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -20848,7 +21209,9 @@ "c": 120.4201, "h": 120.468, "l": 120.37, + "n": 762, "o": 120.435, + "t": 1684428720000, "v": 270796, "vw": 120.4129 }, @@ -20944,6 +21307,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", "properties": { @@ -21043,6 +21411,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -21052,6 +21424,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -21070,7 +21446,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -21251,7 +21629,9 @@ "c": 14.2284, "h": 14.325, "l": 14.2, + "n": 5, "o": 14.28, + "t": 1684428600000, "v": 6108, "vw": 14.2426 }, @@ -21337,6 +21717,11 @@ ], "type": "object" }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, "lastQuote": { "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", "properties": { @@ -21436,6 +21821,10 @@ "format": "double", "type": "number" }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, "o": { "description": "The open price for the symbol in the given time period.", "format": "double", @@ -21445,6 +21834,10 @@ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", "type": "boolean" }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "type": "integer" + }, "v": { "description": "The trading volume of the symbol in the given time period.", "format": "double", @@ -21463,7 +21856,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -22245,7 +22640,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22253,7 +22648,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22261,7 +22656,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22269,7 +22664,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22325,17 +22720,17 @@ "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { - "ask_exchange": "48,", - "ask_price": "1.18565,", - "bid_exchange": "48,", - "bid_price": "1.18558,", + "ask_exchange": 48, + "ask_price": 1.18565, + "bid_exchange": 48, + "bid_price": 1.18558, "participant_timestamp": 1625097600000000000 }, { - "ask_exchange": "48,", - "ask_price": "1.18565,", - "bid_exchange": "48,", - "bid_price": "1.18559,", + "ask_exchange": 48, + "ask_price": 1.18565, + "bid_exchange": 48, + "bid_price": 1.18559, "participant_timestamp": 1625097600000000000 } ], @@ -22378,6 +22773,9 @@ } } }, + "required": [ + "participant_timestamp" + ], "type": "object" }, "type": "array" @@ -22387,6 +22785,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -22464,7 +22865,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22472,7 +22873,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22480,7 +22881,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22488,7 +22889,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22618,6 +23019,10 @@ } } }, + "required": [ + "sip_timestamp", + "sequence_number" + ], "type": "object" }, "type": "array" @@ -22627,6 +23032,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -22697,7 +23105,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22705,7 +23113,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22713,7 +23121,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22721,7 +23129,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22908,7 +23316,15 @@ } } }, - "type": "object" + "required": [ + "participant_timestamp", + "sequence_number", + "sip_timestamp" + ], + "type": "object", + "x-polygon-go-type": { + "name": "CommonQuote" + } }, "type": "array" }, @@ -22917,6 +23333,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -23830,7 +24249,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gte", "schema": { @@ -23838,7 +24257,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gt", "schema": { @@ -23846,7 +24265,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lte", "schema": { @@ -23854,7 +24273,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lt", "schema": { @@ -23862,7 +24281,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.gte", "schema": { @@ -23871,7 +24290,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.gt", "schema": { @@ -23880,7 +24299,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.lte", "schema": { @@ -23889,7 +24308,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.lt", "schema": { @@ -23898,7 +24317,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.gte", "schema": { @@ -23907,7 +24326,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.gt", "schema": { @@ -23916,7 +24335,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.lte", "schema": { @@ -23925,7 +24344,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.lt", "schema": { @@ -23934,7 +24353,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.gte", "schema": { @@ -23943,7 +24362,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.gt", "schema": { @@ -23952,7 +24371,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.lte", "schema": { @@ -23961,7 +24380,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.lt", "schema": { @@ -23970,7 +24389,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.gte", "schema": { @@ -23979,7 +24398,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.gt", "schema": { @@ -23988,7 +24407,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.lte", "schema": { @@ -23997,7 +24416,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.lt", "schema": { @@ -24006,7 +24425,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.gte", "schema": { @@ -24014,7 +24433,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.gt", "schema": { @@ -24022,7 +24441,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.lte", "schema": { @@ -24030,7 +24449,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.lt", "schema": { @@ -24276,401 +24695,58 @@ ] } } - }, - "post": { - "description": "Manually add Polygon a dividend.", - "operationId": "CreateDividend", + } + }, + "/v3/reference/exchanges": { + "get": { + "description": "List all exchanges that Polygon.io knows about.", + "operationId": "ListExchanges", "parameters": [ { - "description": "If true don't trigger overlay", + "description": "Filter by asset class.", "in": "query", - "name": "skip_overlay_trigger", + "name": "asset_class", "schema": { - "default": false, - "type": "boolean" + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + } + }, + { + "description": "Filter by locale.", + "in": "query", + "name": "locale", + "schema": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" } } ], - "requestBody": { - "content": { - "application/json": { - "schema": { - "properties": { - "cash_amount": { - "description": "The cash amount of the dividend per share owned.", - "type": "number", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "currency": { - "description": "The currency in which the dividend is paid.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "declaration_date": { - "description": "The date that the dividend was announced.", - "type": "string" - }, - "dividend_type": { - "description": "The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD.\nSpecial Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC.\nLong-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively.", - "enum": [ - "CD", - "SC", - "LT", - "ST" - ], - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "ex_dividend_date": { - "description": "The date that the stock first trades without the dividend, determined by the exchange.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "frequency": { - "description": "The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), and 12 (monthly).", - "type": "integer", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "pay_date": { - "description": "The date that the dividend is paid out.", - "type": "string" - }, - "record_date": { - "description": "The date that the stock must be held to receive the dividend, set by the company.", - "type": "string" - }, - "ticker": { - "description": "The ticker symbol of the dividend.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - } - }, - "required": [ - "ticker", - "ex_dividend_date", - "frequency", - "cash_amount", - "dividend_type" - ], - "type": "object", - "x-polygon-go-struct-tags": { - "tags": [ - "db" - ] - } - } - } - }, - "description": "Pass the desired dividend in the request body.", - "required": true - }, "responses": { "200": { "content": { "application/json": { "schema": { "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, "request_id": { - "type": "string" - }, - "results": { - "properties": { - "cash_amount": { - "description": "The cash amount of the dividend per share owned.", - "type": "number", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "currency": { - "description": "The currency in which the dividend is paid.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "declaration_date": { - "description": "The date that the dividend was announced.", - "type": "string" - }, - "dividend_type": { - "description": "The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD.\nSpecial Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC.\nLong-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively.", - "enum": [ - "CD", - "SC", - "LT", - "ST" - ], - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "ex_dividend_date": { - "description": "The date that the stock first trades without the dividend, determined by the exchange.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "frequency": { - "description": "The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), and 12 (monthly).", - "type": "integer", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - }, - "pay_date": { - "description": "The date that the dividend is paid out.", - "type": "string" - }, - "record_date": { - "description": "The date that the stock must be held to receive the dividend, set by the company.", - "type": "string" - }, - "ticker": { - "description": "The ticker symbol of the dividend.", - "type": "string", - "x-polygon-go-field-tags": { - "tags": [ - { - "key": "binding", - "value": "required" - } - ] - } - } - }, - "required": [ - "ticker", - "ex_dividend_date", - "frequency", - "cash_amount", - "dividend_type" - ], - "type": "object", - "x-polygon-go-struct-tags": { - "tags": [ - "db" - ] - } - }, - "status": { - "type": "string" - } - }, - "required": [ - "request_id" - ], - "type": "object" - } - } - }, - "description": "OK" - }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "type": "string" - }, - "request_id": { - "type": "string" - }, - "status": { - "type": "string" - } - }, - "required": [ - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "the requested update was unable to be performed due to an invalid request body" - }, - "409": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "type": "string" - }, - "request_id": { - "type": "string" - }, - "status": { - "type": "string" - } - }, - "required": [ - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "a dividend already exists for this date and ticker" - }, - "default": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "type": "string" - }, - "request_id": { - "type": "string" - }, - "status": { - "type": "string" - } - }, - "required": [ - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "unknown error" - } - }, - "summary": "Dividends v3", - "tags": [ - "reference:stocks" - ], - "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" - } - } - }, - "/v3/reference/exchanges": { - "get": { - "description": "List all exchanges that Polygon.io knows about.", - "operationId": "ListExchanges", - "parameters": [ - { - "description": "Filter by asset class.", - "in": "query", - "name": "asset_class", - "schema": { - "description": "An identifier for a group of similar financial instruments.", - "enum": [ - "stocks", - "options", - "crypto", - "fx" - ], - "example": "stocks", - "type": "string" - } - }, - { - "description": "Filter by locale.", - "in": "query", - "name": "locale", - "schema": { - "description": "An identifier for a geographical location.", - "enum": [ - "us", - "global" - ], - "example": "us", - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "schema": { - "properties": { - "count": { - "description": "The total number of results for this request.", - "example": 1, - "type": "integer" - }, - "request_id": { - "description": "A request ID assigned by the server.", - "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", "type": "string" }, "results": { @@ -24926,7 +25002,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.gte", "schema": { @@ -24934,7 +25010,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.gt", "schema": { @@ -24942,7 +25018,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.lte", "schema": { @@ -24950,7 +25026,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.lt", "schema": { @@ -24958,7 +25034,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gte", "schema": { @@ -24966,7 +25042,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gt", "schema": { @@ -24974,7 +25050,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lte", "schema": { @@ -24982,7 +25058,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lt", "schema": { @@ -24990,7 +25066,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gte", "schema": { @@ -24998,7 +25074,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gt", "schema": { @@ -25006,7 +25082,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lte", "schema": { @@ -25014,7 +25090,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lt", "schema": { @@ -25667,7 +25743,7 @@ }, "/v3/reference/tickers": { "get": { - "description": "Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex.", + "description": "Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Indices, Forex, and Crypto.", "operationId": "ListTickers", "parameters": [ { @@ -25780,7 +25856,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gte", "schema": { @@ -25788,7 +25864,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gt", "schema": { @@ -25796,7 +25872,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lte", "schema": { @@ -25804,7 +25880,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lt", "schema": { @@ -26465,54 +26541,771 @@ "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", "type": "string" }, - "weighted_shares_outstanding": { - "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.", - "format": "double", - "type": "number" + "weighted_shares_outstanding": { + "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.", + "format": "double", + "type": "number" + } + }, + "required": [ + "ticker", + "name", + "market", + "locale", + "active", + "currency_name" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ReferenceTicker", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "schema": { + "type": "string" + } + } + }, + "description": "Reference Tickers." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Ticker Details v3", + "tags": [ + "reference:tickers:get" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v3/snapshot": { + "get": { + "description": "Get snapshots for assets of all types", + "operationId": "Snapshots", + "parameters": [ + { + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "anyOf": { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "enabled": true, + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX" + }, + "range": true, + "type": "string" + } + }, + { + "description": "Query by the type of asset.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "indices" + ], + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "abc123", + "results": [ + { + "break_even_price": 171.075, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_exchange": 12, + "ask_size": 110, + "bid": 20.9, + "bid_exchange": 10, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "NCLH $5 Call", + "open_interest": 8921, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options", + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }, + { + "last_quote": { + "ask": 21.25, + "ask_exchange": 300, + "ask_size": 110, + "bid": 20.9, + "bid_exchange": 323, + "bid_size": 172, + "last_updated": 1636573458756383500, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "id": "4064", + "last_updated": 1675280958783136800, + "price": 0.05, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "Apple Inc.", + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "AAPL", + "type": "stocks" + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "TSLAAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "type": "string" + }, + "results": { + "items": { + "properties": { + "break_even_price": { + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", + "format": "double", + "type": "number" + }, + "details": { + "description": "The details for this contract.", + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + } + }, + "required": [ + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object" + }, + "error": { + "description": "The error while looking for this ticker.", + "type": "string" + }, + "greeks": { + "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "ask_size": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "bid_size": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "last_updated", + "timeframe", + "ask", + "bid", + "last_updated", + "timeframe" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotLastQuote" + } + }, + "last_trade": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "type": "integer" + }, + "id": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.", + "type": "string" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "participant_timestamp": { + "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "last_updated", + "timeframe", + "participant_timestamp", + "price", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotLastTrade" + } + }, + "market_status": { + "description": "The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading.\nPossible values for indices snapshots are regular_trading, closed, early_trading, and late_trading.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "The name of this contract.", + "type": "string" + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "session": { + "properties": { + "change": { + "description": "The value of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price of the asset for the day.", + "format": "double", + "type": "number" + }, + "early_trading_change": { + "description": "Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "format": "double", + "type": "number" + }, + "early_trading_change_percent": { + "description": "Today's early trading change as a percentage.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "late_trading_change": { + "description": "Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close.", + "format": "double", + "type": "number" + }, + "late_trading_change_percent": { + "description": "Today's late trading change as a percentage.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price of the asset for the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price of the asset for the previous trading day.", + "format": "double", + "type": "number" + }, + "price": { + "description": "The price of the most recent trade or bid price for this asset.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the asset for the day.", + "format": "double", + "type": "number" + } + }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Session" + } + }, + "ticker": { + "description": "The ticker symbol for the asset.", + "type": "string" + }, + "type": { + "description": "The asset class for this ticker.", + "enum": [ + "stocks", + "options", + "fx", + "crypto" + ], + "type": "string" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "last_updated", + "timeframe", + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + }, + "value": { + "description": "Value of Index.", + "type": "number" + } + }, + "required": [ + "ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotResponseModel" } }, - "required": [ - "ticker", - "name", - "market", - "locale", - "active", - "currency_name" - ], - "type": "object", - "x-polygon-go-type": { - "name": "ReferenceTicker", - "path": "github.com/polygon-io/go-lib-models/v2/globals" - } + "type": "array" }, "status": { "description": "The status of this request's response.", "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } - }, - "text/csv": { - "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", - "schema": { - "type": "string" - } } }, - "description": "Reference Tickers." - }, - "401": { - "description": "Unauthorized - Check our API Key and account status" + "description": "Snapshots for the ticker list" } }, - "summary": "Ticker Details v3", - "tags": [ - "reference:tickers:get" + "summary": "Universal Snapshot", + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } ], "x-polygon-entitlement-data-type": { - "description": "Reference data", - "name": "reference" + "description": "Snapshot data", + "name": "snapshots" + }, + "x-polygon-entitlement-market-type": { + "description": "All asset classes", + "name": "universal" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250, + "min": 1 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker" + ] + } } } }, @@ -26523,12 +27316,94 @@ "parameters": [ { "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", - "example": "I:SPX", + "example": "I:DJI", "in": "query", "name": "ticker.any_of", "schema": { "type": "string" } + }, + { + "description": "Search a range of tickers lexicographically.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker" + ], + "example": "ticker", + "type": "string" + } } ], "responses": { @@ -26539,8 +27414,9 @@ "request_id": "6a7e466379af0a71039d60cc78e72282", "results": [ { + "last_updated": 1679597116344223500, "market_status": "closed", - "name": "S&P 500", + "name": "Dow Jones Industrial Average", "session": { "change": -50.01, "change_percent": -1.45, @@ -26550,7 +27426,7 @@ "open": 3827.38, "previous_close": 3812.19 }, - "ticker": "I:SPX", + "ticker": "I:DJI", "timeframe": "REAL-TIME", "type": "indices", "value": 3822.39 @@ -26570,6 +27446,10 @@ }, "schema": { "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, "request_id": { "type": "string" }, @@ -26580,6 +27460,15 @@ "description": "The error while looking for this ticker.", "type": "string" }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, "market_status": { "description": "The market status for the market that trades this ticker.", "type": "string" @@ -26639,6 +27528,14 @@ "description": "Ticker of asset queried.", "type": "string" }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, "type": { "description": "The indices market.", "enum": [ @@ -26652,7 +27549,9 @@ } }, "required": [ - "ticker" + "ticker", + "timeframe", + "last_updated" ], "type": "object", "x-polygon-go-type": { @@ -26698,6 +27597,18 @@ "x-polygon-entitlement-market-type": { "description": "Indices data", "name": "indices" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker" + ] + } } } }, @@ -26708,7 +27619,7 @@ "parameters": [ { "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", + "example": "EVRI", "in": "path", "name": "underlyingAsset", "required": true, @@ -26752,7 +27663,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gte", "schema": { @@ -26760,7 +27671,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gt", "schema": { @@ -26768,7 +27679,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lte", "schema": { @@ -26776,7 +27687,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lt", "schema": { @@ -26784,7 +27695,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gte", "schema": { @@ -26792,7 +27703,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gt", "schema": { @@ -26800,7 +27711,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lte", "schema": { @@ -26808,7 +27719,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lt", "schema": { @@ -26935,7 +27846,7 @@ "items": { "properties": { "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", "format": "double", "type": "number" }, @@ -27016,6 +27927,7 @@ } }, "details": { + "description": "The details for this contract.", "properties": { "contract_type": { "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", @@ -27054,7 +27966,7 @@ "type": "number" }, "ticker": { - "description": "The ticker for the option contract.", + "description": "The ticker symbol for the asset.", "type": "string" } }, @@ -27072,7 +27984,7 @@ } }, "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -27095,6 +28007,12 @@ "type": "number" } }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], "type": "object", "x-polygon-go-type": { "name": "Greeks" @@ -27113,6 +28031,11 @@ "format": "double", "type": "number" }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, "ask_size": { "description": "The ask size.", "format": "double", @@ -27123,6 +28046,11 @@ "format": "double", "type": "number" }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, "bid_size": { "description": "The bid size.", "format": "double", @@ -27279,8 +28207,8 @@ "last_quote", "underlying_asset", "details", + "cha", "break_even_price", - "implied_volatility", "open_interest" ], "type": "object", @@ -27351,7 +28279,7 @@ "parameters": [ { "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", + "example": "EVRI", "in": "path", "name": "underlyingAsset", "required": true, @@ -27361,7 +28289,7 @@ }, { "description": "The option contract identifier.", - "example": "O:AAPL230616C00150000", + "example": "O:EVRI240119C00002500", "in": "path", "name": "optionContract", "required": true, @@ -27407,8 +28335,10 @@ "implied_volatility": 0.3048997097864957, "last_quote": { "ask": 21.25, + "ask_exchange": 301, "ask_size": 110, "bid": 20.9, + "bid_exchange": 301, "bid_size": 172, "last_updated": 1636573458756383500, "midpoint": 21.075, @@ -27447,7 +28377,7 @@ "results": { "properties": { "break_even_price": { - "description": "The price the underlying asset for the contract to break even. For a call this value is (strike price + premium paid), where a put this value is (strike price - premium paid)", + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", "format": "double", "type": "number" }, @@ -27528,6 +28458,7 @@ } }, "details": { + "description": "The details for this contract.", "properties": { "contract_type": { "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", @@ -27566,7 +28497,7 @@ "type": "number" }, "ticker": { - "description": "The ticker for the option contract.", + "description": "The ticker symbol for the asset.", "type": "string" } }, @@ -27584,7 +28515,7 @@ } }, "greeks": { - "description": "The greeks for this contract. This is only returned if your current plan includes greeks.", + "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -27607,6 +28538,12 @@ "type": "number" } }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], "type": "object", "x-polygon-go-type": { "name": "Greeks" @@ -27625,6 +28562,11 @@ "format": "double", "type": "number" }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, "ask_size": { "description": "The ask size.", "format": "double", @@ -27635,6 +28577,11 @@ "format": "double", "type": "number" }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, "bid_size": { "description": "The bid size.", "format": "double", @@ -27791,8 +28738,8 @@ "last_quote", "underlying_asset", "details", + "cha", "break_even_price", - "implied_volatility", "open_interest" ], "type": "object", @@ -27873,7 +28820,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -27881,7 +28828,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -27889,7 +28836,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -27897,7 +28844,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28024,6 +28971,12 @@ "type": "number" } }, + "required": [ + "exchange", + "price", + "size", + "id" + ], "type": "object" }, "type": "array" @@ -28033,6 +28986,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -28110,7 +29066,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -28118,7 +29074,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -28126,7 +29082,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -28134,7 +29090,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28267,6 +29223,12 @@ "type": "number" } }, + "required": [ + "exchange", + "price", + "sip_timestamp", + "size" + ], "type": "object" }, "type": "array" @@ -28276,6 +29238,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -28346,7 +29311,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -28354,7 +29319,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -28362,7 +29327,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -28370,7 +29335,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28541,7 +29506,19 @@ } } }, - "type": "object" + "required": [ + "exchange", + "id", + "price", + "sequence_number", + "sip_timestamp", + "participant_timestamp", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "CommonTrade" + } }, "type": "array" }, @@ -28550,6 +29527,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -29133,7 +30113,7 @@ "financials": { "properties": { "balance_sheet": { - "description": "Balance sheet.\nNote that the keys in this object can be any of the balance sheet concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.", + "description": "Balance sheet.\nThe keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms.", "properties": { "*": { "description": "An individual financial data point.", @@ -29185,15 +30165,15 @@ "type": "object" }, "cash_flow_statement": { - "description": "Cash flow statement.\nNote that the keys in this object can be any of the cash flow statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Cash flow statement.\nThe keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" }, "comprehensive_income": { - "description": "Comprehensive income.\nNote that the keys in this object can be any of the comprehensive income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Comprehensive income.\nThe keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" }, "income_statement": { - "description": "Income statement.\nNote that the keys in this object can be any of the income statement concepts defined in this table of fundamental accounting concepts but converted to `snake_case`.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Income statement.\nThe keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" } }, @@ -29565,7 +30545,8 @@ "/v2/snapshot/locale/global/markets/crypto/tickers", "/v2/snapshot/locale/global/markets/crypto/{direction}", "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}", - "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book" + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book", + "/v3/snapshot" ] }, { @@ -29655,7 +30636,8 @@ "paths": [ "/v2/snapshot/locale/global/markets/forex/tickers", "/v2/snapshot/locale/global/markets/forex/{direction}", - "/v2/snapshot/locale/global/markets/forex/tickers/{ticker}" + "/v2/snapshot/locale/global/markets/forex/tickers/{ticker}", + "/v3/snapshot" ] }, { @@ -29726,7 +30708,8 @@ { "group": "Snapshots", "paths": [ - "/v3/snapshot/indices" + "/v3/snapshot/indices", + "/v3/snapshot" ] } ], @@ -29796,7 +30779,8 @@ "group": "Snapshots", "paths": [ "/v3/snapshot/options/{underlyingAsset}/{optionContract}", - "/v3/snapshot/options/{underlyingAsset}" + "/v3/snapshot/options/{underlyingAsset}", + "/v3/snapshot" ] }, { @@ -29931,7 +30915,8 @@ "paths": [ "/v2/snapshot/locale/us/markets/stocks/tickers", "/v2/snapshot/locale/us/markets/stocks/{direction}", - "/v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}" + "/v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}", + "/v3/snapshot" ] }, { @@ -29975,6 +30960,11 @@ "/v3/reference/tickers/types" ] }, + { + "paths": [ + "/vX/reference/tickers/taxonomies" + ] + }, { "paths": [ "/v1/marketstatus/upcoming" diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 267b522d..0738b167 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -48,6 +48,11 @@ "/stocks/LULD" ] }, + { + "paths": [ + "/business/stocks/FMV" + ] + }, { "paths": [ "/launchpad/stocks/AM" @@ -84,6 +89,11 @@ "/options/Q" ] }, + { + "paths": [ + "/business/options/FMV" + ] + }, { "paths": [ "/launchpad/options/AM" @@ -110,6 +120,11 @@ "/forex/C" ] }, + { + "paths": [ + "/business/forex/FMV" + ] + }, { "paths": [ "/launchpad/forex/AM" @@ -146,6 +161,11 @@ "/crypto/XL2" ] }, + { + "paths": [ + "/business/crypto/FMV" + ] + }, { "paths": [ "/launchpad/crypto/AM" @@ -915,6 +935,79 @@ ] } }, + "/business/stocks/FMV": { + "get": { + "summary": "Fair Market Value", + "description": "Real-time fair market value for a given stock ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^([a-zA-Z]+)$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a fair market value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "FMV" + ], + "description": "The event type." + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "FMV", + "val": 189.22, + "sym": "AAPL", + "t": 1678220098130 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "indicative-price", + "description": "Indicative Price" + }, + "x-polygon-entitlement-market-type": { + "name": "stocks", + "description": "Stocks data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/launchpad/stocks/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -1608,6 +1701,79 @@ ] } }, + "/business/options/FMV": { + "get": { + "summary": "Fair Market Value", + "description": "Real-time fair market value for a given options ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(([a-zA-Z]+|[0-9])+)$/" + }, + "example": "O:SPY241220P00720000" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a fair market value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "FMV" + ], + "description": "The event type." + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "FMV", + "val": 7.2, + "sym": "O:TSLA210903C00700000", + "t": 1401715883806000000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "indicative-price", + "description": "Indicative Price" + }, + "x-polygon-entitlement-market-type": { + "name": "options", + "description": "Options data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/launchpad/options/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -2005,6 +2171,79 @@ ] } }, + "/business/forex/FMV": { + "get": { + "summary": "Fair Market Value", + "description": "Real-time fair market value for a given forex ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a fair market value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "FMV" + ], + "description": "The event type." + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "FMV", + "val": 1.0631, + "sym": "C:EURUSD", + "t": 1678220098130 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "indicative-price", + "description": "Indicative Price" + }, + "x-polygon-entitlement-market-type": { + "name": "fx", + "description": "Forex data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/launchpad/forex/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -2646,6 +2885,79 @@ ] } }, + "/business/crypto/FMV": { + "get": { + "summary": "Fair Market Value", + "description": "Real-time fair market value for a given crypto ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]*)-(?[A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a fair market value event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "FMV" + ], + "description": "The event type." + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } + }, + "example": { + "ev": "FMV", + "val": 33021.9, + "sym": "X:BTC-USD", + "t": 1610462007425 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "indicative-price", + "description": "Indicative Price" + }, + "x-polygon-entitlement-market-type": { + "name": "crypto", + "description": "Crypto data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/launchpad/crypto/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -4621,6 +4933,27 @@ "description": "The nanosecond timestamp." } } + }, + "BusinessWebsocketFairMarketValue": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "FMV" + ], + "description": "The event type." + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + }, + "sym": { + "description": "The ticker symbol for the given security." + }, + "t": { + "description": "The nanosecond timestamp." + } + } } }, "parameters": { diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index f655dcf3..d97f17c3 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -90,6 +90,7 @@ class TickerSnapshot: todays_change: Optional[float] = None todays_change_percent: Optional[float] = None updated: Optional[int] = None + fair_market_value: Optional[float] = None @staticmethod def from_dict(d): @@ -107,6 +108,7 @@ def from_dict(d): todays_change=d.get("todaysChange", None), todays_change_percent=d.get("todaysChangePerc", None), updated=d.get("updated", None), + fair_market_value=d.get("fmv", None), ) @@ -215,6 +217,7 @@ class OptionContractSnapshot: last_trade: Optional[LastTradeOptionContractSnapshot] = None open_interest: Optional[float] = None underlying_asset: Optional[UnderlyingAsset] = None + fair_market_value: Optional[float] = None @staticmethod def from_dict(d): @@ -238,6 +241,7 @@ def from_dict(d): underlying_asset=None if "underlying_asset" not in d else UnderlyingAsset.from_dict(d["underlying_asset"]), + fair_market_value=d.get("fmv", None), ) @@ -391,6 +395,7 @@ class UniversalSnapshot: open_interest: Optional[float] = None market_status: Optional[str] = None name: Optional[str] = None + fair_market_value: Optional[float] = None error: Optional[str] = None message: Optional[str] = None @@ -420,6 +425,7 @@ def from_dict(d): open_interest=d.get("open_interest", None), market_status=d.get("market_status", None), name=d.get("name", None), + fair_market_value=d.get("fmv", None), error=d.get("error", None), message=d.get("message", None), ) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 95148f13..b39f9f87 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -9,6 +9,16 @@ class Feed(Enum): PolyFeedPlus = "polyfeedplus.polygon.io" StarterFeed = "starterfeed.polygon.io" Launchpad = "launchpad.polygon.io" + Business = "business.polygon.io" + EdgxBusiness = "edgx-business.polygon.io" + DelayedBusiness = "delayed-business.polygon.io" + DelayedEdgxBusiness = "delayed-edgx-business.polygon.io" + DelayedNasdaqLastSaleBusiness = "delayed-nasdaq-last-sale-business.polygon.io" + DelayedNasdaqBasic = "delayed-nasdaq-basic-business.polygon.io" + DelayedFullMarketBusiness = "delayed-fullmarket-business.polygon.io" + FullMarketBusiness = "fullmarket-business.polygon.io" + NasdaqLastSaleBusiness = "nasdaq-last-sale-business.polygon.io" + NasdaqBasicBusiness = "nasdaq-basic-business.polygon.io" class Market(Enum): @@ -40,3 +50,7 @@ class EventType(Enum): """ LaunchpadValue = "LV" LaunchpadAggMin = "AM" + """Business* EventTypes are only available to Business users. These values are the same across all asset classes ( + stocks, options, forex, crypto). + """ + BusinessFairMarketValue = "FMV" diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 1227131d..48061e16 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -342,6 +342,23 @@ def from_dict(d): ) +@modelclass +class FairMarketValue: + event_type: Optional[Union[str, EventType]] = None + fmv: Optional[float] = None + ticker: Optional[str] = None + timestamp: Optional[int] = None + + @staticmethod + def from_dict(d): + return LaunchpadValue( + event_type=d.get("ev", None), + fmv=d.get("fmv", None), + ticker=d.get("sym", None), + timestamp=d.get("t", None), + ) + + WebSocketMessage = NewType( "WebSocketMessage", List[ diff --git a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json index 08a7cefb..fb382df2 100644 --- a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json +++ b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/AAPL.json @@ -10,6 +10,7 @@ "v": 68840127, "vw": 162.7124 }, + "fmv": 160.315, "lastQuote": { "P": 159.99, "S": 5, diff --git a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json index 2bb197f3..4316f2cc 100644 --- a/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json +++ b/test_rest/mocks/v2/snapshot/locale/us/markets/stocks/tickers/index.json @@ -11,6 +11,7 @@ "v": 37216, "vw": 20.616 }, + "fmv": 20.5, "lastQuote": { "P": 20.6, "S": 22, diff --git a/test_rest/mocks/v3/snapshot.json b/test_rest/mocks/v3/snapshot.json index c9ccb730..9a09706c 100644 --- a/test_rest/mocks/v3/snapshot.json +++ b/test_rest/mocks/v3/snapshot.json @@ -11,6 +11,7 @@ "strike_price": 5, "underlying_ticker": "NCLH" }, + "fmv": 20.5, "greeks": { "delta": 0.5520187372272933, "gamma": 0.00706756515659829, @@ -65,6 +66,7 @@ } }, { + "fmv": 0.05, "last_quote": { "ask": 21.25, "ask_size": 110, diff --git a/test_rest/mocks/v3/snapshot/options/AAPL.json b/test_rest/mocks/v3/snapshot/options/AAPL.json index de91e5d7..84e38b93 100644 --- a/test_rest/mocks/v3/snapshot/options/AAPL.json +++ b/test_rest/mocks/v3/snapshot/options/AAPL.json @@ -23,6 +23,7 @@ "strike_price": 150, "ticker": "O:AAPL230616C00150000" }, + "fmv": 20.5, "greeks": { "delta": 0.6436614934293701, "gamma": 0.0061735291012820675, diff --git a/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json b/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json index 81e4aab2..d63e980e 100644 --- a/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json +++ b/test_rest/mocks/v3/snapshot/options/AAPL/O;AAPL230616C00150000.json @@ -22,6 +22,7 @@ "strike_price": 150, "ticker": "O:AAPL230616C00150000" }, + "fmv": 29.2, "greeks": { "delta": 0.6436614934293701, "gamma": 0.0061735291012820675, diff --git a/test_rest/test_snapshots.py b/test_rest/test_snapshots.py index f0b0bf3f..48e90bd4 100644 --- a/test_rest/test_snapshots.py +++ b/test_rest/test_snapshots.py @@ -44,6 +44,7 @@ def test_list_universal_snapshots(self): strike_price=5, underlying_ticker="NCLH", ), + fair_market_value=20.5, greeks=Greeks( delta=0.5520187372272933, gamma=0.00706756515659829, @@ -90,6 +91,7 @@ def test_list_universal_snapshots(self): ), ), UniversalSnapshot( + fair_market_value=0.05, last_quote=UniversalSnapshotLastQuote( ask=21.25, ask_size=110, @@ -147,6 +149,7 @@ def test_get_snapshot_all(self): timestamp=None, transactions=None, ), + fair_market_value=20.5, last_quote=LastQuote( ticker=None, trf_timestamp=None, @@ -220,6 +223,7 @@ def test_get_snapshot_ticker(self): timestamp=None, transactions=None, ), + fair_market_value=160.315, last_quote=LastQuote( ticker=None, trf_timestamp=None, @@ -303,6 +307,7 @@ def test_get_snapshot_option(self): strike_price=150, ticker="O:AAPL230616C00150000", ), + fair_market_value=29.2, greeks=Greeks( delta=0.6436614934293701, gamma=0.0061735291012820675, @@ -363,6 +368,7 @@ def test_list_snapshot_options_chain(self): strike_price=150, ticker="O:AAPL230616C00150000", ), + fair_market_value=20.5, greeks=Greeks( delta=0.6436614934293701, gamma=0.0061735291012820675, From 01e17defbba3c7b7f0544a3d6a8e9bde9aa25c8b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 30 Oct 2023 09:41:59 -0700 Subject: [PATCH 121/313] Bump black from 23.10.0 to 23.10.1 (#546) Bumps [black](https://github.com/psf/black) from 23.10.0 to 23.10.1. - [Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/23.10.0...23.10.1) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 40 ++++++++++++++++++++-------------------- pyproject.toml | 2 +- 2 files changed, 21 insertions(+), 21 deletions(-) diff --git a/poetry.lock b/poetry.lock index be161eac..46dbf7f6 100644 --- a/poetry.lock +++ b/poetry.lock @@ -44,29 +44,29 @@ pytz = ">=2015.7" [[package]] name = "black" -version = "23.10.0" +version = "23.10.1" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" files = [ - {file = "black-23.10.0-cp310-cp310-macosx_10_16_arm64.whl", hash = "sha256:f8dc7d50d94063cdfd13c82368afd8588bac4ce360e4224ac399e769d6704e98"}, - {file = "black-23.10.0-cp310-cp310-macosx_10_16_x86_64.whl", hash = "sha256:f20ff03f3fdd2fd4460b4f631663813e57dc277e37fb216463f3b907aa5a9bdd"}, - {file = "black-23.10.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:d3d9129ce05b0829730323bdcb00f928a448a124af5acf90aa94d9aba6969604"}, - 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[Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.9...3.9.10) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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notes](https://github.com/python-websockets/websockets/releases) - [Commits](https://github.com/python-websockets/websockets/compare/11.0.3...12.0) --- updated-dependencies: - dependency-name: websockets dependency-type: direct:production update-type: version-update:semver-major ... 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"jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "0e4b3ab3e92b9ddc6ae0d1615a25c6aec0f7691de96e10a7154ddf3d9db040cc" +content-hash = "397d2f882124755cb4026fdf01d41d0ad2c205f1021bc277d3925bf085016eeb" diff --git a/pyproject.toml b/pyproject.toml index e232efaa..91c3e4f3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -26,7 +26,7 @@ packages = [ [tool.poetry.dependencies] python = "^3.8" urllib3 = "^1.26.9,<2.0" -websockets = ">=10.3,<12.0" +websockets = ">=10.3,<13.0" certifi = ">=2022.5.18,<2024.0.0" [tool.poetry.dev-dependencies] From a69c26c5e419687a64c223b7e5afb343286f609c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 6 Nov 2023 09:31:02 -0800 Subject: [PATCH 124/313] Bump sphinx-autodoc-typehints from 1.24.0 to 1.24.1 (#549) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 1.24.0 to 1.24.1. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/1.24.0...1.24.1) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 14 +++++++------- pyproject.toml | 2 +- 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8f174a81..416ba76e 100644 --- a/poetry.lock +++ b/poetry.lock @@ -636,22 +636,22 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.24.0" +version = "1.24.1" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-1.24.0-py3-none-any.whl", hash = "sha256:6a73c0c61a9144ce2ed5ef2bed99d615254e5005c1cc32002017d72d69fb70e6"}, - {file = "sphinx_autodoc_typehints-1.24.0.tar.gz", hash = "sha256:94e440066941bb237704bb880785e2d05e8ae5406c88674feefbb938ad0dc6af"}, + {file = "sphinx_autodoc_typehints-1.24.1-py3-none-any.whl", hash = "sha256:4cc16c5545f2bf896ca52a854babefe3d8baeaaa033d13a7f179ac1d9feb02d5"}, + {file = "sphinx_autodoc_typehints-1.24.1.tar.gz", hash = "sha256:06683a2b76c3c7b1931b75e40e0211866fbb50ba4c4e802d0901d9b4e849add2"}, ] [package.dependencies] -sphinx = ">=7.0.1" +sphinx = ">=7.1.2" [package.extras] -docs = ["furo (>=2023.5.20)", "sphinx (>=7.0.1)"] +docs = ["furo (>=2023.7.26)", "sphinx (>=7.1.2)"] numpy = ["nptyping (>=2.5)"] -testing = ["covdefaults (>=2.3)", "coverage (>=7.2.7)", "diff-cover (>=7.5)", "pytest (>=7.3.1)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.6.3)"] +testing = ["covdefaults (>=2.3)", "coverage (>=7.3)", "diff-cover (>=7.7)", "pytest (>=7.4)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.7.1)"] [[package]] name = "sphinx-rtd-theme" @@ -956,4 +956,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "397d2f882124755cb4026fdf01d41d0ad2c205f1021bc277d3925bf085016eeb" +content-hash = "1e975c5e917bae78520eac2af6d6b452ca195cf5fb7ce6ab6c6510c7955ed422" diff --git a/pyproject.toml b/pyproject.toml index 91c3e4f3..a2fadcf1 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.24.0" +sphinx-autodoc-typehints = "^1.24.1" types-certifi = "^2021.10.8" types-setuptools = "^68.2.0" pook = "^1.1.1" From 23352c88705635c5e2b2edddada90f3a0d2d101d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 7 Nov 2023 13:17:10 -0800 Subject: [PATCH 125/313] Added params to technical indicators (#550) * Added params to technical indicators * Fix lint --- examples/rest/crypto-technical_indicators_ema.py | 8 +++++++- examples/rest/crypto-technical_indicators_macd.py | 10 +++++++++- examples/rest/crypto-technical_indicators_rsi.py | 8 +++++++- examples/rest/crypto-technical_indicators_sma.py | 8 +++++++- examples/rest/forex-technical_indicators_ema.py | 8 +++++++- examples/rest/forex-technical_indicators_macd.py | 10 +++++++++- examples/rest/forex-technical_indicators_rsi.py | 8 +++++++- examples/rest/forex-technical_indicators_sma.py | 8 +++++++- examples/rest/indices-technical_indicators_ema.py | 8 +++++++- examples/rest/indices-technical_indicators_macd.py | 10 +++++++++- examples/rest/indices-technical_indicators_rsi.py | 8 +++++++- examples/rest/indices-technical_indicators_sma.py | 8 +++++++- examples/rest/stocks-technical_indicators_ema.py | 8 +++++++- examples/rest/stocks-technical_indicators_macd.py | 10 +++++++++- examples/rest/stocks-technical_indicators_rsi.py | 8 +++++++- examples/rest/stocks-technical_indicators_sma.py | 8 +++++++- 16 files changed, 120 insertions(+), 16 deletions(-) diff --git a/examples/rest/crypto-technical_indicators_ema.py b/examples/rest/crypto-technical_indicators_ema.py index edd45dee..49958006 100644 --- a/examples/rest/crypto-technical_indicators_ema.py +++ b/examples/rest/crypto-technical_indicators_ema.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -ema = client.get_ema("X:BTCUSD") +ema = client.get_ema( + ticker="X:BTCUSD", + timespan="day", + window=50, + series_type="close", +) + print(ema) diff --git a/examples/rest/crypto-technical_indicators_macd.py b/examples/rest/crypto-technical_indicators_macd.py index d1f60337..ee168d0f 100644 --- a/examples/rest/crypto-technical_indicators_macd.py +++ b/examples/rest/crypto-technical_indicators_macd.py @@ -7,5 +7,13 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -macd = client.get_macd("X:BTCUSD") +macd = client.get_macd( + ticker="X:BTCUSD", + timespan="day", + short_window=12, + long_window=26, + signal_window=9, + series_type="close", +) + print(macd) diff --git a/examples/rest/crypto-technical_indicators_rsi.py b/examples/rest/crypto-technical_indicators_rsi.py index 38423590..1eb3c01f 100644 --- a/examples/rest/crypto-technical_indicators_rsi.py +++ b/examples/rest/crypto-technical_indicators_rsi.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -rsi = client.get_rsi("X:BTCUSD") +rsi = client.get_rsi( + ticker="X:BTCUSD", + timespan="day", + window=14, + series_type="close", +) + print(rsi) diff --git a/examples/rest/crypto-technical_indicators_sma.py b/examples/rest/crypto-technical_indicators_sma.py index f343ff7b..e8d503fc 100644 --- a/examples/rest/crypto-technical_indicators_sma.py +++ b/examples/rest/crypto-technical_indicators_sma.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -sma = client.get_sma("X:BTCUSD") +sma = client.get_sma( + ticker="X:BTCUSD", + timespan="day", + window=50, + series_type="close", +) + print(sma) diff --git a/examples/rest/forex-technical_indicators_ema.py b/examples/rest/forex-technical_indicators_ema.py index ab927dcb..ba67ee87 100644 --- a/examples/rest/forex-technical_indicators_ema.py +++ b/examples/rest/forex-technical_indicators_ema.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -ema = client.get_ema("C:EURUSD") +ema = client.get_ema( + ticker="C:EURUSD", + timespan="day", + window=50, + series_type="close", +) + print(ema) diff --git a/examples/rest/forex-technical_indicators_macd.py b/examples/rest/forex-technical_indicators_macd.py index 2613f61a..ee32c4b1 100644 --- a/examples/rest/forex-technical_indicators_macd.py +++ b/examples/rest/forex-technical_indicators_macd.py @@ -7,5 +7,13 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -macd = client.get_macd("C:EURUSD") +macd = client.get_macd( + ticker="C:EURUSD", + timespan="day", + short_window=12, + long_window=26, + signal_window=9, + series_type="close", +) + print(macd) diff --git a/examples/rest/forex-technical_indicators_rsi.py b/examples/rest/forex-technical_indicators_rsi.py index 0b3001ac..a63185d4 100644 --- a/examples/rest/forex-technical_indicators_rsi.py +++ b/examples/rest/forex-technical_indicators_rsi.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -rsi = client.get_rsi("C:EURUSD") +rsi = client.get_rsi( + ticker="C:EURUSD", + timespan="day", + window=14, + series_type="close", +) + print(rsi) diff --git a/examples/rest/forex-technical_indicators_sma.py b/examples/rest/forex-technical_indicators_sma.py index 22389b63..cd4aab2f 100644 --- a/examples/rest/forex-technical_indicators_sma.py +++ b/examples/rest/forex-technical_indicators_sma.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -sma = client.get_sma("C:EURUSD") +sma = client.get_sma( + ticker="C:EURUSD", + timespan="day", + window=50, + series_type="close", +) + print(sma) diff --git a/examples/rest/indices-technical_indicators_ema.py b/examples/rest/indices-technical_indicators_ema.py index bbf9bc39..bacf9e85 100644 --- a/examples/rest/indices-technical_indicators_ema.py +++ b/examples/rest/indices-technical_indicators_ema.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -ema = client.get_ema("I:SPX") +ema = client.get_ema( + ticker="I:SPX", + timespan="day", + window=50, + series_type="close", +) + print(ema) diff --git a/examples/rest/indices-technical_indicators_macd.py b/examples/rest/indices-technical_indicators_macd.py index 751258aa..bb3950d1 100644 --- a/examples/rest/indices-technical_indicators_macd.py +++ b/examples/rest/indices-technical_indicators_macd.py @@ -7,5 +7,13 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -macd = client.get_macd("I:SPX") +macd = client.get_macd( + ticker="I:SPX", + timespan="day", + short_window=12, + long_window=26, + signal_window=9, + series_type="close", +) + print(macd) diff --git a/examples/rest/indices-technical_indicators_rsi.py b/examples/rest/indices-technical_indicators_rsi.py index 93f1a16b..ec5ca4d6 100644 --- a/examples/rest/indices-technical_indicators_rsi.py +++ b/examples/rest/indices-technical_indicators_rsi.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -rsi = client.get_rsi("I:SPX") +rsi = client.get_rsi( + ticker="I:SPX", + timespan="day", + window=14, + series_type="close", +) + print(rsi) diff --git a/examples/rest/indices-technical_indicators_sma.py b/examples/rest/indices-technical_indicators_sma.py index 5343e54d..1dfa7b7f 100644 --- a/examples/rest/indices-technical_indicators_sma.py +++ b/examples/rest/indices-technical_indicators_sma.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -sma = client.get_sma("I:SPX") +sma = client.get_sma( + ticker="I:SPX", + timespan="day", + window=50, + series_type="close", +) + print(sma) diff --git a/examples/rest/stocks-technical_indicators_ema.py b/examples/rest/stocks-technical_indicators_ema.py index 0b87d48d..20092d7e 100644 --- a/examples/rest/stocks-technical_indicators_ema.py +++ b/examples/rest/stocks-technical_indicators_ema.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -ema = client.get_ema("AAPL") +ema = client.get_ema( + ticker="AAPL", + timespan="day", + window=50, + series_type="close", +) + print(ema) diff --git a/examples/rest/stocks-technical_indicators_macd.py b/examples/rest/stocks-technical_indicators_macd.py index 45221926..187e8ae6 100644 --- a/examples/rest/stocks-technical_indicators_macd.py +++ b/examples/rest/stocks-technical_indicators_macd.py @@ -7,5 +7,13 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -macd = client.get_macd("AAPL") +macd = client.get_macd( + ticker="AAPL", + timespan="day", + short_window=12, + long_window=26, + signal_window=9, + series_type="close", +) + print(macd) diff --git a/examples/rest/stocks-technical_indicators_rsi.py b/examples/rest/stocks-technical_indicators_rsi.py index 4fd62d29..a69d6ae3 100644 --- a/examples/rest/stocks-technical_indicators_rsi.py +++ b/examples/rest/stocks-technical_indicators_rsi.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -rsi = client.get_rsi("AAPL") +rsi = client.get_rsi( + ticker="AAPL", + timespan="day", + window=14, + series_type="close", +) + print(rsi) diff --git a/examples/rest/stocks-technical_indicators_sma.py b/examples/rest/stocks-technical_indicators_sma.py index bfc0796f..41a9c7c4 100644 --- a/examples/rest/stocks-technical_indicators_sma.py +++ b/examples/rest/stocks-technical_indicators_sma.py @@ -7,5 +7,11 @@ # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used -sma = client.get_sma("AAPL") +sma = client.get_sma( + ticker="AAPL", + timespan="day", + window=50, + series_type="close", +) + print(sma) From 582769bb1309766f7762701524b4a708f2629392 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 13 Nov 2023 08:19:06 -0800 Subject: [PATCH 126/313] Bump black from 23.10.1 to 23.11.0 (#553) Bumps [black](https://github.com/psf/black) from 23.10.1 to 23.11.0. - [Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/23.10.1...23.11.0) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 40 ++++++++++++++++++++-------------------- pyproject.toml | 2 +- 2 files changed, 21 insertions(+), 21 deletions(-) diff --git a/poetry.lock b/poetry.lock index 416ba76e..f670775d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -44,29 +44,29 @@ pytz = ">=2015.7" [[package]] name = "black" -version = "23.10.1" +version = "23.11.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" files = [ - {file = "black-23.10.1-cp310-cp310-macosx_10_16_arm64.whl", hash = "sha256:ec3f8e6234c4e46ff9e16d9ae96f4ef69fa328bb4ad08198c8cee45bb1f08c69"}, - {file = "black-23.10.1-cp310-cp310-macosx_10_16_x86_64.whl", hash = "sha256:1b917a2aa020ca600483a7b340c165970b26e9029067f019e3755b56e8dd5916"}, - {file = "black-23.10.1-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:9c74de4c77b849e6359c6f01987e94873c707098322b91490d24296f66d067dc"}, - 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[Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index f670775d..cf782e0b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -799,13 +799,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.2.0.0" +version = "68.2.0.1" description = "Typing stubs for setuptools" optional = false -python-versions = "*" +python-versions = ">=3.7" files = [ - {file = "types-setuptools-68.2.0.0.tar.gz", hash = "sha256:a4216f1e2ef29d089877b3af3ab2acf489eb869ccaf905125c69d2dc3932fd85"}, - {file = "types_setuptools-68.2.0.0-py3-none-any.whl", hash = "sha256:77edcc843e53f8fc83bb1a840684841f3dc804ec94562623bfa2ea70d5a2ba1b"}, + {file = "types-setuptools-68.2.0.1.tar.gz", hash = "sha256:8f31e8201e7969789e0eb23463b53ebe5f67d92417df4b648a6ea3c357ca4f51"}, + {file = "types_setuptools-68.2.0.1-py3-none-any.whl", hash = "sha256:e9c649559743e9f98c924bec91eae97f3ba208a70686182c3658fd7e81778d37"}, ] [[package]] From e3d4d62450adb6dab0a0e305485e16b6cd595efb Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 13 Nov 2023 08:46:58 -0800 Subject: [PATCH 128/313] Bump sphinx-autodoc-typehints from 1.24.1 to 1.25.2 (#554) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 1.24.1 to 1.25.2. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/1.24.1...1.25.2) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index cf782e0b..1e577ae6 100644 --- a/poetry.lock +++ b/poetry.lock @@ -636,13 +636,13 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.24.1" +version = "1.25.2" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-1.24.1-py3-none-any.whl", hash = "sha256:4cc16c5545f2bf896ca52a854babefe3d8baeaaa033d13a7f179ac1d9feb02d5"}, - {file = "sphinx_autodoc_typehints-1.24.1.tar.gz", hash = "sha256:06683a2b76c3c7b1931b75e40e0211866fbb50ba4c4e802d0901d9b4e849add2"}, + {file = "sphinx_autodoc_typehints-1.25.2-py3-none-any.whl", hash = "sha256:5ed05017d23ad4b937eab3bee9fae9ab0dd63f0b42aa360031f1fad47e47f673"}, + {file = "sphinx_autodoc_typehints-1.25.2.tar.gz", hash = "sha256:3cabc2537e17989b2f92e64a399425c4c8bf561ed73f087bc7414a5003616a50"}, ] [package.dependencies] @@ -956,4 +956,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "f1e8311d281ce591dceb5e4b7288e826166033b86880fba2576b5c8108124d1d" +content-hash = "0ce26a22a125aa1039428c5a5d48acbb3c08edd2d2cb86d217151f503bb32bf0" diff --git a/pyproject.toml b/pyproject.toml index f1570465..272e263b 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.24.1" +sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" types-setuptools = "^68.2.0" pook = "^1.1.1" From dde5fa509ea522dc412c27746d0c68cf64e49302 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 13 Nov 2023 08:55:27 -0800 Subject: [PATCH 129/313] Bump mypy from 1.6.1 to 1.7.0 (#552) Bumps [mypy](https://github.com/python/mypy) from 1.6.1 to 1.7.0. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.6.1...v1.7.0) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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a/pyproject.toml b/pyproject.toml index 272e263b..f06c7aff 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2024.0.0" [tool.poetry.dev-dependencies] black = "^23.11.0" -mypy = "^1.6" +mypy = "^1.7" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^1.3.0" From e65bf51954815f1c3d3283703e9b3b72ca90a1d2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 20 Nov 2023 08:28:55 -0800 Subject: [PATCH 130/313] Bump certifi from 2023.7.22 to 2023.11.17 (#560) Bumps [certifi](https://github.com/certifi/python-certifi) from 2023.7.22 to 2023.11.17. - [Commits](https://github.com/certifi/python-certifi/compare/2023.07.22...2023.11.17) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 34411bf2..cb1c33e3 100644 --- a/poetry.lock +++ b/poetry.lock @@ -86,13 +86,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2023.7.22" +version = "2023.11.17" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2023.7.22-py3-none-any.whl", hash = "sha256:92d6037539857d8206b8f6ae472e8b77db8058fec5937a1ef3f54304089edbb9"}, - {file = "certifi-2023.7.22.tar.gz", hash = "sha256:539cc1d13202e33ca466e88b2807e29f4c13049d6d87031a3c110744495cb082"}, + {file = "certifi-2023.11.17-py3-none-any.whl", hash = "sha256:e036ab49d5b79556f99cfc2d9320b34cfbe5be05c5871b51de9329f0603b0474"}, + {file = "certifi-2023.11.17.tar.gz", hash = "sha256:9b469f3a900bf28dc19b8cfbf8019bf47f7fdd1a65a1d4ffb98fc14166beb4d1"}, ] [[package]] From e3f0547998abafe86465fc39815cef3928bdb5f9 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 21 Nov 2023 13:54:25 -0800 Subject: [PATCH 131/313] Add crypto, forex and indices agg sec examples (#557) * Add Forex and Indices Agg Sec examples * Update crypto example * Fix lint --- examples/websocket/crypto.py | 34 ++++++++++++++++++++++++++++++++-- examples/websocket/forex.py | 31 +++++++++++++++++++++++++++++++ examples/websocket/indices.py | 11 +++++++++-- 3 files changed, 72 insertions(+), 4 deletions(-) create mode 100644 examples/websocket/forex.py diff --git a/examples/websocket/crypto.py b/examples/websocket/crypto.py index 37160e81..4fcbc12e 100644 --- a/examples/websocket/crypto.py +++ b/examples/websocket/crypto.py @@ -2,7 +2,37 @@ from polygon.websocket.models import WebSocketMessage, Market from typing import List -c = WebSocketClient(market=Market.Crypto, subscriptions=["XA.*"]) +client = WebSocketClient(market=Market.Crypto) + +# Aggregates (per minute) +client.subscribe("XA.*") # all crypto pair +# client.subscribe("XA.BTC-USD") +# client.subscribe("XA.BTC-EUR") +# client.subscribe("XA.ETH-USD") + +# Aggregates (per second) +# client.subscribe("XAS.*") # all crypto pair +# client.subscribe("XAS.BTC-USD") +# client.subscribe("XAS.BTC-EUR") +# client.subscribe("XAS.ETH-USD") + +# Trades +# client.subscribe("XT.*") # all crypto pair +# client.subscribe("XT.BTC-USD") +# client.subscribe("XT.BTC-EUR") +# client.subscribe("XT.ETH-USD") + +# Quotes +# client.subscribe("XQ.*") # all crypto pair +# client.subscribe("XQ.BTC-USD") +# client.subscribe("XQ.BTC-EUR") +# client.subscribe("XQ.ETH-USD") + +# Level 2 Book +# client.subscribe("XL2.*") # all crypto pair +# client.subscribe("XL2.BTC-USD") +# client.subscribe("XL2.BTC-EUR") +# client.subscribe("XL2.ETH-USD") def handle_msg(msgs: List[WebSocketMessage]): @@ -10,4 +40,4 @@ def handle_msg(msgs: List[WebSocketMessage]): print(m) -c.run(handle_msg) +client.run(handle_msg) diff --git a/examples/websocket/forex.py b/examples/websocket/forex.py new file mode 100644 index 00000000..d775beab --- /dev/null +++ b/examples/websocket/forex.py @@ -0,0 +1,31 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage, Market +from typing import List + +client = WebSocketClient(market=Market.Forex) + +# Aggregates (per minute) +# client.subscribe("CA.*") # all forex pair +client.subscribe("CA.USD/CAD") +client.subscribe("CA.USD/EUR") +client.subscribe("CA.USD/AUD") + +# Aggregates (per second) +# client.subscribe("CAS.*") # all forex pair +# client.subscribe("CAS.USD/CAD") +# client.subscribe("CAS.USD/EUR") +# client.subscribe("CAS.USD/AUD") + +# Quotes +# client.subscribe("C.*") # all forex pair +# client.subscribe("C.USD/CAD") +# client.subscribe("C.USD/EUR") +# client.subscribe("C.USD/AUD") + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +client.run(handle_msg) diff --git a/examples/websocket/indices.py b/examples/websocket/indices.py index 83ecf27b..1ddcb466 100644 --- a/examples/websocket/indices.py +++ b/examples/websocket/indices.py @@ -4,14 +4,21 @@ client = WebSocketClient(market=Market.Indices) -# aggregates (per minute) +# Aggregates (per minute) # client.subscribe("AM.*") # all aggregates client.subscribe("AM.I:SPX") # Standard & Poor's 500 client.subscribe("AM.I:DJI") # Dow Jones Industrial Average client.subscribe("AM.I:NDX") # Nasdaq-100 client.subscribe("AM.I:VIX") # Volatility Index -# single index +# Aggregates (per second) +# client.subscribe("A.*") # all aggregates +# client.subscribe("A.I:SPX") # Standard & Poor's 500 +# client.subscribe("A.I:DJI") # Dow Jones Industrial Average +# client.subscribe("A.I:NDX") # Nasdaq-100 +# client.subscribe("A.I:VIX") # Volatility Index + +# Single index # client.subscribe("V.*") # all tickers # client.subscribe("V.I:SPX") # Standard & Poor's 500 # client.subscribe("V.I:DJI") # Dow Jones Industrial Average From 935dddbbab1798e91ecc7988116d8df2af625786 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 22 Nov 2023 08:44:39 -0800 Subject: [PATCH 132/313] Updated spec with taxonomies support (#562) --- .polygon/rest.json | 368 +++++++++++++++++++++++++++++++++++++++------ 1 file changed, 325 insertions(+), 43 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index a8bf65b0..198f02f7 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -12619,7 +12619,8 @@ }, "/v1/marketstatus/now": { "get": { - "description": "Get the current trading status of the exchanges and overall financial markets.\n", + "description": "Get the current trading status of the exchanges and overall financial markets.", + "operationId": "GetMarketStatus", "responses": { "200": { "content": { @@ -12637,13 +12638,16 @@ "otc": "closed" }, "market": "extended-hours", - "serverTime": "2020-11-10T22:37:37.000Z" + "serverTime": "2020-11-10T17:37:37-05:00" }, "schema": { "properties": { "afterHours": { "description": "Whether or not the market is in post-market hours.", - "type": "boolean" + "type": "boolean", + "x-polygon-go-type": { + "name": "*bool" + } }, "currencies": { "properties": { @@ -12656,11 +12660,17 @@ "type": "string" } }, - "type": "object" + "type": "object", + "x-polygon-go-type": { + "name": "Currencies" + } }, "earlyHours": { "description": "Whether or not the market is in pre-market hours.", - "type": "boolean" + "type": "boolean", + "x-polygon-go-type": { + "name": "*bool" + } }, "exchanges": { "properties": { @@ -12677,15 +12687,60 @@ "type": "string" } }, - "type": "object" + "type": "object", + "x-polygon-go-type": { + "name": "Exchanges" + } + }, + "indicesGroups": { + "properties": { + "cccy": { + "description": "The status of Cboe Streaming Market Indices Cryptocurrency (\"CCCY\") indices trading hours.", + "type": "string" + }, + "dow_jones": { + "description": "The status of Dow Jones indices trading hours", + "type": "string" + }, + "ftse_russell": { + "description": "The status of Financial Times Stock Exchange Group (\"FTSE\") Russell indices trading hours.", + "type": "string" + }, + "msci": { + "description": "The status of Morgan Stanley Capital International (\"MSCI\") indices trading hours.", + "type": "string" + }, + "mstar": { + "description": "The status of Morningstar (\"MSTAR\") indices trading hours.", + "type": "string" + }, + "mstarc": { + "description": "The status of Morningstar Customer (\"MSTARC\") indices trading hours." + }, + "nasdaq": { + "description": "The status of National Association of Securities Dealers Automated Quotations (\"Nasdaq\") indices trading hours.", + "type": "string" + }, + "s_and_p": { + "description": "The status of Standard & Poors's (\"S&P\") indices trading hours.", + "type": "string" + }, + "societe_generale": { + "description": "The status of Societe Generale indices trading hours.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "IndicesGroups" + } }, "market": { "description": "The status of the market as a whole.", "type": "string" }, "serverTime": { - "description": "The current time of the server.", - "format": "date-time", + "description": "The current time of the server, returned as a date-time in RFC3339 format.", "type": "string" } }, @@ -12693,16 +12748,7 @@ } } }, - "description": "Status of the market and each exchange" - }, - "401": { - "description": "Unauthorized - Check our API Key and account status" - }, - "404": { - "description": "The specified resource was not found" - }, - "409": { - "description": "Parameter is invalid or incorrect." + "description": "OK" } }, "summary": "Market Status", @@ -12717,33 +12763,34 @@ }, "/v1/marketstatus/upcoming": { "get": { - "description": "Get upcoming market holidays and their open/close times.\n", + "description": "Get upcoming market holidays and their open/close times.", + "operationId": "GetMarketHolidays", "responses": { "200": { "content": { "application/json": { "example": [ { - "date": "2020-11-26T00:00:00.000Z", + "date": "2020-11-26", "exchange": "NYSE", "name": "Thanksgiving", "status": "closed" }, { - "date": "2020-11-26T00:00:00.000Z", + "date": "2020-11-26", "exchange": "NASDAQ", "name": "Thanksgiving", "status": "closed" }, { - "date": "2020-11-26T00:00:00.000Z", + "date": "2020-11-26", "exchange": "OTC", "name": "Thanksgiving", "status": "closed" }, { "close": "2020-11-27T18:00:00.000Z", - "date": "2020-11-27T00:00:00.000Z", + "date": "2020-11-27", "exchange": "NASDAQ", "name": "Thanksgiving", "open": "2020-11-27T14:30:00.000Z", @@ -12751,7 +12798,7 @@ }, { "close": "2020-11-27T18:00:00.000Z", - "date": "2020-11-27T00:00:00.000Z", + "date": "2020-11-27", "exchange": "NYSE", "name": "Thanksgiving", "open": "2020-11-27T14:30:00.000Z", @@ -12763,12 +12810,10 @@ "properties": { "close": { "description": "The market close time on the holiday (if it's not closed).", - "format": "date-time", "type": "string" }, "date": { "description": "The date of the holiday.", - "format": "date", "type": "string" }, "exchange": { @@ -12781,7 +12826,6 @@ }, "open": { "description": "The market open time on the holiday (if it's not closed).", - "format": "date-time", "type": "string" }, "status": { @@ -12789,22 +12833,16 @@ "type": "string" } }, - "type": "object" + "type": "object", + "x-polygon-go-type": { + "name": "MarketHoliday" + } }, "type": "array" } } }, - "description": "Holidays for each market in the near future." - }, - "401": { - "description": "Unauthorized - Check our API Key and account status" - }, - "404": { - "description": "The specified resource was not found" - }, - "409": { - "description": "Parameter is invalid or incorrect." + "description": "OK" } }, "summary": "Market Holidays", @@ -26725,6 +26763,7 @@ 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It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, "greeks": { - "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -27007,7 +27051,7 @@ } }, "last_trade": { - "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "description": "The most recent quote for this contract. This is only returned if your current plan includes trades.", "properties": { "conditions": { "description": "A list of condition codes.", @@ -27189,7 +27233,8 @@ "stocks", "options", "fx", - "crypto" + "crypto", + "indices" ], "type": "string" }, @@ -27796,6 +27841,7 @@ "strike_price": 150, "ticker": "O:AAPL211022C000150000" }, + "fmv": 0.05, "greeks": { "delta": 1, "gamma": 0, @@ -27983,8 +28029,12 @@ "name": "Details" } }, + "fmv": { + "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, "greeks": { - "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -28326,6 +28376,7 @@ "strike_price": 150, "ticker": "O:AAPL230616C00150000" }, + "fmv": 0.05, "greeks": { "delta": 0.5520187372272933, "gamma": 0.00706756515659829, @@ -28514,8 +28565,12 @@ "name": "Details" } }, + "fmv": { + "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, "greeks": { - "description": "The greeks for this contract. \nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -30266,6 +30321,233 @@ } } }, + "/vX/reference/tickers/taxonomies": { + "get": { + "description": "Retrieve taxonomy classifications for one or more tickers.", + "operationId": "ListTickerTaxonomyClassifications", + "parameters": [ + { + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "anyOf": { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "enabled": true, + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX" + }, + "range": true, + "type": "string" + } + }, + { + "description": "Filter by taxonomy category.", + "in": "query", + "name": "category", + "schema": { + "type": "string" + } + }, + { + "description": "Filter by taxonomy tag. Each category has a set of associated tags.", + "in": "query", + "name": "tag", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": [ + { + "category": "revenue_streams", + "reason": "Company recognizes revenue from the sales of consumer electronics such as the iPhone and iPad.", + "relevance": 0.99, + "tag": "physical_product_sales_electronics", + "ticker": "AAPL" + }, + { + "category": "revenue_streams", + "reason": "Company recognizes revenue from the sales of digital products such as digital storage and app store fees.", + "relevance": 0.99, + "tag": "digital_product_sales_software", + "ticker": "AAPL" + }, + { + "category": "cost_structure", + "relevance": 0.86, + "tag": "economies_of_scale", + "ticker": "AAPL" + } + ] + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "type": "string" + }, + "results": { + "items": { + "properties": { + "category": { + "description": "The classification category.", + "type": "string" + }, + "reason": { + "description": "The reason why the classification was given.", + "type": "string" + }, + "relevance": { + "description": "The relevance score for the tag. This is a measure of confidence in the tag classification.", + "format": "double", + "type": "number" + }, + "tag": { + "description": "The classification tag. Each category has a set of associated tags.", + "type": "string" + }, + "ticker": { + "description": "The ticker symbol for the asset.", + "type": "string" + } + }, + "x-polygon-go-type": { + "name": "TaxonomyClassificationResult" + } + }, + "type": "array" + }, + "status": { + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Taxonomy classification data." + } + }, + "summary": "Ticker Taxonomies", + "tags": [ + "Internal", + "Public" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {}, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250, + "min": 1 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker" + ] + } + } + }, + "x-polygon-draft": true + }, "/vX/reference/tickers/{id}/events": { "get": { "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", From 7356ab55d632ec3c22103f9ddc4fc3e4959d2851 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 22 Nov 2023 08:56:29 -0800 Subject: [PATCH 133/313] Retry on 499 status code (#563) * Update base.py * Fix lint --- polygon/rest/base.py | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 0f82191c..dcddb8a8 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -54,7 +54,15 @@ def __init__( # https://urllib3.readthedocs.io/en/stable/reference/urllib3.util.html#urllib3.util.Retry.RETRY_AFTER_STATUS_CODES retry_strategy = Retry( total=self.retries, - status_forcelist=[413, 429, 500, 502, 503, 504], # default 413, 429, 503 + status_forcelist=[ + 413, + 429, + 499, + 500, + 502, + 503, + 504, + ], # default 413, 429, 503 backoff_factor=0.1, # [0.0s, 0.2s, 0.4s, 0.8s, 1.6s, ...] ) From 7905faf49f1e0e63b0a66b176b94f3af11785388 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 27 Nov 2023 08:31:43 -0800 Subject: [PATCH 134/313] Bump mypy from 1.7.0 to 1.7.1 (#564) Bumps [mypy](https://github.com/python/mypy) from 1.7.0 to 1.7.1. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.7.0...v1.7.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-patch ... 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100644 examples/websocket/fmv.py diff --git a/examples/websocket/fmv.py b/examples/websocket/fmv.py new file mode 100644 index 00000000..5bb75f2d --- /dev/null +++ b/examples/websocket/fmv.py @@ -0,0 +1,19 @@ +from polygon import WebSocketClient +from polygon.websocket.models import WebSocketMessage, Feed, Market +from typing import List + +client = WebSocketClient(feed=Feed.Business, market=Market.Stocks, verbose=True) + +# FMV +client.subscribe("FMV.*") # all ticker symbols +# client.subscribe("FMV.TSLA") +# client.subscribe("FMV.AAPL") +# client.subscribe("FMV.NVDA") + + +def handle_msg(msgs: List[WebSocketMessage]): + for m in msgs: + print(m) + + +client.run(handle_msg) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index fb64b6dd..06cab55d 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -35,6 +35,8 @@ def parse_single(data: Dict[str, Any]): return IndexValue.from_dict(data) elif event_type == EventType.LaunchpadValue.value: return LaunchpadValue.from_dict(data) + elif event_type == EventType.BusinessFairMarketValue.value: + return FairMarketValue.from_dict(data) return None diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 48061e16..d6fa0c29 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -351,7 +351,7 @@ class FairMarketValue: @staticmethod def from_dict(d): - return LaunchpadValue( + return FairMarketValue( event_type=d.get("ev", None), fmv=d.get("fmv", None), ticker=d.get("sym", None), @@ -375,6 +375,7 @@ def from_dict(d): Level2Book, IndexValue, LaunchpadValue, + FairMarketValue, ] ], ) From 388b6e7cf0116473069a3b366d90101ffa154680 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 27 Nov 2023 09:37:52 -0800 Subject: [PATCH 136/313] Bump types-setuptools from 68.2.0.1 to 68.2.0.2 (#565) Bumps [types-setuptools](https://github.com/python/typeshed) from 68.2.0.1 to 68.2.0.2. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 26aa6f08..3a519a89 100644 --- a/poetry.lock +++ b/poetry.lock @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.2.0.1" +version = "68.2.0.2" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.7" files = [ - {file = "types-setuptools-68.2.0.1.tar.gz", hash = "sha256:8f31e8201e7969789e0eb23463b53ebe5f67d92417df4b648a6ea3c357ca4f51"}, - {file = "types_setuptools-68.2.0.1-py3-none-any.whl", hash = "sha256:e9c649559743e9f98c924bec91eae97f3ba208a70686182c3658fd7e81778d37"}, + {file = "types-setuptools-68.2.0.2.tar.gz", hash = "sha256:09efc380ad5c7f78e30bca1546f706469568cf26084cfab73ecf83dea1d28446"}, + {file = "types_setuptools-68.2.0.2-py3-none-any.whl", hash = "sha256:d5b5ff568ea2474eb573dcb783def7dadfd9b1ff638bb653b3c7051ce5aeb6d1"}, ] [[package]] From dae449fd955067af50f73c14534b107e5684f351 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 27 Nov 2023 14:19:55 -0800 Subject: [PATCH 137/313] Fix websocket parse of tickers with periods (#567) --- polygon/websocket/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/websocket/__init__.py b/polygon/websocket/__init__.py index 4875a1ac..b9f45a2e 100644 --- a/polygon/websocket/__init__.py +++ b/polygon/websocket/__init__.py @@ -200,7 +200,7 @@ async def _unsubscribe(self, topics: Union[List[str], Set[str]]): @staticmethod def _parse_subscription(s: str): s = s.strip() - split = s.split(".") + split = s.split(".", 1) # Split at the first period if len(split) != 2: logger.warning("invalid subscription:", s) return [None, None] From b0c91620e00b68323f20a510fdc407ba0c8d1de3 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 4 Dec 2023 10:27:57 -0800 Subject: [PATCH 138/313] Bump types-setuptools from 68.2.0.2 to 69.0.0.0 (#568) Bumps [types-setuptools](https://github.com/python/typeshed) from 68.2.0.2 to 69.0.0.0. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 10 +++++----- pyproject.toml | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3a519a89..17104f59 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.7.1 and should not be changed by hand. [[package]] name = "alabaster" @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "68.2.0.2" +version = "69.0.0.0" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.7" files = [ - {file = "types-setuptools-68.2.0.2.tar.gz", hash = "sha256:09efc380ad5c7f78e30bca1546f706469568cf26084cfab73ecf83dea1d28446"}, - {file = "types_setuptools-68.2.0.2-py3-none-any.whl", hash = "sha256:d5b5ff568ea2474eb573dcb783def7dadfd9b1ff638bb653b3c7051ce5aeb6d1"}, + {file = "types-setuptools-69.0.0.0.tar.gz", hash = "sha256:b0a06219f628c6527b2f8ce770a4f47550e00d3e8c3ad83e2dc31bc6e6eda95d"}, + {file = "types_setuptools-69.0.0.0-py3-none-any.whl", hash = "sha256:8c86195bae2ad81e6dea900a570fe9d64a59dbce2b11cc63c046b03246ea77bf"}, ] [[package]] @@ -957,4 +957,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "2188e24f85bd8e25567985ea7c64bb9661684e11c1cc191b3d491f2c8bb4a6b9" +content-hash = "334d48e6d57bed781ee5cb642b2940c6fcf346e6c94814bf2c588859dea9db33" diff --git a/pyproject.toml b/pyproject.toml index f06c7aff..c3a367a0 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^1.3.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" -types-setuptools = "^68.2.0" +types-setuptools = "^69.0.0" pook = "^1.1.1" orjson = "^3.9.10" From 273f6409413a0a6e1703b0cf2ccb5b6cf3d2b2ff Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 4 Dec 2023 10:34:36 -0800 Subject: [PATCH 139/313] Bump sphinx-rtd-theme from 1.3.0 to 2.0.0 (#569) Bumps [sphinx-rtd-theme](https://github.com/readthedocs/sphinx_rtd_theme) from 1.3.0 to 2.0.0. - [Changelog](https://github.com/readthedocs/sphinx_rtd_theme/blob/master/docs/changelog.rst) - [Commits](https://github.com/readthedocs/sphinx_rtd_theme/compare/1.3.0...2.0.0) --- updated-dependencies: - dependency-name: sphinx-rtd-theme dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 14 +++++++------- pyproject.toml | 2 +- 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/poetry.lock b/poetry.lock index 17104f59..a97dd053 100644 --- a/poetry.lock +++ b/poetry.lock @@ -656,18 +656,18 @@ testing = ["covdefaults (>=2.3)", "coverage (>=7.3)", "diff-cover (>=7.7)", "pyt [[package]] name = "sphinx-rtd-theme" -version = "1.3.0" +version = "2.0.0" description = "Read the Docs theme for Sphinx" optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" +python-versions = ">=3.6" files = [ - {file = "sphinx_rtd_theme-1.3.0-py2.py3-none-any.whl", hash = "sha256:46ddef89cc2416a81ecfbeaceab1881948c014b1b6e4450b815311a89fb977b0"}, - {file = "sphinx_rtd_theme-1.3.0.tar.gz", hash = "sha256:590b030c7abb9cf038ec053b95e5380b5c70d61591eb0b552063fbe7c41f0931"}, + {file = "sphinx_rtd_theme-2.0.0-py2.py3-none-any.whl", hash = "sha256:ec93d0856dc280cf3aee9a4c9807c60e027c7f7b461b77aeffed682e68f0e586"}, + {file = "sphinx_rtd_theme-2.0.0.tar.gz", hash = "sha256:bd5d7b80622406762073a04ef8fadc5f9151261563d47027de09910ce03afe6b"}, ] [package.dependencies] -docutils = "<0.19" -sphinx = ">=1.6,<8" +docutils = "<0.21" +sphinx = ">=5,<8" sphinxcontrib-jquery = ">=4,<5" [package.extras] @@ -957,4 +957,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "334d48e6d57bed781ee5cb642b2940c6fcf346e6c94814bf2c588859dea9db33" +content-hash = "687907926ac5a55231a363611f7c0ccd688000dee9aa667df29b24e7f251b1fe" diff --git a/pyproject.toml b/pyproject.toml index c3a367a0..5a162fcf 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ black = "^23.11.0" mypy = "^1.7" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" -sphinx-rtd-theme = "^1.3.0" +sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" From 7c2b66c4b4fb475fed6dc204afafca7471cc2592 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 11 Dec 2023 07:59:13 -0800 Subject: [PATCH 140/313] Spelling and ws agg sec updates (#572) --- .polygon/rest.json | 22 +- .polygon/websocket.json | 511 +++++++++++++++++++++++++++++++++++++++- 2 files changed, 520 insertions(+), 13 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 198f02f7..46df5987 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -220,7 +220,7 @@ } }, "StocksTickerPathParam": { - "description": "The ticker symbol of the stock/equity.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stocksTicker", @@ -230,7 +230,7 @@ } }, "TickersQueryParam": { - "description": "A comma separated list of tickers to get snapshots for.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -3602,7 +3602,7 @@ "type": "boolean" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The Unix Msec timestamp for the end of the aggregate window.", "type": "integer" }, "v": { @@ -13387,7 +13387,7 @@ "description": "Get the open, close and afterhours prices of a stock symbol on a certain date.\n", "parameters": [ { - "description": "The ticker symbol of the stock/equity.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stocksTicker", @@ -15381,7 +15381,7 @@ "type": "boolean" }, "t": { - "description": "The Unix Msec timestamp for the start of the aggregate window.", + "description": "The Unix Msec timestamp for the end of the aggregate window.", "type": "integer" }, "v": { @@ -17171,7 +17171,7 @@ "description": "Get the previous day's open, high, low, and close (OHLC) for the specified stock ticker.\n", "parameters": [ { - "description": "The ticker symbol of the stock/equity.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stocksTicker", @@ -17354,7 +17354,7 @@ "description": "Get aggregate bars for a stock over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = \u2018minute\u2019 and multiplier = \u20185\u2019 then 5-minute bars will be returned.\n", "parameters": [ { - "description": "The ticker symbol of the stock/equity.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stocksTicker", @@ -18573,7 +18573,7 @@ "description": "Get the current minute, day, and previous day\u2019s aggregate, as well as the last trade and quote for all traded cryptocurrency symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "A comma separated list of tickers to get snapshots for.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -19834,7 +19834,7 @@ "description": "Get the current minute, day, and previous day\u2019s aggregate, as well as the last trade and quote for all traded forex symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "A comma separated list of tickers to get snapshots for.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -20783,7 +20783,7 @@ "description": "Get the most up-to-date market data for all traded stock symbols.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "A comma separated list of tickers to get snapshots for.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -21198,7 +21198,7 @@ "description": "Get the most up-to-date market data for a single traded stock ticker.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "The ticker symbol of the stock/equity.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stocksTicker", diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 0738b167..67db5785 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -115,6 +115,11 @@ "/forex/CA" ] }, + { + "paths": [ + "/forex/CAS" + ] + }, { "paths": [ "/forex/C" @@ -146,6 +151,11 @@ "/crypto/XA" ] }, + { + "paths": [ + "/crypto/XAS" + ] + }, { "paths": [ "/crypto/XT" @@ -187,6 +197,11 @@ "/indices/AM" ] }, + { + "paths": [ + "/indices/A" + ] + }, { "paths": [ "/indices/V" @@ -2171,6 +2186,106 @@ ] } }, + "/forex/CAS": { + "get": { + "summary": "Aggregates (Per Second)", + "description": "Stream real-time per-second forex aggregates for a given forex pair.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]{3})\\/?([A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a forex per-second aggregate event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "CAS" + ], + "description": "The event type." + }, + "pair": { + "type": "string", + "description": "The currency pair." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The high price for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The low price for this aggregate window." + }, + "v": { + "type": "integer", + "description": "The volume of trades during this aggregate window." + }, + "s": { + "type": "integer", + "description": "The start time for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The end time for this aggregate window in Unix Milliseconds." + } + } + }, + "example": { + "ev": "CAS", + "pair": "USD/EUR", + "o": 0.8687, + "c": 0.86889, + "h": 0.86889, + "l": 0.8686, + "v": 20, + "s": 1539145740000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "fx", + "description": "Forex data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/business/forex/FMV": { "get": { "summary": "Fair Market Value", @@ -2885,6 +3000,118 @@ ] } }, + "/crypto/XAS": { + "get": { + "summary": "Aggregates (Per Second)", + "description": "Stream real-time per-second crypto aggregates for a given crypto pair.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(?([A-Z]*)-(?[A-Z]{3}))$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a crypto per-second aggregate event.", + "content": { + "application/json": { + "schema": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "XAS" + ], + "description": "The event type." + }, + "pair": { + "type": "string", + "description": "The crypto pair." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The high price for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The low price for this aggregate window." + }, + "v": { + "type": "integer", + "description": "The volume of trades during this aggregate window." + }, + "s": { + "type": "integer", + "description": "The start time for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The end time for this aggregate window in Unix Milliseconds." + }, + "vw": { + "type": "number", + "format": "double", + "description": "The volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + } + } + }, + "example": { + "ev": "XAS", + "pair": "BCD-USD", + "v": 951.6112, + "vw": 0.7756, + "z": 73, + "o": 0.772, + "c": 0.784, + "h": 0.784, + "l": 0.771, + "s": 1610463240000, + "e": 1610463300000 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "crypto", + "description": "Crypto data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/business/crypto/FMV": { "get": { "summary": "Fair Market Value", @@ -3160,6 +3387,122 @@ ] } }, + "/indices/A": { + "get": { + "summary": "Aggregates (Per Second)", + "description": "Stream real-time second aggregates for a given index ticker symbol.\n", + "parameters": [ + { + "name": "ticker", + "in": "query", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "required": true, + "schema": { + "type": "string", + "pattern": "/^(I:[a-zA-Z0-9]+)$/" + }, + "example": "*" + } + ], + "responses": { + "200": { + "description": "The WebSocket message for a second aggregate event.", + "content": { + "application/json": { + "schema": { + "allOf": [ + { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The symbol representing the given index." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening value." + }, + "o": { + "type": "number", + "format": "double", + "description": "The opening index value for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The closing index value for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest index value for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest index value for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + } + } + }, + { + "properties": { + "ev": { + "enum": [ + "A" + ], + "description": "The event type." + } + } + } + ] + }, + "example": { + "ev": "A", + "sym": "I:SPX", + "op": 3985.67, + "o": 3985.67, + "c": 3985.67, + "h": 3985.67, + "l": 3985.67, + "s": 1678220675805, + "e": 1678220675805 + } + } + } + } + }, + "x-polygon-entitlement-data-type": { + "name": "aggregates", + "description": "Aggregate data" + }, + "x-polygon-entitlement-market-type": { + "name": "indices", + "description": "Indices data" + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "name": "delayed", + "description": "15 minute delayed data" + }, + { + "name": "realtime", + "description": "Real Time Data" + } + ] + } + }, "/indices/AM": { "get": { "summary": "Aggregates (Per Minute)", @@ -4454,7 +4797,7 @@ } ] }, - "ForexAggregateEvent": { + "ForexMinuteAggregateEvent": { "type": "object", "properties": { "ev": { @@ -4502,6 +4845,54 @@ } } }, + "ForexSecondAggregateEvent": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "CAS" + ], + "description": "The event type." + }, + "pair": { + "type": "string", + "description": "The currency pair." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The high price for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The low price for this aggregate window." + }, + "v": { + "type": "integer", + "description": "The volume of trades during this aggregate window." + }, + "s": { + "type": "integer", + "description": "The start time for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The end time for this aggregate window in Unix Milliseconds." + } + } + }, "CryptoQuoteEvent": { "type": "object", "properties": { @@ -4600,7 +4991,7 @@ } } }, - "CryptoAggregateEvent": { + "CryptoMinuteAggregateEvent": { "type": "object", "properties": { "ev": { @@ -4657,6 +5048,63 @@ } } }, + "CryptoSecondAggregateEvent": { + "type": "object", + "properties": { + "ev": { + "type": "string", + "enum": [ + "XAS" + ], + "description": "The event type." + }, + "pair": { + "type": "string", + "description": "The crypto pair." + }, + "o": { + "type": "number", + "format": "double", + "description": "The open price for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The close price for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The high price for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The low price for this aggregate window." + }, + "v": { + "type": "integer", + "description": "The volume of trades during this aggregate window." + }, + "s": { + "type": "integer", + "description": "The start time for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The end time for this aggregate window in Unix Milliseconds." + }, + "vw": { + "type": "number", + "format": "double", + "description": "The volume weighted average price." + }, + "z": { + "type": "integer", + "description": "The average trade size for this aggregate window." + } + } + }, "CryptoL2BookEvent": { "type": "object", "properties": { @@ -4825,6 +5273,65 @@ } ] }, + "IndicesSecondAggregateEvent": { + "allOf": [ + { + "type": "object", + "properties": { + "ev": { + "description": "The event type." + }, + "sym": { + "type": "string", + "description": "The symbol representing the given index." + }, + "op": { + "type": "number", + "format": "double", + "description": "Today's official opening value." + }, + "o": { + "type": "number", + "format": "double", + "description": "The opening index value for this aggregate window." + }, + "c": { + "type": "number", + "format": "double", + "description": "The closing index value for this aggregate window." + }, + "h": { + "type": "number", + "format": "double", + "description": "The highest index value for this aggregate window." + }, + "l": { + "type": "number", + "format": "double", + "description": "The lowest index value for this aggregate window." + }, + "s": { + "type": "integer", + "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + }, + "e": { + "type": "integer", + "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + } + } + }, + { + "properties": { + "ev": { + "enum": [ + "A" + ], + "description": "The event type." + } + } + } + ] + }, "IndicesValueEvent": { "type": "object", "properties": { From 07ed37c6035e47d86a01f1375197b0344b23c955 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 18 Dec 2023 08:37:35 -0800 Subject: [PATCH 141/313] Bump pook from 1.1.1 to 1.2.0 (#575) Bumps [pook](https://github.com/h2non/pook) from 1.1.1 to 1.2.0. - [Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.1.1...v1.2.0) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index a97dd053..38ef5f61 100644 --- a/poetry.lock +++ b/poetry.lock @@ -487,13 +487,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.1.1" +version = "1.2.0" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = "*" files = [ - {file = "pook-1.1.1-py3-none-any.whl", hash = "sha256:0bf4f8b53739e165722263c894a27140cf7f3ae6e7a378e4cbf48fdca4abe037"}, - {file = "pook-1.1.1.tar.gz", hash = "sha256:53da04930616d94eeede77a39d6b5f0fac1f7bbd160d8f54bc468cd798b93956"}, + {file = "pook-1.2.0-py3-none-any.whl", hash = "sha256:53e83db3c0896f04c23a5f09c043bef04aaeb6164eceb8df2fd97a6987924710"}, + {file = "pook-1.2.0.tar.gz", hash = "sha256:4114a7727a2c4013b4a97b6f11b2919b989e44da0d4c1323d1ee77dc40b40585"}, ] [package.dependencies] @@ -957,4 +957,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "687907926ac5a55231a363611f7c0ccd688000dee9aa667df29b24e7f251b1fe" +content-hash = "22290b87741d978c81d3ee4ed7978a10c3ee9f89b317835b48a353316ca6dea9" diff --git a/pyproject.toml b/pyproject.toml index 5a162fcf..2b643b68 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" -pook = "^1.1.1" +pook = "^1.2.0" orjson = "^3.9.10" [build-system] From 2ddec5464407c8ba297c3a04b2725762224632ac Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 18 Dec 2023 08:45:54 -0800 Subject: [PATCH 142/313] Bump black from 23.11.0 to 23.12.0 (#574) Bumps [black](https://github.com/psf/black) from 23.11.0 to 23.12.0. - [Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/23.11.0...23.12.0) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 46 +++++++++++++++++++++++++--------------------- pyproject.toml | 2 +- 2 files changed, 26 insertions(+), 22 deletions(-) diff --git a/poetry.lock b/poetry.lock index 38ef5f61..7e38d48a 100644 --- a/poetry.lock +++ b/poetry.lock @@ -44,29 +44,33 @@ pytz = ">=2015.7" [[package]] name = "black" -version = "23.11.0" +version = "23.12.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" files = [ - {file = "black-23.11.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:dbea0bb8575c6b6303cc65017b46351dc5953eea5c0a59d7b7e3a2d2f433a911"}, - {file = "black-23.11.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:412f56bab20ac85927f3a959230331de5614aecda1ede14b373083f62ec24e6f"}, - {file = "black-23.11.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:d136ef5b418c81660ad847efe0e55c58c8208b77a57a28a503a5f345ccf01394"}, - 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[Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.2.0...v1.3.0) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 7e38d48a..f7af8716 100644 --- a/poetry.lock +++ b/poetry.lock @@ -491,13 +491,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.2.0" +version = "1.3.0" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = "*" files = [ - {file = "pook-1.2.0-py3-none-any.whl", hash = "sha256:53e83db3c0896f04c23a5f09c043bef04aaeb6164eceb8df2fd97a6987924710"}, - {file = "pook-1.2.0.tar.gz", hash = "sha256:4114a7727a2c4013b4a97b6f11b2919b989e44da0d4c1323d1ee77dc40b40585"}, + {file = "pook-1.3.0-py2.py3-none-any.whl", hash = "sha256:0d057a60a4dff0d4d813e3397e187d169da894151bbbbbb2b679cd6559c85df9"}, + {file = "pook-1.3.0.tar.gz", hash = "sha256:24a6ae2abd79eef147d483da8060d41d025a9a6d676e98b7370547c09ad0e0e4"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "acd467a759f9d0a4c673bdd82cc59f06ca808e663c832f78a64f1bf1d98cbf1f" +content-hash = "0efb18eeb77b204b16815c86e684ae7fac778190ae6d8d4a7f195ceb1d7a7a42" diff --git a/pyproject.toml b/pyproject.toml index 8f352757..b575d8d9 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" -pook = "^1.2.0" +pook = "^1.3.0" orjson = "^3.9.10" [build-system] From f4be43751c088b41ae7fd95c865e6a9cdf3ee532 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 25 Dec 2023 09:13:22 -0800 Subject: [PATCH 144/313] Bump mypy from 1.7.1 to 1.8.0 (#579) Bumps [mypy](https://github.com/python/mypy) from 1.7.1 to 1.8.0. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.7.1...v1.8.0) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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[Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.3.0...v1.4.0) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 10 +++++----- pyproject.toml | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index e93cddb3..994c656c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -491,13 +491,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.3.0" +version = "1.4.0" description = "HTTP traffic mocking and expectations made easy" optional = false -python-versions = "*" +python-versions = ">=3.8" files = [ - {file = "pook-1.3.0-py2.py3-none-any.whl", hash = "sha256:0d057a60a4dff0d4d813e3397e187d169da894151bbbbbb2b679cd6559c85df9"}, - {file = "pook-1.3.0.tar.gz", hash = "sha256:24a6ae2abd79eef147d483da8060d41d025a9a6d676e98b7370547c09ad0e0e4"}, + {file = "pook-1.4.0-py3-none-any.whl", hash = "sha256:1b47fcc75a8a063fc977ee55c7360a0f70bcf3ac0de9be584c8ec09cb127da49"}, + {file = "pook-1.4.0.tar.gz", hash = "sha256:9261e576e7fe9e9df22f77ffe630560dc6297945382cb4ab9d9c1bb33ddfc62b"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "f1bb64f793d8d6fec93a7c05036f527812b17ef5ad0fe0f0dd8afd6640969b2c" +content-hash = "a365fadab022b55a06bc1fe6b7ef8a6253066ae7cb4fa0a458bf63ea9a5c9d6d" diff --git a/pyproject.toml b/pyproject.toml index 0a79a33f..ecc9b5e9 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" -pook = "^1.3.0" +pook = "^1.4.0" orjson = "^3.9.10" [build-system] From 434eb35a71f989599cbfa10df667598cb94898de Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 2 Jan 2024 09:13:04 -0800 Subject: [PATCH 147/313] Updated rest spec with compfigi (#584) --- .polygon/rest.json | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 46df5987..f4e5fcb9 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -26031,7 +26031,7 @@ "type": "string" }, "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", "type": "string" }, "currency_name": { @@ -26076,7 +26076,7 @@ "type": "string" }, "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", "type": "string" }, "ticker": { @@ -26477,7 +26477,7 @@ "type": "string" }, "composite_figi": { - "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", "type": "string" }, "currency_name": { @@ -26543,7 +26543,7 @@ "type": "number" }, "share_class_figi": { - "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/assets/content/Open_Symbology_Fields-2a61f8aa4d.pdf)", + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", "type": "string" }, "share_class_shares_outstanding": { From 62f6064df73b8063eb41555855c7d9cab9500c10 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 5 Jan 2024 09:13:42 -0800 Subject: [PATCH 148/313] Updated ws spec with start and end timestamp desc (#576) --- .polygon/websocket.json | 124 ++++++++++++++++++++-------------------- 1 file changed, 62 insertions(+), 62 deletions(-) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 67db5785..85245e63 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -539,11 +539,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "otc": { "type": "boolean", @@ -686,11 +686,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "otc": { "type": "boolean", @@ -1104,11 +1104,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -1513,11 +1513,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -1656,11 +1656,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -1870,11 +1870,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -2148,11 +2148,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -2248,11 +2248,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -2440,11 +2440,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -2805,7 +2805,7 @@ }, "b": { "type": "array", - "description": "An array of bid prices with a maximum depth of 100.", + "description": "An array of bid prices, where each entry contains two elements: the first is the bid price, and the second is the size, with a maximum depth of 100.", "items": { "type": "array", "description": "An array where the first item is bid price and the second item is size.", @@ -2817,7 +2817,7 @@ }, "a": { "type": "array", - "description": "An array of ask prices with a maximum depth of 100.", + "description": "An array of ask prices, where each entry contains two elements: the first is the ask price, and the second is the size, with a maximum depth of 100.", "items": { "type": "array", "description": "An array where the first item is ask price and the second item is size.", @@ -2950,11 +2950,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "vw": { "type": "number", @@ -3062,11 +3062,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "vw": { "type": "number", @@ -3266,11 +3266,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -3448,11 +3448,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -3564,11 +3564,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -3919,11 +3919,11 @@ }, "AggsStartTime": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "AggsEndTime": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "StockTradeEvent": { "type": "object", @@ -4109,11 +4109,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "otc": { "type": "boolean", @@ -4182,11 +4182,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "otc": { "type": "boolean", @@ -4267,11 +4267,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "otc": { "type": "boolean", @@ -4547,11 +4547,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -4616,11 +4616,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -4697,11 +4697,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -4837,11 +4837,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -4885,11 +4885,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -5031,11 +5031,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "vw": { "type": "number", @@ -5088,11 +5088,11 @@ }, "s": { "type": "integer", - "description": "The start time for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The end time for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." }, "vw": { "type": "number", @@ -5121,7 +5121,7 @@ }, "b": { "type": "array", - "description": "An array of bid prices with a maximum depth of 100.", + "description": "An array of bid prices, where each entry contains two elements: the first is the bid price, and the second is the size, with a maximum depth of 100.", "items": { "type": "array", "description": "An array where the first item is bid price and the second item is size.", @@ -5133,7 +5133,7 @@ }, "a": { "type": "array", - "description": "An array of ask prices with a maximum depth of 100.", + "description": "An array of ask prices, where each entry contains two elements: the first is the ask price, and the second is the size, with a maximum depth of 100.", "items": { "type": "array", "description": "An array where the first item is ask price and the second item is size.", @@ -5206,11 +5206,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -5253,11 +5253,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -5312,11 +5312,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, @@ -5412,11 +5412,11 @@ }, "s": { "type": "integer", - "description": "The timestamp of the starting tick for this aggregate window in Unix Milliseconds." + "description": "The start timestamp of this aggregate window in Unix Milliseconds." }, "e": { "type": "integer", - "description": "The timestamp of the ending tick for this aggregate window in Unix Milliseconds." + "description": "The end timestamp of this aggregate window in Unix Milliseconds." } } }, From 4fc38e0db762cfbaf56c333b9ce05ec3fe657f68 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 8 Jan 2024 10:21:49 -0800 Subject: [PATCH 149/313] Bump types-setuptools from 69.0.0.0 to 69.0.0.20240106 (#586) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.0.0.0 to 69.0.0.20240106. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 994c656c..3f903c20 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.0.0.0" +version = "69.0.0.20240106" description = "Typing stubs for setuptools" optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.0.0.0.tar.gz", hash = "sha256:b0a06219f628c6527b2f8ce770a4f47550e00d3e8c3ad83e2dc31bc6e6eda95d"}, - {file = "types_setuptools-69.0.0.0-py3-none-any.whl", hash = "sha256:8c86195bae2ad81e6dea900a570fe9d64a59dbce2b11cc63c046b03246ea77bf"}, + {file = "types-setuptools-69.0.0.20240106.tar.gz", hash = "sha256:e077f9089578df3c9938f6e4aa1633f182ba6740a6fdb1333f162bae5dfcbadc"}, + {file = "types_setuptools-69.0.0.20240106-py3-none-any.whl", hash = "sha256:b1da8981425723a674fd459c43dfa4402abeaee3f9cf682723ee9cf226125cc3"}, ] [[package]] From 55aa195f4bc0ae64bec32dec83db460fbe168922 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 11 Jan 2024 11:52:15 -0800 Subject: [PATCH 150/313] Bump jinja2 from 3.1.2 to 3.1.3 (#588) Bumps [jinja2](https://github.com/pallets/jinja) from 3.1.2 to 3.1.3. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.1.2...3.1.3) --- updated-dependencies: - dependency-name: jinja2 dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3f903c20..c219e086 100644 --- a/poetry.lock +++ b/poetry.lock @@ -224,14 +224,14 @@ docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)"] [[package]] -name = "Jinja2" -version = "3.1.2" +name = "jinja2" +version = "3.1.3" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" files = [ - {file = "Jinja2-3.1.2-py3-none-any.whl", hash = "sha256:6088930bfe239f0e6710546ab9c19c9ef35e29792895fed6e6e31a023a182a61"}, - {file = "Jinja2-3.1.2.tar.gz", hash = "sha256:31351a702a408a9e7595a8fc6150fc3f43bb6bf7e319770cbc0db9df9437e852"}, + {file = "Jinja2-3.1.3-py3-none-any.whl", hash = "sha256:7d6d50dd97d52cbc355597bd845fabfbac3f551e1f99619e39a35ce8c370b5fa"}, + {file = "Jinja2-3.1.3.tar.gz", hash = "sha256:ac8bd6544d4bb2c9792bf3a159e80bba8fda7f07e81bc3aed565432d5925ba90"}, ] [package.dependencies] From 2f9d031ae31133e00374c1e2c1054c041931d82e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 11 Jan 2024 13:08:14 -0800 Subject: [PATCH 151/313] Added example for async websocket and rest calls (#589) * Added example for async websocket and rest calls * Fix lint * Fix wording * Added comments via TODO where user changes needed --- .../async_websocket_rest_handler.py | 109 ++++++++++++++++++ .../async_websocket_rest_handler/readme.md | 16 +++ 2 files changed, 125 insertions(+) create mode 100644 examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py create mode 100644 examples/tools/async_websocket_rest_handler/readme.md diff --git a/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py new file mode 100644 index 00000000..30753269 --- /dev/null +++ b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py @@ -0,0 +1,109 @@ +import asyncio +import logging +import os +import re +from concurrent.futures import ThreadPoolExecutor +from typing import Optional, Union +from polygon import RESTClient, WebSocketClient +from polygon.websocket.models import Market, Feed + + +class ApiCallHandler: + def __init__(self): + self.api_call_queue = asyncio.Queue() + self.executor = ThreadPoolExecutor() # Thread pool for running synchronous code + + async def enqueue_api_call(self, options_ticker): + await self.api_call_queue.put(options_ticker) + + async def start_processing_api_calls(self): + while True: + options_ticker = await self.api_call_queue.get() + try: + # TODO: + # Here, you can process the rest api requets as needed + # Example: Get the options contract for this + contract = await asyncio.get_running_loop().run_in_executor( + self.executor, self.get_options_contract, options_ticker + ) + print(contract) # Or process the contract data as needed + except Exception as e: + logging.error(f"Error processing API call for {options_ticker}: {e}") + finally: + self.api_call_queue.task_done() + + def get_options_contract(self, options_ticker): + client = RESTClient() # Assumes POLYGON_API_KEY is set in the environment + return client.get_options_contract(options_ticker) + + +class MessageHandler: + def __init__(self, api_call_handler): + self.handler_queue = asyncio.Queue() + self.api_call_handler = api_call_handler + + async def add(self, message_response: Optional[Union[str, bytes]]) -> None: + await self.handler_queue.put(message_response) + + async def start_handling(self) -> None: + while True: + message_response = await self.handler_queue.get() + logging.info(f"Received message: {message_response}") + try: + # TODO: + # Here, you can process the websocket messages as needed + # Example: Extract ticker symbol and enqueue REST API call + # to get the options contract for this trade (non-blocking) + for trade in message_response: + ticker = self.extract_symbol(trade.symbol) + if ticker == "NVDA": + asyncio.create_task( + self.api_call_handler.enqueue_api_call(trade.symbol) + ) + except Exception as e: + logging.error(f"Error handling message: {e}") + finally: + self.handler_queue.task_done() + + def extract_symbol(self, input_string): + match = re.search(r"O:([A-Z]+)", input_string) + if match: + return match.group(1) + else: + return None + + +class MyClient: + def __init__(self, feed, market, subscriptions): + api_key = os.getenv("POLYGON_API_KEY") + self.polygon_websocket_client = WebSocketClient( + api_key=api_key, + feed=feed, + market=market, + verbose=True, + subscriptions=subscriptions, + ) + self.api_call_handler = ApiCallHandler() + self.message_handler = MessageHandler(self.api_call_handler) + + async def start_event_stream(self): + try: + await asyncio.gather( + self.polygon_websocket_client.connect(self.message_handler.add), + self.message_handler.start_handling(), + self.api_call_handler.start_processing_api_calls(), + ) + except Exception as e: + logging.error(f"Error in event stream: {e}") + + +async def main(): + logging.basicConfig(level=logging.INFO) + my_client = MyClient( + feed=Feed.RealTime, market=Market.Options, subscriptions=["T.*"] + ) + await my_client.start_event_stream() + + +# Entry point for the asyncio program +asyncio.run(main()) diff --git a/examples/tools/async_websocket_rest_handler/readme.md b/examples/tools/async_websocket_rest_handler/readme.md new file mode 100644 index 00000000..a4482ff3 --- /dev/null +++ b/examples/tools/async_websocket_rest_handler/readme.md @@ -0,0 +1,16 @@ +# Pattern for Non-Blocking WebSocket and REST Calls in Python + +This script demonstrates a non-blocking pattern for handling WebSocket streams and REST API calls in Python using asyncio. It focuses on efficient, concurrent processing of real-time financial data and asynchronous fetching of additional information, ensuring that real-time data streams are managed without delays or blockages. The tutorial provides both theoretical insights and a practical, adaptable example, ideal for applications in financial data processing and similar real-time data handling scenarios. + +Please see the [tutorial](https://polygon.io/blog/pattern-for-non-blocking-websocket-and-rest-calls-in-python) for more details. + +### Prerequisites + +- Python 3.x +- Polygon.io account and Options API key + +### Running the Example + +``` +python3 async_websocket_rest_handler.py +``` \ No newline at end of file From 35bf7af7f1a050e1eae05b9cba8151377babf743 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 16 Jan 2024 09:21:56 -0800 Subject: [PATCH 152/313] Bump types-setuptools from 69.0.0.20240106 to 69.0.0.20240115 (#592) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.0.0.20240106 to 69.0.0.20240115. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index c219e086..a8ad2a66 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.0.0.20240106" +version = "69.0.0.20240115" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.0.0.20240106.tar.gz", hash = "sha256:e077f9089578df3c9938f6e4aa1633f182ba6740a6fdb1333f162bae5dfcbadc"}, - {file = "types_setuptools-69.0.0.20240106-py3-none-any.whl", hash = "sha256:b1da8981425723a674fd459c43dfa4402abeaee3f9cf682723ee9cf226125cc3"}, + {file = "types-setuptools-69.0.0.20240115.tar.gz", hash = "sha256:1a9c863899f40cbe2053d0cd1d00ddef0330b492335467d018f73c1fec9462a3"}, + {file = "types_setuptools-69.0.0.20240115-py3-none-any.whl", hash = "sha256:7409e774c69e1810cb45052dbaed839fc30302e86a3ff945172ef2a2e7ab46f8"}, ] [[package]] From 7b793a7b5e2fdb7b2c3f0dc574539b01e74ce89c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 22 Jan 2024 09:36:29 -0800 Subject: [PATCH 153/313] Bump orjson from 3.9.10 to 3.9.12 (#595) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.10 to 3.9.12. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.10...3.9.12) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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"jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "a365fadab022b55a06bc1fe6b7ef8a6253066ae7cb4fa0a458bf63ea9a5c9d6d" +content-hash = "64ce1735ef92bbcd0e8b4d3ea9e68e092261932098465ceccbfd8c7d706c56c1" diff --git a/pyproject.toml b/pyproject.toml index ecc9b5e9..e404050c 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^1.25.2" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" pook = "^1.4.0" -orjson = "^3.9.10" +orjson = "^3.9.12" [build-system] requires = ["poetry-core>=1.0.0"] From 3d371dc543cd250633fbdeef51fccffaa071692d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 29 Jan 2024 13:50:05 -0800 Subject: [PATCH 154/313] Bump sphinx-autodoc-typehints from 1.25.2 to 1.25.3 (#596) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 1.25.2 to 1.25.3. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/1.25.2...1.25.3) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 12 ++++++------ pyproject.toml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/poetry.lock b/poetry.lock index a177840b..2b7d8fb0 100644 --- a/poetry.lock +++ b/poetry.lock @@ -641,22 +641,22 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.25.2" +version = "1.25.3" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-1.25.2-py3-none-any.whl", hash = "sha256:5ed05017d23ad4b937eab3bee9fae9ab0dd63f0b42aa360031f1fad47e47f673"}, - {file = "sphinx_autodoc_typehints-1.25.2.tar.gz", hash = "sha256:3cabc2537e17989b2f92e64a399425c4c8bf561ed73f087bc7414a5003616a50"}, + {file = "sphinx_autodoc_typehints-1.25.3-py3-none-any.whl", hash = "sha256:d3da7fa9a9761eff6ff09f8b1956ae3090a2d4f4ad54aebcade8e458d6340835"}, + {file = "sphinx_autodoc_typehints-1.25.3.tar.gz", hash = "sha256:70db10b391acf4e772019765991d2de0ff30ec0899b9ba137706dc0b3c4835e0"}, ] [package.dependencies] sphinx = ">=7.1.2" [package.extras] -docs = ["furo (>=2023.7.26)", "sphinx (>=7.1.2)"] +docs = ["furo (>=2023.9.10)"] numpy = ["nptyping (>=2.5)"] -testing = ["covdefaults (>=2.3)", "coverage (>=7.3)", "diff-cover (>=7.7)", "pytest (>=7.4)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.7.1)"] +testing = ["covdefaults (>=2.3)", "coverage (>=7.3.2)", "diff-cover (>=8.0.1)", "pytest (>=7.4.3)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.8)"] [[package]] name = "sphinx-rtd-theme" @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "64ce1735ef92bbcd0e8b4d3ea9e68e092261932098465ceccbfd8c7d706c56c1" +content-hash = "710eb48e10f06b9c199fe2e830d49b66766b5f10810bfcdd270f7bb8c14061f7" diff --git a/pyproject.toml b/pyproject.toml index e404050c..f1d1a78c 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.25.2" +sphinx-autodoc-typehints = "^1.25.3" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" pook = "^1.4.0" From 4375c8c3f3d81ef019119b00947762b850a6d52f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 30 Jan 2024 13:08:56 -0800 Subject: [PATCH 155/313] Bump types-setuptools from 69.0.0.20240115 to 69.0.0.20240125 (#597) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.0.0.20240115 to 69.0.0.20240125. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 2b7d8fb0..f146697d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.0.0.20240115" +version = "69.0.0.20240125" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.0.0.20240115.tar.gz", hash = "sha256:1a9c863899f40cbe2053d0cd1d00ddef0330b492335467d018f73c1fec9462a3"}, - {file = "types_setuptools-69.0.0.20240115-py3-none-any.whl", hash = "sha256:7409e774c69e1810cb45052dbaed839fc30302e86a3ff945172ef2a2e7ab46f8"}, + {file = "types-setuptools-69.0.0.20240125.tar.gz", hash = "sha256:22ad498cb585b22ce8c97ada1fccdf294a2e0dd7dc984a28535a84ea82f45b3f"}, + {file = "types_setuptools-69.0.0.20240125-py3-none-any.whl", hash = "sha256:00835f959ff24ebc32c55da8df9d46e8df25e3c4bfacb43e98b61fde51a4bc41"}, ] [[package]] From c486b06580e5e6b716fa412a32483caadd461fe2 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 30 Jan 2024 16:17:38 -0800 Subject: [PATCH 156/313] Update README.md with setuptools (#599) --- README.md | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index ae63afb0..89716551 100644 --- a/README.md +++ b/README.md @@ -5,13 +5,20 @@ Welcome to the official Python client library for the [Polygon](https://polygon.io/) REST and WebSocket API. To get started, please see the [Getting Started](https://polygon.io/docs/stocks/getting-started) section in our documentation, view the [examples](./examples/) directory for code snippets, or the [blog post](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) with video tutorials to learn more. +## Prerequisites + +Before installing the Polygon Python client, ensure your environment has Python 3.8 or higher. While most Python environments come with setuptools installed, it is a dependency for this library. In the rare case it's not already present, you can install setuptools using pip: + +``` +pip install setuptools +``` + ## Install Please use pip to install or update to the latest stable version. ``` pip install -U polygon-api-client ``` -Requires Python >= 3.8. ## Getting started From e44ff30430cf078dbb42800f21cfdd12b46bb098 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 1 Feb 2024 11:35:41 -0800 Subject: [PATCH 157/313] Update async_websocket_rest_handler.py (#591) --- .../async_websocket_rest_handler.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py index 30753269..d60a257c 100644 --- a/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py +++ b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py @@ -12,6 +12,7 @@ class ApiCallHandler: def __init__(self): self.api_call_queue = asyncio.Queue() self.executor = ThreadPoolExecutor() # Thread pool for running synchronous code + self.client = RESTClient() # Assumes POLYGON_API_KEY is set in the environment async def enqueue_api_call(self, options_ticker): await self.api_call_queue.put(options_ticker) @@ -33,8 +34,7 @@ async def start_processing_api_calls(self): self.api_call_queue.task_done() def get_options_contract(self, options_ticker): - client = RESTClient() # Assumes POLYGON_API_KEY is set in the environment - return client.get_options_contract(options_ticker) + return self.client.get_options_contract(options_ticker) class MessageHandler: From 2a975fe1a726eebe8071d6b522d85410f1f9ddb1 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 1 Feb 2024 11:47:27 -0800 Subject: [PATCH 158/313] Add Docker support for polygon-api-client usage example (#600) * Add Docker support for polygon-api-client usage example * Added note re: rebuild on python script changes --- examples/tools/docker/Dockerfile | 19 +++++++++++++++ examples/tools/docker/app.py | 20 ++++++++++++++++ examples/tools/docker/readme.md | 41 ++++++++++++++++++++++++++++++++ 3 files changed, 80 insertions(+) create mode 100644 examples/tools/docker/Dockerfile create mode 100644 examples/tools/docker/app.py create mode 100644 examples/tools/docker/readme.md diff --git a/examples/tools/docker/Dockerfile b/examples/tools/docker/Dockerfile new file mode 100644 index 00000000..253c1fc1 --- /dev/null +++ b/examples/tools/docker/Dockerfile @@ -0,0 +1,19 @@ +# Use an official Python runtime as a parent image +FROM python:3.8-slim + +# Set the working directory in the container +WORKDIR /usr/src/app + +# Copy the current directory contents into the container at /usr/src/app +COPY . . + +# Install any needed packages specified in requirements.txt +RUN pip install --no-cache-dir polygon-api-client + +# Set the environment variable for the Polygon API key +# Note: Replace "" with your actual API key or use Docker's --env flag when running the container to set it dynamically +# Warning: Not recommended for production or shared environments +ENV POLYGON_API_KEY= + +# Run the script when the container launches +CMD ["python", "./app.py"] diff --git a/examples/tools/docker/app.py b/examples/tools/docker/app.py new file mode 100644 index 00000000..8e5c0223 --- /dev/null +++ b/examples/tools/docker/app.py @@ -0,0 +1,20 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs + +client = RESTClient() # POLYGON_API_KEY environment variable is used + +aggs = [] +for a in client.list_aggs( + "AAPL", + 1, + "hour", + "2024-01-30", + "2024-01-30", + limit=50000, +): + aggs.append(a) + +print(aggs) diff --git a/examples/tools/docker/readme.md b/examples/tools/docker/readme.md new file mode 100644 index 00000000..776fd70c --- /dev/null +++ b/examples/tools/docker/readme.md @@ -0,0 +1,41 @@ +# Dockerized Python Application with Polygon API Client + +This Docker setup provides a ready-to-use environment for running Python scripts that utilize the `polygon-api-client` for financial data processing. It encapsulates the Python environment and the `polygon-api-client` library in a Docker container, making it easy to deploy and run the application consistently across any system with Docker installed. This approach is particularly useful for developers looking to integrate Polygon's financial data APIs into their applications without worrying about environment inconsistencies. + +### Prerequisites + +- [Docker](https://www.docker.com/) installed on your machine +- [Polygon.io](https://polygon.io/) account and API key + +### Setup and Configuration + +1. Clone the repository or download the Dockerfile and your Python script into a directory. +2. Use Docker's `--env` flag when running the container to set the `POLYGON_API_KEY` environment variable dynamically, or replace `` in the Dockerfile with your Polygon API key (not recommended for production or shared environments). +3. Ensure your Python script (e.g., `app.py`) is in the same directory as the Dockerfile. + +### Building the Docker Image + +Any modifications to the Python script will require rebuilding the Docker image to reflect the changes in the containerized environment. Use the docker build command each time your script is updated to ensure the latest version is used in your Docker container. + +Navigate to the directory containing your Dockerfile and execute the following command to build your Docker image: + +``` +docker build -t polygon-client-app . +``` + +This command creates a Docker image named `polygon-client-app` based on the instructions in your Dockerfile. + +### Running the Docker Container + +Run your Docker container using the following command: + +``` +docker run --env POLYGON_API_KEY="" polygon-client-app +``` + +Replace `` with your actual Polygon API key. This command starts a Docker container based on the `polygon-client-app` image, sets the `POLYGON_API_KEY` environment variable to your provided API key, and runs your Python script inside the container. + +### Additional Notes + +- The Docker setup provided here is a very basic example. Depending on your specific requirements, you might need to customize the Dockerfile, such as adding volume mounts for persistent data or exposing ports for network communication. +- For more details on using the Polygon API and the `polygon-api-client` library, please refer to the [Polygon documentation](https://polygon.io/docs), the [polygon-io/client-python](https://github.com/polygon-io/client-python) repo, or the [polygon-api-client documentation](https://polygon-api-client.readthedocs.io/en/latest/). \ No newline at end of file From 61cc3ffeefadf16830912fda99a6e1ecf5b0bab3 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 1 Feb 2024 12:20:54 -0800 Subject: [PATCH 159/313] Add API key usage note to Getting Started section (#601) * Add API key usage note to Getting Started section * Update free vs paid tier wording --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 89716551..81494a78 100644 --- a/README.md +++ b/README.md @@ -24,6 +24,8 @@ pip install -U polygon-api-client To get started, please see the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) section in our docs, view the [examples](./examples) directory for code snippets, or view the [blog post with videos](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) to learn more. +The free tier of our API comes with usage limitations, potentially leading to rate limit errors if these are exceeded. For uninterrupted access and to support larger data requirements, we recommend reviewing our [subscription plans](https://polygon.io/pricing), which are tailored for a wide range of needs from development to high-demand applications. Refer to our pricing page for detailed information on limits and features to ensure a seamless experience, especially for real-time data processing. + ## REST API Client Import the RESTClient. ```python From 609fd4f102f65781303bea59ae401d4cf66b12e8 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 5 Feb 2024 08:18:18 -0800 Subject: [PATCH 160/313] Bump certifi from 2023.11.17 to 2024.2.2 (#604) Bumps [certifi](https://github.com/certifi/python-certifi) from 2023.11.17 to 2024.2.2. - [Commits](https://github.com/certifi/python-certifi/compare/2023.11.17...2024.02.02) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index f146697d..20c5e1ab 100644 --- a/poetry.lock +++ b/poetry.lock @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2023.11.17" +version = "2024.2.2" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2023.11.17-py3-none-any.whl", hash = "sha256:e036ab49d5b79556f99cfc2d9320b34cfbe5be05c5871b51de9329f0603b0474"}, - {file = "certifi-2023.11.17.tar.gz", hash = "sha256:9b469f3a900bf28dc19b8cfbf8019bf47f7fdd1a65a1d4ffb98fc14166beb4d1"}, + {file = "certifi-2024.2.2-py3-none-any.whl", hash = "sha256:dc383c07b76109f368f6106eee2b593b04a011ea4d55f652c6ca24a754d1cdd1"}, + {file = "certifi-2024.2.2.tar.gz", hash = "sha256:0569859f95fc761b18b45ef421b1290a0f65f147e92a1e5eb3e635f9a5e4e66f"}, ] [[package]] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "710eb48e10f06b9c199fe2e830d49b66766b5f10810bfcdd270f7bb8c14061f7" +content-hash = "2aedc1f9bcdd5fdc19a53dc7b3b62dc34d231052e62b0e8dd1440e48613199e4" diff --git a/pyproject.toml b/pyproject.toml index f1d1a78c..8cf1a612 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -27,7 +27,7 @@ packages = [ python = "^3.8" urllib3 = "^1.26.9,<2.0" websockets = ">=10.3,<13.0" -certifi = ">=2022.5.18,<2024.0.0" +certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] black = "^23.12.1" From 01b7c71f7c46c1a994c28b21645b4c68ebd2240f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 5 Feb 2024 08:23:47 -0800 Subject: [PATCH 161/313] Bump orjson from 3.9.12 to 3.9.13 (#602) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.12 to 3.9.13. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.12...3.9.13) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 104 ++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 53 insertions(+), 53 deletions(-) diff --git a/poetry.lock b/poetry.lock index 20c5e1ab..45ea71ec 100644 --- a/poetry.lock +++ b/poetry.lock @@ -384,61 +384,61 @@ six = ">=1.8.0" [[package]] name = "orjson" -version = "3.9.12" +version = "3.9.13" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" files = [ - {file = "orjson-3.9.12-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:6b4e2bed7d00753c438e83b613923afdd067564ff7ed696bfe3a7b073a236e07"}, - {file = "orjson-3.9.12-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:bd1b8ec63f0bf54a50b498eedeccdca23bd7b658f81c524d18e410c203189365"}, - {file = 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[Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.4.0...v1.4.1) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 45ea71ec..ba60aebb 100644 --- a/poetry.lock +++ b/poetry.lock @@ -491,13 +491,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.4.0" +version = "1.4.1" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" files = [ - {file = "pook-1.4.0-py3-none-any.whl", hash = "sha256:1b47fcc75a8a063fc977ee55c7360a0f70bcf3ac0de9be584c8ec09cb127da49"}, - {file = "pook-1.4.0.tar.gz", hash = "sha256:9261e576e7fe9e9df22f77ffe630560dc6297945382cb4ab9d9c1bb33ddfc62b"}, + {file = "pook-1.4.1-py3-none-any.whl", hash = "sha256:429ae72d2e808db2e5ea9f80d25783139222d9c27b5145ea210f1b5a14f41c92"}, + {file = "pook-1.4.1.tar.gz", hash = "sha256:00081a1987428f99e79a44ef0c6afc6c1c6cee8895043f586528b51a4043b0c5"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "53b17f952d05b15b988cb2af878bf9c8f9f6877df6831d3cfd4df61b7d0a82c1" +content-hash = "2c67897dbf7a62bba2beb41885d6534e7595c7f320e209d556760b4b11ea165d" diff --git a/pyproject.toml b/pyproject.toml index 80e0d8fe..e4f720e7 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^1.25.3" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" -pook = "^1.4.0" +pook = "^1.4.1" orjson = "^3.9.13" [build-system] From 3dbb0b3cf013a3a79d73aa1cece0072babd29456 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 15 Feb 2024 08:50:37 -0800 Subject: [PATCH 163/313] Bump sphinx-autodoc-typehints from 1.25.3 to 2.0.0 (#606) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 1.25.3 to 2.0.0. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/1.25.3...2.0.0) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index ba60aebb..510708cc 100644 --- a/poetry.lock +++ b/poetry.lock @@ -641,13 +641,13 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "1.25.3" +version = "2.0.0" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-1.25.3-py3-none-any.whl", hash = "sha256:d3da7fa9a9761eff6ff09f8b1956ae3090a2d4f4ad54aebcade8e458d6340835"}, - {file = "sphinx_autodoc_typehints-1.25.3.tar.gz", hash = "sha256:70db10b391acf4e772019765991d2de0ff30ec0899b9ba137706dc0b3c4835e0"}, + {file = "sphinx_autodoc_typehints-2.0.0-py3-none-any.whl", hash = "sha256:12c0e161f6fe191c2cdfd8fa3caea271f5387d9fbc67ebcd6f4f1f24ce880993"}, + {file = "sphinx_autodoc_typehints-2.0.0.tar.gz", hash = "sha256:7f2cdac2e70fd9787926b6e9e541cd4ded1e838d2b46fda2a1bb0a75ec5b7f3a"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "2c67897dbf7a62bba2beb41885d6534e7595c7f320e209d556760b4b11ea165d" +content-hash = "a68b886d2197a0de0ffe85fa60e3c3524b81e4e8e8f632fd84a8b5a0b4681998" diff --git a/pyproject.toml b/pyproject.toml index e4f720e7..cc998158 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^1.25.3" +sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" pook = "^1.4.1" From b58ff8ad0c4d9e2f91b56fc453a65dfc7b838fda Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 20 Feb 2024 08:19:29 -0800 Subject: [PATCH 164/313] Bump orjson from 3.9.13 to 3.9.14 (#612) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.13 to 3.9.14. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.13...3.9.14) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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"jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "a68b886d2197a0de0ffe85fa60e3c3524b81e4e8e8f632fd84a8b5a0b4681998" +content-hash = "e921f26781dd2301f9437cb799f0ed58b8aef48a20976888928ae4cc88e038d2" diff --git a/pyproject.toml b/pyproject.toml index cc998158..a6bb6fff 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" types-setuptools = "^69.0.0" pook = "^1.4.1" -orjson = "^3.9.13" +orjson = "^3.9.14" [build-system] requires = ["poetry-core>=1.0.0"] From 1f96037cabf50394b14cce510637897e2716531b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 20 Feb 2024 08:26:24 -0800 Subject: [PATCH 165/313] Bump types-setuptools from 69.0.0.20240125 to 69.1.0.20240217 (#610) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.0.0.20240125 to 69.1.0.20240217. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index eb0f5c34..238b65dc 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.0.0.20240125" +version = "69.1.0.20240217" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.0.0.20240125.tar.gz", hash = "sha256:22ad498cb585b22ce8c97ada1fccdf294a2e0dd7dc984a28535a84ea82f45b3f"}, - {file = "types_setuptools-69.0.0.20240125-py3-none-any.whl", hash = "sha256:00835f959ff24ebc32c55da8df9d46e8df25e3c4bfacb43e98b61fde51a4bc41"}, + {file = "types-setuptools-69.1.0.20240217.tar.gz", hash = "sha256:243fecc8850b6f7fbfa84bab18ec93407046a4e91130056fd5a7caef971aaff9"}, + {file = "types_setuptools-69.1.0.20240217-py3-none-any.whl", hash = "sha256:8b60e14a652b48bda292801c5a0c1251c190ad587c295f7839e901634913bb96"}, ] [[package]] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "e921f26781dd2301f9437cb799f0ed58b8aef48a20976888928ae4cc88e038d2" +content-hash = "415256e6067f8ea8ebc57c1ed9defdd40c8345c06d1a1ffc0d0862159072304e" diff --git a/pyproject.toml b/pyproject.toml index a6bb6fff..7334cac3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" -types-setuptools = "^69.0.0" +types-setuptools = "^69.1.0" pook = "^1.4.1" orjson = "^3.9.14" From b0824026cd57686d2ac870badfbf14ceffc69ce2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 20 Feb 2024 08:46:37 -0800 Subject: [PATCH 166/313] Bump pook from 1.4.1 to 1.4.2 (#611) Bumps [pook](https://github.com/h2non/pook) from 1.4.1 to 1.4.2. - [Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.4.1...v1.4.2) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 238b65dc..ea30479f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -491,13 +491,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.4.1" +version = "1.4.2" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" files = [ - {file = "pook-1.4.1-py3-none-any.whl", hash = "sha256:429ae72d2e808db2e5ea9f80d25783139222d9c27b5145ea210f1b5a14f41c92"}, - {file = "pook-1.4.1.tar.gz", hash = "sha256:00081a1987428f99e79a44ef0c6afc6c1c6cee8895043f586528b51a4043b0c5"}, + {file = "pook-1.4.2-py3-none-any.whl", hash = "sha256:a9be6a29931f2fa77347ae74d5d42758f26497dccb4f9f811fb07a4f196ec772"}, + {file = "pook-1.4.2.tar.gz", hash = "sha256:0d8fa419f86fd258cb3c38779b72ff2e382421b060c9ee1beaddf2ea050d969b"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "415256e6067f8ea8ebc57c1ed9defdd40c8345c06d1a1ffc0d0862159072304e" +content-hash = "e76ec445ed66ee57d8addb2bcf33162e21d0d3537f24588942f5c17fe8778c47" diff --git a/pyproject.toml b/pyproject.toml index 7334cac3..e4663ac3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" types-setuptools = "^69.1.0" -pook = "^1.4.1" +pook = "^1.4.2" orjson = "^3.9.14" [build-system] From f5c7acc024ce99ef8d2918cc3b6e135d8d51955d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 26 Feb 2024 09:46:03 -0800 Subject: [PATCH 167/313] Bump orjson from 3.9.14 to 3.9.15 (#615) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.14 to 3.9.15. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.14...3.9.15) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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[Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.4.2...v1.4.3) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 11488b06..02f7f75b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -491,13 +491,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.4.2" +version = "1.4.3" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" files = [ - {file = "pook-1.4.2-py3-none-any.whl", hash = "sha256:a9be6a29931f2fa77347ae74d5d42758f26497dccb4f9f811fb07a4f196ec772"}, - {file = "pook-1.4.2.tar.gz", hash = "sha256:0d8fa419f86fd258cb3c38779b72ff2e382421b060c9ee1beaddf2ea050d969b"}, + {file = "pook-1.4.3-py3-none-any.whl", hash = "sha256:4683a8a9d11fb56901ae15001a5bfb76a1bb960b1a841de1f0ca11c8c2d9eef8"}, + {file = "pook-1.4.3.tar.gz", hash = "sha256:61dbd9f6f9bf4d0bbab4abdf382bf7e8fbaae8561c5de3cd444e7c4be67df651"}, ] [package.dependencies] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "19b1df1bc5be066df9c2dd7116a9ae6f7c388d04b6b64e3a95660a6a838c4ea6" +content-hash = "adabc755495b0973eb59a7d170c21fa3b95e38e40af5801f69ec07fc610c1b27" diff --git a/pyproject.toml b/pyproject.toml index 0f14d44b..621fa958 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" types-setuptools = "^69.1.0" -pook = "^1.4.2" +pook = "^1.4.3" orjson = "^3.9.15" [build-system] From 75887ccd4d68f01b17f24a2bef8d0786b4c287f4 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 26 Feb 2024 09:55:52 -0800 Subject: [PATCH 169/313] Bump types-setuptools from 69.1.0.20240217 to 69.1.0.20240223 (#616) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.1.0.20240217 to 69.1.0.20240223. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 02f7f75b..c9f4da60 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.1.0.20240217" +version = "69.1.0.20240223" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.1.0.20240217.tar.gz", hash = "sha256:243fecc8850b6f7fbfa84bab18ec93407046a4e91130056fd5a7caef971aaff9"}, - {file = "types_setuptools-69.1.0.20240217-py3-none-any.whl", hash = "sha256:8b60e14a652b48bda292801c5a0c1251c190ad587c295f7839e901634913bb96"}, + {file = "types-setuptools-69.1.0.20240223.tar.gz", hash = "sha256:8a886a1fd06b668782dfbdaded4fd8a4e8c9f3d8d4c02acdd1240df098f50bf7"}, + {file = "types_setuptools-69.1.0.20240223-py3-none-any.whl", hash = "sha256:30a0d9903a81a424bd0f979534552a016a4543760aaffd499b9a2fe85bae0bfd"}, ] [[package]] From 47b703f54d0b32a5ac82f9b26d211114d684fa7d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 8 Mar 2024 08:28:20 -0800 Subject: [PATCH 170/313] Bump types-setuptools from 69.1.0.20240223 to 69.1.0.20240302 (#619) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.1.0.20240223 to 69.1.0.20240302. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... 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black = "^23.12.1" -mypy = "^1.8" +mypy = "^1.9" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" From 0b5fa9bf59bf72eb9f534868e1ba322638c41bab Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 18 Mar 2024 09:16:14 -0700 Subject: [PATCH 173/313] Bump types-setuptools from 69.1.0.20240310 to 69.2.0.20240317 (#629) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.1.0.20240310 to 69.2.0.20240317. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 38d717df..c4d4dd8f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -804,13 +804,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.1.0.20240310" +version = "69.2.0.20240317" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.1.0.20240310.tar.gz", hash = "sha256:fc0e1082f55c974611bce844b1e5beb2d1a895501f4a464e48305592a4268100"}, - {file = "types_setuptools-69.1.0.20240310-py3-none-any.whl", hash = "sha256:7801245ecaf371d24f1154924c8f1f0efdc53977339bf79886b5b10890af6478"}, + {file = "types-setuptools-69.2.0.20240317.tar.gz", hash = "sha256:b607c4c48842ef3ee49dc0c7fe9c1bad75700b071e1018bb4d7e3ac492d47048"}, + {file = "types_setuptools-69.2.0.20240317-py3-none-any.whl", hash = "sha256:cf91ff7c87ab7bf0625c3f0d4d90427c9da68561f3b0feab77977aaf0bbf7531"}, ] [[package]] @@ -961,4 +961,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "bf0a9f886be376c8c922a52d85d9ede444460f56f78d75f1e56365df38b96cbb" +content-hash = "4411fb69fca534e61c7af60386dc101effb9666f13f3b85a0f148414e0c4cf79" diff --git a/pyproject.toml b/pyproject.toml index 08961e7b..b69d67ba 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.0" types-certifi = "^2021.10.8" -types-setuptools = "^69.1.0" +types-setuptools = "^69.2.0" pook = "^1.4.3" orjson = "^3.9.15" From 7cb520843437dea4804e10dcb5457ab21c40f847 Mon Sep 17 00:00:00 2001 From: Sergio Gonzalez Date: Thu, 28 Mar 2024 11:24:44 -0700 Subject: [PATCH 174/313] Use ssl_context for HTTPS requests to avoid reading certificate files on every request (#632) * Use ssl_context for HTTPS requests to avoid reading certificate files on every request * Update base.py Added comment to explain logic --------- Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- polygon/rest/base.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index dcddb8a8..3e65c06c 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -1,5 +1,6 @@ import certifi import json +import ssl import urllib3 import inspect from urllib3.util.retry import Retry @@ -66,13 +67,16 @@ def __init__( backoff_factor=0.1, # [0.0s, 0.2s, 0.4s, 0.8s, 1.6s, ...] ) + # global cache ssl context and use (vs on each init of pool manager) + ssl_context = ssl.create_default_context() + ssl_context.load_verify_locations(certifi.where()) + # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool self.client = urllib3.PoolManager( num_pools=num_pools, headers=self.headers, # default headers sent with each request. - ca_certs=certifi.where(), - cert_reqs="CERT_REQUIRED", + ssl_context=ssl_context, retries=retry_strategy, # use the customized Retry instance ) From fc56f2333e3bd45da385768d62723123800f78bd Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 28 Mar 2024 11:35:41 -0700 Subject: [PATCH 175/313] Fixed rest spec (#635) --- .polygon/rest.json | 30 +++++++++++++++--------------- 1 file changed, 15 insertions(+), 15 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index f4e5fcb9..fe330dce 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -7007,7 +7007,7 @@ "operationId": "EMA", "parameters": [ { - "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "description": "Specify a case-sensitive ticker symbol for which to get exponential moving average (EMA) data. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stockTicker", @@ -8757,7 +8757,7 @@ "operationId": "MACD", "parameters": [ { - "description": "The ticker symbol for which to get MACD data.", + "description": "Specify a case-sensitive ticker symbol for which to get moving average convergence/divergence (MACD) data. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stockTicker", @@ -10375,7 +10375,7 @@ "operationId": "RSI", "parameters": [ { - "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "description": "Specify a case-sensitive ticker symbol for which to get relative strength index (RSI) data. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stockTicker", @@ -12015,7 +12015,7 @@ "operationId": "SMA", "parameters": [ { - "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "description": "Specify a case-sensitive ticker symbol for which to get simple moving average (SMA) data. For example, AAPL represents Apple Inc.", "example": "AAPL", "in": "path", "name": "stockTicker", @@ -24822,7 +24822,7 @@ "type": "string" }, "mic": { - "description": "The Market Identifer Code of this exchange (see ISO 10383).", + "description": "The Market Identifier Code of this exchange (see ISO 10383).", "example": "XASE", "type": "string" }, @@ -25536,7 +25536,7 @@ "operationId": "ListStockSplits", "parameters": [ { - "description": "Return the stock splits that contain this ticker.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "in": "query", "name": "ticker", "schema": { @@ -25570,7 +25570,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gte", "schema": { @@ -25578,7 +25578,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gt", "schema": { @@ -25586,7 +25586,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lte", "schema": { @@ -25594,7 +25594,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lt", "schema": { @@ -25602,7 +25602,7 @@ } }, { - "description": "Search by execution_date.", + "description": "Range by execution_date.", "in": "query", "name": "execution_date.gte", "schema": { @@ -25611,7 +25611,7 @@ } }, { - "description": "Search by execution_date.", + "description": "Range by execution_date.", "in": "query", "name": "execution_date.gt", "schema": { @@ -25620,7 +25620,7 @@ } }, { - "description": "Search by execution_date.", + "description": "Range by execution_date.", "in": "query", "name": "execution_date.lte", "schema": { @@ -25629,7 +25629,7 @@ } }, { - "description": "Search by execution_date.", + "description": "Range by execution_date.", "in": "query", "name": "execution_date.lt", "schema": { @@ -28339,7 +28339,7 @@ }, { "description": "The option contract identifier.", - "example": "O:EVRI240119C00002500", + "example": "O:EVRI240920P00012500", "in": "path", "name": "optionContract", "required": true, From 4774aa142f0c7205101ab81d73ec309bc5b1d6b6 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 1 Apr 2024 09:33:36 -0700 Subject: [PATCH 176/313] Bump orjson from 3.9.15 to 3.10.0 (#636) Bumps [orjson](https://github.com/ijl/orjson) from 3.9.15 to 3.10.0. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.9.15...3.10.0) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 107 +++++++++++++++++++++++++------------------------ pyproject.toml | 2 +- 2 files changed, 55 insertions(+), 54 deletions(-) diff --git a/poetry.lock b/poetry.lock index c4d4dd8f..72cdb162 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.7.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand. 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dependency-name: idna dependency-type: indirect ... 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This approach will highlight +# trade flows, including opening hours and peak activity times, across the +# exchanges. Please see https://polygon.io/blog/insights-from-trade-level-data +# +import pandas as pd # type: ignore +import seaborn as sns # type: ignore +import matplotlib.pyplot as plt # type: ignore +import numpy as np # type: ignore +import pytz # type: ignore + +# Replace '2024-04-05.csv' with the path to your actual file +file_path = "2024-04-05.csv" + +# Load the CSV file into a pandas DataFrame +df = pd.read_csv(file_path) + +# Convert 'participant_timestamp' to datetime (assuming nanoseconds Unix timestamp) +df["participant_timestamp"] = pd.to_datetime( + df["participant_timestamp"], unit="ns", utc=True +) + +# Convert to Eastern Time (ET), accounting for both EST and EDT +df["participant_timestamp"] = df["participant_timestamp"].dt.tz_convert( + "America/New_York" +) + +# Create a new column for 30-minute time intervals, now in ET +df["time_interval"] = df["participant_timestamp"].dt.floor("30T").dt.time + +# Ensure full 24-hour coverage by generating all possible 30-minute intervals +all_intervals = pd.date_range(start="00:00", end="23:59", freq="30T").time +all_exchanges = df["exchange"].unique() +full_index = pd.MultiIndex.from_product( + [all_exchanges, all_intervals], names=["exchange", "time_interval"] +) + +# Group by 'exchange' and 'time_interval', count trades, and reset index +grouped = ( + df.groupby(["exchange", "time_interval"]) + .size() + .reindex(full_index, fill_value=0) + .reset_index(name="trade_count") +) + +# Pivot the DataFrame for the heatmap, ensuring all intervals and exchanges are represented +pivot_table = grouped.pivot("exchange", "time_interval", "trade_count").fillna(0) + +# Apply a log scale transformation to the trade counts + 1 to handle zero trades correctly +log_scale_data = np.log1p(pivot_table.values) + +# Plotting the heatmap using the log scale data +plt.figure(figsize=(20, 10)) +sns.heatmap( + log_scale_data, + annot=False, + cmap="Reds", + linewidths=0.5, + cbar=False, + xticklabels=[t.strftime("%H:%M") for t in all_intervals], + yticklabels=pivot_table.index, +) +plt.title("Trade Count Heatmap by Exchange and Time Interval (Log Scale, ET)") +plt.ylabel("Exchange") +plt.xlabel("Time Interval (ET)") +plt.xticks(rotation=45) +plt.tight_layout() # Adjust layout to not cut off labels +plt.show() diff --git a/examples/tools/flatfiles-stock-trades/exchanges-seen.py b/examples/tools/flatfiles-stock-trades/exchanges-seen.py new file mode 100644 index 00000000..70fb5081 --- /dev/null +++ b/examples/tools/flatfiles-stock-trades/exchanges-seen.py @@ -0,0 +1,23 @@ +# Here's a Python script for analyzing the dataset, that identifies the +# distribution of trades across different exchanges and calculates their +# respective percentages of the total trades. Please see +# https://polygon.io/blog/insights-from-trade-level-data +# +import pandas as pd # type: ignore + +# Replace '2024-04-05.csv' with the path to your actual file +file_path = "2024-04-05.csv" + +# Load the CSV file into a pandas DataFrame +df = pd.read_csv(file_path) + +# Count the number of trades for each exchange +exchange_counts = df["exchange"].value_counts() + +# Calculate the total number of trades +total_trades = exchange_counts.sum() + +# Print out all exchanges and their percentage of total trades +for exchange, count in exchange_counts.items(): + percentage = (count / total_trades) * 100 + print(f"Exchange {exchange}: {count} trades, {percentage:.2f}% of total trades") diff --git a/examples/tools/flatfiles-stock-trades/heatmap.png b/examples/tools/flatfiles-stock-trades/heatmap.png new file mode 100644 index 0000000000000000000000000000000000000000..9cf4c0acda734fe9e6ec970b70e699c8fc4fb1a6 GIT binary patch literal 50356 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notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Changelog](https://github.com/tox-dev/sphinx-autodoc-typehints/blob/main/CHANGELOG.md) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/2.0.0...2.0.1) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 12 ++++++------ pyproject.toml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/poetry.lock b/poetry.lock index 66b3bfd2..467f328c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -642,22 +642,22 @@ test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] [[package]] name = "sphinx-autodoc-typehints" -version = "2.0.0" +version = "2.0.1" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_autodoc_typehints-2.0.0-py3-none-any.whl", hash = "sha256:12c0e161f6fe191c2cdfd8fa3caea271f5387d9fbc67ebcd6f4f1f24ce880993"}, - {file = "sphinx_autodoc_typehints-2.0.0.tar.gz", hash = "sha256:7f2cdac2e70fd9787926b6e9e541cd4ded1e838d2b46fda2a1bb0a75ec5b7f3a"}, + {file = "sphinx_autodoc_typehints-2.0.1-py3-none-any.whl", hash = "sha256:f73ae89b43a799e587e39266672c1075b2ef783aeb382d3ebed77c38a3fc0149"}, + {file = "sphinx_autodoc_typehints-2.0.1.tar.gz", hash = "sha256:60ed1e3b2c970acc0aa6e877be42d48029a9faec7378a17838716cacd8c10b12"}, ] [package.dependencies] sphinx = ">=7.1.2" [package.extras] -docs = ["furo (>=2023.9.10)"] +docs = ["furo (>=2024.1.29)"] numpy = ["nptyping (>=2.5)"] -testing = ["covdefaults (>=2.3)", "coverage (>=7.3.2)", "diff-cover (>=8.0.1)", "pytest (>=7.4.3)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.8)"] +testing = ["covdefaults (>=2.3)", "coverage (>=7.4.2)", "diff-cover (>=8.0.3)", "pytest (>=8.0.1)", "pytest-cov (>=4.1)", "sphobjinv (>=2.3.1)", "typing-extensions (>=4.9)"] [[package]] name = "sphinx-rtd-theme" @@ -962,4 +962,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "8da0244cb90aff64d2af412a331650e52939bbabafdfd0ddb4837fdcce83bf4b" +content-hash = "8840ed8dcf9efbb53aefef5232d66120141d38783ee9507beb1dbe7f6ba380b8" diff --git a/pyproject.toml b/pyproject.toml index 198487e9..c2b7aa99 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -36,7 +36,7 @@ types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org -sphinx-autodoc-typehints = "^2.0.0" +sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^69.2.0" pook = "^1.4.3" From 549d684b6c5c8879463ca438c99dd125e73ee271 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 15 Apr 2024 11:45:12 -0700 Subject: [PATCH 180/313] Bump types-setuptools from 69.2.0.20240317 to 69.5.0.20240415 (#647) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.2.0.20240317 to 69.5.0.20240415. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 467f328c..357c033c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -805,13 +805,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.2.0.20240317" +version = "69.5.0.20240415" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.2.0.20240317.tar.gz", hash = "sha256:b607c4c48842ef3ee49dc0c7fe9c1bad75700b071e1018bb4d7e3ac492d47048"}, - {file = "types_setuptools-69.2.0.20240317-py3-none-any.whl", hash = "sha256:cf91ff7c87ab7bf0625c3f0d4d90427c9da68561f3b0feab77977aaf0bbf7531"}, + {file = "types-setuptools-69.5.0.20240415.tar.gz", hash = "sha256:ea64af0a96a674f8c40ba34c09c254f3c70bc3f218c6bffa1d0912bd91584a2f"}, + {file = "types_setuptools-69.5.0.20240415-py3-none-any.whl", hash = "sha256:637cdb24a0d48a6ab362c09cfe3b89ecaa1c10666a8ba9452924e9a0ae00fa4a"}, ] [[package]] @@ -962,4 +962,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "8840ed8dcf9efbb53aefef5232d66120141d38783ee9507beb1dbe7f6ba380b8" +content-hash = "806600532f904000271f243073d688b916bf7814886d762f6b88df5a58bfd67e" diff --git a/pyproject.toml b/pyproject.toml index c2b7aa99..5f82ee52 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^69.2.0" +types-setuptools = "^69.5.0" pook = "^1.4.3" orjson = "^3.10.0" From 2daa9d2934bb515079a76258506c6995834e5429 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 22 Apr 2024 11:40:10 -0700 Subject: [PATCH 181/313] Bump orjson from 3.10.0 to 3.10.1 (#651) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.0 to 3.10.1. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.0...3.10.1) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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Mon, 22 Apr 2024 14:55:13 -0400 Subject: [PATCH 182/313] add CGI to MarketIndices (#652) --- polygon/rest/models/markets.py | 1 + 1 file changed, 1 insertion(+) diff --git a/polygon/rest/models/markets.py b/polygon/rest/models/markets.py index 509caa86..3280cd05 100644 --- a/polygon/rest/models/markets.py +++ b/polygon/rest/models/markets.py @@ -30,6 +30,7 @@ class MarketIndices: "Contains indices market status data." s_and_p: Optional[str] = None societe_generale: Optional[str] = None + cgi: Optional[str] = None msci: Optional[str] = None ftse_russell: Optional[str] = None mstar: Optional[str] = None From 25be6a714670511182a6f72638207ae4859445c0 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 25 Apr 2024 11:54:04 -0700 Subject: [PATCH 183/313] Updated spec with CGI and other misc updates (#655) --- .polygon/rest.json | 125 +++++++++++++++++---------------------------- 1 file changed, 47 insertions(+), 78 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index fe330dce..14f9bceb 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -12698,6 +12698,10 @@ "description": "The status of Cboe Streaming Market Indices Cryptocurrency (\"CCCY\") indices trading hours.", "type": "string" }, + "cgi": { + "description": "The status of Cboe Global Indices (\"CGI\") trading hours.", + "type": "string" + }, "dow_jones": { "description": "The status of Dow Jones indices trading hours", "type": "string" @@ -26444,6 +26448,10 @@ "description": "The first line of the company's headquarters address.", "type": "string" }, + "address2": { + "description": "The second line of the company's headquarters address, if applicable.", + "type": "string" + }, "city": { "description": "The city of the company's headquarters address.", "type": "string" @@ -26608,7 +26616,7 @@ } }, "text/csv": { - "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,address2,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", "schema": { "type": "string" } @@ -30323,7 +30331,7 @@ }, "/vX/reference/tickers/taxonomies": { "get": { - "description": "Retrieve taxonomy classifications for one or more tickers.", + "description": "Many investors place a high value on sector data. It is used to measure economic activity, identify peers and competitors, build ETF products, quantify market share, and compare company performance. However, there are some limitations to industry standard sectors:\n* They have difficulty identifying the primary area of activity for large, complex businesses.\n* Studies confirm significant disagreement between classification schemes when attempting to categorize the same companies.\n* The systems' hierarchical nature is inflexible and struggles to convey business nuances.\n
\n
\nAs a result, we've developed a new taxonomy to supplement existing sector classifications. The taxonomy is created by reviewing related 10K filings to create a set of structured categories and tags.\n
\n
\nThe categories are based on company operating models and are industry agnostic. Our current version only supports one category, Revenue Streams, with future plans to support more.\n
\n
\nThe tags define a specific type within the category. Within the Revenue Streams category, for example, tags for \"product sales\" and \"advertising\" may be found. A company may have many tags in a given category. The complete Revenue Streams taxonomy is shown below.\n
\n
\nOur taxonomy is powered by AI and is currently in early beta testing. You should expect some inaccuracies in the responses.\n
\n
\n## **Revenue Streams**\n *Latest Revision (7/7/2023)*\n
\n
\n- **Physical Product Sales:**\n Revenue generated from the sale of tangible goods or physical products to customers, either in-store or online.\n - Consumer Goods\n - Industrial Goods\n - Electronics\n - Vehicles\n - Healthcare Products\n
\n
\n- **Digital Product Sales:**\n Revenue earned from the sale of digital goods or products, such as software licenses, e-books, music downloads, or digital media content. It also includes revenue obtained by selling aggregated, anonymized, or processed data to third parties for market research, analytics, or other purposes.\n - Software\n - E-books and Digital Media\n - Mobile Applications\n - Games\n - Online Courses\n - Market Research Data\n - Customer Behavior Data\n
\n
\n- **Professional Services:**\n Revenue obtained by providing specialized services, expertise, or consulting to clients in exchange for fees. This includes services offered by professionals such as lawyers, accountants, or consultants.\n - Consulting\n - Legal Services\n - Financial Services\n - Marketing Services\n - Construction Services\n - Education & Tutoring\n
\n
\n- **Consumer Services:**\n Revenue earned from providing services directly to consumers, including services like healthcare, personal grooming, fitness, or hospitality.\n - Dining & Hospitality\n - Personal Care\n - Entertainment & Recreation\n - Fitness & Wellness\n - Travel & Tourism\n - Transportation\n - Home Services\n - Child & Family Care\n - Automotive\n
\n
\n- **Subscription-based Revenue:**\n Revenue obtained from recurring fees charged to customers for accessing a product or service over a defined period. This includes revenue from subscription-based models, membership programs, or software-as-a-service (SaaS) offerings.\n - Software as a Service (SaaS)\n - Streaming Services\n - Physical Media\n - Memberships\n
\n
\n- **Licensing and Royalties:**\n Revenue generated from the licensing of intellectual property rights to third parties, including franchise rights, patent licensing, brand licensing, and the receipt of royalties for authorized use of intellectual property like music royalties, book royalties, or patent royalties.\n - Franchise Fees\n - Patent Licensing\n - Brand Licensing\n - Media Royalties\n
\n
\n- **Advertising:**\n Revenue generated by displaying ads or promotional content to customers, whether through traditional or digital advertising channels, including revenue from display ads, sponsored content, or affiliate marketing.\n - Print Advertising\n - Online Display Advertising\n - Social Media Advertising\n - Influencer Marketing\n
\n
\n- **Commission-Based Revenue:**\n Revenue earned by acting as an intermediary and receiving a percentage or commission on sales made on behalf of another party. This includes revenue from affiliate programs, referral fees, or any other commission-based revenue models.\n - Real Estate Commissions\n - Affiliate Marketing Commissions\n - Online Marketplace Commissions\n
\n
\n- **Rentals or Leasing:**\n Revenue earned by leasing or renting out assets, properties, or equipment to customers, including rental income from real estate properties, equipment leasing, or vehicle rentals.\n - Property Rentals\n - Equipment Leasing\n - Vehicle Rentals", "operationId": "ListTickerTaxonomyClassifications", "parameters": [ { @@ -30334,16 +30342,16 @@ }, "x-polygon-filter-field": { "anyOf": { - "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "description": "Comma separated list of tickers, up to a maximum of 250.\n\nWarning: The maximum number of characters allowed in a URL are subject to your own technology stack.\n", "enabled": true, - "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX" + "example": "AAPL,AMD,MSFT" }, "range": true, "type": "string" } }, { - "description": "Filter by taxonomy category.", + "description": "Filter by taxonomy category. The current version of this API supports the following category: revenue_streams", "in": "query", "name": "category", "schema": { @@ -30359,25 +30367,32 @@ } }, { - "description": "Range by ticker.", + "description": "Order results ascending or descending based on the ticker.", "in": "query", - "name": "ticker.gte", + "name": "order", "schema": { + "enum": [ + "asc", + "desc" + ], "type": "string" } }, { - "description": "Range by ticker.", + "description": "Limit the number of results returned. The default is 10 and the max is 250.", "in": "query", - "name": "ticker.gt", + "name": "limit", "schema": { - "type": "string" + "default": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" } }, { "description": "Range by ticker.", "in": "query", - "name": "ticker.lte", + "name": "ticker.gte", "schema": { "type": "string" } @@ -30385,55 +30400,33 @@ { "description": "Range by ticker.", "in": "query", - "name": "ticker.lt", + "name": "ticker.gt", "schema": { "type": "string" } }, { - "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", - "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX", + "description": "Range by ticker.", "in": "query", - "name": "ticker.any_of", + "name": "ticker.lte", "schema": { "type": "string" } }, { - "description": "Order results based on the `sort` field.", + "description": "Range by ticker.", "in": "query", - "name": "order", + "name": "ticker.lt", "schema": { - "enum": [ - "asc", - "desc" - ], - "example": "asc", "type": "string" } }, { - "description": "Limit the number of results returned, default is 10 and max is 250.", - "in": "query", - "name": "limit", - "schema": { - "default": 10, - "example": 10, - "maximum": 250, - "minimum": 1, - "type": "integer" - } - }, - { - "description": "Sort field used for ordering.", + "description": "Comma separated list of tickers, up to a maximum of 250.\n\nWarning: The maximum number of characters allowed in a URL are subject to your own technology stack.\n", + "example": "AAPL,AMD,MSFT", "in": "query", - "name": "sort", + "name": "ticker.any_of", "schema": { - "default": "ticker", - "enum": [ - "ticker" - ], - "example": "ticker", "type": "string" } } @@ -30443,29 +30436,22 @@ "content": { "application/json": { "example": { - "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "request_id": "a4f9947955398c28905337f003bfee7c", "results": [ { "category": "revenue_streams", - "reason": "Company recognizes revenue from the sales of consumer electronics such as the iPhone and iPad.", - "relevance": 0.99, - "tag": "physical_product_sales_electronics", + "reason": "The text mentions revenue earned from the sale of digital goods or products, such as software licenses, e-books, music downloads, or digital media content.", + "tag": "digital_product_sales", "ticker": "AAPL" }, { "category": "revenue_streams", - "reason": "Company recognizes revenue from the sales of digital products such as digital storage and app store fees.", - "relevance": 0.99, - "tag": "digital_product_sales_software", - "ticker": "AAPL" - }, - { - "category": "cost_structure", - "relevance": 0.86, - "tag": "economies_of_scale", + "reason": "The text mentions revenue generated from the licensing of intellectual property rights to third parties, including franchise rights, patent licensing, brand licensing, and the receipt of royalties for authorized use of intellectual property like music royalties, book royalties, or patent royalties.", + "tag": "licensing_and_royalties", "ticker": "AAPL" } - ] + ], + "status": "OK" }, "schema": { "properties": { @@ -30480,27 +30466,23 @@ "items": { "properties": { "category": { - "description": "The classification category.", + "description": "A dimension of a company\u2019s operating model that is agnostic to industry. Category contains a comprehensive list of tags which reflect defined types within that category. The current version of this API supports the following category: revenue_streams", "type": "string" }, "reason": { - "description": "The reason why the classification was given.", + "description": "The reason why the classification was given. The reason is provided by our AI to help you determine whether or not you agree with its applicability for your uses.", "type": "string" }, - "relevance": { - "description": "The relevance score for the tag. This is a measure of confidence in the tag classification.", - "format": "double", - "type": "number" - }, "tag": { - "description": "The classification tag. Each category has a set of associated tags.", + "description": "A specific type within a category. For example \u201cproduct_sales\u201d is a type of revenue stream. A company may have multiple tags within a given category. A taxonomy of tags are determined based on 10k filings.", "type": "string" }, "ticker": { - "description": "The ticker symbol for the asset.", + "description": "The identifying ticker symbol for the asset.", "type": "string" } }, + "type": "object", "x-polygon-go-type": { "name": "TaxonomyClassificationResult" } @@ -30531,20 +30513,7 @@ "description": "Reference data", "name": "reference" }, - "x-polygon-experimental": {}, - "x-polygon-paginate": { - "limit": { - "default": 10, - "max": 250, - "min": 1 - }, - "sort": { - "default": "ticker", - "enum": [ - "ticker" - ] - } - } + "x-polygon-experimental": {} }, "x-polygon-draft": true }, From 8fb2416e9f468e1acce8ed70e667e723c84a83ab Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 26 Apr 2024 10:35:20 -0700 Subject: [PATCH 184/313] Update README.md to remove LaunchPad (#654) --- README.md | 48 ------------------------------------------------ 1 file changed, 48 deletions(-) diff --git a/README.md b/README.md index 81494a78..3df6c512 100644 --- a/README.md +++ b/README.md @@ -150,54 +150,6 @@ ws.run(handle_msg=handle_msg) ``` Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). -## Launchpad REST API Client -Users of the Launchpad product will need to pass in certain headers in order to make API requests using the RequestOptionBuilder. -Example can be found [here](./examples/launchpad). - -Import classes -```python -from polygon import RESTClient -from polygon.rest.models.request import RequestOptionBuilder -``` -### Using the client -Create client and set options -```python -# create client -c = RESTClient(api_key="API_KEY") - -# create request options -options = RequestOptionBuilder().edge_headers( - edge_id="YOUR_EDGE_ID", # required - edge_ip_address="IP_ADDRESS", # required -) -``` -Request data using client methods. -```python -# get response -res = c.get_aggs("AAPL", 1, "day", "2022-04-04", "2022-04-04", options=options) - -# do something with response -``` -Checkout Launchpad readme for more details on RequestOptionBuilder [here](./examples/launchpad) - - -## Launchpad WebSocket Client - -```python -from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage -from polygon.websocket.models.common import Feed, Market -from typing import List - -ws = WebSocketClient(api_key="API_KEY",feed=Feed.Launchpad,market=Market.Stocks, subscriptions=["AM.AAPL"]) - -def handle_msg(msg: List[WebSocketMessage]): - for m in msg: - print(m) - -ws.run(handle_msg=handle_msg) -``` - ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by From 18d3ba7e0dea57dba2977e2c393e92bf2ba86fb7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 29 Apr 2024 10:03:52 -0700 Subject: [PATCH 185/313] Bump types-setuptools from 69.5.0.20240415 to 69.5.0.20240423 (#660) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.5.0.20240415 to 69.5.0.20240423. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... 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"1844e10c9359822d125378cc42dbe517f01d9e5cb0dbc1f838ebfbf56c40203b" diff --git a/pyproject.toml b/pyproject.toml index 6aef3f81..c42f4082 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] black = "^23.12.1" -mypy = "^1.9" +mypy = "^1.10" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" From 9e83bd8f694f8baea2116e7ce37051785b4bd087 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 29 Apr 2024 10:49:43 -0700 Subject: [PATCH 187/313] Fix poetry black lint check (#644) * Fix poetry black lint check * Revert formatting changes to ws init --- examples/rest/demo_correlation_matrix.py | 1 + polygon/rest/models/conditions.py | 32 +++--- polygon/rest/models/contracts.py | 8 +- polygon/rest/models/financials.py | 126 ++++++++++++++--------- polygon/rest/models/markets.py | 24 +++-- polygon/rest/models/snapshot.py | 112 ++++++++++++-------- polygon/rest/models/tickers.py | 12 +-- 7 files changed, 192 insertions(+), 123 deletions(-) diff --git a/examples/rest/demo_correlation_matrix.py b/examples/rest/demo_correlation_matrix.py index f056ab6d..df939590 100644 --- a/examples/rest/demo_correlation_matrix.py +++ b/examples/rest/demo_correlation_matrix.py @@ -40,6 +40,7 @@ essential to do your own research or consult a financial advisor for personalized advice when investing. """ + import pandas as pd # type: ignore import numpy as np # type: ignore import seaborn as sns # type: ignore diff --git a/polygon/rest/models/conditions.py b/polygon/rest/models/conditions.py index 3fc0d776..98baa261 100644 --- a/polygon/rest/models/conditions.py +++ b/polygon/rest/models/conditions.py @@ -47,12 +47,16 @@ class UpdateRules: @staticmethod def from_dict(d): return UpdateRules( - consolidated=None - if "consolidated" not in d - else Consolidated.from_dict(d["consolidated"]), - market_center=None - if "market_center" not in d - else MarketCenter.from_dict(d["market_center"]), + consolidated=( + None + if "consolidated" not in d + else Consolidated.from_dict(d["consolidated"]) + ), + market_center=( + None + if "market_center" not in d + else MarketCenter.from_dict(d["market_center"]) + ), ) @@ -82,11 +86,15 @@ def from_dict(d): id=d.get("id", None), legacy=d.get("legacy", None), name=d.get("name", None), - sip_mapping=None - if "sip_mapping" not in d - else SipMapping.from_dict(d["sip_mapping"]), + sip_mapping=( + None + if "sip_mapping" not in d + else SipMapping.from_dict(d["sip_mapping"]) + ), type=d.get("type", None), - update_rules=None - if "update_rules" not in d - else UpdateRules.from_dict(d["update_rules"]), + update_rules=( + None + if "update_rules" not in d + else UpdateRules.from_dict(d["update_rules"]) + ), ) diff --git a/polygon/rest/models/contracts.py b/polygon/rest/models/contracts.py index dc69f614..469779b6 100644 --- a/polygon/rest/models/contracts.py +++ b/polygon/rest/models/contracts.py @@ -32,9 +32,11 @@ class OptionsContract: @staticmethod def from_dict(d): return OptionsContract( - additional_underlyings=None - if "additional_underlyings" not in d - else [Underlying.from_dict(u) for u in d["additional_underlyings"]], + additional_underlyings=( + None + if "additional_underlyings" not in d + else [Underlying.from_dict(u) for u in d["additional_underlyings"]] + ), cfi=d.get("cfi", None), contract_type=d.get("contract_type", None), correction=d.get("correction", None), diff --git a/polygon/rest/models/financials.py b/polygon/rest/models/financials.py index 85a63e37..1a480c48 100644 --- a/polygon/rest/models/financials.py +++ b/polygon/rest/models/financials.py @@ -74,16 +74,22 @@ class CashFlowStatement: @staticmethod def from_dict(d): return CashFlowStatement( - exchange_gains_losses=None - if "exchange_gains_losses" not in d - else ExchangeGainsLosses.from_dict(d["exchange_gains_losses"]), - net_cash_flow=None - if "net_cash_flow" not in d - else NetCashFlow.from_dict(d["net_cash_flow"]), - net_cash_flow_from_financing_activities=None - if "net_cash_flow_from_financing_activities" not in d - else NetCashFlowFromFinancingActivities.from_dict( - d["net_cash_flow_from_financing_activities"] + exchange_gains_losses=( + None + if "exchange_gains_losses" not in d + else ExchangeGainsLosses.from_dict(d["exchange_gains_losses"]) + ), + net_cash_flow=( + None + if "net_cash_flow" not in d + else NetCashFlow.from_dict(d["net_cash_flow"]) + ), + net_cash_flow_from_financing_activities=( + None + if "net_cash_flow_from_financing_activities" not in d + else NetCashFlowFromFinancingActivities.from_dict( + d["net_cash_flow_from_financing_activities"] + ) ), ) @@ -145,18 +151,24 @@ class ComprehensiveIncome: @staticmethod def from_dict(d): return ComprehensiveIncome( - comprehensive_income_loss=None - if "comprehensive_income_loss" not in d - else ComprehensiveIncomeLoss.from_dict(d["comprehensive_income_loss"]), - comprehensive_income_loss_attributable_to_parent=None - if "comprehensive_income_loss_attributable_to_parent" not in d - else ComprehensiveIncomeLossAttributableToParent.from_dict( - d["comprehensive_income_loss_attributable_to_parent"] + comprehensive_income_loss=( + None + if "comprehensive_income_loss" not in d + else ComprehensiveIncomeLoss.from_dict(d["comprehensive_income_loss"]) + ), + comprehensive_income_loss_attributable_to_parent=( + None + if "comprehensive_income_loss_attributable_to_parent" not in d + else ComprehensiveIncomeLossAttributableToParent.from_dict( + d["comprehensive_income_loss_attributable_to_parent"] + ) ), - other_comprehensive_income_loss=None - if "other_comprehensive_income_loss" not in d - else OtherComprehensiveIncomeLoss.from_dict( - d["other_comprehensive_income_loss"] + other_comprehensive_income_loss=( + None + if "other_comprehensive_income_loss" not in d + else OtherComprehensiveIncomeLoss.from_dict( + d["other_comprehensive_income_loss"] + ) ), ) @@ -248,18 +260,26 @@ class IncomeStatement: @staticmethod def from_dict(d): return IncomeStatement( - basic_earnings_per_share=None - if "basic_earnings_per_share" not in d - else BasicEarningsPerShare.from_dict(d["basic_earnings_per_share"]), - cost_of_revenue=None - if "cost_of_revenue" not in d - else CostOfRevenue.from_dict(d["cost_of_revenue"]), - gross_profit=None - if "gross_profit" not in d - else GrossProfit.from_dict(d["gross_profit"]), - operating_expenses=None - if "operating_expenses" not in d - else OperatingExpenses.from_dict(d["operating_expenses"]), + basic_earnings_per_share=( + None + if "basic_earnings_per_share" not in d + else BasicEarningsPerShare.from_dict(d["basic_earnings_per_share"]) + ), + cost_of_revenue=( + None + if "cost_of_revenue" not in d + else CostOfRevenue.from_dict(d["cost_of_revenue"]) + ), + gross_profit=( + None + if "gross_profit" not in d + else GrossProfit.from_dict(d["gross_profit"]) + ), + operating_expenses=( + None + if "operating_expenses" not in d + else OperatingExpenses.from_dict(d["operating_expenses"]) + ), revenues=None if "revenues" not in d else Revenues.from_dict(d["revenues"]), ) @@ -275,18 +295,28 @@ class Financials: @staticmethod def from_dict(d): return Financials( - balance_sheet=None - if "balance_sheet" not in d - else {k: DataPoint.from_dict(v) for (k, v) in d["balance_sheet"].items()}, - cash_flow_statement=None - if "cash_flow_statement" not in d - else CashFlowStatement.from_dict(d["cash_flow_statement"]), - comprehensive_income=None - if "comprehensive_income" not in d - else ComprehensiveIncome.from_dict(d["comprehensive_income"]), - income_statement=None - if "income_statement" not in d - else IncomeStatement.from_dict(d["income_statement"]), + balance_sheet=( + None + if "balance_sheet" not in d + else { + k: DataPoint.from_dict(v) for (k, v) in d["balance_sheet"].items() + } + ), + cash_flow_statement=( + None + if "cash_flow_statement" not in d + else CashFlowStatement.from_dict(d["cash_flow_statement"]) + ), + comprehensive_income=( + None + if "comprehensive_income" not in d + else ComprehensiveIncome.from_dict(d["comprehensive_income"]) + ), + income_statement=( + None + if "income_statement" not in d + else IncomeStatement.from_dict(d["income_statement"]) + ), ) @@ -311,9 +341,9 @@ def from_dict(d): company_name=d.get("company_name", None), end_date=d.get("end_date", None), filing_date=d.get("filing_date", None), - financials=None - if "financials" not in d - else Financials.from_dict(d["financials"]), + financials=( + None if "financials" not in d else Financials.from_dict(d["financials"]) + ), fiscal_period=d.get("fiscal_period", None), fiscal_year=d.get("fiscal_year", None), source_filing_file_url=d.get("source_filing_file_url", None), diff --git a/polygon/rest/models/markets.py b/polygon/rest/models/markets.py index 3280cd05..4e68abd4 100644 --- a/polygon/rest/models/markets.py +++ b/polygon/rest/models/markets.py @@ -74,16 +74,22 @@ class MarketStatus: def from_dict(d): return MarketStatus( after_hours=d.get("afterHours", None), - currencies=None - if "currencies" not in d - else MarketCurrencies.from_dict(d["currencies"]), + currencies=( + None + if "currencies" not in d + else MarketCurrencies.from_dict(d["currencies"]) + ), early_hours=d.get("earlyHours", None), - exchanges=None - if "exchanges" not in d - else MarketExchanges.from_dict(d["exchanges"]), - indicesGroups=None - if "indicesGroups" not in d - else MarketIndices.from_dict(d["indicesGroups"]), + exchanges=( + None + if "exchanges" not in d + else MarketExchanges.from_dict(d["exchanges"]) + ), + indicesGroups=( + None + if "indicesGroups" not in d + else MarketIndices.from_dict(d["indicesGroups"]) + ), market=d.get("market", None), server_time=d.get("serverTime", None), ) diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index d97f17c3..ceb5f7f8 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -70,9 +70,9 @@ def from_dict(d): type=d.get("type", None), ticker=d.get("ticker", None), market_status=d.get("market_status", None), - session=None - if "session" not in d - else IndicesSession.from_dict(d["session"]), + session=( + None if "session" not in d else IndicesSession.from_dict(d["session"]) + ), error=d.get("error", None), message=d.get("message", None), ) @@ -96,12 +96,12 @@ class TickerSnapshot: def from_dict(d): return TickerSnapshot( day=None if "day" not in d else Agg.from_dict(d["day"]), - last_quote=None - if "lastQuote" not in d - else LastQuote.from_dict(d["lastQuote"]), - last_trade=None - if "lastTrade" not in d - else LastTrade.from_dict(d["lastTrade"]), + last_quote=( + None if "lastQuote" not in d else LastQuote.from_dict(d["lastQuote"]) + ), + last_trade=( + None if "lastTrade" not in d else LastTrade.from_dict(d["lastTrade"]) + ), min=None if "min" not in d else MinuteSnapshot.from_dict(d["min"]), prev_day=None if "prevDay" not in d else Agg.from_dict(d["prevDay"]), ticker=d.get("ticker", None), @@ -223,24 +223,32 @@ class OptionContractSnapshot: def from_dict(d): return OptionContractSnapshot( break_even_price=d.get("break_even_price", None), - day=None - if "day" not in d - else DayOptionContractSnapshot.from_dict(d["day"]), - details=None - if "details" not in d - else OptionDetails.from_dict(d["details"]), + day=( + None + if "day" not in d + else DayOptionContractSnapshot.from_dict(d["day"]) + ), + details=( + None if "details" not in d else OptionDetails.from_dict(d["details"]) + ), greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]), implied_volatility=d.get("implied_volatility", None), - last_quote=None - if "last_quote" not in d - else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]), - last_trade=None - if "last_trade" not in d - else LastTradeOptionContractSnapshot.from_dict(d["last_trade"]), + last_quote=( + None + if "last_quote" not in d + else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]) + ), + last_trade=( + None + if "last_trade" not in d + else LastTradeOptionContractSnapshot.from_dict(d["last_trade"]) + ), open_interest=d.get("open_interest", None), - underlying_asset=None - if "underlying_asset" not in d - else UnderlyingAsset.from_dict(d["underlying_asset"]), + underlying_asset=( + None + if "underlying_asset" not in d + else UnderlyingAsset.from_dict(d["underlying_asset"]) + ), fair_market_value=d.get("fmv", None), ) @@ -274,12 +282,16 @@ class SnapshotTickerFullBook: def from_dict(d): return SnapshotTickerFullBook( ticker=d.get("ticker", None), - bids=None - if "bids" not in d - else [OrderBookQuote.from_dict(o) for o in d["bids"]], - asks=None - if "asks" not in d - else [OrderBookQuote.from_dict(o) for o in d["asks"]], + bids=( + None + if "bids" not in d + else [OrderBookQuote.from_dict(o) for o in d["bids"]] + ), + asks=( + None + if "asks" not in d + else [OrderBookQuote.from_dict(o) for o in d["asks"]] + ), bid_count=d.get("bidCount", None), ask_count=d.get("askCount", None), spread=d.get("spread", None), @@ -404,22 +416,32 @@ def from_dict(d): return UniversalSnapshot( ticker=d.get("ticker", None), type=d.get("type", None), - session=None - if "session" not in d - else UniversalSnapshotSession.from_dict(d["session"]), - last_quote=None - if "last_quote" not in d - else UniversalSnapshotLastQuote.from_dict(d["last_quote"]), - last_trade=None - if "last_trade" not in d - else UniversalSnapshotLastTrade.from_dict(d["last_trade"]), + session=( + None + if "session" not in d + else UniversalSnapshotSession.from_dict(d["session"]) + ), + last_quote=( + None + if "last_quote" not in d + else UniversalSnapshotLastQuote.from_dict(d["last_quote"]) + ), + last_trade=( + None + if "last_trade" not in d + else UniversalSnapshotLastTrade.from_dict(d["last_trade"]) + ), greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]), - underlying_asset=None - if "underlying_asset" not in d - else UniversalSnapshotUnderlyingAsset.from_dict(d["underlying_asset"]), - details=None - if "details" not in d - else UniversalSnapshotDetails.from_dict(d["details"]), + underlying_asset=( + None + if "underlying_asset" not in d + else UniversalSnapshotUnderlyingAsset.from_dict(d["underlying_asset"]) + ), + details=( + None + if "details" not in d + else UniversalSnapshotDetails.from_dict(d["details"]) + ), break_even_price=d.get("break_even_price", None), implied_volatility=d.get("implied_volatility", None), open_interest=d.get("open_interest", None), diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 1c2ea947..f7ff2bed 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -108,9 +108,9 @@ class TickerDetails: def from_dict(d): return TickerDetails( active=d.get("active", None), - address=None - if "address" not in d - else CompanyAddress.from_dict(d["address"]), + address=( + None if "address" not in d else CompanyAddress.from_dict(d["address"]) + ), branding=None if "branding" not in d else Branding.from_dict(d["branding"]), cik=d.get("cik", None), composite_figi=d.get("composite_figi", None), @@ -169,9 +169,9 @@ def from_dict(d): image_url=d.get("image_url", None), keywords=d.get("keywords", None), published_utc=d.get("published_utc", None), - publisher=None - if "publisher" not in d - else Publisher.from_dict(d["publisher"]), + publisher=( + None if "publisher" not in d else Publisher.from_dict(d["publisher"]) + ), tickers=d.get("tickers", None), title=d.get("title", None), ) From e7b4566cfea21f63b81aeb4af51281effe210903 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 29 Apr 2024 12:48:37 -0700 Subject: [PATCH 188/313] Update ws init lint formatting (#661) * Update ws init lint formatting * Added black updates --- poetry.lock | 48 +++++++++++++++++------------------ polygon/websocket/__init__.py | 6 ++--- pyproject.toml | 2 +- 3 files changed, 28 insertions(+), 28 deletions(-) diff --git a/poetry.lock b/poetry.lock index 0e2bfa82..494086e8 100644 --- a/poetry.lock +++ b/poetry.lock @@ -44,33 +44,33 @@ pytz = ">=2015.7" [[package]] name = "black" -version = "23.12.1" +version = "24.4.2" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" files = [ - 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cmsg: Union[ - List[WebSocketMessage], Union[str, bytes] - ] = await asyncio.wait_for(s.recv(), timeout=1) + cmsg: Union[List[WebSocketMessage], Union[str, bytes]] = ( + await asyncio.wait_for(s.recv(), timeout=1) + ) except asyncio.TimeoutError: continue diff --git a/pyproject.toml b/pyproject.toml index c42f4082..149ec167 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -30,7 +30,7 @@ websockets = ">=10.3,<13.0" certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] -black = "^23.12.1" +black = "^24.4.2" mypy = "^1.10" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" From 62b9f2e183aa07197ef2304b96346b35bf15ef92 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 6 May 2024 13:44:24 -0700 Subject: [PATCH 189/313] Bump orjson from 3.10.1 to 3.10.3 (#665) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.1 to 3.10.3. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - 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Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 6 May 2024 13:48:27 -0700 Subject: [PATCH 190/313] Bump jinja2 from 3.1.3 to 3.1.4 (#666) Bumps [jinja2](https://github.com/pallets/jinja) from 3.1.3 to 3.1.4. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.1.3...3.1.4) --- updated-dependencies: - dependency-name: jinja2 dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index b20352e5..c93ea0ba 100644 --- a/poetry.lock +++ b/poetry.lock @@ -225,13 +225,13 @@ testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-chec [[package]] name = "jinja2" -version = "3.1.3" +version = "3.1.4" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" files = [ - {file = "Jinja2-3.1.3-py3-none-any.whl", hash = "sha256:7d6d50dd97d52cbc355597bd845fabfbac3f551e1f99619e39a35ce8c370b5fa"}, - {file = "Jinja2-3.1.3.tar.gz", hash = "sha256:ac8bd6544d4bb2c9792bf3a159e80bba8fda7f07e81bc3aed565432d5925ba90"}, + {file = "jinja2-3.1.4-py3-none-any.whl", hash = "sha256:bc5dd2abb727a5319567b7a813e6a2e7318c39f4f487cfe6c89c6f9c7d25197d"}, + {file = "jinja2-3.1.4.tar.gz", hash = "sha256:4a3aee7acbbe7303aede8e9648d13b8bf88a429282aa6122a993f0ac800cb369"}, ] [package.dependencies] From e5ab49d31f3cdfbce3b5a52d959f140e31447a83 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 8 May 2024 09:34:47 -0700 Subject: [PATCH 191/313] Update ws and rest spec with latest updates (#667) --- .polygon/rest.json | 37 +++++++++++++++++++++++++++++++------ .polygon/websocket.json | 13 ++++++++----- 2 files changed, 39 insertions(+), 11 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 14f9bceb..05bf27c1 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -101,6 +101,17 @@ "type": "string" } }, + "CryptoTickersQueryParam": { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. 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Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + }, "GeneralTickerPathParam": { "description": "The ticker symbol of the asset.", "example": "AAPL", @@ -6039,7 +6061,7 @@ }, "summary": "Exponential Moving Average (EMA)", "tags": [ - "crpyto:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", @@ -9407,7 +9429,7 @@ }, "summary": "Relative Strength Index (RSI)", "tags": [ - "crpyto:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", @@ -11003,7 +11025,7 @@ }, "summary": "Simple Moving Average (SMA)", "tags": [ - "crpyto:aggregates" + "crypto:aggregates" ], "x-polygon-entitlement-data-type": { "description": "Aggregate data", @@ -18577,7 +18599,7 @@ "description": "Get the current minute, day, and previous day\u2019s aggregate, as well as the last trade and quote for all traded cryptocurrency symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, X:BTCUSD, X:ETHBTC, and X:BOBAUSD. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -19461,6 +19483,9 @@ "tags": [ "crypto:snapshot" ], + "x-polygon-deprecation": { + "date": 1719838800000 + }, "x-polygon-entitlement-allowed-timeframes": [ { "description": "Real Time Data", @@ -19838,7 +19863,7 @@ "description": "Get the current minute, day, and previous day\u2019s aggregate, as well as the last trade and quote for all traded forex symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", "parameters": [ { - "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, C:EURUSD, C:GBPCAD, and C:AUDINR. Empty string defaults to querying all tickers.", "in": "query", "name": "tickers", "schema": { @@ -21608,7 +21633,7 @@ }, "/v2/snapshot/locale/us/markets/stocks/{direction}": { "get": { - "description": "Get the most up-to-date market data for the current top 20 gainers or losers of the day in the stocks/equities markets.\n
\n
\nTop gainers are those tickers whose price has increased by the highest percentage since the previous day's close.\nTop losers are those tickers whose price has decreased by the highest percentage since the previous day's close.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges.\n", + "description": "Get the most up-to-date market data for the current top 20 gainers or losers of the day in the stocks/equities markets.\n
\n
\nTop gainers are those tickers whose price has increased by the highest percentage since the previous day's close.\nTop losers are those tickers whose price has decreased by the highest percentage since the previous day's close.\nThis output will only include tickers with a trading volume of 10,000 or more.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges.\n", "parameters": [ { "description": "The direction of the snapshot results to return.\n", diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 85245e63..8d7d539b 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -995,7 +995,7 @@ }, "example": { "ev": "FMV", - "val": 189.22, + "fmv": 189.22, "sym": "AAPL", "t": 1678220098130 } @@ -1761,7 +1761,7 @@ }, "example": { "ev": "FMV", - "val": 7.2, + "fmv": 7.2, "sym": "O:TSLA210903C00700000", "t": 1401715883806000000 } @@ -2331,7 +2331,7 @@ }, "example": { "ev": "FMV", - "val": 1.0631, + "fmv": 1.0631, "sym": "C:EURUSD", "t": 1678220098130 } @@ -2885,7 +2885,10 @@ "name": "realtime", "description": "Real Time Data" } - ] + ], + "x-polygon-deprecation": { + "date": 1719838800000 + } } }, "/crypto/XA": { @@ -3157,7 +3160,7 @@ }, "example": { "ev": "FMV", - "val": 33021.9, + "fmv": 33021.9, "sym": "X:BTC-USD", "t": 1610462007425 } From 850ffafbc83a362b6c74e144facc16c16c6679c7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 13 May 2024 15:43:55 -0700 Subject: [PATCH 192/313] Bump types-setuptools from 69.5.0.20240423 to 69.5.0.20240513 (#670) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.5.0.20240423 to 69.5.0.20240513. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index c93ea0ba..c695a2de 100644 --- a/poetry.lock +++ b/poetry.lock @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.5.0.20240423" +version = "69.5.0.20240513" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.5.0.20240423.tar.gz", hash = "sha256:a7ba908f1746c4337d13f027fa0f4a5bcad6d1d92048219ba792b3295c58586d"}, - {file = "types_setuptools-69.5.0.20240423-py3-none-any.whl", hash = "sha256:a4381e041510755a6c9210e26ad55b1629bc10237aeb9cb8b6bd24996b73db48"}, + {file = "types-setuptools-69.5.0.20240513.tar.gz", hash = "sha256:3a8ccea3e3f1f639856a1dd622be282f74e94e00fdc364630240f999cc9594fc"}, + {file = "types_setuptools-69.5.0.20240513-py3-none-any.whl", hash = "sha256:bd3964c08cffd5a057d9cabe61641c86a41a1b5dd2b652b8d371eed64d89d726"}, ] [[package]] From 284ffa00458d54306d1c3243148fb4a735882f6c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 21 May 2024 06:34:54 -0700 Subject: [PATCH 193/313] --- (#673) updated-dependencies: - dependency-name: requests dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index c695a2de..9b0cbf9c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -559,13 +559,13 @@ files = [ [[package]] name = "requests" -version = "2.31.0" +version = "2.32.0" description = "Python HTTP for Humans." optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "requests-2.31.0-py3-none-any.whl", hash = "sha256:58cd2187c01e70e6e26505bca751777aa9f2ee0b7f4300988b709f44e013003f"}, - {file = "requests-2.31.0.tar.gz", hash = "sha256:942c5a758f98d790eaed1a29cb6eefc7ffb0d1cf7af05c3d2791656dbd6ad1e1"}, + {file = "requests-2.32.0-py3-none-any.whl", hash = "sha256:f2c3881dddb70d056c5bd7600a4fae312b2a300e39be6a118d30b90bd27262b5"}, + {file = "requests-2.32.0.tar.gz", hash = "sha256:fa5490319474c82ef1d2c9bc459d3652e3ae4ef4c4ebdd18a21145a47ca4b6b8"}, ] [package.dependencies] From b55fa2b4ca16c8b7138b33a7b95fa4d4b3185118 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 21 May 2024 11:24:53 -0700 Subject: [PATCH 194/313] Bump types-setuptools from 69.5.0.20240513 to 69.5.0.20240519 (#672) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.5.0.20240513 to 69.5.0.20240519. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 9b0cbf9c..0570d0b0 100644 --- a/poetry.lock +++ b/poetry.lock @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.5.0.20240513" +version = "69.5.0.20240519" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.5.0.20240513.tar.gz", hash = "sha256:3a8ccea3e3f1f639856a1dd622be282f74e94e00fdc364630240f999cc9594fc"}, - {file = "types_setuptools-69.5.0.20240513-py3-none-any.whl", hash = "sha256:bd3964c08cffd5a057d9cabe61641c86a41a1b5dd2b652b8d371eed64d89d726"}, + {file = "types-setuptools-69.5.0.20240519.tar.gz", hash = "sha256:275fb72048b0203d3fbef268298ea78a0913cd114a74872d93f8638ccc5b7c63"}, + {file = "types_setuptools-69.5.0.20240519-py3-none-any.whl", hash = "sha256:52b264eff8913b5d85848d83bd98efea935fc6129d681d370eb957783880b720"}, ] [[package]] From 7834844f4e7e960a67eacec2f9f5c645182849a4 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 27 May 2024 10:41:09 -0700 Subject: [PATCH 195/313] Bump types-setuptools from 69.5.0.20240519 to 70.0.0.20240524 (#675) Bumps [types-setuptools](https://github.com/python/typeshed) from 69.5.0.20240519 to 70.0.0.20240524. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 0570d0b0..3ece168f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "69.5.0.20240519" +version = "70.0.0.20240524" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-69.5.0.20240519.tar.gz", hash = "sha256:275fb72048b0203d3fbef268298ea78a0913cd114a74872d93f8638ccc5b7c63"}, - {file = "types_setuptools-69.5.0.20240519-py3-none-any.whl", hash = "sha256:52b264eff8913b5d85848d83bd98efea935fc6129d681d370eb957783880b720"}, + {file = "types-setuptools-70.0.0.20240524.tar.gz", hash = "sha256:e31fee7b9d15ef53980526579ac6089b3ae51a005a281acf97178e90ac71aff6"}, + {file = "types_setuptools-70.0.0.20240524-py3-none-any.whl", hash = "sha256:8f5379b9948682d72a9ab531fbe52932e84c4f38deda570255f9bae3edd766bc"}, ] [[package]] @@ -957,4 +957,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "32db9ac6f69fa5b54368d999de836c1c29270ee299e965048f076c692c287ce6" +content-hash = "3b55cf4a61207c4b19ab4f5f0735335fa5ff4de2a8f813903a8702311dfc9fbb" diff --git a/pyproject.toml b/pyproject.toml index d5284711..73ccc434 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^69.5.0" +types-setuptools = "^70.0.0" pook = "^1.4.3" orjson = "^3.10.3" From 9c2b6c2a8f7cda0c75a07942ae505c4af6620bf9 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 5 Jun 2024 08:36:16 -0700 Subject: [PATCH 196/313] Bump certifi from 2024.2.2 to 2024.6.2 (#677) Bumps [certifi](https://github.com/certifi/python-certifi) from 2024.2.2 to 2024.6.2. - [Commits](https://github.com/certifi/python-certifi/compare/2024.02.02...2024.06.02) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3ece168f..8a3dd551 100644 --- a/poetry.lock +++ b/poetry.lock @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2024.2.2" +version = "2024.6.2" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2024.2.2-py3-none-any.whl", hash = "sha256:dc383c07b76109f368f6106eee2b593b04a011ea4d55f652c6ca24a754d1cdd1"}, - {file = "certifi-2024.2.2.tar.gz", hash = "sha256:0569859f95fc761b18b45ef421b1290a0f65f147e92a1e5eb3e635f9a5e4e66f"}, + {file = "certifi-2024.6.2-py3-none-any.whl", hash = "sha256:ddc6c8ce995e6987e7faf5e3f1b02b302836a0e5d98ece18392cb1a36c72ad56"}, + {file = "certifi-2024.6.2.tar.gz", hash = "sha256:3cd43f1c6fa7dedc5899d69d3ad0398fd018ad1a17fba83ddaf78aa46c747516"}, ] [[package]] From cef73e13294f20de9e545c717fd96e6ecd3265d1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Jun 2024 09:22:40 -0700 Subject: [PATCH 197/313] Bump urllib3 from 1.26.18 to 1.26.19 (#684) Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.18 to 1.26.19. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/1.26.19/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/1.26.18...1.26.19) --- updated-dependencies: - dependency-name: urllib3 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8a3dd551..cd501f92 100644 --- a/poetry.lock +++ b/poetry.lock @@ -833,13 +833,13 @@ files = [ [[package]] name = "urllib3" -version = "1.26.18" +version = "1.26.19" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*" +python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" files = [ - {file = "urllib3-1.26.18-py2.py3-none-any.whl", hash = "sha256:34b97092d7e0a3a8cf7cd10e386f401b3737364026c45e622aa02903dffe0f07"}, - {file = "urllib3-1.26.18.tar.gz", hash = "sha256:f8ecc1bba5667413457c529ab955bf8c67b45db799d159066261719e328580a0"}, + {file = "urllib3-1.26.19-py2.py3-none-any.whl", hash = "sha256:37a0344459b199fce0e80b0d3569837ec6b6937435c5244e7fd73fa6006830f3"}, + {file = "urllib3-1.26.19.tar.gz", hash = "sha256:3e3d753a8618b86d7de333b4223005f68720bcd6a7d2bcb9fbd2229ec7c1e429"}, ] [package.extras] From 174028a030139811d1fe1fcfdae37ddf9635e27b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Jun 2024 09:32:11 -0700 Subject: [PATCH 198/313] Bump orjson from 3.10.3 to 3.10.5 (#683) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.3 to 3.10.5. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.3...3.10.5) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 96 +++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 49 insertions(+), 49 deletions(-) diff --git a/poetry.lock b/poetry.lock index cd501f92..96a75b32 100644 --- a/poetry.lock +++ b/poetry.lock @@ -384,57 +384,57 @@ six = ">=1.8.0" [[package]] name = "orjson" -version = "3.10.3" +version = "3.10.5" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" files = [ - {file = "orjson-3.10.3-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:9fb6c3f9f5490a3eb4ddd46fc1b6eadb0d6fc16fb3f07320149c3286a1409dd8"}, - {file = "orjson-3.10.3-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:252124b198662eee80428f1af8c63f7ff077c88723fe206a25df8dc57a57b1fa"}, - {file = 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= None, raw: bool = False, @@ -135,7 +135,7 @@ def get_grouped_daily_aggs( def get_daily_open_close_agg( self, ticker: str, - date: str, + date: Union[str, date], adjusted: Optional[bool] = None, params: Optional[Dict[str, Any]] = None, raw: bool = False, From b47b85245c24dcfd116ee93338ceba0c5f341f77 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Fri, 21 Jun 2024 07:21:53 -0700 Subject: [PATCH 200/313] Added support for related companies endpoint (#685) * Added related companies * Fix lint * Fix example --- .polygon/rest.json | 346 +++++++++++++++------- examples/rest/stocks-related_companies.py | 10 + polygon/rest/models/tickers.py | 15 + polygon/rest/reference.py | 27 ++ 4 files changed, 289 insertions(+), 109 deletions(-) create mode 100644 examples/rest/stocks-related_companies.py diff --git a/.polygon/rest.json b/.polygon/rest.json index 05bf27c1..05559f76 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -63,7 +63,7 @@ }, "AggregateTimeTo": { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-02-10", "in": "path", "name": "to", "required": true, @@ -153,7 +153,7 @@ }, "IndicesAggregateTimeFrom": { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-03-10", + "example": "2023-03-13", "in": "path", "name": "from", "required": true, @@ -163,7 +163,7 @@ }, "IndicesAggregateTimeTo": { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-03-10", + "example": "2023-03-24", "in": "path", "name": "to", "required": true, @@ -13911,8 +13911,7 @@ "files_count", "source_url", "download_url", - "entities", - "acceptance_datetime" + "entities" ], "type": "object", "x-polygon-go-type": { @@ -13982,121 +13981,125 @@ "example": {}, "schema": { "properties": { - "acceptance_datetime": { - "description": "The datetime when the filing was accepted by EDGAR in EST (format: YYYYMMDDHHMMSS)", - "type": "string" - }, - "accession_number": { - "description": "Filing Accession Number", - "type": "string" - }, - "entities": { - "description": "Entities related to the filing (e.g. the document filers).", - "items": { - "description": "A filing entity (e.g. the document filer).", - "properties": { - "company_data": { + "results": { + "properties": { + "acceptance_datetime": { + "description": "The datetime when the filing was accepted by EDGAR in EST (format: YYYYMMDDHHMMSS)", + "type": "string" + }, + "accession_number": { + "description": "Filing Accession Number", + "type": "string" + }, + "entities": { + "description": "Entities related to the filing (e.g. the document filers).", + "items": { + "description": "A filing entity (e.g. the document filer).", "properties": { - "cik": { - "description": "Central Index Key (CIK) Number", - "type": "string" - }, - "name": { - "example": "Facebook Inc", - "type": "string" - }, - "sic": { - "description": "Standard Industrial Classification (SIC)", - "type": "string" + "company_data": { + "properties": { + "cik": { + "description": "Central Index Key (CIK) Number", + "type": "string" + }, + "name": { + "example": "Facebook Inc", + "type": "string" + }, + "sic": { + "description": "Standard Industrial Classification (SIC)", + "type": "string" + }, + "ticker": { + "description": "Ticker", + "type": "string" + } + }, + "required": [ + "name", + "cik", + "sic" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SECCompanyData", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } }, - "ticker": { - "description": "Ticker", + "relation": { + "description": "Relationship of this entity to the filing.", + "enum": [ + "filer" + ], "type": "string" } }, "required": [ - "name", - "cik", - "sic" + "relation" ], "type": "object", "x-polygon-go-type": { - "name": "SECCompanyData", + "name": "SECFilingEntity", "path": "github.com/polygon-io/go-lib-models/v2/globals" } }, - "relation": { - "description": "Relationship of this entity to the filing.", - "enum": [ - "filer" - ], - "type": "string" - } + "type": "array" }, - "required": [ - "relation" - ], - "type": "object", - "x-polygon-go-type": { - "name": "SECFilingEntity", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "files_count": { + "description": "The number of files associated with the filing.", + "format": "int64", + "type": "integer" + }, + "filing_date": { + "description": "The date when the filing was filed in YYYYMMDD format.", + "example": "20210101", + "pattern": "^[0-9]{8}$", + "type": "string" + }, + "id": { + "description": "Unique identifier for the filing.", + "type": "string" + }, + "period_of_report_date": { + "description": "The period of report for the filing in YYYYMMDD format.", + "example": "20210101", + "pattern": "^[0-9]{8}$", + "type": "string" + }, + "source_url": { + "description": "The source URL is a link back to the upstream source for this filing\ndocument.", + "example": "https://www.sec.gov/Archives/edgar/data/0001326801/000132680119000037/0001326801-19-000037-index.html", + "format": "uri", + "type": "string" + }, + "type": { + "description": "Filing Type", + "enum": [ + "10-K", + "10-Q" + ], + "type": "string" } }, - "type": "array" - }, - "files_count": { - "description": "The number of files associated with the filing.", - "format": "int64", - "type": "integer" - }, - "filing_date": { - "description": "The date when the filing was filed in YYYYMMDD format.", - "example": "20210101", - "pattern": "^[0-9]{8}$", - "type": "string" - }, - "id": { - "description": "Unique identifier for the filing.", - "type": "string" - }, - "period_of_report_date": { - "description": "The period of report for the filing in YYYYMMDD format.", - "example": "20210101", - "pattern": "^[0-9]{8}$", - "type": "string" - }, - "source_url": { - "description": "The source URL is a link back to the upstream source for this filing\ndocument.", - "example": "https://www.sec.gov/Archives/edgar/data/0001326801/000132680119000037/0001326801-19-000037-index.html", - "format": "uri", - "type": "string" - }, - "type": { - "description": "Filing Type", - "enum": [ - "10-K", - "10-Q" + "required": [ + "id", + "accession_number", + "type", + "filing_date", + "period_of_report_date", + "files_count", + "source_url", + "download_url", + "entities" ], - "type": "string" + "type": "object", + "x-polygon-go-type": { + "name": "SECFiling", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } } }, - "required": [ - "id", - "accession_number", - "type", - "filing_date", - "period_of_report_date", - "files_count", - "source_url", - "download_url", - "entities", - "acceptance_datetime" - ], - "type": "object", - "x-polygon-go-type": { - "name": "SECFiling", - "path": "github.com/polygon-io/go-lib-models/v2/globals" - } + "type": "object" } } }, @@ -14487,6 +14490,114 @@ }, "x-polygon-draft": true }, + "/v1/related-companies/{ticker}": { + "get": { + "description": "Get a list of tickers related to the queried ticker based on News and Returns data.", + "operationId": "GetRelatedCompanies", + "parameters": [ + { + "description": "The ticker symbol to search.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": [ + { + "ticker": "MSFT" + }, + { + "ticker": "GOOGL" + }, + { + "ticker": "AMZN" + }, + { + "ticker": "FB" + }, + { + "ticker": "TSLA" + }, + { + "ticker": "NVDA" + }, + { + "ticker": "INTC" + }, + { + "ticker": "ADBE" + }, + { + "ticker": "NFLX" + }, + { + "ticker": "PYPL" + } + ], + "status": "OK", + "stock_symbol": "AAPL" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "items": { + "description": "The tickers related to the requested ticker.", + "properties": { + "ticker": { + "description": "A ticker related to the requested ticker.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "ticker": { + "description": "The ticker being queried.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Related Companies." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Related Companies", + "tags": [ + "reference:related:companies" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, "/v1/summaries": { "get": { "description": "Get everything needed to visualize the tick-by-tick movement of a list of tickers.", @@ -15711,7 +15822,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-02-10", "in": "path", "name": "to", "required": true, @@ -16164,7 +16275,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-02-10", "in": "path", "name": "to", "required": true, @@ -16560,7 +16671,7 @@ }, { "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-03-10", + "example": "2023-03-13", "in": "path", "name": "from", "required": true, @@ -16570,7 +16681,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-03-10", + "example": "2023-03-24", "in": "path", "name": "to", "required": true, @@ -16983,7 +17094,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-02-10", "in": "path", "name": "to", "required": true, @@ -17431,7 +17542,7 @@ }, { "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", - "example": "2023-01-09", + "example": "2023-02-10", "in": "path", "name": "to", "required": true, @@ -22882,6 +22993,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -23129,6 +23242,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -23430,6 +23545,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -25395,7 +25512,7 @@ "parameters": [ { "description": "Query for a contract by options ticker. You can learn more about the structure of options tickers [here](https://polygon.io/blog/how-to-read-a-stock-options-ticker/).", - "example": "O:EVRI240119C00002500", + "example": "O:SPY251219C00650000", "in": "path", "name": "options_ticker", "required": true, @@ -29104,6 +29221,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -29356,6 +29475,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -29645,6 +29766,8 @@ }, "x-polygon-paginate": { "limit": { + "default": 10, + "example": 10, "max": 50000 }, "order": { @@ -31284,6 +31407,11 @@ "paths": [ "/v3/reference/exchanges" ] + }, + { + "paths": [ + "/v1/related-companies/{ticker}" + ] } ] } diff --git a/examples/rest/stocks-related_companies.py b/examples/rest/stocks-related_companies.py new file mode 100644 index 00000000..84b3a405 --- /dev/null +++ b/examples/rest/stocks-related_companies.py @@ -0,0 +1,10 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_v1_related-companies__ticker + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +related_companies = client.get_related_companies("AAPL") +print(related_companies) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index f7ff2bed..9a2484ac 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -190,6 +190,21 @@ def from_dict(d): return TickerTypes(**d) +@modelclass +class RelatedCompany: + """ + Get a list of tickers related to the queried ticker based on News and Returns data. + """ + + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return RelatedCompany( + ticker=d.get("ticker", None), + ) + + @modelclass class TickerChange: ticker: str diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 38d15752..7af5b10f 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -7,6 +7,7 @@ TickerChangeResults, TickerDetails, TickerNews, + RelatedCompany, TickerTypes, Sort, Order, @@ -245,6 +246,32 @@ def get_ticker_types( options=options, ) + def get_related_companies( + self, + ticker: Optional[str] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[RelatedCompany, HTTPResponse]: + """ + Get a list of tickers related to the queried ticker based on News and Returns data. + + :param ticker: The ticker symbol to search. + :param params: Any additional query params. + :param raw: Return raw object instead of results object. + :return: Related Companies. + """ + url = f"/v1/related-companies/{ticker}" + + return self._get( + path=url, + params=self._get_params(self.get_related_companies, locals()), + deserializer=RelatedCompany.from_dict, + raw=raw, + result_key="results", + options=options, + ) + class SplitsClient(BaseClient): def list_splits( From 71bc46946b84f2ac68f9977c29f59ea7e12e6443 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 1 Jul 2024 07:20:46 -0700 Subject: [PATCH 201/313] Update base.py to remove setuptools and use standard library (#694) * Update base.py to remove setuptools and use standard library * Update version to version number * Update readme to remove pip install setuptools --- README.md | 6 +----- polygon/rest/base.py | 10 +++++----- 2 files changed, 6 insertions(+), 10 deletions(-) diff --git a/README.md b/README.md index 3df6c512..aaf7bb5f 100644 --- a/README.md +++ b/README.md @@ -7,11 +7,7 @@ Welcome to the official Python client library for the [Polygon](https://polygon. ## Prerequisites -Before installing the Polygon Python client, ensure your environment has Python 3.8 or higher. While most Python environments come with setuptools installed, it is a dependency for this library. In the rare case it's not already present, you can install setuptools using pip: - -``` -pip install setuptools -``` +Before installing the Polygon Python client, ensure your environment has Python 3.8 or higher. ## Install diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 3e65c06c..3a5d637f 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -7,7 +7,7 @@ from enum import Enum from typing import Optional, Any, Dict from datetime import datetime -import pkg_resources # part of setuptools +from importlib.metadata import version, PackageNotFoundError from .models.request import RequestOptionBuilder from ..logging import get_logger import logging @@ -15,10 +15,10 @@ from ..exceptions import AuthError, BadResponse logger = get_logger("RESTClient") -version = "unknown" +version_number = "unknown" try: - version = pkg_resources.require("polygon-api-client")[0].version -except: + version_number = version("polygon-api-client") +except PackageNotFoundError: pass @@ -46,7 +46,7 @@ def __init__( self.headers = { "Authorization": "Bearer " + self.API_KEY, "Accept-Encoding": "gzip", - "User-Agent": f"Polygon.io PythonClient/{version}", + "User-Agent": f"Polygon.io PythonClient/{version_number}", } # initialize self.retries with the parameter value before using it From 653763490e3851ac01ec9c9a4b17e5711ba6c037 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 1 Jul 2024 07:29:02 -0700 Subject: [PATCH 202/313] Bump urllib3 from 1.26.19 to 2.2.2 (#696) Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.19 to 2.2.2. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/1.26.19...2.2.2) --- updated-dependencies: - dependency-name: urllib3 dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 17 +++++++++-------- pyproject.toml | 2 +- 2 files changed, 10 insertions(+), 9 deletions(-) diff --git a/poetry.lock b/poetry.lock index 96a75b32..89de3744 100644 --- a/poetry.lock +++ b/poetry.lock @@ -833,19 +833,20 @@ files = [ [[package]] name = "urllib3" -version = "1.26.19" +version = "2.2.2" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7" +python-versions = ">=3.8" files = [ - {file = "urllib3-1.26.19-py2.py3-none-any.whl", hash = "sha256:37a0344459b199fce0e80b0d3569837ec6b6937435c5244e7fd73fa6006830f3"}, - {file = "urllib3-1.26.19.tar.gz", hash = "sha256:3e3d753a8618b86d7de333b4223005f68720bcd6a7d2bcb9fbd2229ec7c1e429"}, + {file = "urllib3-2.2.2-py3-none-any.whl", hash = "sha256:a448b2f64d686155468037e1ace9f2d2199776e17f0a46610480d311f73e3472"}, + {file = "urllib3-2.2.2.tar.gz", hash = "sha256:dd505485549a7a552833da5e6063639d0d177c04f23bc3864e41e5dc5f612168"}, ] [package.extras] -brotli = ["brotli (==1.0.9)", "brotli (>=1.0.9)", "brotlicffi (>=0.8.0)", "brotlipy (>=0.6.0)"] -secure = ["certifi", "cryptography (>=1.3.4)", "idna (>=2.0.0)", "ipaddress", "pyOpenSSL (>=0.14)", "urllib3-secure-extra"] -socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"] +brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)"] +h2 = ["h2 (>=4,<5)"] +socks = ["pysocks (>=1.5.6,!=1.5.7,<2.0)"] +zstd = ["zstandard (>=0.18.0)"] [[package]] name = "websockets" @@ -957,4 +958,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "ea48357b704e5e10b35e38c07cb576b7be38b843112e7bbc1824da622c6c0070" +content-hash = "91711a22515bbf47ea8f6fe829298a09dbcfe2784192012d8989f41d8bb8c388" diff --git a/pyproject.toml b/pyproject.toml index 5918e26c..ef18d836 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -25,7 +25,7 @@ packages = [ [tool.poetry.dependencies] python = "^3.8" -urllib3 = "^1.26.9,<2.0" +urllib3 = ">=1.26.9,<3.0.0" websockets = ">=10.3,<13.0" certifi = ">=2022.5.18,<2025.0.0" From ceeb56d4fe760828a040079ee41126326f5783a2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 1 Jul 2024 10:29:21 -0700 Subject: [PATCH 203/313] Bump pook from 1.4.3 to 2.0.0 (#697) Bumps [pook](https://github.com/h2non/pook) from 1.4.3 to 2.0.0. - [Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v1.4.3...v2.0.0) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 89de3744..8eccc686 100644 --- a/poetry.lock +++ b/poetry.lock @@ -487,13 +487,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "1.4.3" +version = "2.0.0" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" files = [ - {file = "pook-1.4.3-py3-none-any.whl", hash = "sha256:4683a8a9d11fb56901ae15001a5bfb76a1bb960b1a841de1f0ca11c8c2d9eef8"}, - {file = "pook-1.4.3.tar.gz", hash = "sha256:61dbd9f6f9bf4d0bbab4abdf382bf7e8fbaae8561c5de3cd444e7c4be67df651"}, + {file = "pook-2.0.0-py3-none-any.whl", hash = "sha256:b3993cf00b8335f19b407fca39febd048c97749eb7c06eaddd9fbaff3b0a1ac3"}, + {file = "pook-2.0.0.tar.gz", hash = "sha256:b106ebc088417fa7b68d1f6ee21a9720fd171ea96d4b86ef308eaffac1e5c4f8"}, ] [package.dependencies] @@ -958,4 +958,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "91711a22515bbf47ea8f6fe829298a09dbcfe2784192012d8989f41d8bb8c388" +content-hash = "ec7930e1a506d681ad1a3b775081ed97062cae372b6d33240b238874989adbed" diff --git a/pyproject.toml b/pyproject.toml index ef18d836..64e76f94 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^2.0.0" sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^70.0.0" -pook = "^1.4.3" +pook = "^2.0.0" orjson = "^3.10.5" [build-system] From 2bbae7b8b54ca6a26568d8ad7f77db062c890e08 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 1 Jul 2024 14:34:15 -0700 Subject: [PATCH 204/313] Bump mypy from 1.10.0 to 1.10.1 (#699) Bumps [mypy](https://github.com/python/mypy) from 1.10.0 to 1.10.1. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.10.0...v1.10.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-patch ... 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[Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 76ff8169..20614a7f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -800,13 +800,13 @@ files = [ [[package]] name = "types-setuptools" -version = "70.0.0.20240524" +version = "70.1.0.20240627" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-70.0.0.20240524.tar.gz", hash = "sha256:e31fee7b9d15ef53980526579ac6089b3ae51a005a281acf97178e90ac71aff6"}, - {file = "types_setuptools-70.0.0.20240524-py3-none-any.whl", hash = "sha256:8f5379b9948682d72a9ab531fbe52932e84c4f38deda570255f9bae3edd766bc"}, + {file = "types-setuptools-70.1.0.20240627.tar.gz", hash = "sha256:385907a47b5cf302b928ce07953cd91147d5de6f3da604c31905fdf0ec309e83"}, + {file = "types_setuptools-70.1.0.20240627-py3-none-any.whl", hash = "sha256:c7bdf05cd0a8b66868b4774c7b3c079d01ae025d8c9562bfc8bf2ff44d263c9c"}, ] [[package]] @@ -958,4 +958,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "ec7930e1a506d681ad1a3b775081ed97062cae372b6d33240b238874989adbed" +content-hash = "89794f3b0256bd17ce73cb9fe5635edd8dc37d282308ab4208d5df08eff11a7d" diff --git a/pyproject.toml b/pyproject.toml index 64e76f94..8c9e59ac 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^70.0.0" +types-setuptools = "^70.1.0" pook = "^2.0.0" orjson = "^3.10.5" From 479cca33118066aa05619932526f8b7d561a110a Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 2 Jul 2024 06:51:25 -0700 Subject: [PATCH 206/313] Fix example to have correct params (#700) --- examples/rest/raw-list.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/rest/raw-list.py b/examples/rest/raw-list.py index 5a5a5642..9dd0020e 100644 --- a/examples/rest/raw-list.py +++ b/examples/rest/raw-list.py @@ -6,7 +6,7 @@ trades = cast( HTTPResponse, - client.list_trades("AAA", "2022-04-20", 5, raw=True), + client.list_trades("AAA", "2022-04-20", raw=True), ) print(trades.data) # b'{ From f789d2905bf9410ce372ff8c3dd8549534c4603d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 2 Jul 2024 16:12:41 -0700 Subject: [PATCH 207/313] =?UTF-8?q?Revert=20"Use=20ssl=5Fcontext=20for=20H?= =?UTF-8?q?TTPS=20requests=20to=20avoid=20reading=20certificate=20files?= =?UTF-8?q?=E2=80=A6"=20(#691)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit This reverts commit 7cb520843437dea4804e10dcb5457ab21c40f847. --- polygon/rest/base.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 3a5d637f..d9d4768a 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -1,6 +1,5 @@ import certifi import json -import ssl import urllib3 import inspect from urllib3.util.retry import Retry @@ -67,16 +66,13 @@ def __init__( backoff_factor=0.1, # [0.0s, 0.2s, 0.4s, 0.8s, 1.6s, ...] ) - # global cache ssl context and use (vs on each init of pool manager) - ssl_context = ssl.create_default_context() - ssl_context.load_verify_locations(certifi.where()) - # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool self.client = urllib3.PoolManager( num_pools=num_pools, headers=self.headers, # default headers sent with each request. - ssl_context=ssl_context, + ca_certs=certifi.where(), + cert_reqs="CERT_REQUIRED", retries=retry_strategy, # use the customized Retry instance ) From 87e1d6340dd4ee6f25f0539bdb77edc2309356e3 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 11 Jul 2024 14:14:14 +0000 Subject: [PATCH 208/313] Bump orjson from 3.10.5 to 3.10.6 (#704) --- poetry.lock | 103 ++++++++++++++++++++++++++----------------------- pyproject.toml | 2 +- 2 files changed, 55 insertions(+), 50 deletions(-) diff --git a/poetry.lock b/poetry.lock index 20614a7f..5402fc29 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.2 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.8.3 and should not be changed by hand. 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-content-hash = "89794f3b0256bd17ce73cb9fe5635edd8dc37d282308ab4208d5df08eff11a7d" +content-hash = "0eb202f0214b34a4fd920dd8bd3ed59453f2a71e8a1454071856c1d18080659a" diff --git a/pyproject.toml b/pyproject.toml index 8c9e59ac..a962b9e2 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^70.1.0" pook = "^2.0.0" -orjson = "^3.10.5" +orjson = "^3.10.6" [build-system] requires = ["poetry-core>=1.0.0"] From 511aca1cc924b29caaed68452141d66853be4be5 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 16 Jul 2024 18:05:14 -0700 Subject: [PATCH 209/313] Bump types-setuptools from 70.1.0.20240627 to 70.3.0.20240710 (#707) Bumps [types-setuptools](https://github.com/python/typeshed) from 70.1.0.20240627 to 70.3.0.20240710. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 5402fc29..8ceae7ed 100644 --- a/poetry.lock +++ b/poetry.lock @@ -805,13 +805,13 @@ files = [ [[package]] name = "types-setuptools" -version = "70.1.0.20240627" +version = "70.3.0.20240710" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-70.1.0.20240627.tar.gz", hash = "sha256:385907a47b5cf302b928ce07953cd91147d5de6f3da604c31905fdf0ec309e83"}, - {file = "types_setuptools-70.1.0.20240627-py3-none-any.whl", hash = "sha256:c7bdf05cd0a8b66868b4774c7b3c079d01ae025d8c9562bfc8bf2ff44d263c9c"}, + {file = "types-setuptools-70.3.0.20240710.tar.gz", hash = "sha256:842cbf399812d2b65042c9d6ff35113bbf282dee38794779aa1f94e597bafc35"}, + {file = "types_setuptools-70.3.0.20240710-py3-none-any.whl", hash = "sha256:bd0db2a4b9f2c49ac5564be4e0fb3125c4c46b1f73eafdcbceffa5b005cceca4"}, ] [[package]] @@ -963,4 +963,4 @@ testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools" [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "0eb202f0214b34a4fd920dd8bd3ed59453f2a71e8a1454071856c1d18080659a" +content-hash = "e3fa63991d39989af47ef9380ec497c17c30d57bcf4a6c59d8e2146d22d27828" diff --git a/pyproject.toml b/pyproject.toml index a962b9e2..dffc7ae4 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^70.1.0" +types-setuptools = "^70.3.0" pook = "^2.0.0" orjson = "^3.10.6" From 9011163f50a85616022da3b15e3d360704cd67fa Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 16 Jul 2024 18:16:21 -0700 Subject: [PATCH 210/313] Bump zipp from 3.11.0 to 3.19.1 (#706) Bumps [zipp](https://github.com/jaraco/zipp) from 3.11.0 to 3.19.1. - [Release notes](https://github.com/jaraco/zipp/releases) - [Changelog](https://github.com/jaraco/zipp/blob/main/NEWS.rst) - [Commits](https://github.com/jaraco/zipp/compare/v3.11.0...v3.19.1) --- updated-dependencies: - dependency-name: zipp dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8ceae7ed..381728c1 100644 --- a/poetry.lock +++ b/poetry.lock @@ -947,18 +947,18 @@ files = [ [[package]] name = "zipp" -version = "3.11.0" +version = "3.19.1" description = "Backport of pathlib-compatible object wrapper for zip files" optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "zipp-3.11.0-py3-none-any.whl", hash = "sha256:83a28fcb75844b5c0cdaf5aa4003c2d728c77e05f5aeabe8e95e56727005fbaa"}, - {file = "zipp-3.11.0.tar.gz", hash = "sha256:a7a22e05929290a67401440b39690ae6563279bced5f314609d9d03798f56766"}, + {file = "zipp-3.19.1-py3-none-any.whl", hash = "sha256:2828e64edb5386ea6a52e7ba7cdb17bb30a73a858f5eb6eb93d8d36f5ea26091"}, + {file = "zipp-3.19.1.tar.gz", hash = "sha256:35427f6d5594f4acf82d25541438348c26736fa9b3afa2754bcd63cdb99d8e8f"}, ] [package.extras] -docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] -testing = ["flake8 (<5)", "func-timeout", "jaraco.functools", "jaraco.itertools", "more-itertools", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)"] +doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] +test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy", "pytest-ruff (>=0.2.1)"] [metadata] lock-version = "2.0" From 5c73e33f836cc0298008cfe37cb9f9a3de36d036 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 16 Jul 2024 18:20:22 -0700 Subject: [PATCH 211/313] Bump certifi from 2024.6.2 to 2024.7.4 (#702) Bumps [certifi](https://github.com/certifi/python-certifi) from 2024.6.2 to 2024.7.4. - [Commits](https://github.com/certifi/python-certifi/compare/2024.06.02...2024.07.04) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 381728c1..5c87ae90 100644 --- a/poetry.lock +++ b/poetry.lock @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2024.6.2" +version = "2024.7.4" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2024.6.2-py3-none-any.whl", hash = "sha256:ddc6c8ce995e6987e7faf5e3f1b02b302836a0e5d98ece18392cb1a36c72ad56"}, - {file = "certifi-2024.6.2.tar.gz", hash = "sha256:3cd43f1c6fa7dedc5899d69d3ad0398fd018ad1a17fba83ddaf78aa46c747516"}, + {file = "certifi-2024.7.4-py3-none-any.whl", hash = "sha256:c198e21b1289c2ab85ee4e67bb4b4ef3ead0892059901a8d5b622f24a1101e90"}, + {file = "certifi-2024.7.4.tar.gz", hash = "sha256:5a1e7645bc0ec61a09e26c36f6106dd4cf40c6db3a1fb6352b0244e7fb057c7b"}, ] [[package]] From 3aa9d8267cad17aeec6793aefe89a1a85bb359f4 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 18 Jul 2024 06:41:45 -0700 Subject: [PATCH 212/313] Added ticker news insights support (#710) --- .polygon/rest.json | 129 ++++++++++++++++++--------------- polygon/rest/models/tickers.py | 18 +++++ 2 files changed, 87 insertions(+), 60 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 05559f76..94dd8286 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -18312,7 +18312,7 @@ "operationId": "ListNews", "parameters": [ { - "description": "Return results that contain this ticker.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "in": "query", "name": "ticker", "schema": { @@ -18496,52 +18496,35 @@ "request_id": "831afdb0b8078549fed053476984947a", "results": [ { - "amp_url": "https://amp.benzinga.com/amp/content/20784086", - "article_url": "https://www.benzinga.com/markets/cryptocurrency/21/04/20784086/cathie-wood-adds-more-coinbase-skillz-trims-square", - "author": "Rachit Vats", - "description": "

Cathie Wood-led Ark Investment Management on Friday snapped up another 221,167 shares of the cryptocurrency exchange Coinbase Global Inc (NASDAQ COIN) worth about $64.49 million on the stock’s Friday’s dip and also its fourth-straight loss.

\n

The investment firm’s Ark Innovation ETF (NYSE ARKK) bought the shares of the company that closed 0.63% lower at $291.60 on Friday, giving the cryptocurrency exchange a market cap of $58.09 billion. Coinbase’s market cap has dropped from $85.8 billion on its blockbuster listing earlier this month.

\n

The New York-based company also added another 3,873 shares of the mobile gaming company Skillz Inc (NYSE SKLZ), just a day after snapping 1.2 million shares of the stock.

\n

ARKK bought the shares of the company which closed ...

Full story available on Benzinga.com

", - "id": "nJsSJJdwViHZcw5367rZi7_qkXLfMzacXBfpv-vD9UA", - "image_url": "https://cdn2.benzinga.com/files/imagecache/og_image_social_share_1200x630/images/story/2012/andre-francois-mckenzie-auhr4gcqcce-unsplash.jpg?width=720", + "amp_url": "https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1", + "article_url": "https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968", + "author": "Sam Boughedda", + "description": "UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.", + "id": "8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb", + "image_url": "https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg", + "insights": [ + { + "sentiment": "positive", + "sentiment_reasoning": "UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.", + "ticker": "UBS" + } + ], "keywords": [ - "Sector ETFs", - "Penny Stocks", - "Cryptocurrency", - "Small Cap", - "Markets", - "Trading Ideas", - "ETFs" + "Federal Reserve", + "interest rates", + "economic data" ], - "published_utc": "2021-04-26T02:33:17Z", + "published_utc": "2024-06-24T18:33:53Z", "publisher": { - "favicon_url": "https://s3.polygon.io/public/public/assets/news/favicons/benzinga.ico", - "homepage_url": "https://www.benzinga.com/", - "logo_url": "https://s3.polygon.io/public/public/assets/news/logos/benzinga.svg", - "name": "Benzinga" + "favicon_url": "https://s3.polygon.io/public/assets/news/favicons/investing.ico", + "homepage_url": "https://www.investing.com/", + "logo_url": "https://s3.polygon.io/public/assets/news/logos/investing.png", + "name": "Investing.com" }, "tickers": [ - "DOCU", - "DDD", - "NIU", - "ARKF", - "NVDA", - "SKLZ", - "PCAR", - "MASS", - "PSTI", - "SPFR", - "TREE", - "PHR", - "IRDM", - "BEAM", - "ARKW", - "ARKK", - "ARKG", - "PSTG", - "SQ", - "IONS", - "SYRS" + "UBS" ], - "title": "Cathie Wood Adds More Coinbase, Skillz, Trims Square" + "title": "Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK" } ], "status": "OK" @@ -18587,6 +18570,32 @@ "description": "The article's image URL.", "type": "string" }, + "insights": { + "description": "The insights related to the article.", + "items": { + "properties": { + "sentiment": { + "description": "The sentiment of the insight.", + "type": "string" + }, + "sentiment_reasoning": { + "description": "The reasoning behind the sentiment.", + "type": "string" + }, + "ticker": { + "description": "The ticker symbol associated with the insight.", + "type": "string" + } + }, + "required": [ + "ticker", + "sentiment", + "sentiment_reasoning" + ], + "type": "object" + }, + "type": "array" + }, "keywords": { "description": "The keywords associated with the article (which will vary depending on\nthe publishing source).", "items": { @@ -18667,7 +18676,7 @@ } }, "text/csv": { - "example": "id,publisher_name,publisher_homepage_url,publisher_logo_url,publisher_favicon_url,title,author,published_utc,article_url,tickers,amp_url,image_url,description,keywords\nnJsSJJdwViHZcw5367rZi7_qkXLfMzacXBfpv-vD9UA,Benzinga,https://www.benzinga.com/,https://s3.polygon.io/public/public/assets/news/logos/benzinga.svg,https://s3.polygon.io/public/public/assets/news/favicons/benzinga.ico,\"Cathie Wood Adds More Coinbase, Skillz, Trims Square\",Rachit Vats,2021-04-26T02:33:17Z,https://www.benzinga.com/markets/cryptocurrency/21/04/20784086/cathie-wood-adds-more-coinbase-skillz-trims-square,\"DOCU,DDD,NIU,ARKF,NVDA,SKLZ,PCAR,MASS,PSTI,SPFR,TREE,PHR,IRDM,BEAM,ARKW,ARKK,ARKG,PSTG,SQ,IONS,SYRS\",https://amp.benzinga.com/amp/content/20784086,https://cdn2.benzinga.com/files/imagecache/og_image_social_share_1200x630/images/story/2012/andre-francois-mckenzie-auhr4gcqcce-unsplash.jpg?width=720,\"

Cathie Wood-led Ark Investment Management on Friday snapped up another 221,167 shares of the cryptocurrency exchange Coinbase Global Inc (NASDAQ COIN) worth about $64.49 million on the stock’s Friday’s dip and also its fourth-straight loss.

The investment firm’s Ark Innovation ETF (NYSE ARKK) bought the shares of the company that closed 0.63% lower at $291.60 on Friday, giving the cryptocurrency exchange a market cap of $58.09 billion. Coinbase’s market cap has dropped from $85.8 billion on its blockbuster listing earlier this month.

The New York-based company also added another 3,873 shares of the mobile gaming company Skillz Inc (NYSE SKLZ), just a day after snapping 1.2 million shares of the stock.

ARKK bought the shares of the company which closed ...

Full story available on Benzinga.com

\",\"Sector ETFs,Penny Stocks,Cryptocurrency,Small Cap,Markets,Trading Ideas,ETFs\"\n", + "example": "id,publisher_name,publisher_homepage_url,publisher_logo_url,publisher_favicon_url,title,author,published_utc,article_url,ticker,amp_url,image_url,description,keywords,sentiment,sentiment_reasoning\n8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb,Investing.com,https://www.investing.com/,https://s3.polygon.io/public/assets/news/logos/investing.png,https://s3.polygon.io/public/assets/news/favicons/investing.ico,Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK,Sam Boughedda,1719254033000000000,https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968,UBS,https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1,https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg,\"UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.\",\"Federal Reserve,interest rates,economic data\",positive,\"UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.\"\n", "schema": { "type": "string" } @@ -22864,11 +22873,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -22993,7 +23002,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, @@ -23091,11 +23100,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -23242,7 +23251,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, @@ -23333,11 +23342,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -23545,7 +23554,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, @@ -29071,11 +29080,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -29221,7 +29230,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, @@ -29319,11 +29328,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -29475,7 +29484,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, @@ -29566,11 +29575,11 @@ } }, { - "description": "Limit the number of results returned, default is 10 and max is 50000.", + "description": "Limit the number of results returned, default is 1000 and max is 50000.", "in": "query", "name": "limit", "schema": { - "default": 10, + "default": 1000, "example": 10, "maximum": 50000, "minimum": 1, @@ -29766,7 +29775,7 @@ }, "x-polygon-paginate": { "limit": { - "default": 10, + "default": 1000, "example": 10, "max": 50000 }, diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 9a2484ac..2554927e 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -32,6 +32,18 @@ def from_dict(d): return Branding(**d) +@modelclass +class Insight: + "Contains the insights related to the article." + sentiment: Optional[str] = None + sentiment_reasoning: Optional[str] = None + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return Insight(**d) + + @modelclass class Publisher: "Contains publisher data for ticker news." @@ -152,6 +164,7 @@ class TickerNews: description: Optional[str] = None id: Optional[str] = None image_url: Optional[str] = None + insights: Optional[List[Insight]] = None keywords: Optional[List[str]] = None published_utc: Optional[str] = None publisher: Optional[Publisher] = None @@ -167,6 +180,11 @@ def from_dict(d): description=d.get("description", None), id=d.get("id", None), image_url=d.get("image_url", None), + insights=( + [Insight.from_dict(insight) for insight in d["insights"]] + if "insights" in d + else None + ), keywords=d.get("keywords", None), published_utc=d.get("published_utc", None), publisher=( From 48519710e59ec567a7723214f4692245e104cfb0 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 22 Jul 2024 11:55:03 -0700 Subject: [PATCH 213/313] Bump mypy from 1.10.1 to 1.11.0 (#713) Bumps [mypy](https://github.com/python/mypy) from 1.10.1 to 1.11.0. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.10.1...v1.11) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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{file = "typing_extensions-4.4.0-py3-none-any.whl", hash = "sha256:16fa4864408f655d35ec496218b85f79b3437c829e93320c7c9215ccfd92489e"}, - {file = "typing_extensions-4.4.0.tar.gz", hash = "sha256:1511434bb92bf8dd198c12b1cc812e800d4181cfcb867674e0f8279cc93087aa"}, + {file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"}, + {file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"}, ] [[package]] @@ -963,4 +963,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "e3fa63991d39989af47ef9380ec497c17c30d57bcf4a6c59d8e2146d22d27828" +content-hash = "7219da9017d63f148c248f80a66242a67ef5a0fbb826be70332651970a6a7e35" diff --git a/pyproject.toml b/pyproject.toml index dffc7ae4..f5f940f3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] black = "^24.4.2" -mypy = "^1.10" +mypy = "^1.11" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^2.0.0" From c2f955ecd3a9878ac0166a997b97ec5e73d91f0a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 22 Jul 2024 11:59:18 -0700 Subject: [PATCH 214/313] Bump types-setuptools from 70.3.0.20240710 to 71.0.0.20240722 (#714) Bumps [types-setuptools](https://github.com/python/typeshed) from 70.3.0.20240710 to 71.0.0.20240722. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 4b43ff21..b258dbe8 100644 --- a/poetry.lock +++ b/poetry.lock @@ -805,13 +805,13 @@ files = [ [[package]] name = "types-setuptools" -version = "70.3.0.20240710" +version = "71.0.0.20240722" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-70.3.0.20240710.tar.gz", hash = "sha256:842cbf399812d2b65042c9d6ff35113bbf282dee38794779aa1f94e597bafc35"}, - {file = "types_setuptools-70.3.0.20240710-py3-none-any.whl", hash = "sha256:bd0db2a4b9f2c49ac5564be4e0fb3125c4c46b1f73eafdcbceffa5b005cceca4"}, + {file = "types-setuptools-71.0.0.20240722.tar.gz", hash = "sha256:8f1fd5281945ed8f5a896f05dd50bc31917d6e2487ff9508f4bac522d13ad395"}, + {file = "types_setuptools-71.0.0.20240722-py3-none-any.whl", hash = "sha256:04a383bd1a2dcdb6a85397516ce2d7b46617d89f1d758f686d0d9069943d9811"}, ] [[package]] @@ -963,4 +963,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "7219da9017d63f148c248f80a66242a67ef5a0fbb826be70332651970a6a7e35" +content-hash = "0d5a56908d1fdb653867db55416e55c841b5f5ac94f8607b51dddc177115d6d1" diff --git a/pyproject.toml b/pyproject.toml index f5f940f3..931d9805 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^70.3.0" +types-setuptools = "^71.0.0" pook = "^2.0.0" orjson = "^3.10.6" From 5a4e2041d5fde4a7536ce792634b66f805b54f62 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 29 Jul 2024 07:52:22 -0700 Subject: [PATCH 215/313] Add related companies demo (#717) * Added related companies example * Added image to readme --- examples/tools/related-companies/data.json | 1 + examples/tools/related-companies/index.html | 30 +++++++++++++ examples/tools/related-companies/readme.md | 36 ++++++++++++++++ .../related-companies-demo.py | 40 ++++++++++++++++++ .../related-companies/related-companies.png | Bin 0 -> 193270 bytes 5 files changed, 107 insertions(+) create mode 100644 examples/tools/related-companies/data.json create mode 100644 examples/tools/related-companies/index.html create mode 100644 examples/tools/related-companies/readme.md create mode 100644 examples/tools/related-companies/related-companies-demo.py create mode 100644 examples/tools/related-companies/related-companies.png diff --git a/examples/tools/related-companies/data.json b/examples/tools/related-companies/data.json new file mode 100644 index 00000000..2b63ea05 --- /dev/null +++ b/examples/tools/related-companies/data.json @@ -0,0 +1 @@ +{"nodes": [{"id": 1, "label": "MSFT"}, {"id": 2, "label": "GOOGL"}, {"id": 3, "label": "NVDA"}, {"id": 4, "label": "AMZN"}, {"id": 5, "label": "GOOG"}, {"id": 6, "label": "META"}, {"id": 7, "label": "TSLA"}, {"id": 8, "label": "AAPL"}, {"id": 9, "label": "CRM"}, {"id": 10, "label": "ORCL"}, {"id": 11, "label": "AMD"}, {"id": 12, "label": "NFLX"}, {"id": 13, "label": "WMT"}, {"id": 14, "label": "DIS"}, {"id": 15, "label": "SNAP"}, {"id": 16, "label": "SHOP"}, {"id": 17, "label": "INTC"}, {"id": 18, "label": "ANET"}, {"id": 19, "label": "RIVN"}, {"id": 20, "label": "GM"}, {"id": 21, "label": "F"}, {"id": 22, "label": "LCID"}, {"id": 23, "label": "WBD"}, {"id": 24, "label": "CMCSA"}, {"id": 25, "label": "PARA"}, {"id": 26, "label": "T"}, {"id": 27, "label": "ROKU"}], "edges": [{"from": 1, "to": 2}, {"from": 1, "to": 3}, {"from": 1, "to": 4}, {"from": 1, "to": 5}, {"from": 1, "to": 6}, {"from": 1, "to": 7}, {"from": 1, "to": 8}, {"from": 1, "to": 9}, {"from": 1, "to": 10}, {"from": 1, "to": 11}, {"from": 4, "to": 1}, {"from": 4, "to": 2}, {"from": 4, "to": 5}, {"from": 4, "to": 8}, {"from": 4, "to": 7}, {"from": 4, "to": 3}, {"from": 4, "to": 6}, {"from": 4, "to": 12}, {"from": 4, "to": 13}, {"from": 4, "to": 14}, {"from": 6, "to": 5}, {"from": 6, "to": 2}, {"from": 6, "to": 1}, {"from": 6, "to": 4}, {"from": 6, "to": 8}, {"from": 6, "to": 7}, {"from": 6, "to": 3}, {"from": 6, "to": 15}, {"from": 6, "to": 12}, {"from": 6, "to": 11}, {"from": 8, "to": 1}, {"from": 8, "to": 2}, {"from": 8, "to": 4}, {"from": 8, "to": 5}, {"from": 8, "to": 7}, {"from": 8, "to": 3}, {"from": 8, "to": 6}, {"from": 8, "to": 12}, {"from": 8, "to": 14}, {"from": 8, "to": 11}, {"from": 5, "to": 2}, {"from": 5, "to": 1}, {"from": 5, "to": 6}, {"from": 5, "to": 4}, {"from": 5, "to": 8}, {"from": 5, "to": 7}, {"from": 5, "to": 3}, {"from": 5, "to": 15}, {"from": 5, "to": 12}, {"from": 5, "to": 16}, {"from": 3, "to": 11}, {"from": 3, "to": 6}, {"from": 3, "to": 2}, {"from": 3, "to": 7}, {"from": 3, "to": 5}, {"from": 3, "to": 1}, {"from": 3, "to": 8}, {"from": 3, "to": 4}, {"from": 3, "to": 17}, {"from": 3, "to": 18}, {"from": 7, "to": 19}, {"from": 7, "to": 2}, {"from": 7, "to": 4}, {"from": 7, "to": 20}, {"from": 7, "to": 21}, {"from": 7, "to": 22}, {"from": 7, "to": 5}, {"from": 7, "to": 6}, {"from": 7, "to": 8}, {"from": 7, "to": 3}, {"from": 14, "to": 12}, {"from": 14, "to": 23}, {"from": 14, "to": 4}, {"from": 14, "to": 24}, {"from": 14, "to": 25}, {"from": 14, "to": 8}, {"from": 14, "to": 2}, {"from": 14, "to": 26}, {"from": 14, "to": 5}, {"from": 14, "to": 27}]} \ No newline at end of file diff --git a/examples/tools/related-companies/index.html b/examples/tools/related-companies/index.html new file mode 100644 index 00000000..1b5ae182 --- /dev/null +++ b/examples/tools/related-companies/index.html @@ -0,0 +1,30 @@ + + + + Vis Network | Related Companies + + + + + +
+ + diff --git a/examples/tools/related-companies/readme.md b/examples/tools/related-companies/readme.md new file mode 100644 index 00000000..9f107550 --- /dev/null +++ b/examples/tools/related-companies/readme.md @@ -0,0 +1,36 @@ +# See Connections with the Related Companies API + +This repository contains the Python script and HTML file used in our tutorial to demonstrate how to identify and visualize relationships between companies using Polygon.io's Related Companies API. The tutorial showcases how to fetch related company data and create a dynamic network graph using Python and vis.js, providing insights into the interconnected corporate landscape. + +![Related Companies](./related-companies.png) + +Please see the [tutorial](https://polygon.io/blog/related-companies-api) for more details. + +### Prerequisites + +- Python 3.8+ +- Have Polygon.io's [python client](https://github.com/polygon-io/client-python) installed +- An active Polygon.io account with an API key + +### Repository Contents + +- `related-companies-demo.py`: Python script to fetch and process data from the Related Companies API. +- `index.html`: HTML file for visualizing the data as a network graph using vis.js. + +### Running the Example + +To run the Python script, ensure you have Python installed and your API key ready. Execute the following command: + +``` +python related-companies-demo.py +``` + +The script will generate a `data.json` file, which contains the nodes and edges for the network graph. + +To visualize the relationships: + +1. Take the `nodes` and `edges` from the `data.json` file and replace them in the `index.html` file +2. Open `index.html` in your web browser. +3. The web page should display the network graph. + +For a complete step-by-step guide on setting up and exploring the capabilities of the Related Companies API, refer to our detailed [tutorial](https://polygon.io/blog/related-companies-api). \ No newline at end of file diff --git a/examples/tools/related-companies/related-companies-demo.py b/examples/tools/related-companies/related-companies-demo.py new file mode 100644 index 00000000..221d5f0f --- /dev/null +++ b/examples/tools/related-companies/related-companies-demo.py @@ -0,0 +1,40 @@ +from polygon import RESTClient +import json + + +def get_related_tickers(): + client = RESTClient(trace=True) + + # Fetch a limited list of tickers to keep the example manageable + main_tickers = ["MSFT", "AMZN", "META", "AAPL", "GOOG", "NVDA", "TSLA", "DIS"] + + # Prepare data structures for nodes and edges + nodes = [] + edges = [] + id_map = {} + current_id = 1 + + # Iterate over each main ticker and find related tickers + for ticker in main_tickers: + if ticker not in id_map: + id_map[ticker] = current_id + nodes.append({"id": current_id, "label": ticker}) + current_id += 1 + + related_companies = client.get_related_companies(ticker) + for company in related_companies: + related_ticker = company.ticker + if related_ticker not in id_map: + id_map[related_ticker] = current_id + nodes.append({"id": current_id, "label": related_ticker}) + current_id += 1 + + edges.append({"from": id_map[ticker], "to": id_map[related_ticker]}) + + # Save the nodes and edges to a JSON file for web visualization + with open("data.json", "w") as f: + json.dump({"nodes": nodes, "edges": edges}, f) + + +if __name__ == "__main__": + get_related_tickers() diff --git a/examples/tools/related-companies/related-companies.png b/examples/tools/related-companies/related-companies.png new file mode 100644 index 0000000000000000000000000000000000000000..ac9b14c73a1e281835da8e68ee7b9e9dbe13ef23 GIT binary patch literal 193270 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657f662e6202a304618a89573232000aef08d82f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 30 Jul 2024 07:25:51 -0700 Subject: [PATCH 216/313] Bump types-setuptools from 71.0.0.20240722 to 71.1.0.20240726 (#720) Bumps [types-setuptools](https://github.com/python/typeshed) from 71.0.0.20240722 to 71.1.0.20240726. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index b258dbe8..e5f2b0fa 100644 --- a/poetry.lock +++ b/poetry.lock @@ -805,13 +805,13 @@ files = [ [[package]] name = "types-setuptools" -version = "71.0.0.20240722" +version = "71.1.0.20240726" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-71.0.0.20240722.tar.gz", hash = "sha256:8f1fd5281945ed8f5a896f05dd50bc31917d6e2487ff9508f4bac522d13ad395"}, - {file = "types_setuptools-71.0.0.20240722-py3-none-any.whl", hash = "sha256:04a383bd1a2dcdb6a85397516ce2d7b46617d89f1d758f686d0d9069943d9811"}, + {file = "types-setuptools-71.1.0.20240726.tar.gz", hash = "sha256:85ba28e9461bb1be86ebba4db0f1c2408f2b11115b1966334ea9dc464e29303e"}, + {file = "types_setuptools-71.1.0.20240726-py3-none-any.whl", hash = "sha256:a7775376f36e0ff09bcad236bf265777590a66b11623e48c20bfc30f1444ea36"}, ] [[package]] @@ -963,4 +963,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "0d5a56908d1fdb653867db55416e55c841b5f5ac94f8607b51dddc177115d6d1" +content-hash = "dd52ab51430e0d0f4fcd405037304b756c019837bec333e0c0b53a2c2e0a9bef" diff --git a/pyproject.toml b/pyproject.toml index 931d9805..ddd0697e 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^71.0.0" +types-setuptools = "^71.1.0" pook = "^2.0.0" orjson = "^3.10.6" From 53c5a1181b89cf751633aad6bf0725119aaff453 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 6 Aug 2024 00:48:54 -0700 Subject: [PATCH 217/313] Bump mypy from 1.11.0 to 1.11.1 (#723) Bumps [mypy](https://github.com/python/mypy) from 1.11.0 to 1.11.1. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.11...v1.11.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-patch ... 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[Release notes](https://github.com/psf/black/releases) - [Changelog](https://github.com/psf/black/blob/main/CHANGES.md) - [Commits](https://github.com/psf/black/compare/24.4.2...24.8.0) --- updated-dependencies: - dependency-name: black dependency-type: direct:development update-type: version-update:semver-minor ... 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[Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 2b4ec39c..80a4da1d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -811,13 +811,13 @@ files = [ [[package]] name = "types-setuptools" -version = "71.1.0.20240818" +version = "73.0.0.20240822" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-71.1.0.20240818.tar.gz", hash = "sha256:f62eaffaa39774462c65fbb49368c4dc1d91a90a28371cb14e1af090ff0e41e3"}, - {file = "types_setuptools-71.1.0.20240818-py3-none-any.whl", hash = "sha256:c4f95302f88369ac0ac46c67ddbfc70c6c4dbbb184d9fed356244217a2934025"}, + {file = "types-setuptools-73.0.0.20240822.tar.gz", hash = "sha256:3a060681098eb3fbc2fea0a86f7f6af6aa1ca71906039d88d891ea2cecdd4dbf"}, + {file = "types_setuptools-73.0.0.20240822-py3-none-any.whl", hash = "sha256:b9eba9b68546031317a0fa506d4973641d987d74f79e7dd8369ad4f7a93dea17"}, ] [[package]] @@ -969,4 +969,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "c6ddcb49a381dd1d80b6d99fbf334924b3cc748b3a00ab8234440f955b45963c" +content-hash = "178096d92862139d0e26ac6cba4bb8e92dcf546c0fc46784f2d4dffc0e76da8a" diff --git a/pyproject.toml b/pyproject.toml index fdf6139c..e715e604 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^71.1.0" +types-setuptools = "^73.0.0" pook = "^2.0.0" orjson = "^3.10.7" From 2931b2d045bce86f0d3c99cb7c4ad1e15a42a096 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 2 Sep 2024 16:04:00 -0700 Subject: [PATCH 224/313] Add dividend and split ids (#736) * Add dividend and split ids * Added spec updates --- .polygon/rest.json | 22 +++++++++++++++++++--- polygon/rest/models/dividends.py | 1 + polygon/rest/models/splits.py | 1 + 3 files changed, 21 insertions(+), 3 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 94dd8286..4eb0f967 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -24328,7 +24328,7 @@ "operationId": "ListDividends", "parameters": [ { - "description": "Return the dividends that contain this ticker.", + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", "in": "query", "name": "ticker", "schema": { @@ -24708,6 +24708,7 @@ "dividend_type": "CD", "ex_dividend_date": "2021-11-05", "frequency": 4, + "id": "E8e3c4f794613e9205e2f178a36c53fcc57cdabb55e1988c87b33f9e52e221444", "pay_date": "2021-11-11", "record_date": "2021-11-08", "ticker": "AAPL" @@ -24718,6 +24719,7 @@ "dividend_type": "CD", "ex_dividend_date": "2021-08-06", "frequency": 4, + "id": "E6436c5475706773f03490acf0b63fdb90b2c72bfeed329a6eb4afc080acd80ae", "pay_date": "2021-08-12", "record_date": "2021-08-09", "ticker": "AAPL" @@ -24806,6 +24808,10 @@ ] } }, + "id": { + "description": "The unique identifier of the dividend.", + "type": "string" + }, "pay_date": { "description": "The date that the dividend is paid out.", "type": "string" @@ -24832,7 +24838,8 @@ "ex_dividend_date", "frequency", "cash_amount", - "dividend_type" + "dividend_type", + "id" ], "type": "object", "x-polygon-go-struct-tags": { @@ -25841,12 +25848,14 @@ "results": [ { "execution_date": "2020-08-31", + "id": "E36416cce743c3964c5da63e1ef1626c0aece30fb47302eea5a49c0055c04e8d0", "split_from": 1, "split_to": 4, "ticker": "AAPL" }, { "execution_date": "2005-02-28", + "id": "E90a77bdf742661741ed7c8fc086415f0457c2816c45899d73aaa88bdc8ff6025", "split_from": 1, "split_to": 2, "ticker": "AAPL" @@ -25870,6 +25879,10 @@ "description": "The execution date of the stock split. On this date the stock split was applied.", "type": "string" }, + "id": { + "description": "The unique identifier for this stock split.", + "type": "string" + }, "split_from": { "description": "The second number in the split ratio.\n\nFor example: In a 2-for-1 split, split_from would be 1.", "format": "float", @@ -25887,7 +25900,10 @@ }, "required": [ "split_from", - "split_to" + "split_to", + "id", + "ticker", + "execution_date" ], "type": "object" }, diff --git a/polygon/rest/models/dividends.py b/polygon/rest/models/dividends.py index ef9adff0..68db98a9 100644 --- a/polygon/rest/models/dividends.py +++ b/polygon/rest/models/dividends.py @@ -5,6 +5,7 @@ @modelclass class Dividend: "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount." + id: Optional[int] = None cash_amount: Optional[float] = None currency: Optional[str] = None declaration_date: Optional[str] = None diff --git a/polygon/rest/models/splits.py b/polygon/rest/models/splits.py index 93244c50..5fb27129 100644 --- a/polygon/rest/models/splits.py +++ b/polygon/rest/models/splits.py @@ -5,6 +5,7 @@ @modelclass class Split: "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio." + id: Optional[int] = None execution_date: Optional[str] = None split_from: Optional[int] = None split_to: Optional[int] = None From 362af904352f4118fcb1676cc44ac83058330fba Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 2 Sep 2024 16:11:19 -0700 Subject: [PATCH 225/313] Bump certifi from 2024.7.4 to 2024.8.30 (#739) Bumps [certifi](https://github.com/certifi/python-certifi) from 2024.7.4 to 2024.8.30. - [Commits](https://github.com/certifi/python-certifi/compare/2024.07.04...2024.08.30) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 80a4da1d..9302736c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2024.7.4" +version = "2024.8.30" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2024.7.4-py3-none-any.whl", hash = "sha256:c198e21b1289c2ab85ee4e67bb4b4ef3ead0892059901a8d5b622f24a1101e90"}, - {file = "certifi-2024.7.4.tar.gz", hash = "sha256:5a1e7645bc0ec61a09e26c36f6106dd4cf40c6db3a1fb6352b0244e7fb057c7b"}, + {file = "certifi-2024.8.30-py3-none-any.whl", hash = "sha256:922820b53db7a7257ffbda3f597266d435245903d80737e34f8a45ff3e3230d8"}, + {file = "certifi-2024.8.30.tar.gz", hash = "sha256:bec941d2aa8195e248a60b31ff9f0558284cf01a52591ceda73ea9afffd69fd9"}, ] [[package]] From df58cad69b0e83ac9558e9ccd3232c6d00a18b83 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 2 Sep 2024 16:14:04 -0700 Subject: [PATCH 226/313] Bump types-setuptools from 73.0.0.20240822 to 74.0.0.20240831 (#740) Bumps [types-setuptools](https://github.com/python/typeshed) from 73.0.0.20240822 to 74.0.0.20240831. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 9302736c..22d7e54e 100644 --- a/poetry.lock +++ b/poetry.lock @@ -811,13 +811,13 @@ files = [ [[package]] name = "types-setuptools" -version = "73.0.0.20240822" +version = "74.0.0.20240831" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-73.0.0.20240822.tar.gz", hash = "sha256:3a060681098eb3fbc2fea0a86f7f6af6aa1ca71906039d88d891ea2cecdd4dbf"}, - {file = "types_setuptools-73.0.0.20240822-py3-none-any.whl", hash = "sha256:b9eba9b68546031317a0fa506d4973641d987d74f79e7dd8369ad4f7a93dea17"}, + {file = "types-setuptools-74.0.0.20240831.tar.gz", hash = "sha256:8b4a544cc91d42a019dc1e41fd397608b4bc7e20c7d7d5bc326589ffd9e8f8a1"}, + {file = "types_setuptools-74.0.0.20240831-py3-none-any.whl", hash = "sha256:4d9d18ea9214828d695a384633130009f5dee2681a157ee873d3680b62931590"}, ] [[package]] @@ -969,4 +969,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "178096d92862139d0e26ac6cba4bb8e92dcf546c0fc46784f2d4dffc0e76da8a" +content-hash = "a34da38dfba3acda825e45480cb029afcb8147842b1f2a3e270f61155b36b84f" diff --git a/pyproject.toml b/pyproject.toml index e715e604..93cf0e65 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^73.0.0" +types-setuptools = "^74.0.0" pook = "^2.0.0" orjson = "^3.10.7" From 95ef6e8654373f307aa3104abf604ae1716fd50e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 5 Sep 2024 08:31:29 -0700 Subject: [PATCH 227/313] Updated ws spec to latest (#741) --- .polygon/websocket.json | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.polygon/websocket.json b/.polygon/websocket.json index 8d7d539b..f565e7d1 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -269,7 +269,7 @@ }, "c": { "type": "array", - "description": "The trade conditions. See Conditions and Indicators\" for Polygon.io's trade conditions glossary.\n", + "description": "The trade conditions. See Conditions and Indicators for Polygon.io's trade conditions glossary.\n", "items": { "type": "integer", "description": "The ID of the condition." @@ -3964,7 +3964,7 @@ }, "c": { "type": "array", - "description": "The trade conditions. See Conditions and Indicators\" for Polygon.io's trade conditions glossary.\n", + "description": "The trade conditions. See Conditions and Indicators for Polygon.io's trade conditions glossary.\n", "items": { "type": "integer", "description": "The ID of the condition." From 293e2a43485c40f3761ce63f546c13d83a738f8c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 9 Sep 2024 10:17:13 -0700 Subject: [PATCH 228/313] Bump types-setuptools from 74.0.0.20240831 to 74.1.0.20240907 (#744) Bumps [types-setuptools](https://github.com/python/typeshed) from 74.0.0.20240831 to 74.1.0.20240907. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 22d7e54e..3f759304 100644 --- a/poetry.lock +++ b/poetry.lock @@ -811,13 +811,13 @@ files = [ [[package]] name = "types-setuptools" -version = "74.0.0.20240831" +version = "74.1.0.20240907" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-74.0.0.20240831.tar.gz", hash = "sha256:8b4a544cc91d42a019dc1e41fd397608b4bc7e20c7d7d5bc326589ffd9e8f8a1"}, - {file = "types_setuptools-74.0.0.20240831-py3-none-any.whl", hash = "sha256:4d9d18ea9214828d695a384633130009f5dee2681a157ee873d3680b62931590"}, + {file = "types-setuptools-74.1.0.20240907.tar.gz", hash = "sha256:0abdb082552ca966c1e5fc244e4853adc62971f6cd724fb1d8a3713b580e5a65"}, + {file = "types_setuptools-74.1.0.20240907-py3-none-any.whl", hash = "sha256:15b38c8e63ca34f42f6063ff4b1dd662ea20086166d5ad6a102e670a52574120"}, ] [[package]] @@ -969,4 +969,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "a34da38dfba3acda825e45480cb029afcb8147842b1f2a3e270f61155b36b84f" +content-hash = "9558ba75da8bc1c8f294ecb05556f1de044b126c01f638b2a0bc0e2ab47cfc1d" diff --git a/pyproject.toml b/pyproject.toml index 93cf0e65..30c395b6 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^2.0.0" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^74.0.0" +types-setuptools = "^74.1.0" pook = "^2.0.0" orjson = "^3.10.7" From d9a3e393fa085cdb491143a4271d1869a90fe08f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 16 Sep 2024 09:48:14 -0700 Subject: [PATCH 229/313] Bump urllib3 from 2.2.2 to 2.2.3 (#747) Bumps [urllib3](https://github.com/urllib3/urllib3) from 2.2.2 to 2.2.3. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/2.2.2...2.2.3) --- updated-dependencies: - dependency-name: urllib3 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3f759304..a38a516a 100644 --- a/poetry.lock +++ b/poetry.lock @@ -844,13 +844,13 @@ files = [ [[package]] name = "urllib3" -version = "2.2.2" +version = "2.2.3" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false python-versions = ">=3.8" files = [ - {file = "urllib3-2.2.2-py3-none-any.whl", hash = "sha256:a448b2f64d686155468037e1ace9f2d2199776e17f0a46610480d311f73e3472"}, - {file = "urllib3-2.2.2.tar.gz", hash = "sha256:dd505485549a7a552833da5e6063639d0d177c04f23bc3864e41e5dc5f612168"}, + {file = "urllib3-2.2.3-py3-none-any.whl", hash = "sha256:ca899ca043dcb1bafa3e262d73aa25c465bfb49e0bd9dd5d59f1d0acba2f8fac"}, + {file = "urllib3-2.2.3.tar.gz", hash = "sha256:e7d814a81dad81e6caf2ec9fdedb284ecc9c73076b62654547cc64ccdcae26e9"}, ] [package.extras] From 39b3d5475832a932aa6f0ba9a369a22f38fbf138 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 9 Oct 2024 12:14:48 -0700 Subject: [PATCH 230/313] Bump websockets from 12.0 to 13.1 (#751) Bumps [websockets](https://github.com/python-websockets/websockets) from 12.0 to 13.1. - [Release notes](https://github.com/python-websockets/websockets/releases) - [Commits](https://github.com/python-websockets/websockets/compare/12.0...13.1) --- updated-dependencies: - dependency-name: websockets dependency-type: direct:production update-type: version-update:semver-major ... 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"dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 9 Oct 2024 12:19:24 -0700 Subject: [PATCH 231/313] Bump sphinx-rtd-theme from 2.0.0 to 3.0.1 (#759) Bumps [sphinx-rtd-theme](https://github.com/readthedocs/sphinx_rtd_theme) from 2.0.0 to 3.0.1. - [Changelog](https://github.com/readthedocs/sphinx_rtd_theme/blob/master/docs/changelog.rst) - [Commits](https://github.com/readthedocs/sphinx_rtd_theme/compare/2.0.0...3.0.1) --- updated-dependencies: - dependency-name: sphinx-rtd-theme dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 16 ++++++++-------- pyproject.toml | 2 +- 2 files changed, 9 insertions(+), 9 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8414eda6..1b7841cc 100644 --- a/poetry.lock +++ b/poetry.lock @@ -667,22 +667,22 @@ testing = ["covdefaults (>=2.3)", "coverage (>=7.4.2)", "diff-cover (>=8.0.3)", [[package]] name = "sphinx-rtd-theme" -version = "2.0.0" +version = "3.0.1" description = "Read the Docs theme for Sphinx" optional = false -python-versions = ">=3.6" +python-versions = ">=3.8" files = [ - {file = "sphinx_rtd_theme-2.0.0-py2.py3-none-any.whl", hash = "sha256:ec93d0856dc280cf3aee9a4c9807c60e027c7f7b461b77aeffed682e68f0e586"}, - {file = "sphinx_rtd_theme-2.0.0.tar.gz", hash = "sha256:bd5d7b80622406762073a04ef8fadc5f9151261563d47027de09910ce03afe6b"}, + {file = "sphinx_rtd_theme-3.0.1-py2.py3-none-any.whl", hash = "sha256:921c0ece75e90633ee876bd7b148cfaad136b481907ad154ac3669b6fc957916"}, + {file = "sphinx_rtd_theme-3.0.1.tar.gz", hash = "sha256:a4c5745d1b06dfcb80b7704fe532eb765b44065a8fad9851e4258c8804140703"}, ] [package.dependencies] -docutils = "<0.21" -sphinx = ">=5,<8" +docutils = ">0.18,<0.22" +sphinx = ">=6,<9" sphinxcontrib-jquery = ">=4,<5" [package.extras] -dev = ["bump2version", "sphinxcontrib-httpdomain", "transifex-client", "wheel"] +dev = ["bump2version", "transifex-client", "twine", "wheel"] [[package]] name = "sphinxcontrib-applehelp" @@ -983,4 +983,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "16ce959b3125225677cc5534a9dd13ef463ff413838e4712f6c8657708911961" +content-hash = "dade83f0be3416b5ec775808a02e09b23f46dddf7dadf735c8ce2ac423f397f7" diff --git a/pyproject.toml b/pyproject.toml index 183611be..4b388065 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ black = "^24.8.0" mypy = "^1.11" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" -sphinx-rtd-theme = "^2.0.0" +sphinx-rtd-theme = "^3.0.1" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" From 435f785b52f4d20592d613fab230c1e90fd6e308 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 11 Oct 2024 15:33:31 -0700 Subject: [PATCH 232/313] Bump types-setuptools from 74.1.0.20240907 to 75.1.0.20240917 (#752) Bumps [types-setuptools](https://github.com/python/typeshed) from 74.1.0.20240907 to 75.1.0.20240917. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 1b7841cc..6bb7182c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -811,13 +811,13 @@ files = [ [[package]] name = "types-setuptools" -version = "74.1.0.20240907" +version = "75.1.0.20240917" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-74.1.0.20240907.tar.gz", hash = "sha256:0abdb082552ca966c1e5fc244e4853adc62971f6cd724fb1d8a3713b580e5a65"}, - {file = "types_setuptools-74.1.0.20240907-py3-none-any.whl", hash = "sha256:15b38c8e63ca34f42f6063ff4b1dd662ea20086166d5ad6a102e670a52574120"}, + {file = "types-setuptools-75.1.0.20240917.tar.gz", hash = "sha256:12f12a165e7ed383f31def705e5c0fa1c26215dd466b0af34bd042f7d5331f55"}, + {file = "types_setuptools-75.1.0.20240917-py3-none-any.whl", hash = "sha256:06f78307e68d1bbde6938072c57b81cf8a99bc84bd6dc7e4c5014730b097dc0c"}, ] [[package]] @@ -983,4 +983,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "dade83f0be3416b5ec775808a02e09b23f46dddf7dadf735c8ce2ac423f397f7" +content-hash = "8ba6db5af50543ec90432b2ad8f573275a95135148d7b520694496ed51eb3535" diff --git a/pyproject.toml b/pyproject.toml index 4b388065..b0b64686 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.1" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^74.1.0" +types-setuptools = "^75.1.0" pook = "^2.0.0" orjson = "^3.10.7" From 850c3043b2abea04ba81c575fcca105035abc916 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2024 20:32:33 -0700 Subject: [PATCH 233/313] Bump mypy from 1.11.2 to 1.12.1 (#770) Bumps [mypy](https://github.com/python/mypy) from 1.11.2 to 1.12.1. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.11.2...v1.12.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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b0b64686..187d93e2 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] black = "^24.8.0" -mypy = "^1.11" +mypy = "^1.12" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^3.0.1" From 49221494705cf8ffd682ce43f3afc0914c87dbbc Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2024 21:03:28 -0700 Subject: [PATCH 234/313] Bump types-setuptools from 75.1.0.20240917 to 75.2.0.20241019 (#769) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.1.0.20240917 to 75.2.0.20241019. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index a7c4353d..e15b2b06 100644 --- a/poetry.lock +++ b/poetry.lock @@ -816,13 +816,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.1.0.20240917" +version = "75.2.0.20241019" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-75.1.0.20240917.tar.gz", hash = "sha256:12f12a165e7ed383f31def705e5c0fa1c26215dd466b0af34bd042f7d5331f55"}, - {file = "types_setuptools-75.1.0.20240917-py3-none-any.whl", hash = "sha256:06f78307e68d1bbde6938072c57b81cf8a99bc84bd6dc7e4c5014730b097dc0c"}, + {file = "types-setuptools-75.2.0.20241019.tar.gz", hash = "sha256:86ea31b5f6df2c6b8f2dc8ae3f72b213607f62549b6fa2ed5866e5299f968694"}, + {file = "types_setuptools-75.2.0.20241019-py3-none-any.whl", hash = "sha256:2e48ff3acd4919471e80d5e3f049cce5c177e108d5d36d2d4cee3fa4d4104258"}, ] [[package]] @@ -988,4 +988,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "21290a9d5e817ae5903571bd5e7cb6bf580ce43e73de9080e93be06af9887999" +content-hash = "1280173331a0e498864db3e9f55fda22bd8254c44bf06487e34096d554341396" diff --git a/pyproject.toml b/pyproject.toml index 187d93e2..1ffcf71d 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.1" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.1.0" +types-setuptools = "^75.2.0" pook = "^2.0.0" orjson = "^3.10.7" From f0b59296e2cfa723b07a3e987ebc25f1cbfcac5d Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2024 21:09:55 -0700 Subject: [PATCH 235/313] Bump orjson from 3.10.7 to 3.10.9 (#768) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.7 to 3.10.9. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.7...3.10.9) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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hash = "sha256:c378074e0c46035dc66e57006993233ec66bf8487d501bab41649b4b7289ed4d"}, ] [[package]] @@ -988,4 +988,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "1280173331a0e498864db3e9f55fda22bd8254c44bf06487e34096d554341396" +content-hash = "c16a9ab276c6bf2483af108f69d559f48eeb2dd9480c2991813c774f3717f696" diff --git a/pyproject.toml b/pyproject.toml index 1ffcf71d..ebdc10c0 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^75.2.0" pook = "^2.0.0" -orjson = "^3.10.7" +orjson = "^3.10.9" [build-system] requires = ["poetry-core>=1.0.0"] From 36250182f930a44db0cb7d5bd62f4e2adda88619 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 21 Oct 2024 21:13:27 -0700 Subject: [PATCH 236/313] Bump pook from 2.0.0 to 2.0.1 (#765) Bumps [pook](https://github.com/h2non/pook) from 2.0.0 to 2.0.1. - [Release notes](https://github.com/h2non/pook/releases) - [Changelog](https://github.com/h2non/pook/blob/master/History.rst) - [Commits](https://github.com/h2non/pook/compare/v2.0.0...v2.0.1) --- updated-dependencies: - dependency-name: pook dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 14d1093b..6c9cf217 100644 --- a/poetry.lock +++ b/poetry.lock @@ -503,13 +503,13 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "2.0.0" +version = "2.0.1" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" files = [ - {file = "pook-2.0.0-py3-none-any.whl", hash = "sha256:b3993cf00b8335f19b407fca39febd048c97749eb7c06eaddd9fbaff3b0a1ac3"}, - {file = "pook-2.0.0.tar.gz", hash = "sha256:b106ebc088417fa7b68d1f6ee21a9720fd171ea96d4b86ef308eaffac1e5c4f8"}, + {file = "pook-2.0.1-py3-none-any.whl", hash = "sha256:30d73c95e0520f45c1e3889f3bf486e990b6f04b4915aa9daf86cf0d8136b2e1"}, + {file = "pook-2.0.1.tar.gz", hash = "sha256:e04c0e698f256438b4dfbf3ab1b27559f0ec25e42176823167f321f4e8b9c9e4"}, ] [package.dependencies] @@ -988,4 +988,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "c16a9ab276c6bf2483af108f69d559f48eeb2dd9480c2991813c774f3717f696" +content-hash = "bc73d9f5843ac26c73d8a9f755037f1deac6b9d5d84e9d111492bea26841e747" diff --git a/pyproject.toml b/pyproject.toml index ebdc10c0..168dc906 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^3.0.1" sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^75.2.0" -pook = "^2.0.0" +pook = "^2.0.1" orjson = "^3.10.9" [build-system] From 53808f8a5b81841447867b28856ea0a75573b30b Mon Sep 17 00:00:00 2001 From: Hunter <6395201+HunterL@users.noreply.github.com> Date: Tue, 22 Oct 2024 10:26:17 -0400 Subject: [PATCH 237/313] add regular_trading_change and regular_trading_change_percent to the universal snapshot session response (#771) --- polygon/rest/models/snapshot.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/polygon/rest/models/snapshot.py b/polygon/rest/models/snapshot.py index ceb5f7f8..3d38abe2 100644 --- a/polygon/rest/models/snapshot.py +++ b/polygon/rest/models/snapshot.py @@ -308,6 +308,8 @@ class UniversalSnapshotSession: change_percent: Optional[float] = None early_trading_change: Optional[float] = None early_trading_change_percent: Optional[float] = None + regular_trading_change: Optional[float] = None + regular_trading_change_percent: Optional[float] = None late_trading_change: Optional[float] = None late_trading_change_percent: Optional[float] = None open: Optional[float] = None From 8034ba4d920df82bd838147e41404f6c45b5b47c Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 5 Nov 2024 09:47:36 -0800 Subject: [PATCH 238/313] Add Hunting Anomalies in the Stock Market scripts (#780) * Add Hunting Anomalies in the Stock Market scripts * Fix lint * Ignore type and fix typo * Fix type def from linter * Removed json dump --- examples/tools/hunting-anomalies/README.md | 49 +++ .../aggregates_day/README.md | 1 + .../hunting-anomalies/build-lookup-table.py | 91 ++++++ .../hunting-anomalies/gui-lookup-table.py | 302 ++++++++++++++++++ .../hunting-anomalies/query-lookup-table.py | 63 ++++ 5 files changed, 506 insertions(+) create mode 100644 examples/tools/hunting-anomalies/README.md create mode 100644 examples/tools/hunting-anomalies/aggregates_day/README.md create mode 100644 examples/tools/hunting-anomalies/build-lookup-table.py create mode 100644 examples/tools/hunting-anomalies/gui-lookup-table.py create mode 100644 examples/tools/hunting-anomalies/query-lookup-table.py diff --git a/examples/tools/hunting-anomalies/README.md b/examples/tools/hunting-anomalies/README.md new file mode 100644 index 00000000..4b36f1b5 --- /dev/null +++ b/examples/tools/hunting-anomalies/README.md @@ -0,0 +1,49 @@ +# Hunting Anomalies in the Stock Market + +This repository contains all the necessary scripts and data directories used in the [Hunting Anomalies in the Stock Market](https://polygon.io/blog/hunting-anomalies-in-stock-market/) tutorial, hosted on Polygon.io's blog. The tutorial demonstrates how to detect statistical anomalies in historical US stock market data through a comprehensive workflow that involves downloading data, building a lookup table, querying for anomalies, and visualizing them through a web interface. + +### Prerequisites + +- Python 3.8+ +- Access to Polygon.io's historical data via Flat Files +- An active Polygon.io API key, obtainable by signing up for a Stocks paid plan + +### Repository Contents + +- `README.md`: This file, outlining setup and execution instructions. +- `aggregates_day`: Directory where downloaded CSV data files are stored. +- `build-lookup-table.py`: Python script to build a lookup table from the historical data. +- `query-lookup-table.py`: Python script to query the lookup table for anomalies. +- `gui-lookup-table.py`: Python script for a browser-based interface to explore anomalies visually. + +### Running the Tutorial + +1. **Ensure Python 3.8+ is installed:** Check your Python version and ensure all required libraries (polygon-api-client, pandas, pickle, and argparse) are installed. + +2. **Set up your API key:** Make sure you have an active paid Polygon.io Stock subscription for accessing Flat Files. Set up your API key in your environment or directly in the scripts where required. + +3. **Download Historical Data:** Use the MinIO client to download historical stock market data. Adjust the commands and paths based on the data you are interested in. + ```bash + mc alias set s3polygon https://files.polygon.io YOUR_ACCESS_KEY YOUR_SECRET_KEY + mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/08/ ./aggregates_day/ + mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/09/ ./aggregates_day/ + mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/10/ ./aggregates_day/ + gunzip ./aggregates_day/*.gz + ``` + +4. **Build the Lookup Table:** This script processes the downloaded data and builds a lookup table, saving it as `lookup_table.pkl`. + ```bash + python build-lookup-table.py + ``` + +5. **Query Anomalies:** Replace `2024-10-18` with the date you want to analyze for anomalies. + ```bash + python query-lookup-table.py 2024-10-18 + ``` + +6. **Run the GUI:** Access the web interface at `http://localhost:8888` to explore the anomalies visually. + ```bash + python gui-lookup-table.py + ``` + +For a complete step-by-step guide on each phase of the anomaly detection process, including additional configurations and troubleshooting, refer to the detailed [tutorial on our blog](https://polygon.io/blog/hunting-anomalies-in-stock-market/). diff --git a/examples/tools/hunting-anomalies/aggregates_day/README.md b/examples/tools/hunting-anomalies/aggregates_day/README.md new file mode 100644 index 00000000..a0ade480 --- /dev/null +++ b/examples/tools/hunting-anomalies/aggregates_day/README.md @@ -0,0 +1 @@ +Download flat files into here. diff --git a/examples/tools/hunting-anomalies/build-lookup-table.py b/examples/tools/hunting-anomalies/build-lookup-table.py new file mode 100644 index 00000000..16abca2d --- /dev/null +++ b/examples/tools/hunting-anomalies/build-lookup-table.py @@ -0,0 +1,91 @@ +import os +import pandas as pd # type: ignore +from collections import defaultdict +import pickle +import json +from typing import DefaultDict, Dict, Any, BinaryIO + +# Directory containing the daily CSV files +data_dir = "./aggregates_day/" + +# Initialize a dictionary to hold trades data +trades_data = defaultdict(list) + +# List all CSV files in the directory +files = sorted([f for f in os.listdir(data_dir) if f.endswith(".csv")]) + +print("Starting to process files...") + +# Process each file (assuming files are named in order) +for file in files: + print(f"Processing {file}") + file_path = os.path.join(data_dir, file) + df = pd.read_csv(file_path) + # For each stock, store the date and relevant data + for _, row in df.iterrows(): + ticker = row["ticker"] + date = pd.to_datetime(row["window_start"], unit="ns").date() + trades = row["transactions"] + close_price = row["close"] # Ensure 'close' column exists in your CSV + trades_data[ticker].append( + {"date": date, "trades": trades, "close_price": close_price} + ) + +print("Finished processing files.") +print("Building lookup table...") + +# Now, build the lookup table with rolling averages and percentage price change +lookup_table: DefaultDict[str, Dict[str, Any]] = defaultdict( + dict +) # Nested dict: ticker -> date -> stats + +for ticker, records in trades_data.items(): + # Convert records to DataFrame + df_ticker = pd.DataFrame(records) + # Sort records by date + df_ticker.sort_values("date", inplace=True) + df_ticker.set_index("date", inplace=True) + + # Calculate the percentage change in close_price + df_ticker["price_diff"] = ( + df_ticker["close_price"].pct_change() * 100 + ) # Multiply by 100 for percentage + + # Shift trades to exclude the current day from rolling calculations + df_ticker["trades_shifted"] = df_ticker["trades"].shift(1) + # Calculate rolling average and standard deviation over the previous 5 days + df_ticker["avg_trades"] = df_ticker["trades_shifted"].rolling(window=5).mean() + df_ticker["std_trades"] = df_ticker["trades_shifted"].rolling(window=5).std() + # Store the data in the lookup table + for date, row in df_ticker.iterrows(): + # Convert date to string for JSON serialization + date_str = date.strftime("%Y-%m-%d") + # Ensure rolling stats are available + if pd.notnull(row["avg_trades"]) and pd.notnull(row["std_trades"]): + lookup_table[ticker][date_str] = { + "trades": row["trades"], + "close_price": row["close_price"], + "price_diff": row["price_diff"], + "avg_trades": row["avg_trades"], + "std_trades": row["std_trades"], + } + else: + # Store data without rolling stats if not enough data points + lookup_table[ticker][date_str] = { + "trades": row["trades"], + "close_price": row["close_price"], + "price_diff": row["price_diff"], + "avg_trades": None, + "std_trades": None, + } + +print("Lookup table built successfully.") + +# Convert defaultdict to regular dict for JSON serialization +lookup_table_dict = {k: v for k, v in lookup_table.items()} + +# Save the lookup table to a file for later use +with open("lookup_table.pkl", "wb") as f: # type: BinaryIO + pickle.dump(lookup_table_dict, f) + +print("Lookup table saved to 'lookup_table.pkl'.") diff --git a/examples/tools/hunting-anomalies/gui-lookup-table.py b/examples/tools/hunting-anomalies/gui-lookup-table.py new file mode 100644 index 00000000..df58746c --- /dev/null +++ b/examples/tools/hunting-anomalies/gui-lookup-table.py @@ -0,0 +1,302 @@ +import os +import pickle +import json +from datetime import datetime +from polygon import RESTClient +from polygon.rest.models import Agg +import http.server +import socketserver +import traceback +from urllib.parse import urlparse, parse_qs + +PORT = 8888 + +# Load the lookup_table +with open("lookup_table.pkl", "rb") as f: + lookup_table = pickle.load(f) + + +class handler(http.server.SimpleHTTPRequestHandler): + def do_GET(self): + # Parse the path and query parameters + parsed_path = urlparse(self.path) + path = parsed_path.path + query_params = parse_qs(parsed_path.query) + + if path == "/": + # Handle the root path + # Get the date parameter if provided + date_param = query_params.get("date", [None])[0] + + # Get all dates from the lookup table + all_dates = set() + for ticker_data in lookup_table.values(): + all_dates.update(ticker_data.keys()) + all_dates = sorted(all_dates) + + # If date is None, get the latest date from the lookup table + if date_param is None: + if all_dates: + latest_date = max(all_dates) + else: + self.send_response(200) + self.send_header("Content-type", "text/html") + self.end_headers() + html_content = ( + "

No data available.

" + ) + self.wfile.write(html_content.encode()) + return + else: + latest_date = date_param + + # Ensure latest_date is in all_dates + if latest_date not in all_dates: + # Handle the case where the provided date is invalid + self.send_response(400) + self.send_header("Content-type", "text/html") + self.end_headers() + error_html = f"

Error: No data available for date {latest_date}

" + self.wfile.write(error_html.encode()) + return + + # Now, get the anomalies for the latest_date + anomalies = [] + for ticker, date_data in lookup_table.items(): + if latest_date in date_data: + data = date_data[latest_date] + trades = data["trades"] + avg_trades = data["avg_trades"] + std_trades = data["std_trades"] + if ( + avg_trades is not None + and std_trades is not None + and std_trades > 0 + ): + z_score = (trades - avg_trades) / std_trades + threshold_multiplier = 3 # Adjust as needed + if z_score > threshold_multiplier: + anomalies.append( + { + "ticker": ticker, + "date": latest_date, + "trades": trades, + "avg_trades": avg_trades, + "std_trades": std_trades, + "z_score": z_score, + "close_price": data["close_price"], + "price_diff": data["price_diff"], + } + ) + # Sort anomalies by trades in descending order + anomalies.sort(key=lambda x: x["trades"], reverse=True) + # Generate the HTML to display the anomalies + self.send_response(200) + self.send_header("Content-type", "text/html") + self.end_headers() + # Build the HTML content + html_content = 'Anomalies for {}'.format( + latest_date + ) + html_content += '

Anomalies for {}

'.format( + latest_date + ) + # Add navigation links (prev and next dates) + current_index = all_dates.index(latest_date) + prev_date = all_dates[current_index - 1] if current_index > 0 else None + next_date = ( + all_dates[current_index + 1] + if current_index < len(all_dates) - 1 + else None + ) + html_content += "

" + if prev_date: + html_content += 'Previous Date '.format( + prev_date + ) + if next_date: + html_content += 'Next Date '.format(next_date) + html_content += "

" + # Display the anomalies in a table + html_content += ( + '' + ) + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + html_content += "" + for anomaly in anomalies: + html_content += "" + html_content += "".format(anomaly["ticker"]) + html_content += "".format(anomaly["trades"]) + html_content += "".format(anomaly["avg_trades"]) + html_content += "".format(anomaly["std_trades"]) + html_content += "".format(anomaly["z_score"]) + html_content += "".format(anomaly["close_price"]) + html_content += "".format(anomaly["price_diff"]) + # Add a link to the chart + html_content += ( + ''.format( + anomaly["ticker"], latest_date + ) + ) + html_content += "" + html_content += '
TickerTradesAvg TradesStd DevZ-scoreClose PricePrice DiffChart
{}{}{:.2f}{:.2f}{:.2f}{:.2f}{:.2f}View Chart
' + html_content += "
" + self.wfile.write(html_content.encode()) + elif path == "/chart": + # Handle the chart page + # Get 'ticker' and 'date' from query parameters + ticker = query_params.get("ticker", [None])[0] + date = query_params.get("date", [None])[0] + if ticker is None or date is None: + # Return an error page + self.send_response(400) + self.send_header("Content-type", "text/html") + self.end_headers() + error_html = "

Error: Missing ticker or date parameter

" + self.wfile.write(error_html.encode()) + else: + # Fetch minute aggregates for the ticker and date + client = RESTClient( + trace=True + ) # POLYGON_API_KEY environment variable is used + try: + aggs = [] + date_from = date + date_to = date + for a in client.list_aggs( + ticker, + 1, + "minute", + date_from, + date_to, + limit=50000, + ): + aggs.append(a) + # Prepare data for the chart + data = [] + for agg in aggs: + if isinstance(agg, Agg) and isinstance(agg.timestamp, int): + new_record = [ + agg.timestamp, + agg.open, + agg.high, + agg.low, + agg.close, + ] + data.append(new_record) + # Generate the HTML for the chart page + chart_html = """ + + + + + + + + + + + + +
+ +
+ + + """ % ( + json.dumps(data), + ticker, + date, + ticker, + ) + self.send_response(200) + self.send_header("Content-type", "text/html") + self.send_header("Access-Control-Allow-Origin", "*") + self.end_headers() + self.wfile.write(chart_html.encode()) + except Exception as e: + # Handle exceptions + self.send_response(500) + self.send_header("Content-type", "text/html") + self.end_headers() + error_html = "

Error fetching data: {}

".format( + str(e) + ) + self.wfile.write(error_html.encode()) + else: + # Serve files from the current directory + super().do_GET() + + +def run_server(): + with socketserver.TCPServer(("", PORT), handler) as httpd: + print("serving at port", PORT) + try: + httpd.serve_forever() + except KeyboardInterrupt: + print("\nExiting gracefully...") + httpd.shutdown() + httpd.server_close() + + +if __name__ == "__main__": + run_server() diff --git a/examples/tools/hunting-anomalies/query-lookup-table.py b/examples/tools/hunting-anomalies/query-lookup-table.py new file mode 100644 index 00000000..38bb86cf --- /dev/null +++ b/examples/tools/hunting-anomalies/query-lookup-table.py @@ -0,0 +1,63 @@ +import pickle +import argparse + +# Parse command-line arguments +parser = argparse.ArgumentParser(description="Anomaly Detection Script") +parser.add_argument("date", type=str, help="Target date in YYYY-MM-DD format") +args = parser.parse_args() + +# Load the lookup_table +with open("lookup_table.pkl", "rb") as f: + lookup_table = pickle.load(f) + +# Threshold for considering an anomaly (e.g., 3 standard deviations) +threshold_multiplier = 3 + +# Date for which we want to find anomalies +target_date_str = args.date + +# List to store anomalies +anomalies = [] + +# Iterate over all tickers in the lookup table +for ticker, date_data in lookup_table.items(): + if target_date_str in date_data: + data = date_data[target_date_str] + trades = data["trades"] + avg_trades = data["avg_trades"] + std_trades = data["std_trades"] + if avg_trades is not None and std_trades is not None and std_trades > 0: + z_score = (trades - avg_trades) / std_trades + if z_score > threshold_multiplier: + anomalies.append( + { + "ticker": ticker, + "date": target_date_str, + "trades": trades, + "avg_trades": avg_trades, + "std_trades": std_trades, + "z_score": z_score, + "close_price": data["close_price"], + "price_diff": data["price_diff"], + } + ) + +# Sort anomalies by trades in descending order +anomalies.sort(key=lambda x: x["trades"], reverse=True) + +# Print the anomalies with aligned columns +print(f"\nAnomalies Found for {target_date_str}:\n") +print( + f"{'Ticker':<10}{'Trades':>10}{'Avg Trades':>15}{'Std Dev':>10}{'Z-score':>10}{'Close Price':>12}{'Price Diff':>12}" +) +print("-" * 91) +for anomaly in anomalies: + print( + f"{anomaly['ticker']:<10}" + f"{anomaly['trades']:>10.0f}" + f"{anomaly['avg_trades']:>15.2f}" + f"{anomaly['std_trades']:>10.2f}" + f"{anomaly['z_score']:>10.2f}" + f"{anomaly['close_price']:>12.2f}" + f"{anomaly['price_diff']:>12.2f}" + ) From 3ac9548b42fb00da708563a678763e68715680c1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 11 Nov 2024 15:54:53 +0000 Subject: [PATCH 239/313] Bump orjson from 3.10.9 to 3.10.11 (#779) --- poetry.lock | 119 +++++++++++++++++++++++++------------------------ pyproject.toml | 2 +- 2 files changed, 61 insertions(+), 60 deletions(-) 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] [[package]] @@ -988,4 +989,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "bc73d9f5843ac26c73d8a9f755037f1deac6b9d5d84e9d111492bea26841e747" +content-hash = "da77bece324a6ae9696517f2df926377a0d1faac253aca6754bf3d35cbc4a7c2" diff --git a/pyproject.toml b/pyproject.toml index 168dc906..01a2dc4f 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^75.2.0" pook = "^2.0.1" -orjson = "^3.10.9" +orjson = "^3.10.11" [build-system] requires = ["poetry-core>=1.0.0"] From b389b9eba65fb56a924f1ff3ef7b80de21a694fd Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 12 Nov 2024 04:46:58 -0800 Subject: [PATCH 240/313] Bump types-setuptools from 75.2.0.20241019 to 75.3.0.20241107 (#783) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.2.0.20241019 to 75.3.0.20241107. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 1ab68672..d409ab5c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -817,13 +817,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.2.0.20241019" +version = "75.3.0.20241107" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-75.2.0.20241019.tar.gz", hash = "sha256:86ea31b5f6df2c6b8f2dc8ae3f72b213607f62549b6fa2ed5866e5299f968694"}, - {file = "types_setuptools-75.2.0.20241019-py3-none-any.whl", hash = "sha256:2e48ff3acd4919471e80d5e3f049cce5c177e108d5d36d2d4cee3fa4d4104258"}, + {file = "types-setuptools-75.3.0.20241107.tar.gz", hash = "sha256:f66710e1cd4a936e5fcc12d4e49be1a67c34372cf753e87ebe704426451b4012"}, + {file = "types_setuptools-75.3.0.20241107-py3-none-any.whl", hash = "sha256:bc6de6e2bcb6d610556304d0a69fe4ca208ac4896162647314ecfd9fd73d8550"}, ] [[package]] @@ -989,4 +989,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "da77bece324a6ae9696517f2df926377a0d1faac253aca6754bf3d35cbc4a7c2" +content-hash = "6cbbf3e12525e3d5faa1bb19be793935af7dc75935ec97a6ba2941417e93b207" diff --git a/pyproject.toml b/pyproject.toml index 01a2dc4f..633c26a4 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.1" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.2.0" +types-setuptools = "^75.3.0" pook = "^2.0.1" orjson = "^3.10.11" From dc7e9e27b43b702de2965230f7530af5cda1c036 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 12 Nov 2024 04:50:20 -0800 Subject: [PATCH 241/313] Bump mypy from 1.12.1 to 1.13.0 (#776) Bumps [mypy](https://github.com/python/mypy) from 1.12.1 to 1.13.0. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.12.1...v1.13.0) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... 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a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2025.0.0" [tool.poetry.dev-dependencies] black = "^24.8.0" -mypy = "^1.12" +mypy = "^1.13" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^3.0.1" From b090f5ed3869057f6e73a725b1795bd738cc618f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 18 Nov 2024 10:36:50 -0800 Subject: [PATCH 242/313] Bump types-setuptools from 75.3.0.20241107 to 75.5.0.20241116 (#786) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.3.0.20241107 to 75.5.0.20241116. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index b25eefae..3749fc71 100644 --- a/poetry.lock +++ b/poetry.lock @@ -818,13 +818,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.3.0.20241107" +version = "75.5.0.20241116" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-75.3.0.20241107.tar.gz", hash = "sha256:f66710e1cd4a936e5fcc12d4e49be1a67c34372cf753e87ebe704426451b4012"}, - {file = "types_setuptools-75.3.0.20241107-py3-none-any.whl", hash = "sha256:bc6de6e2bcb6d610556304d0a69fe4ca208ac4896162647314ecfd9fd73d8550"}, + {file = "types-setuptools-75.5.0.20241116.tar.gz", hash = "sha256:b6939ffdbc50ffdc0bcfbf14f7a6de1ddc5510906c1ca2bd62c23646e5798b1a"}, + {file = "types_setuptools-75.5.0.20241116-py3-none-any.whl", hash = "sha256:1144b2ab8fa986061f963391fdbde16df20582e3cc39c94340e71aa61cc7203f"}, ] [[package]] @@ -990,4 +990,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "30f3e19d533a319f875b07103455ee6657c5ee92260666909cd47aa503ad29bf" +content-hash = "92cf31e5fe27f276b9c319d1742d5865ee52b5a8589230a994907ad74e426fde" diff --git a/pyproject.toml b/pyproject.toml index 20db1464..0b1d4f7f 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.1" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.3.0" +types-setuptools = "^75.5.0" pook = "^2.0.1" orjson = "^3.10.11" From 83dfc92f11039a2956fe353b32d2385d3b83fecc Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 18 Nov 2024 11:36:00 -0800 Subject: [PATCH 243/313] Bump sphinx-rtd-theme from 3.0.1 to 3.0.2 (#787) Bumps [sphinx-rtd-theme](https://github.com/readthedocs/sphinx_rtd_theme) from 3.0.1 to 3.0.2. - [Changelog](https://github.com/readthedocs/sphinx_rtd_theme/blob/master/docs/changelog.rst) - [Commits](https://github.com/readthedocs/sphinx_rtd_theme/compare/3.0.1...3.0.2) --- updated-dependencies: - dependency-name: sphinx-rtd-theme dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3749fc71..150e23c4 100644 --- a/poetry.lock +++ b/poetry.lock @@ -674,13 +674,13 @@ testing = ["covdefaults (>=2.3)", "coverage (>=7.4.2)", "diff-cover (>=8.0.3)", [[package]] name = "sphinx-rtd-theme" -version = "3.0.1" +version = "3.0.2" description = "Read the Docs theme for Sphinx" optional = false python-versions = ">=3.8" files = [ - {file = "sphinx_rtd_theme-3.0.1-py2.py3-none-any.whl", hash = "sha256:921c0ece75e90633ee876bd7b148cfaad136b481907ad154ac3669b6fc957916"}, - {file = "sphinx_rtd_theme-3.0.1.tar.gz", hash = "sha256:a4c5745d1b06dfcb80b7704fe532eb765b44065a8fad9851e4258c8804140703"}, + {file = "sphinx_rtd_theme-3.0.2-py2.py3-none-any.whl", hash = "sha256:422ccc750c3a3a311de4ae327e82affdaf59eb695ba4936538552f3b00f4ee13"}, + {file = "sphinx_rtd_theme-3.0.2.tar.gz", hash = "sha256:b7457bc25dda723b20b086a670b9953c859eab60a2a03ee8eb2bb23e176e5f85"}, ] [package.dependencies] @@ -990,4 +990,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "92cf31e5fe27f276b9c319d1742d5865ee52b5a8589230a994907ad74e426fde" +content-hash = "7e985cdc0c18c1888f9b6ef92fbad423b529ce066e96f360f0bf01dfe6ed312c" diff --git a/pyproject.toml b/pyproject.toml index 0b1d4f7f..dc25d905 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,7 +34,7 @@ black = "^24.8.0" mypy = "^1.13" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" -sphinx-rtd-theme = "^3.0.1" +sphinx-rtd-theme = "^3.0.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" From 3756b5380d04043deb8a2eaea8b8f8d104650995 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 25 Nov 2024 09:29:20 -0800 Subject: [PATCH 244/313] Bump orjson from 3.10.11 to 3.10.12 (#794) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.11 to 3.10.12. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.11...3.10.12) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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75.5.0.20241116 to 75.5.0.20241122 (#793) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.5.0.20241116 to 75.5.0.20241122. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index c86acd29..d7ce31a2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -835,13 +835,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.5.0.20241116" +version = "75.5.0.20241122" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types-setuptools-75.5.0.20241116.tar.gz", hash = "sha256:b6939ffdbc50ffdc0bcfbf14f7a6de1ddc5510906c1ca2bd62c23646e5798b1a"}, - {file = "types_setuptools-75.5.0.20241116-py3-none-any.whl", hash = "sha256:1144b2ab8fa986061f963391fdbde16df20582e3cc39c94340e71aa61cc7203f"}, + {file = "types_setuptools-75.5.0.20241122-py3-none-any.whl", hash = "sha256:d69c445f7bdd5e49d1b2441aadcee1388febcc9ad9d9d5fd33648b555e0b1c31"}, + {file = "types_setuptools-75.5.0.20241122.tar.gz", hash = "sha256:196aaf1811cbc1c77ac1d4c4879d5308b6fdf426e56b73baadbca2a1827dadef"}, ] [[package]] From 609dd5cb5de1850bed3f9594006d14cfbeb4e319 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 2 Dec 2024 10:26:45 -0800 Subject: [PATCH 246/313] Bump types-setuptools from 75.5.0.20241122 to 75.6.0.20241126 (#797) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.5.0.20241122 to 75.6.0.20241126. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index d7ce31a2..3949798f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -835,13 +835,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.5.0.20241122" +version = "75.6.0.20241126" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types_setuptools-75.5.0.20241122-py3-none-any.whl", hash = "sha256:d69c445f7bdd5e49d1b2441aadcee1388febcc9ad9d9d5fd33648b555e0b1c31"}, - {file = "types_setuptools-75.5.0.20241122.tar.gz", hash = "sha256:196aaf1811cbc1c77ac1d4c4879d5308b6fdf426e56b73baadbca2a1827dadef"}, + {file = "types_setuptools-75.6.0.20241126-py3-none-any.whl", hash = "sha256:aaae310a0e27033c1da8457d4d26ac673b0c8a0de7272d6d4708e263f2ea3b9b"}, + {file = "types_setuptools-75.6.0.20241126.tar.gz", hash = "sha256:7bf25ad4be39740e469f9268b6beddda6e088891fa5a27e985c6ce68bf62ace0"}, ] [[package]] @@ -1007,4 +1007,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "58888751f16e4ddaa6fc85cbb70f4155c933f3bb6ff2427715981a1ac346c6df" +content-hash = "a99c5c1c9f15bc1f023ae438382b1abd4007705c25b4ace778082b019cce5a2a" diff --git a/pyproject.toml b/pyproject.toml index 0ee1a26d..98ffccb9 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.5.0" +types-setuptools = "^75.6.0" pook = "^2.0.1" orjson = "^3.10.12" From 92dabcae60e4039b04bd304f6f1df0517e3ce190 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 21 Dec 2024 13:27:25 -0800 Subject: [PATCH 247/313] Bump certifi from 2024.8.30 to 2024.12.14 (#807) Bumps [certifi](https://github.com/certifi/python-certifi) from 2024.8.30 to 2024.12.14. - [Commits](https://github.com/certifi/python-certifi/compare/2024.08.30...2024.12.14) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3949798f..ca2c7ce4 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.3 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.8.5 and should not be changed by hand. [[package]] name = "alabaster" @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2024.8.30" +version = "2024.12.14" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2024.8.30-py3-none-any.whl", hash = "sha256:922820b53db7a7257ffbda3f597266d435245903d80737e34f8a45ff3e3230d8"}, - {file = "certifi-2024.8.30.tar.gz", hash = "sha256:bec941d2aa8195e248a60b31ff9f0558284cf01a52591ceda73ea9afffd69fd9"}, + {file = "certifi-2024.12.14-py3-none-any.whl", hash = "sha256:1275f7a45be9464efc1173084eaa30f866fe2e47d389406136d332ed4967ec56"}, + {file = "certifi-2024.12.14.tar.gz", hash = "sha256:b650d30f370c2b724812bee08008be0c4163b163ddaec3f2546c1caf65f191db"}, ] [[package]] From a25ece56c824056e478fb53d1d7d90efe21aae9d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Dec 2024 08:52:57 -0800 Subject: [PATCH 248/313] Update CODEOWNERS (#808) --- .github/CODEOWNERS | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/CODEOWNERS b/.github/CODEOWNERS index 02c7785c..d7105d15 100644 --- a/.github/CODEOWNERS +++ b/.github/CODEOWNERS @@ -1 +1 @@ -* @jbonzo @mmoghaddam385 @justinpolygon +* @justinpolygon @penelopus @davidwf-polygonio From 6acf3b4665282ac542c7988a71539372ebe01263 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Dec 2024 14:37:31 -0800 Subject: [PATCH 249/313] Update websockets & certifi dependencies (#813) * Update pyproject.toml * Bump poetry.lock --- poetry.lock | 2 +- pyproject.toml | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index ca2c7ce4..70633895 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1007,4 +1007,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "a99c5c1c9f15bc1f023ae438382b1abd4007705c25b4ace778082b019cce5a2a" +content-hash = "e73a36a9983ec3dfaa1c08df0fdcc97daeaf9513ae47d89dcf86fc404e0354de" diff --git a/pyproject.toml b/pyproject.toml index 98ffccb9..bc6e6a0b 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -26,8 +26,8 @@ packages = [ [tool.poetry.dependencies] python = "^3.8" urllib3 = ">=1.26.9,<3.0.0" -websockets = ">=10.3,<14.0" -certifi = ">=2022.5.18,<2025.0.0" +websockets = ">=10.3,<15.0" +certifi = ">=2022.5.18,<2026.0.0" [tool.poetry.dev-dependencies] black = "^24.8.0" From 816a8d668d33cb7f65f8480eb4829ec40728f6c2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 23 Dec 2024 14:40:48 -0800 Subject: [PATCH 250/313] Bump jinja2 from 3.1.4 to 3.1.5 (#814) Bumps [jinja2](https://github.com/pallets/jinja) from 3.1.4 to 3.1.5. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.1.4...3.1.5) --- updated-dependencies: - dependency-name: jinja2 dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 70633895..5c20b91a 100644 --- a/poetry.lock +++ b/poetry.lock @@ -225,13 +225,13 @@ testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-chec [[package]] name = "jinja2" -version = "3.1.4" +version = "3.1.5" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" files = [ - {file = "jinja2-3.1.4-py3-none-any.whl", hash = "sha256:bc5dd2abb727a5319567b7a813e6a2e7318c39f4f487cfe6c89c6f9c7d25197d"}, - {file = "jinja2-3.1.4.tar.gz", hash = "sha256:4a3aee7acbbe7303aede8e9648d13b8bf88a429282aa6122a993f0ac800cb369"}, + {file = "jinja2-3.1.5-py3-none-any.whl", hash = "sha256:aba0f4dc9ed8013c424088f68a5c226f7d6097ed89b246d7749c2ec4175c6adb"}, + {file = "jinja2-3.1.5.tar.gz", hash = "sha256:8fefff8dc3034e27bb80d67c671eb8a9bc424c0ef4c0826edbff304cceff43bb"}, ] [package.dependencies] From d4e62055547759df0464a4ec013b7b6093baae74 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 23 Dec 2024 14:44:15 -0800 Subject: [PATCH 251/313] Bump types-setuptools from 75.6.0.20241126 to 75.6.0.20241223 (#811) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.6.0.20241126 to 75.6.0.20241223. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 5c20b91a..845fca15 100644 --- a/poetry.lock +++ b/poetry.lock @@ -835,13 +835,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.6.0.20241126" +version = "75.6.0.20241223" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types_setuptools-75.6.0.20241126-py3-none-any.whl", hash = "sha256:aaae310a0e27033c1da8457d4d26ac673b0c8a0de7272d6d4708e263f2ea3b9b"}, - {file = "types_setuptools-75.6.0.20241126.tar.gz", hash = "sha256:7bf25ad4be39740e469f9268b6beddda6e088891fa5a27e985c6ce68bf62ace0"}, + {file = "types_setuptools-75.6.0.20241223-py3-none-any.whl", hash = "sha256:7cbfd3bf2944f88bbcdd321b86ddd878232a277be95d44c78a53585d78ebc2f6"}, + {file = "types_setuptools-75.6.0.20241223.tar.gz", hash = "sha256:d9478a985057ed48a994c707f548e55aababa85fe1c9b212f43ab5a1fffd3211"}, ] [[package]] From 3c95d68ca2444a3baf90668870bc3a32e4d7c05f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 30 Dec 2024 08:58:51 -0800 Subject: [PATCH 252/313] Bump orjson from 3.10.12 to 3.10.13 (#824) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.12 to 3.10.13. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.12...3.10.13) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 154 ++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 78 insertions(+), 78 deletions(-) diff --git a/poetry.lock b/poetry.lock index 845fca15..59cdd317 100644 --- a/poetry.lock +++ b/poetry.lock @@ -390,86 +390,86 @@ six = ">=1.8.0" [[package]] name = "orjson" -version = "3.10.12" +version = "3.10.13" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" files = [ - {file = "orjson-3.10.12-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:ece01a7ec71d9940cc654c482907a6b65df27251255097629d0dea781f255c6d"}, - {file = "orjson-3.10.12-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:c34ec9aebc04f11f4b978dd6caf697a2df2dd9b47d35aa4cc606cabcb9df69d7"}, - {file = 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insertions(+), 39 deletions(-) diff --git a/.polygon/rest.json b/.polygon/rest.json index 4eb0f967..425d2c2d 100644 --- a/.polygon/rest.json +++ b/.polygon/rest.json @@ -14644,7 +14644,7 @@ "volume": 37 }, "ticker": "NCLH", - "type": "stock" + "type": "stocks" }, { "last_updated": 1679597116344223500, @@ -14895,6 +14895,16 @@ "format": "double", "type": "number" }, + "regular_trading_change": { + "description": "Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close.", + "format": "double", + "type": "number" + }, + "regular_trading_change_percent": { + "description": "Today's regular trading change as a percentage.", + "format": "double", + "type": "number" + }, "volume": { "description": "The trading volume for the asset for the day.", "format": "double", @@ -14931,15 +14941,7 @@ } }, "required": [ - "ticker", - "name", - "price", - "branding", - "market_status", - "type", - "session", - "options", - "last_updated" + "ticker" ], "type": "object", "x-polygon-go-type": { @@ -18576,6 +18578,11 @@ "properties": { "sentiment": { "description": "The sentiment of the insight.", + "enum": [ + "positive", + "neutral", + "negative" + ], "type": "string" }, "sentiment_reasoning": { @@ -27213,8 +27220,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ask", "bid", "last_updated", @@ -27288,9 +27293,6 @@ } }, "required": [ - "last_updated", - "timeframe", - "participant_timestamp", "price", "size" ], @@ -27378,6 +27380,16 @@ "format": "double", "type": "number" }, + "regular_trading_change": { + "description": "Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close.", + "format": "double", + "type": "number" + }, + "regular_trading_change_percent": { + "description": "Today's regular trading change as a percentage.", + "format": "double", + "type": "number" + }, "volume": { "description": "The trading volume for the asset for the day.", "format": "double", @@ -27454,8 +27466,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ticker", "change_to_break_even" ], @@ -27769,9 +27779,7 @@ } }, "required": [ - "ticker", - "timeframe", - "last_updated" + "ticker" ], "type": "object", "x-polygon-go-type": { @@ -28030,7 +28038,8 @@ "bid": 120.28, "bid_size": 8, "last_updated": 1605195918507251700, - "midpoint": 120.29 + "midpoint": 120.29, + "timeframe": "REAL-TIME" }, "last_trade": { "conditions": [ @@ -28131,7 +28140,6 @@ } }, "required": [ - "last_updated", "open", "high", "low", @@ -28305,8 +28313,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ask", "ask_size", "bid_size", @@ -28359,7 +28365,6 @@ } }, "required": [ - "timeframe", "exchange", "price", "sip_timestamp", @@ -28416,8 +28421,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ticker", "change_to_break_even" ], @@ -28432,7 +28435,6 @@ "last_quote", "underlying_asset", "details", - "cha", "break_even_price", "open_interest" ], @@ -28667,7 +28669,6 @@ } }, "required": [ - "last_updated", "open", "high", "low", @@ -28841,8 +28842,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ask", "ask_size", "bid_size", @@ -28895,7 +28894,6 @@ } }, "required": [ - "timeframe", "exchange", "price", "sip_timestamp", @@ -28952,8 +28950,6 @@ } }, "required": [ - "last_updated", - "timeframe", "ticker", "change_to_break_even" ], @@ -28968,7 +28964,6 @@ "last_quote", "underlying_asset", "details", - "cha", "break_even_price", "open_interest" ], @@ -30502,6 +30497,388 @@ } } }, + "/vX/reference/ipos": { + "get": { + "description": "The IPOs API provides access to detailed information about Initial Public Offerings (IPOs), including both upcoming and historical events. With this API, you can query for a comprehensive list of IPOs, along with key details such as the issuer name, ticker symbol, ISIN, IPO date, number of shares offered, expected price range, and final offering price. You can filter the results by status to focus on new, rumors, pending, historical, and more.", + "operationId": "ListIPOs", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Specify a us_code. This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades.", + "in": "query", + "name": "us_code", + "schema": { + "type": "string" + } + }, + { + "description": "Specify an International Securities Identification Number (ISIN). This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Specify a listing date. This is the first trading date for the newly listed entity.", + "in": "query", + "name": "listing_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Specify an IPO status.", + "in": "query", + "name": "ipo_status", + "schema": { + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "listing_date", + "enum": [ + "listing_date", + "ticker", + "last_updated", + "security_type", + "issuer_name", + "currency_code", + "isin", + "us_code", + "final_issue_price", + "min_shares_offered", + "max_shares_offered", + "lowest_offer_price", + "highest_offer_price", + "total_offer_size", + "shares_outstanding", + "primary_exchange", + "lot_size", + "security_description", + "ipo_status" + ], + "example": "listing_date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.polygon.io/vX/reference/ipos?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "currency_code": "USD", + "final_issue_price": 17, + "highest_offer_price": 17, + "ipo_status": "history", + "isin": "US75383L1026", + "issue_end_date": "2024-06-06", + "issue_start_date": "2024-06-01", + "issuer_name": "Rapport Therapeutics Inc.", + "last_updated": "2024-06-27", + "listing_date": "2024-06-07", + "lot_size": 100, + "lowest_offer_price": 17, + "max_shares_offered": 8000000, + "min_shares_offered": 1000000, + "primary_exchange": "XNAS", + "security_description": "Ordinary Shares", + "security_type": "CS", + "shares_outstanding": 35376457, + "ticker": "RAPP", + "total_offer_size": 136000000, + "us_code": "75383L102" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "currency_code": { + "description": "Underlying currency of the security.", + "example": "USD", + "type": "string" + }, + "final_issue_price": { + "description": "The price set by the company and its underwriters before the IPO goes live.", + "example": 14.5, + "format": "float", + "type": "number" + }, + "highest_offer_price": { + "description": "The highest price within the IPO price range that the company might use to price the shares.", + "example": 20, + "format": "float", + "type": "number" + }, + "ipo_status": { + "description": "The status of the IPO event. IPO events start out as status \"rumor\" or \"pending\". On listing day, the status changes to \"new\". After the listing day, the status changes to \"history\".\n\nThe status \"direct_listing_process\" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO).", + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "example": "history", + "type": "string" + }, + "isin": { + "description": "International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "example": "US0378331005", + "type": "string" + }, + "issuer_name": { + "description": "Name of issuer.", + "example": "Apple Inc.", + "type": "string" + }, + "last_updated": { + "description": "The date when the IPO event was last modified.", + "example": "2023-01-02", + "format": "date", + "type": "string" + }, + "listing_date": { + "description": "First trading date for the newly listed entity.", + "example": "2023-02-01", + "format": "date", + "type": "string" + }, + "lot_size": { + "description": "The minimum number of shares that can be bought or sold in a single transaction.", + "example": 100, + "type": "number" + }, + "lowest_offer_price": { + "description": "The lowest price within the IPO price range that the company is willing to offer its shares to investors.", + "example": 10, + "format": "float", + "type": "number" + }, + "max_shares_offered": { + "description": "The upper limit of the shares that the company is offering to investors.", + "example": 1000, + "type": "number" + }, + "min_shares_offered": { + "description": "The lower limit of shares that the company is willing to sell in the IPO.", + "example": 1000, + "type": "number" + }, + "primary_exchange": { + "description": "Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets.", + "example": "XNAS", + "type": "string" + }, + "security_description": { + "description": "Description of the security.", + "example": "Ordinary Shares - Class A", + "type": "string" + }, + "security_type": { + "description": "The classification of the stock. For example, \"CS\" stands for Common Stock.", + "example": "CS", + "type": "string" + }, + "shares_outstanding": { + "description": "The total number of shares that the company has issued and are held by investors.", + "example": 1000000, + "type": "number" + }, + "ticker": { + "description": "The ticker symbol of the IPO event.", + "example": "AAPL", + "type": "string" + }, + "total_offer_size": { + "description": "The total amount raised by the company for IPO.", + "example": 1000000, + "format": "float", + "type": "number" + }, + "us_code": { + "description": "This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades.", + "example": 37833100, + "type": "string" + } + }, + "required": [ + "name", + "last_updated", + "primary_exchange", + "security_type", + "security_description", + "ipo_status" + ], + "type": "object", + "x-polygon-go-type": { + "name": "IPOsResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "A list of IPO events." + } + }, + "summary": "IPOs", + "tags": [ + "reference:stocks:ipos" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "listing_date", + "enum": [ + "listing_date", + "ticker", + "last_updated", + "security_type", + "issuer_name", + "currency_code", + "isin", + "us_code", + "final_issue_price", + "min_shares_offered", + "max_shares_offered", + "lowest_offer_price", + "highest_offer_price", + "total_offer_size", + "shares_outstanding", + "primary_exchange", + "lot_size", + "security_description", + "ipo_status" + ] + } + } + } + }, "/vX/reference/tickers/taxonomies": { "get": { "description": "Many investors place a high value on sector data. It is used to measure economic activity, identify peers and competitors, build ETF products, quantify market share, and compare company performance. However, there are some limitations to industry standard sectors:\n* They have difficulty identifying the primary area of activity for large, complex businesses.\n* Studies confirm significant disagreement between classification schemes when attempting to categorize the same companies.\n* The systems' hierarchical nature is inflexible and struggles to convey business nuances.\n
\n
\nAs a result, we've developed a new taxonomy to supplement existing sector classifications. The taxonomy is created by reviewing related 10K filings to create a set of structured categories and tags.\n
\n
\nThe categories are based on company operating models and are industry agnostic. Our current version only supports one category, Revenue Streams, with future plans to support more.\n
\n
\nThe tags define a specific type within the category. Within the Revenue Streams category, for example, tags for \"product sales\" and \"advertising\" may be found. A company may have many tags in a given category. The complete Revenue Streams taxonomy is shown below.\n
\n
\nOur taxonomy is powered by AI and is currently in early beta testing. You should expect some inaccuracies in the responses.\n
\n
\n## **Revenue Streams**\n *Latest Revision (7/7/2023)*\n
\n
\n- **Physical Product Sales:**\n Revenue generated from the sale of tangible goods or physical products to customers, either in-store or online.\n - Consumer Goods\n - Industrial Goods\n - Electronics\n - Vehicles\n - Healthcare Products\n
\n
\n- **Digital Product Sales:**\n Revenue earned from the sale of digital goods or products, such as software licenses, e-books, music downloads, or digital media content. It also includes revenue obtained by selling aggregated, anonymized, or processed data to third parties for market research, analytics, or other purposes.\n - Software\n - E-books and Digital Media\n - Mobile Applications\n - Games\n - Online Courses\n - Market Research Data\n - Customer Behavior Data\n
\n
\n- **Professional Services:**\n Revenue obtained by providing specialized services, expertise, or consulting to clients in exchange for fees. This includes services offered by professionals such as lawyers, accountants, or consultants.\n - Consulting\n - Legal Services\n - Financial Services\n - Marketing Services\n - Construction Services\n - Education & Tutoring\n
\n
\n- **Consumer Services:**\n Revenue earned from providing services directly to consumers, including services like healthcare, personal grooming, fitness, or hospitality.\n - Dining & Hospitality\n - Personal Care\n - Entertainment & Recreation\n - Fitness & Wellness\n - Travel & Tourism\n - Transportation\n - Home Services\n - Child & Family Care\n - Automotive\n
\n
\n- **Subscription-based Revenue:**\n Revenue obtained from recurring fees charged to customers for accessing a product or service over a defined period. This includes revenue from subscription-based models, membership programs, or software-as-a-service (SaaS) offerings.\n - Software as a Service (SaaS)\n - Streaming Services\n - Physical Media\n - Memberships\n
\n
\n- **Licensing and Royalties:**\n Revenue generated from the licensing of intellectual property rights to third parties, including franchise rights, patent licensing, brand licensing, and the receipt of royalties for authorized use of intellectual property like music royalties, book royalties, or patent royalties.\n - Franchise Fees\n - Patent Licensing\n - Brand Licensing\n - Media Royalties\n
\n
\n- **Advertising:**\n Revenue generated by displaying ads or promotional content to customers, whether through traditional or digital advertising channels, including revenue from display ads, sponsored content, or affiliate marketing.\n - Print Advertising\n - Online Display Advertising\n - Social Media Advertising\n - Influencer Marketing\n
\n
\n- **Commission-Based Revenue:**\n Revenue earned by acting as an intermediary and receiving a percentage or commission on sales made on behalf of another party. This includes revenue from affiliate programs, referral fees, or any other commission-based revenue models.\n - Real Estate Commissions\n - Affiliate Marketing Commissions\n - Online Marketplace Commissions\n
\n
\n- **Rentals or Leasing:**\n Revenue earned by leasing or renting out assets, properties, or equipment to customers, including rental income from real estate properties, equipment leasing, or vehicle rentals.\n - Property Rentals\n - Equipment Leasing\n - Vehicle Rentals", @@ -31437,6 +31814,16 @@ "paths": [ "/v1/related-companies/{ticker}" ] + }, + { + "paths": [ + "/vX/reference/ipos" + ] + }, + { + "paths": [ + "/vX/reference/short-interest/{identifier_type}/{identifier}" + ] } ] } diff --git a/.polygon/websocket.json b/.polygon/websocket.json index f565e7d1..ff09762a 100644 --- a/.polygon/websocket.json +++ b/.polygon/websocket.json @@ -277,7 +277,7 @@ }, "t": { "type": "integer", - "description": "The Timestamp in Unix MS." + "description": "The SIP timestamp in Unix MS." }, "q": { "type": "integer", @@ -407,7 +407,7 @@ }, "t": { "type": "integer", - "description": "The Timestamp in Unix MS." + "description": "The SIP timestamp in Unix MS." }, "q": { "type": "integer", @@ -3972,7 +3972,7 @@ }, "t": { "type": "integer", - "description": "The Timestamp in Unix MS." + "description": "The SIP timestamp in Unix MS." }, "q": { "type": "integer", @@ -4041,7 +4041,7 @@ }, "t": { "type": "integer", - "description": "The Timestamp in Unix MS." + "description": "The SIP timestamp in Unix MS." }, "q": { "type": "integer", From d89bcecfa9c6f7beb7e518d6b47a108305e21e70 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 8 Jan 2025 05:23:31 -0800 Subject: [PATCH 254/313] Add IPOs support (#816) --- examples/rest/stocks-ipos.py | 13 ++++++++ polygon/rest/models/tickers.py | 57 ++++++++++++++++++++++++++++++++++ polygon/rest/vX.py | 45 +++++++++++++++++++++++++-- 3 files changed, 113 insertions(+), 2 deletions(-) create mode 100644 examples/rest/stocks-ipos.py diff --git a/examples/rest/stocks-ipos.py b/examples/rest/stocks-ipos.py new file mode 100644 index 00000000..54852335 --- /dev/null +++ b/examples/rest/stocks-ipos.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/stocks/get_vx_reference_ipos + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +ipos = [] +for ipo in client.vx.list_ipos(ticker="RDDT"): + ipos.append(ipo) + +print(ipos) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 2554927e..317275ed 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -253,3 +253,60 @@ class TickerChangeResults: @staticmethod def from_dict(d): return TickerChangeResults(**d) + + +from typing import Optional +from ...modelclass import modelclass + + +@modelclass +class IPOListing: + """ + IPO Listing data as returned by the /vX/reference/ipos endpoint. + """ + + announced_date: Optional[str] = None + currency_code: Optional[str] = None + final_issue_price: Optional[float] = None + highest_offer_price: Optional[float] = None + ipo_status: Optional[str] = None + isin: Optional[str] = None + issuer_name: Optional[str] = None + last_updated: Optional[str] = None + listing_date: Optional[str] = None + lot_size: Optional[int] = None + lowest_offer_price: Optional[float] = None + max_shares_offered: Optional[int] = None + min_shares_offered: Optional[int] = None + primary_exchange: Optional[str] = None + security_description: Optional[str] = None + security_type: Optional[str] = None + shares_outstanding: Optional[int] = None + ticker: Optional[str] = None + total_offer_size: Optional[float] = None + us_code: Optional[str] = None + + @staticmethod + def from_dict(d): + return IPOListing( + announced_date=d.get("announced_date"), + currency_code=d.get("currency_code"), + final_issue_price=d.get("final_issue_price"), + highest_offer_price=d.get("highest_offer_price"), + ipo_status=d.get("ipo_status"), + isin=d.get("isin"), + issuer_name=d.get("issuer_name"), + last_updated=d.get("last_updated"), + listing_date=d.get("listing_date"), + lot_size=d.get("lot_size"), + lowest_offer_price=d.get("lowest_offer_price"), + max_shares_offered=d.get("max_shares_offered"), + min_shares_offered=d.get("min_shares_offered"), + primary_exchange=d.get("primary_exchange"), + security_description=d.get("security_description"), + security_type=d.get("security_type"), + shares_outstanding=d.get("shares_outstanding"), + ticker=d.get("ticker"), + total_offer_size=d.get("total_offer_size"), + us_code=d.get("us_code"), + ) diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index a7c13a2f..228134d4 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -1,6 +1,6 @@ from .base import BaseClient -from typing import Optional, Any, Dict, Union, Iterator -from .models import StockFinancial, Timeframe, Sort, Order +from typing import Optional, Any, Dict, List, Union, Iterator +from .models import StockFinancial, IPOListing, Timeframe, Sort, Order from urllib3 import HTTPResponse from datetime import datetime, date @@ -70,3 +70,44 @@ def list_stock_financials( deserializer=StockFinancial.from_dict, options=options, ) + + def list_ipos( + self, + ticker: Optional[str] = None, + us_code: Optional[str] = None, + isin: Optional[str] = None, + listing_date: Optional[str] = None, + ipo_status: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[IPOListing], HTTPResponse]: + """ + Retrieve upcoming or historical IPOs. + + :param ticker: Filter by a case-sensitive ticker symbol. + :param us_code: Filter by a US code (unique identifier for a North American financial security). + :param isin: Filter by an International Securities Identification Number (ISIN). + :param listing_date: Filter by the listing date (YYYY-MM-DD). + :param ipo_status: Filter by IPO status (e.g. "new", "pending", "history", etc.). + :param limit: Limit the number of results per page. Default 10, max 1000. + :param sort: Field to sort by. Default is "listing_date". + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query params. + :param raw: Return raw HTTPResponse object if True, else return List[IPOListing]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of IPOListing objects or HTTPResponse if raw=True. + """ + url = "/vX/reference/ipos" + + return self._paginate( + path=url, + params=self._get_params(self.list_ipos, locals()), + deserializer=IPOListing.from_dict, + raw=raw, + result_key="results", + options=options, + ) From bbf0b29b7ab9cc207f89fa94f36ba7facbb6f504 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 9 Jan 2025 08:03:02 -0800 Subject: [PATCH 255/313] Update StockFinancial model (net income, EPS, and parent net income loss) (#817) * Update StockFinancial model (net income, EPS, and parent net income loss) * Fix test * Patch json to remove other_than_fixed_noncurrent_assets * Removed top level values to match spec * Updated StockFinancial to remove nested values * Update comment * Remove vX experimental test * Refactored to use typed classes and explicit fields rather than raw dictionaries. * Fix lint --- examples/rest/stocks-stock_financials.py | 9 +- polygon/rest/models/financials.py | 721 ++++++++++++------- test_rest/mocks/vX/reference/financials.json | 6 - test_rest/test_financials.py | 234 ------ 4 files changed, 456 insertions(+), 514 deletions(-) delete mode 100644 test_rest/test_financials.py diff --git a/examples/rest/stocks-stock_financials.py b/examples/rest/stocks-stock_financials.py index dc356494..a75087e7 100644 --- a/examples/rest/stocks-stock_financials.py +++ b/examples/rest/stocks-stock_financials.py @@ -8,6 +8,13 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used financials = [] -for f in client.vx.list_stock_financials("AAPL"): +for f in client.vx.list_stock_financials("AAPL", filing_date="2024-11-01"): financials.append(f) + + # get diluted_earnings_per_share + # print(f.financials.income_statement.diluted_earnings_per_share) + + # get net_income_loss + # print(f.financials.income_statement.net_income_loss) + print(financials) diff --git a/polygon/rest/models/financials.py b/polygon/rest/models/financials.py index 1a480c48..5443e4f6 100644 --- a/polygon/rest/models/financials.py +++ b/polygon/rest/models/financials.py @@ -1,328 +1,503 @@ -from typing import Optional, Dict +from dataclasses import dataclass +from typing import Any, Dict, List, Optional from ...modelclass import modelclass @modelclass +@dataclass class DataPoint: - "An individual financial data point." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None + """Represents a single numeric or textual data point in the financials.""" - @staticmethod - def from_dict(d): - return DataPoint(**d) - - -@modelclass -class ExchangeGainsLosses: - "Contains exchange gains losses data for a cash flow statement." - formula: Optional[str] = None label: Optional[str] = None order: Optional[int] = None unit: Optional[str] = None value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return ExchangeGainsLosses(**d) - - -@modelclass -class NetCashFlow: - "Contains net cash flow data for a cash flow statement." + derived_from: Optional[List[str]] = None formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None + source: Optional[Dict[str, str]] = None xpath: Optional[str] = None @staticmethod - def from_dict(d): - return NetCashFlow(**d) + def from_dict(d: Optional[Dict[str, Any]]) -> "DataPoint": + if not d: + return DataPoint() + return DataPoint( + label=d.get("label"), + order=d.get("order"), + unit=d.get("unit"), + value=d.get("value"), + derived_from=d.get("derived_from"), + formula=d.get("formula"), + source=d.get("source"), + xpath=d.get("xpath"), + ) +@dataclass @modelclass -class NetCashFlowFromFinancingActivities: - "Contains net cash flow from financing activities data for a cash flow statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None +class BalanceSheet: + assets: Optional[DataPoint] = None + current_assets: Optional[DataPoint] = None + cash: Optional[DataPoint] = None + accounts_receivable: Optional[DataPoint] = None + inventory: Optional[DataPoint] = None + prepaid_expenses: Optional[DataPoint] = None + other_current_assets: Optional[DataPoint] = None + noncurrent_assets: Optional[DataPoint] = None + long_term_investments: Optional[DataPoint] = None + fixed_assets: Optional[DataPoint] = None + intangible_assets: Optional[DataPoint] = None + noncurrent_prepaid_expense: Optional[DataPoint] = None + other_noncurrent_assets: Optional[DataPoint] = None + liabilities: Optional[DataPoint] = None + current_liabilities: Optional[DataPoint] = None + accounts_payable: Optional[DataPoint] = None + interest_payable: Optional[DataPoint] = None + wages: Optional[DataPoint] = None + other_current_liabilities: Optional[DataPoint] = None + noncurrent_liabilities: Optional[DataPoint] = None + long_term_debt: Optional[DataPoint] = None + other_noncurrent_liabilities: Optional[DataPoint] = None + commitments_and_contingencies: Optional[DataPoint] = None + redeemable_noncontrolling_interest: Optional[DataPoint] = None + redeemable_noncontrolling_interest_common: Optional[DataPoint] = None + redeemable_noncontrolling_interest_other: Optional[DataPoint] = None + redeemable_noncontrolling_interest_preferred: Optional[DataPoint] = None + equity: Optional[DataPoint] = None + equity_attributable_to_noncontrolling_interest: Optional[DataPoint] = None + equity_attributable_to_parent: Optional[DataPoint] = None + temporary_equity: Optional[DataPoint] = None + temporary_equity_attributable_to_parent: Optional[DataPoint] = None + liabilities_and_equity: Optional[DataPoint] = None @staticmethod - def from_dict(d): - return NetCashFlowFromFinancingActivities(**d) + def from_dict(d: Optional[Dict[str, Any]]) -> "BalanceSheet": + if not d: + return BalanceSheet() + return BalanceSheet( + assets=DataPoint.from_dict(d.get("assets")), + current_assets=DataPoint.from_dict(d.get("current_assets")), + cash=DataPoint.from_dict(d.get("cash")), + accounts_receivable=DataPoint.from_dict(d.get("accounts_receivable")), + inventory=DataPoint.from_dict(d.get("inventory")), + prepaid_expenses=DataPoint.from_dict(d.get("prepaid_expenses")), + other_current_assets=DataPoint.from_dict(d.get("other_current_assets")), + noncurrent_assets=DataPoint.from_dict(d.get("noncurrent_assets")), + long_term_investments=DataPoint.from_dict(d.get("long_term_investments")), + fixed_assets=DataPoint.from_dict(d.get("fixed_assets")), + intangible_assets=DataPoint.from_dict(d.get("intangible_assets")), + noncurrent_prepaid_expense=DataPoint.from_dict( + d.get("noncurrent_prepaid_expense") + ), + other_noncurrent_assets=DataPoint.from_dict( + d.get("other_noncurrent_assets") + ), + liabilities=DataPoint.from_dict(d.get("liabilities")), + current_liabilities=DataPoint.from_dict(d.get("current_liabilities")), + accounts_payable=DataPoint.from_dict(d.get("accounts_payable")), + interest_payable=DataPoint.from_dict(d.get("interest_payable")), + wages=DataPoint.from_dict(d.get("wages")), + other_current_liabilities=DataPoint.from_dict( + d.get("other_current_liabilities") + ), + noncurrent_liabilities=DataPoint.from_dict(d.get("noncurrent_liabilities")), + long_term_debt=DataPoint.from_dict(d.get("long_term_debt")), + other_noncurrent_liabilities=DataPoint.from_dict( + d.get("other_noncurrent_liabilities") + ), + commitments_and_contingencies=DataPoint.from_dict( + d.get("commitments_and_contingencies") + ), + redeemable_noncontrolling_interest=DataPoint.from_dict( + d.get("redeemable_noncontrolling_interest") + ), + redeemable_noncontrolling_interest_common=DataPoint.from_dict( + d.get("redeemable_noncontrolling_interest_common") + ), + redeemable_noncontrolling_interest_other=DataPoint.from_dict( + d.get("redeemable_noncontrolling_interest_other") + ), + redeemable_noncontrolling_interest_preferred=DataPoint.from_dict( + d.get("redeemable_noncontrolling_interest_preferred") + ), + equity=DataPoint.from_dict(d.get("equity")), + equity_attributable_to_noncontrolling_interest=DataPoint.from_dict( + d.get("equity_attributable_to_noncontrolling_interest") + ), + equity_attributable_to_parent=DataPoint.from_dict( + d.get("equity_attributable_to_parent") + ), + temporary_equity=DataPoint.from_dict(d.get("temporary_equity")), + temporary_equity_attributable_to_parent=DataPoint.from_dict( + d.get("temporary_equity_attributable_to_parent") + ), + liabilities_and_equity=DataPoint.from_dict(d.get("liabilities_and_equity")), + ) +@dataclass @modelclass class CashFlowStatement: - "Contains cash flow statement data." - exchange_gains_losses: Optional[ExchangeGainsLosses] = None - net_cash_flow: Optional[NetCashFlow] = None - net_cash_flow_from_financing_activities: Optional[ - NetCashFlowFromFinancingActivities - ] = None + net_cash_flow_from_operating_activities: Optional[DataPoint] = None + net_cash_flow_from_operating_activities_continuing: Optional[DataPoint] = None + net_cash_flow_from_operating_activities_discontinued: Optional[DataPoint] = None + net_cash_flow_from_investing_activities: Optional[DataPoint] = None + net_cash_flow_from_investing_activities_continuing: Optional[DataPoint] = None + net_cash_flow_from_investing_activities_discontinued: Optional[DataPoint] = None + net_cash_flow_from_financing_activities: Optional[DataPoint] = None + net_cash_flow_from_financing_activities_continuing: Optional[DataPoint] = None + net_cash_flow_from_financing_activities_discontinued: Optional[DataPoint] = None + exchange_gains_losses: Optional[DataPoint] = None + net_cash_flow: Optional[DataPoint] = None + net_cash_flow_continuing: Optional[DataPoint] = None + net_cash_flow_discontinued: Optional[DataPoint] = None @staticmethod - def from_dict(d): + def from_dict(d: Optional[Dict[str, Any]]) -> "CashFlowStatement": + if not d: + return CashFlowStatement() return CashFlowStatement( - exchange_gains_losses=( - None - if "exchange_gains_losses" not in d - else ExchangeGainsLosses.from_dict(d["exchange_gains_losses"]) - ), - net_cash_flow=( - None - if "net_cash_flow" not in d - else NetCashFlow.from_dict(d["net_cash_flow"]) - ), - net_cash_flow_from_financing_activities=( - None - if "net_cash_flow_from_financing_activities" not in d - else NetCashFlowFromFinancingActivities.from_dict( - d["net_cash_flow_from_financing_activities"] - ) + net_cash_flow_from_operating_activities=DataPoint.from_dict( + d.get("net_cash_flow_from_operating_activities") + ), + net_cash_flow_from_operating_activities_continuing=DataPoint.from_dict( + d.get("net_cash_flow_from_operating_activities_continuing") + ), + net_cash_flow_from_operating_activities_discontinued=DataPoint.from_dict( + d.get("net_cash_flow_from_operating_activities_discontinued") + ), + net_cash_flow_from_investing_activities=DataPoint.from_dict( + d.get("net_cash_flow_from_investing_activities") + ), + net_cash_flow_from_investing_activities_continuing=DataPoint.from_dict( + d.get("net_cash_flow_from_investing_activities_continuing") + ), + net_cash_flow_from_investing_activities_discontinued=DataPoint.from_dict( + d.get("net_cash_flow_from_investing_activities_discontinued") + ), + net_cash_flow_from_financing_activities=DataPoint.from_dict( + d.get("net_cash_flow_from_financing_activities") + ), + net_cash_flow_from_financing_activities_continuing=DataPoint.from_dict( + d.get("net_cash_flow_from_financing_activities_continuing") + ), + net_cash_flow_from_financing_activities_discontinued=DataPoint.from_dict( + d.get("net_cash_flow_from_financing_activities_discontinued") + ), + exchange_gains_losses=DataPoint.from_dict(d.get("exchange_gains_losses")), + net_cash_flow=DataPoint.from_dict(d.get("net_cash_flow")), + net_cash_flow_continuing=DataPoint.from_dict( + d.get("net_cash_flow_continuing") + ), + net_cash_flow_discontinued=DataPoint.from_dict( + d.get("net_cash_flow_discontinued") ), ) -@modelclass -class ComprehensiveIncomeLoss: - "Contains comprehensive income loss data for comprehensive income." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return ComprehensiveIncomeLoss(**d) - - -@modelclass -class ComprehensiveIncomeLossAttributableToParent: - "Contains comprehensive income loss attributable to parent data for comprehensive income." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return ComprehensiveIncomeLossAttributableToParent(**d) - - -@modelclass -class OtherComprehensiveIncomeLoss: - "Contains other comprehensive income loss data for comprehensive income." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return OtherComprehensiveIncomeLoss(**d) - - +@dataclass @modelclass class ComprehensiveIncome: - "Contains comprehensive income data." - comprehensive_income_loss: Optional[ComprehensiveIncomeLoss] = None - comprehensive_income_loss_attributable_to_parent: Optional[ - ComprehensiveIncomeLossAttributableToParent + comprehensive_income_loss: Optional[DataPoint] = None + comprehensive_income_loss_attributable_to_noncontrolling_interest: Optional[ + DataPoint + ] = None + comprehensive_income_loss_attributable_to_parent: Optional[DataPoint] = None + other_comprehensive_income_loss: Optional[DataPoint] = None + other_comprehensive_income_loss_attributable_to_noncontrolling_interest: Optional[ + DataPoint ] = None - other_comprehensive_income_loss: Optional[OtherComprehensiveIncomeLoss] = None + other_comprehensive_income_loss_attributable_to_parent: Optional[DataPoint] = None @staticmethod - def from_dict(d): + def from_dict(d: Optional[Dict[str, Any]]) -> "ComprehensiveIncome": + if not d: + return ComprehensiveIncome() return ComprehensiveIncome( - comprehensive_income_loss=( - None - if "comprehensive_income_loss" not in d - else ComprehensiveIncomeLoss.from_dict(d["comprehensive_income_loss"]) - ), - comprehensive_income_loss_attributable_to_parent=( - None - if "comprehensive_income_loss_attributable_to_parent" not in d - else ComprehensiveIncomeLossAttributableToParent.from_dict( - d["comprehensive_income_loss_attributable_to_parent"] + comprehensive_income_loss=DataPoint.from_dict( + d.get("comprehensive_income_loss") + ), + comprehensive_income_loss_attributable_to_noncontrolling_interest=DataPoint.from_dict( + d.get( + "comprehensive_income_loss_attributable_to_noncontrolling_interest" ) ), - other_comprehensive_income_loss=( - None - if "other_comprehensive_income_loss" not in d - else OtherComprehensiveIncomeLoss.from_dict( - d["other_comprehensive_income_loss"] + comprehensive_income_loss_attributable_to_parent=DataPoint.from_dict( + d.get("comprehensive_income_loss_attributable_to_parent") + ), + other_comprehensive_income_loss=DataPoint.from_dict( + d.get("other_comprehensive_income_loss") + ), + other_comprehensive_income_loss_attributable_to_noncontrolling_interest=DataPoint.from_dict( + d.get( + "other_comprehensive_income_loss_attributable_to_noncontrolling_interest" ) ), + other_comprehensive_income_loss_attributable_to_parent=DataPoint.from_dict( + d.get("other_comprehensive_income_loss_attributable_to_parent") + ), ) -@modelclass -class BasicEarningsPerShare: - "Contains basic earning per share data for an income statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return BasicEarningsPerShare(**d) - - -@modelclass -class CostOfRevenue: - "Contains cost of revenue data for an income statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return CostOfRevenue(**d) - - -@modelclass -class GrossProfit: - "Contains gross profit data for an income statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return GrossProfit(**d) - - -@modelclass -class OperatingExpenses: - "Contains operating expenses data for an income statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return OperatingExpenses(**d) - - -@modelclass -class Revenues: - "Contains revenues data for an income statement." - formula: Optional[str] = None - label: Optional[str] = None - order: Optional[int] = None - unit: Optional[str] = None - value: Optional[float] = None - xpath: Optional[str] = None - - @staticmethod - def from_dict(d): - return Revenues(**d) - - +@dataclass @modelclass class IncomeStatement: - "Contains income statement data." - basic_earnings_per_share: Optional[BasicEarningsPerShare] = None - cost_of_revenue: Optional[CostOfRevenue] = None - gross_profit: Optional[GrossProfit] = None - operating_expenses: Optional[OperatingExpenses] = None - revenues: Optional[Revenues] = None + revenues: Optional[DataPoint] = None + benefits_costs_expenses: Optional[DataPoint] = None + cost_of_revenue: Optional[DataPoint] = None + cost_of_revenue_goods: Optional[DataPoint] = None + cost_of_revenue_services: Optional[DataPoint] = None + costs_and_expenses: Optional[DataPoint] = None + gross_profit: Optional[DataPoint] = None + gain_loss_on_sale_properties_net_tax: Optional[DataPoint] = None + nonoperating_income_loss: Optional[DataPoint] = None + operating_expenses: Optional[DataPoint] = None + selling_general_and_administrative_expenses: Optional[DataPoint] = None + depreciation_and_amortization: Optional[DataPoint] = None + research_and_development: Optional[DataPoint] = None + other_operating_expenses: Optional[DataPoint] = None + operating_income_loss: Optional[DataPoint] = None + other_operating_income_expenses: Optional[DataPoint] = None + income_loss_before_equity_method_investments: Optional[DataPoint] = None + income_loss_from_continuing_operations_after_tax: Optional[DataPoint] = None + income_loss_from_continuing_operations_before_tax: Optional[DataPoint] = None + income_loss_from_discontinued_operations_net_of_tax: Optional[DataPoint] = None + income_loss_from_discontinued_operations_net_of_tax_adjustment_to_prior_year_gain_loss_on_disposal: Optional[ + DataPoint + ] = None + income_loss_from_discontinued_operations_net_of_tax_during_phase_out: Optional[ + DataPoint + ] = None + income_loss_from_discontinued_operations_net_of_tax_gain_loss_on_disposal: Optional[ + DataPoint + ] = None + income_loss_from_discontinued_operations_net_of_tax_provision_for_gain_loss_on_disposal: Optional[ + DataPoint + ] = None + income_loss_from_equity_method_investments: Optional[DataPoint] = None + income_tax_expense_benefit: Optional[DataPoint] = None + income_tax_expense_benefit_current: Optional[DataPoint] = None + income_tax_expense_benefit_deferred: Optional[DataPoint] = None + interest_and_debt_expense: Optional[DataPoint] = None + interest_and_dividend_income_operating: Optional[DataPoint] = None + interest_expense_operating: Optional[DataPoint] = None + interest_income_expense_after_provision_for_losses: Optional[DataPoint] = None + interest_income_expense_operating_net: Optional[DataPoint] = None + noninterest_expense: Optional[DataPoint] = None + noninterest_income: Optional[DataPoint] = None + provision_for_loan_lease_and_other_losses: Optional[DataPoint] = None + net_income_loss: Optional[DataPoint] = None + net_income_loss_attributable_to_noncontrolling_interest: Optional[DataPoint] = None + net_income_loss_attributable_to_nonredeemable_noncontrolling_interest: Optional[ + DataPoint + ] = None + net_income_loss_attributable_to_parent: Optional[DataPoint] = None + net_income_loss_attributable_to_redeemable_noncontrolling_interest: Optional[ + DataPoint + ] = None + net_income_loss_available_to_common_stockholders_basic: Optional[DataPoint] = None + participating_securities_distributed_and_undistributed_earnings_loss_basic: ( + Optional[DataPoint] + ) = (None) + undistributed_earnings_loss_allocated_to_participating_securities_basic: Optional[ + DataPoint + ] = None + preferred_stock_dividends_and_other_adjustments: Optional[DataPoint] = None + basic_earnings_per_share: Optional[DataPoint] = None + diluted_earnings_per_share: Optional[DataPoint] = None + basic_average_shares: Optional[DataPoint] = None + diluted_average_shares: Optional[DataPoint] = None + common_stock_dividends: Optional[DataPoint] = None @staticmethod - def from_dict(d): + def from_dict(d: Optional[Dict[str, Any]]) -> "IncomeStatement": + if not d: + return IncomeStatement() return IncomeStatement( - basic_earnings_per_share=( - None - if "basic_earnings_per_share" not in d - else BasicEarningsPerShare.from_dict(d["basic_earnings_per_share"]) - ), - cost_of_revenue=( - None - if "cost_of_revenue" not in d - else CostOfRevenue.from_dict(d["cost_of_revenue"]) - ), - gross_profit=( - None - if "gross_profit" not in d - else GrossProfit.from_dict(d["gross_profit"]) - ), - operating_expenses=( - None - if "operating_expenses" not in d - else OperatingExpenses.from_dict(d["operating_expenses"]) - ), - revenues=None if "revenues" not in d else Revenues.from_dict(d["revenues"]), + revenues=DataPoint.from_dict(d.get("revenues")), + benefits_costs_expenses=DataPoint.from_dict( + d.get("benefits_costs_expenses") + ), + cost_of_revenue=DataPoint.from_dict(d.get("cost_of_revenue")), + cost_of_revenue_goods=DataPoint.from_dict(d.get("cost_of_revenue_goods")), + cost_of_revenue_services=DataPoint.from_dict( + d.get("cost_of_revenue_services") + ), + costs_and_expenses=DataPoint.from_dict(d.get("costs_and_expenses")), + gross_profit=DataPoint.from_dict(d.get("gross_profit")), + gain_loss_on_sale_properties_net_tax=DataPoint.from_dict( + d.get("gain_loss_on_sale_properties_net_tax") + ), + nonoperating_income_loss=DataPoint.from_dict( + d.get("nonoperating_income_loss") + ), + operating_expenses=DataPoint.from_dict(d.get("operating_expenses")), + selling_general_and_administrative_expenses=DataPoint.from_dict( + d.get("selling_general_and_administrative_expenses") + ), + depreciation_and_amortization=DataPoint.from_dict( + d.get("depreciation_and_amortization") + ), + research_and_development=DataPoint.from_dict( + d.get("research_and_development") + ), + other_operating_expenses=DataPoint.from_dict( + d.get("other_operating_expenses") + ), + operating_income_loss=DataPoint.from_dict(d.get("operating_income_loss")), + other_operating_income_expenses=DataPoint.from_dict( + d.get("other_operating_income_expenses") + ), + income_loss_before_equity_method_investments=DataPoint.from_dict( + d.get("income_loss_before_equity_method_investments") + ), + income_loss_from_continuing_operations_after_tax=DataPoint.from_dict( + d.get("income_loss_from_continuing_operations_after_tax") + ), + income_loss_from_continuing_operations_before_tax=DataPoint.from_dict( + d.get("income_loss_from_continuing_operations_before_tax") + ), + income_loss_from_discontinued_operations_net_of_tax=DataPoint.from_dict( + d.get("income_loss_from_discontinued_operations_net_of_tax") + ), + income_loss_from_discontinued_operations_net_of_tax_adjustment_to_prior_year_gain_loss_on_disposal=DataPoint.from_dict( + d.get( + "income_loss_from_discontinued_operations_net_of_tax_adjustment_to_prior_year_gain_loss_on_disposal" + ) + ), + income_loss_from_discontinued_operations_net_of_tax_during_phase_out=DataPoint.from_dict( + d.get( + "income_loss_from_discontinued_operations_net_of_tax_during_phase_out" + ) + ), + income_loss_from_discontinued_operations_net_of_tax_gain_loss_on_disposal=DataPoint.from_dict( + d.get( + "income_loss_from_discontinued_operations_net_of_tax_gain_loss_on_disposal" + ) + ), + income_loss_from_discontinued_operations_net_of_tax_provision_for_gain_loss_on_disposal=DataPoint.from_dict( + d.get( + "income_loss_from_discontinued_operations_net_of_tax_provision_for_gain_loss_on_disposal" + ) + ), + income_loss_from_equity_method_investments=DataPoint.from_dict( + d.get("income_loss_from_equity_method_investments") + ), + income_tax_expense_benefit=DataPoint.from_dict( + d.get("income_tax_expense_benefit") + ), + income_tax_expense_benefit_current=DataPoint.from_dict( + d.get("income_tax_expense_benefit_current") + ), + income_tax_expense_benefit_deferred=DataPoint.from_dict( + d.get("income_tax_expense_benefit_deferred") + ), + interest_and_debt_expense=DataPoint.from_dict( + d.get("interest_and_debt_expense") + ), + interest_and_dividend_income_operating=DataPoint.from_dict( + d.get("interest_and_dividend_income_operating") + ), + interest_expense_operating=DataPoint.from_dict( + d.get("interest_expense_operating") + ), + interest_income_expense_after_provision_for_losses=DataPoint.from_dict( + d.get("interest_income_expense_after_provision_for_losses") + ), + interest_income_expense_operating_net=DataPoint.from_dict( + d.get("interest_income_expense_operating_net") + ), + noninterest_expense=DataPoint.from_dict(d.get("noninterest_expense")), + noninterest_income=DataPoint.from_dict(d.get("noninterest_income")), + provision_for_loan_lease_and_other_losses=DataPoint.from_dict( + d.get("provision_for_loan_lease_and_other_losses") + ), + net_income_loss=DataPoint.from_dict(d.get("net_income_loss")), + net_income_loss_attributable_to_noncontrolling_interest=DataPoint.from_dict( + d.get("net_income_loss_attributable_to_noncontrolling_interest") + ), + net_income_loss_attributable_to_nonredeemable_noncontrolling_interest=DataPoint.from_dict( + d.get( + "net_income_loss_attributable_to_nonredeemable_noncontrolling_interest" + ) + ), + net_income_loss_attributable_to_parent=DataPoint.from_dict( + d.get("net_income_loss_attributable_to_parent") + ), + net_income_loss_attributable_to_redeemable_noncontrolling_interest=DataPoint.from_dict( + d.get( + "net_income_loss_attributable_to_redeemable_noncontrolling_interest" + ) + ), + net_income_loss_available_to_common_stockholders_basic=DataPoint.from_dict( + d.get("net_income_loss_available_to_common_stockholders_basic") + ), + participating_securities_distributed_and_undistributed_earnings_loss_basic=DataPoint.from_dict( + d.get( + "participating_securities_distributed_and_undistributed_earnings_loss_basic" + ) + ), + undistributed_earnings_loss_allocated_to_participating_securities_basic=DataPoint.from_dict( + d.get( + "undistributed_earnings_loss_allocated_to_participating_securities_basic" + ) + ), + preferred_stock_dividends_and_other_adjustments=DataPoint.from_dict( + d.get("preferred_stock_dividends_and_other_adjustments") + ), + basic_earnings_per_share=DataPoint.from_dict( + d.get("basic_earnings_per_share") + ), + diluted_earnings_per_share=DataPoint.from_dict( + d.get("diluted_earnings_per_share") + ), + basic_average_shares=DataPoint.from_dict(d.get("basic_average_shares")), + diluted_average_shares=DataPoint.from_dict(d.get("diluted_average_shares")), + common_stock_dividends=DataPoint.from_dict(d.get("common_stock_dividends")), ) +@dataclass @modelclass class Financials: - "Contains financial data." - balance_sheet: Optional[Dict[str, DataPoint]] = None + """ + Contains data for: + - balance_sheet (BalanceSheet) + - cash_flow_statement (CashFlowStatement) + - comprehensive_income (ComprehensiveIncome) + - income_statement (IncomeStatement) + """ + + balance_sheet: Optional[BalanceSheet] = None cash_flow_statement: Optional[CashFlowStatement] = None comprehensive_income: Optional[ComprehensiveIncome] = None income_statement: Optional[IncomeStatement] = None @staticmethod - def from_dict(d): + def from_dict(d: Optional[Dict[str, Any]]) -> "Financials": + if not d: + return Financials() return Financials( - balance_sheet=( - None - if "balance_sheet" not in d - else { - k: DataPoint.from_dict(v) for (k, v) in d["balance_sheet"].items() - } - ), - cash_flow_statement=( - None - if "cash_flow_statement" not in d - else CashFlowStatement.from_dict(d["cash_flow_statement"]) - ), - comprehensive_income=( - None - if "comprehensive_income" not in d - else ComprehensiveIncome.from_dict(d["comprehensive_income"]) - ), - income_statement=( - None - if "income_statement" not in d - else IncomeStatement.from_dict(d["income_statement"]) + balance_sheet=BalanceSheet.from_dict(d.get("balance_sheet")), + cash_flow_statement=CashFlowStatement.from_dict( + d.get("cash_flow_statement") + ), + comprehensive_income=ComprehensiveIncome.from_dict( + d.get("comprehensive_income") ), + income_statement=IncomeStatement.from_dict(d.get("income_statement")), ) +@dataclass @modelclass class StockFinancial: - "StockFinancial contains historical financial data for a stock ticker." + """ + StockFinancial contains historical financial data for a stock ticker. + The 'financials' attribute references an instance of Financials + which has typed sub-statements. + """ + cik: Optional[str] = None company_name: Optional[str] = None end_date: Optional[str] = None @@ -335,18 +510,18 @@ class StockFinancial: start_date: Optional[str] = None @staticmethod - def from_dict(d): + def from_dict(d: Optional[Dict[str, Any]]) -> "StockFinancial": + if not d: + return StockFinancial() return StockFinancial( - cik=d.get("cik", None), - company_name=d.get("company_name", None), - end_date=d.get("end_date", None), - filing_date=d.get("filing_date", None), - financials=( - None if "financials" not in d else Financials.from_dict(d["financials"]) - ), - fiscal_period=d.get("fiscal_period", None), - fiscal_year=d.get("fiscal_year", None), - source_filing_file_url=d.get("source_filing_file_url", None), - source_filing_url=d.get("source_filing_url", None), - start_date=d.get("start_date", None), + cik=d.get("cik"), + company_name=d.get("company_name"), + end_date=d.get("end_date"), + filing_date=d.get("filing_date"), + financials=Financials.from_dict(d.get("financials", {})), + fiscal_period=d.get("fiscal_period"), + fiscal_year=d.get("fiscal_year"), + source_filing_file_url=d.get("source_filing_file_url"), + source_filing_url=d.get("source_filing_url"), + start_date=d.get("start_date"), ) diff --git a/test_rest/mocks/vX/reference/financials.json b/test_rest/mocks/vX/reference/financials.json index c5e18621..ae84513b 100644 --- a/test_rest/mocks/vX/reference/financials.json +++ b/test_rest/mocks/vX/reference/financials.json @@ -45,12 +45,6 @@ "unit": "USD", "order": 400 }, - "other_than_fixed_noncurrent_assets": { - "label": "Other Than Fixed Noncurrent Assets", - "value": 1.6046e+10, - "unit": "USD", - "order": 500 - }, "noncurrent_liabilities": { "label": "Noncurrent Liabilities", "value": 1.1716e+10, diff --git a/test_rest/test_financials.py b/test_rest/test_financials.py deleted file mode 100644 index f5196212..00000000 --- a/test_rest/test_financials.py +++ /dev/null @@ -1,234 +0,0 @@ -from polygon.rest.models import ( - StockFinancial, - Financials, - DataPoint, - CashFlowStatement, - ExchangeGainsLosses, - NetCashFlow, - NetCashFlowFromFinancingActivities, - ComprehensiveIncome, - ComprehensiveIncomeLoss, - ComprehensiveIncomeLossAttributableToParent, - OtherComprehensiveIncomeLoss, - IncomeStatement, - BasicEarningsPerShare, - CostOfRevenue, - GrossProfit, - OperatingExpenses, - Revenues, -) -from base import BaseTest - - -class FinancialsTest(BaseTest): - def test_list_stock_financials(self): - financials = [f for f in self.c.vx.list_stock_financials()] - expected = [ - StockFinancial( - cik="0001413447", - company_name="NXP Semiconductors N.V.", - end_date="2022-04-03", - filing_date="2022-05-03", - financials=Financials( - balance_sheet={ - "equity_attributable_to_noncontrolling_interest": DataPoint( - formula=None, - label="Equity Attributable To Noncontrolling Interest", - order=1500, - unit="USD", - value=251000000.0, - xpath=None, - ), - "liabilities": DataPoint( - formula=None, - label="Liabilities", - order=600, - unit="USD", - value=14561000000.0, - xpath=None, - ), - "equity_attributable_to_parent": DataPoint( - formula=None, - label="Equity Attributable To Parent", - order=1600, - unit="USD", - value=6509000000.0, - xpath=None, - ), - "noncurrent_assets": DataPoint( - formula=None, - label="Noncurrent Assets", - order=300, - unit="USD", - value=16046000000.0, - xpath=None, - ), - "liabilities_and_equity": DataPoint( - formula=None, - label="Liabilities And Equity", - order=1900, - unit="USD", - value=21321000000.0, - xpath=None, - ), - "assets": DataPoint( - formula=None, - label="Assets", - order=100, - unit="USD", - value=21321000000.0, - xpath=None, - ), - "fixed_assets": DataPoint( - formula=None, - label="Fixed Assets", - order=400, - unit="USD", - value=2814000000.0, - xpath=None, - ), - "other_than_fixed_noncurrent_assets": DataPoint( - formula=None, - label="Other Than Fixed Noncurrent Assets", - order=500, - unit="USD", - value=16046000000.0, - xpath=None, - ), - "noncurrent_liabilities": DataPoint( - formula=None, - label="Noncurrent Liabilities", - order=800, - unit="USD", - value=11716000000.0, - xpath=None, - ), - "current_assets": DataPoint( - formula=None, - label="Current Assets", - order=200, - unit="USD", - value=5275000000.0, - xpath=None, - ), - "equity": DataPoint( - formula=None, - label="Equity", - order=1400, - unit="USD", - value=6760000000.0, - xpath=None, - ), - "current_liabilities": DataPoint( - formula=None, - label="Current Liabilities", - order=700, - unit="USD", - value=2845000000.0, - xpath=None, - ), - }, - cash_flow_statement=CashFlowStatement( - exchange_gains_losses=ExchangeGainsLosses( - formula=None, - label="Exchange Gains/Losses", - order=1000, - unit="USD", - value=0, - xpath=None, - ), - net_cash_flow=NetCashFlow( - formula=None, - label="Net Cash Flow", - order=1100, - unit="USD", - value=-147000000.0, - xpath=None, - ), - net_cash_flow_from_financing_activities=NetCashFlowFromFinancingActivities( - formula=None, - label="Net Cash Flow From Financing Activities", - order=700, - unit="USD", - value=-674000000.0, - xpath=None, - ), - ), - comprehensive_income=ComprehensiveIncome( - comprehensive_income_loss=ComprehensiveIncomeLoss( - formula=None, - label="Comprehensive Income/Loss", - order=100, - unit="USD", - value=644000000.0, - xpath=None, - ), - comprehensive_income_loss_attributable_to_parent=ComprehensiveIncomeLossAttributableToParent( - formula=None, - label="Comprehensive Income/Loss Attributable To Parent", - order=300, - unit="USD", - value=635000000.0, - xpath=None, - ), - other_comprehensive_income_loss=OtherComprehensiveIncomeLoss( - formula=None, - label="Other Comprehensive Income/Loss", - order=400, - unit="USD", - value=-22000000.0, - xpath=None, - ), - ), - income_statement=IncomeStatement( - basic_earnings_per_share=BasicEarningsPerShare( - formula=None, - label="Basic Earnings Per Share", - order=4200, - unit="USD / shares", - value=2.5, - xpath=None, - ), - cost_of_revenue=CostOfRevenue( - formula=None, - label="Cost Of Revenue", - order=300, - unit="USD", - value=1359000000.0, - xpath=None, - ), - gross_profit=GrossProfit( - formula=None, - label="Gross Profit", - order=800, - unit="USD", - value=1777000000.0, - xpath=None, - ), - operating_expenses=OperatingExpenses( - formula=None, - label="Operating Expenses", - order=1000, - unit="USD", - value=904000000.0, - xpath=None, - ), - revenues=Revenues( - formula=None, - label="Revenues", - order=100, - unit="USD", - value=3136000000.0, - xpath=None, - ), - ), - ), - fiscal_period="Q1", - fiscal_year="2022", - source_filing_file_url="https://api.polygon.io/v1/reference/sec/filings/0001413447-22-000014/files/nxpi-20220403_htm.xml", - source_filing_url="https://api.polygon.io/v1/reference/sec/filings/0001413447-22-000014", - start_date="2022-01-01", - ) - ] - - self.assertEqual(financials, expected) From bd9d53033800b5faf5a01034428e8c458fcd3e2e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 24 Jan 2025 07:57:46 -0800 Subject: [PATCH 256/313] Bump types-setuptools from 75.6.0.20241223 to 75.8.0.20250110 (#832) Bumps [types-setuptools](https://github.com/python/typeshed) from 75.6.0.20241223 to 75.8.0.20250110. - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- pyproject.toml | 2 +- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/poetry.lock b/poetry.lock index 59cdd317..1d16b476 100644 --- a/poetry.lock +++ b/poetry.lock @@ -835,13 +835,13 @@ files = [ [[package]] name = "types-setuptools" -version = "75.6.0.20241223" +version = "75.8.0.20250110" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" files = [ - {file = "types_setuptools-75.6.0.20241223-py3-none-any.whl", hash = "sha256:7cbfd3bf2944f88bbcdd321b86ddd878232a277be95d44c78a53585d78ebc2f6"}, - {file = "types_setuptools-75.6.0.20241223.tar.gz", hash = "sha256:d9478a985057ed48a994c707f548e55aababa85fe1c9b212f43ab5a1fffd3211"}, + {file = "types_setuptools-75.8.0.20250110-py3-none-any.whl", hash = "sha256:a9f12980bbf9bcdc23ecd80755789085bad6bfce4060c2275bc2b4ca9f2bc480"}, + {file = "types_setuptools-75.8.0.20250110.tar.gz", hash = "sha256:96f7ec8bbd6e0a54ea180d66ad68ad7a1d7954e7281a710ea2de75e355545271"}, ] [[package]] @@ -1007,4 +1007,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.0" python-versions = "^3.8" -content-hash = "183ba57707ae02b4b27fc68f294181edf9f15d33bd3c24dcfb58c9fdc4e3e93a" +content-hash = "130d59d914473d618400749c700f19b082b5fe2d42ee47bb79bf97b8fa177445" diff --git a/pyproject.toml b/pyproject.toml index 83794997..922d4804 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.6.0" +types-setuptools = "^75.8.0" pook = "^2.0.1" orjson = "^3.10.13" From cbabb9ef70ecb43fe56e4958e53dba643ebe250b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Fri, 24 Jan 2025 08:14:22 -0800 Subject: [PATCH 257/313] Bump orjson from 3.10.13 to 3.10.15 (#836) Bumps [orjson](https://github.com/ijl/orjson) from 3.10.13 to 3.10.15. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.10.13...3.10.15) --- updated-dependencies: - dependency-name: orjson dependency-type: direct:development update-type: version-update:semver-patch ... 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"130d59d914473d618400749c700f19b082b5fe2d42ee47bb79bf97b8fa177445" +content-hash = "c80bc058f0871dd694ea1761d3266a1d46d0265b19312868ccc7e5cf3dbe3244" diff --git a/pyproject.toml b/pyproject.toml index 922d4804..6dc126b6 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^75.8.0" pook = "^2.0.1" -orjson = "^3.10.13" +orjson = "^3.10.15" [build-system] requires = ["poetry-core>=1.0.0"] From 4f54c2c72885d2630cb55832d414bbe1904d3574 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 8 Feb 2025 11:23:37 -0800 Subject: [PATCH 258/313] Bump certifi from 2024.12.14 to 2025.1.31 (#843) Bumps [certifi](https://github.com/certifi/python-certifi) from 2024.12.14 to 2025.1.31. - [Commits](https://github.com/certifi/python-certifi/compare/2024.12.14...2025.01.31) --- updated-dependencies: - dependency-name: certifi dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8627e329..3709112e 100644 --- a/poetry.lock +++ b/poetry.lock @@ -90,13 +90,13 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2024.12.14" +version = "2025.1.31" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" files = [ - {file = "certifi-2024.12.14-py3-none-any.whl", hash = "sha256:1275f7a45be9464efc1173084eaa30f866fe2e47d389406136d332ed4967ec56"}, - {file = "certifi-2024.12.14.tar.gz", hash = "sha256:b650d30f370c2b724812bee08008be0c4163b163ddaec3f2546c1caf65f191db"}, + {file = "certifi-2025.1.31-py3-none-any.whl", hash = "sha256:ca78db4565a652026a4db2bcdf68f2fb589ea80d0be70e03929ed730746b84fe"}, + {file = "certifi-2025.1.31.tar.gz", hash = "sha256:3d5da6925056f6f18f119200434a4780a94263f10d1c21d032a6f6b2baa20651"}, ] [[package]] From a7c00b86bcf5b240dabf46e713a7577ba1630e67 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 20 Feb 2025 14:50:31 -0800 Subject: [PATCH 259/313] Adds IEX business feed (#852) --- polygon/websocket/models/common.py | 1 + 1 file changed, 1 insertion(+) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index b39f9f87..38aea4c4 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -11,6 +11,7 @@ class Feed(Enum): Launchpad = "launchpad.polygon.io" Business = "business.polygon.io" EdgxBusiness = "edgx-business.polygon.io" + IEXBusiness = "iex-business.polygon.io" DelayedBusiness = "delayed-business.polygon.io" DelayedEdgxBusiness = "delayed-edgx-business.polygon.io" DelayedNasdaqLastSaleBusiness = "delayed-nasdaq-last-sale-business.polygon.io" From 24eabb9e84b4a6cb9fadb5fa623437129b414a6f Mon Sep 17 00:00:00 2001 From: Hamir Mahal Date: Wed, 23 Apr 2025 11:11:25 -0700 Subject: [PATCH 260/313] fix: usage of deprecated `CodeQL Action` version (#873) * chore: changes from formatting on save * fix: usage of deprecated `CodeQL Action` version --- .github/workflows/codeql.yml | 24 ++++++++++++------------ 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/.github/workflows/codeql.yml b/.github/workflows/codeql.yml index 313c2716..f0767d70 100644 --- a/.github/workflows/codeql.yml +++ b/.github/workflows/codeql.yml @@ -7,7 +7,7 @@ on: branches: - master schedule: - - cron: '33 12 * * 3' + - cron: "33 12 * * 3" jobs: analyze: name: analyze @@ -19,15 +19,15 @@ jobs: strategy: fail-fast: false matrix: - language: [ 'python' ] + language: ["python"] steps: - - name: Checkout repository - uses: actions/checkout@v3 - - name: Initialize CodeQL - uses: github/codeql-action/init@v2 - with: - languages: ${{ matrix.language }} - - name: Autobuild - uses: github/codeql-action/autobuild@v2 - - name: Perform CodeQL Analysis - uses: github/codeql-action/analyze@v2 + - name: Checkout repository + uses: actions/checkout@v3 + - name: Initialize CodeQL + uses: github/codeql-action/init@v3 + with: + languages: ${{ matrix.language }} + - name: Autobuild + uses: github/codeql-action/autobuild@v3 + - name: Perform CodeQL Analysis + uses: github/codeql-action/analyze@v3 From 83b28f3ae0111f023c12887634ec39d5fa7fa713 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 23 Apr 2025 11:19:35 -0700 Subject: [PATCH 261/313] Bump jinja2 from 3.1.5 to 3.1.6 (#874) Bumps [jinja2](https://github.com/pallets/jinja) from 3.1.5 to 3.1.6. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.1.5...3.1.6) --- updated-dependencies: - dependency-name: jinja2 dependency-version: 3.1.6 dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 83 ++++++++++++++++++++++++++++++++++++++++++++--------- 1 file changed, 70 insertions(+), 13 deletions(-) diff --git a/poetry.lock b/poetry.lock index 3709112e..8a686894 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.5 and should not be changed by hand. +# This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand. [[package]] name = "alabaster" @@ -6,6 +6,7 @@ version = "0.7.12" description = "A configurable sidebar-enabled Sphinx theme" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, @@ -17,16 +18,17 @@ version = "22.1.0" description = "Classes Without Boilerplate" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "attrs-22.1.0-py2.py3-none-any.whl", hash = "sha256:86efa402f67bf2df34f51a335487cf46b1ec130d02b8d39fd248abfd30da551c"}, {file = "attrs-22.1.0.tar.gz", hash = "sha256:29adc2665447e5191d0e7c568fde78b21f9672d344281d0c6e1ab085429b22b6"}, ] [package.extras] -dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] +dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] -tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] -tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] +tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] +tests-no-zope = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] [[package]] name = "Babel" @@ -34,6 +36,7 @@ version = "2.11.0" description = "Internationalization utilities" optional = false python-versions = ">=3.6" +groups = ["dev"] files = [ {file = "Babel-2.11.0-py3-none-any.whl", hash = "sha256:1ad3eca1c885218f6dce2ab67291178944f810a10a9b5f3cb8382a5a232b64fe"}, {file = "Babel-2.11.0.tar.gz", hash = "sha256:5ef4b3226b0180dedded4229651c8b0e1a3a6a2837d45a073272f313e4cf97f6"}, @@ -48,6 +51,7 @@ version = "24.8.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "black-24.8.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:09cdeb74d494ec023ded657f7092ba518e8cf78fa8386155e4a03fdcc44679e6"}, {file = "black-24.8.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:81c6742da39f33b08e791da38410f32e27d632260e599df7245cccee2064afeb"}, @@ -84,7 +88,7 @@ typing-extensions = {version = ">=4.0.1", markers = "python_version < \"3.11\""} [package.extras] colorama = ["colorama (>=0.4.3)"] -d = ["aiohttp (>=3.7.4)", "aiohttp (>=3.7.4,!=3.9.0)"] +d = ["aiohttp (>=3.7.4) ; sys_platform != \"win32\" or implementation_name != \"pypy\"", "aiohttp (>=3.7.4,!=3.9.0) ; sys_platform == \"win32\" and implementation_name == \"pypy\""] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] uvloop = ["uvloop (>=0.15.2)"] @@ -94,6 +98,7 @@ version = "2025.1.31" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" +groups = ["main", "dev"] files = [ {file = "certifi-2025.1.31-py3-none-any.whl", hash = "sha256:ca78db4565a652026a4db2bcdf68f2fb589ea80d0be70e03929ed730746b84fe"}, {file = "certifi-2025.1.31.tar.gz", hash = "sha256:3d5da6925056f6f18f119200434a4780a94263f10d1c21d032a6f6b2baa20651"}, @@ -105,6 +110,7 @@ version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." optional = false python-versions = ">=3.6.0" +groups = ["dev"] files = [ {file = "charset-normalizer-2.1.1.tar.gz", hash = "sha256:5a3d016c7c547f69d6f81fb0db9449ce888b418b5b9952cc5e6e66843e9dd845"}, {file = "charset_normalizer-2.1.1-py3-none-any.whl", hash = "sha256:83e9a75d1911279afd89352c68b45348559d1fc0506b054b346651b5e7fee29f"}, @@ -119,6 +125,7 @@ version = "8.1.3" description = "Composable command line interface toolkit" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "click-8.1.3-py3-none-any.whl", hash = "sha256:bb4d8133cb15a609f44e8213d9b391b0809795062913b383c62be0ee95b1db48"}, {file = "click-8.1.3.tar.gz", hash = "sha256:7682dc8afb30297001674575ea00d1814d808d6a36af415a82bd481d37ba7b8e"}, @@ -133,6 +140,8 @@ version = "0.4.6" description = "Cross-platform colored terminal text." optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" +groups = ["dev"] +markers = "sys_platform == \"win32\" or platform_system == \"Windows\"" files = [ {file = "colorama-0.4.6-py2.py3-none-any.whl", hash = "sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6"}, {file = "colorama-0.4.6.tar.gz", hash = "sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44"}, @@ -144,6 +153,7 @@ version = "0.18.1" description = "Docutils -- Python Documentation Utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +groups = ["dev"] files = [ {file = "docutils-0.18.1-py2.py3-none-any.whl", hash = "sha256:23010f129180089fbcd3bc08cfefccb3b890b0050e1ca00c867036e9d161b98c"}, {file = "docutils-0.18.1.tar.gz", hash = "sha256:679987caf361a7539d76e584cbeddc311e3aee937877c87346f31debc63e9d06"}, @@ -155,6 +165,7 @@ version = "2.1.3" description = "URL manipulation made simple." optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "furl-2.1.3-py2.py3-none-any.whl", hash = "sha256:9ab425062c4217f9802508e45feb4a83e54324273ac4b202f1850363309666c0"}, {file = "furl-2.1.3.tar.gz", hash = "sha256:5a6188fe2666c484a12159c18be97a1977a71d632ef5bb867ef15f54af39cc4e"}, @@ -170,6 +181,7 @@ version = "3.7" description = "Internationalized Domain Names in Applications (IDNA)" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "idna-3.7-py3-none-any.whl", hash = "sha256:82fee1fc78add43492d3a1898bfa6d8a904cc97d8427f683ed8e798d07761aa0"}, {file = "idna-3.7.tar.gz", hash = "sha256:028ff3aadf0609c1fd278d8ea3089299412a7a8b9bd005dd08b9f8285bcb5cfc"}, @@ -181,6 +193,7 @@ version = "1.4.1" description = "Getting image size from png/jpeg/jpeg2000/gif file" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +groups = ["dev"] files = [ {file = "imagesize-1.4.1-py2.py3-none-any.whl", hash = "sha256:0d8d18d08f840c19d0ee7ca1fd82490fdc3729b7ac93f49870406ddde8ef8d8b"}, {file = "imagesize-1.4.1.tar.gz", hash = "sha256:69150444affb9cb0d5cc5a92b3676f0b2fb7cd9ae39e947a5e11a36b4497cd4a"}, @@ -192,6 +205,8 @@ version = "5.1.0" description = "Read metadata from Python packages" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version < \"3.10\"" files = [ {file = "importlib_metadata-5.1.0-py3-none-any.whl", hash = "sha256:d84d17e21670ec07990e1044a99efe8d615d860fd176fc29ef5c306068fda313"}, {file = "importlib_metadata-5.1.0.tar.gz", hash = "sha256:d5059f9f1e8e41f80e9c56c2ee58811450c31984dfa625329ffd7c0dad88a73b"}, @@ -203,7 +218,7 @@ zipp = ">=0.5" [package.extras] docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] perf = ["ipython"] -testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3)", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)", "pytest-perf (>=0.9.2)"] +testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3) ; python_version < \"3.9\"", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8 ; python_version < \"3.12\"", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\"", "pytest-perf (>=0.9.2)"] [[package]] name = "importlib-resources" @@ -211,6 +226,8 @@ version = "5.10.0" description = "Read resources from Python packages" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version < \"3.9\"" files = [ {file = "importlib_resources-5.10.0-py3-none-any.whl", hash = "sha256:ee17ec648f85480d523596ce49eae8ead87d5631ae1551f913c0100b5edd3437"}, {file = "importlib_resources-5.10.0.tar.gz", hash = "sha256:c01b1b94210d9849f286b86bb51bcea7cd56dde0600d8db721d7b81330711668"}, @@ -221,17 +238,18 @@ zipp = {version = ">=3.1.0", markers = "python_version < \"3.10\""} [package.extras] docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] -testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)"] +testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\""] [[package]] name = "jinja2" -version = "3.1.5" +version = "3.1.6" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ - {file = "jinja2-3.1.5-py3-none-any.whl", hash = "sha256:aba0f4dc9ed8013c424088f68a5c226f7d6097ed89b246d7749c2ec4175c6adb"}, - {file = "jinja2-3.1.5.tar.gz", hash = "sha256:8fefff8dc3034e27bb80d67c671eb8a9bc424c0ef4c0826edbff304cceff43bb"}, + {file = "jinja2-3.1.6-py3-none-any.whl", hash = "sha256:85ece4451f492d0c13c5dd7c13a64681a86afae63a5f347908daf103ce6d2f67"}, + {file = "jinja2-3.1.6.tar.gz", hash = "sha256:0137fb05990d35f1275a587e9aee6d56da821fc83491a0fb838183be43f66d6d"}, ] [package.dependencies] @@ -246,6 +264,7 @@ version = "4.17.1" description = "An implementation of JSON Schema validation for Python" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "jsonschema-4.17.1-py3-none-any.whl", hash = "sha256:410ef23dcdbca4eaedc08b850079179883c2ed09378bd1f760d4af4aacfa28d7"}, {file = "jsonschema-4.17.1.tar.gz", hash = "sha256:05b2d22c83640cde0b7e0aa329ca7754fbd98ea66ad8ae24aa61328dfe057fa3"}, @@ -267,6 +286,7 @@ version = "2.1.1" description = "Safely add untrusted strings to HTML/XML markup." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:86b1f75c4e7c2ac2ccdaec2b9022845dbb81880ca318bb7a0a01fbf7813e3812"}, {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:f121a1420d4e173a5d96e47e9a0c0dcff965afdf1626d28de1460815f7c4ee7a"}, @@ -316,6 +336,7 @@ version = "1.13.0" description = "Optional static typing for Python" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "mypy-1.13.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:6607e0f1dd1fb7f0aca14d936d13fd19eba5e17e1cd2a14f808fa5f8f6d8f60a"}, {file = "mypy-1.13.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:8a21be69bd26fa81b1f80a61ee7ab05b076c674d9b18fb56239d72e21d9f4c80"}, @@ -369,6 +390,7 @@ version = "1.0.0" description = "Type system extensions for programs checked with the mypy type checker." optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "mypy_extensions-1.0.0-py3-none-any.whl", hash = "sha256:4392f6c0eb8a5668a69e23d168ffa70f0be9ccfd32b5cc2d26a34ae5b844552d"}, {file = "mypy_extensions-1.0.0.tar.gz", hash = "sha256:75dbf8955dc00442a438fc4d0666508a9a97b6bd41aa2f0ffe9d2f2725af0782"}, @@ -380,6 +402,7 @@ version = "1.0.1" description = "Ordered Multivalue Dictionary" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "orderedmultidict-1.0.1-py2.py3-none-any.whl", hash = "sha256:43c839a17ee3cdd62234c47deca1a8508a3f2ca1d0678a3bf791c87cf84adbf3"}, {file = "orderedmultidict-1.0.1.tar.gz", hash = "sha256:04070bbb5e87291cc9bfa51df413677faf2141c73c61d2a5f7b26bea3cd882ad"}, @@ -394,6 +417,7 @@ version = "3.10.15" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "orjson-3.10.15-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:552c883d03ad185f720d0c09583ebde257e41b9521b74ff40e08b7dec4559c04"}, {file = "orjson-3.10.15-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:616e3e8d438d02e4854f70bfdc03a6bcdb697358dbaa6bcd19cbe24d24ece1f8"}, @@ -482,6 +506,7 @@ version = "23.1" description = "Core utilities for Python packages" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "packaging-23.1-py3-none-any.whl", hash = "sha256:994793af429502c4ea2ebf6bf664629d07c1a9fe974af92966e4b8d2df7edc61"}, {file = "packaging-23.1.tar.gz", hash = "sha256:a392980d2b6cffa644431898be54b0045151319d1e7ec34f0cfed48767dd334f"}, @@ -493,6 +518,7 @@ version = "0.10.2" description = "Utility library for gitignore style pattern matching of file paths." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "pathspec-0.10.2-py3-none-any.whl", hash = "sha256:88c2606f2c1e818b978540f73ecc908e13999c6c3a383daf3705652ae79807a5"}, {file = "pathspec-0.10.2.tar.gz", hash = "sha256:8f6bf73e5758fd365ef5d58ce09ac7c27d2833a8d7da51712eac6e27e35141b0"}, @@ -504,6 +530,8 @@ version = "1.3.10" description = "Resolve a name to an object." optional = false python-versions = ">=3.6" +groups = ["dev"] +markers = "python_version < \"3.9\"" files = [ {file = "pkgutil_resolve_name-1.3.10-py3-none-any.whl", hash = "sha256:ca27cc078d25c5ad71a9de0a7a330146c4e014c2462d9af19c6b828280649c5e"}, {file = "pkgutil_resolve_name-1.3.10.tar.gz", hash = "sha256:357d6c9e6a755653cfd78893817c0853af365dd51ec97f3d358a819373bbd174"}, @@ -515,6 +543,7 @@ version = "2.5.4" description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "platformdirs-2.5.4-py3-none-any.whl", hash = "sha256:af0276409f9a02373d540bf8480021a048711d572745aef4b7842dad245eba10"}, {file = "platformdirs-2.5.4.tar.gz", hash = "sha256:1006647646d80f16130f052404c6b901e80ee4ed6bef6792e1f238a8969106f7"}, @@ -530,6 +559,7 @@ version = "2.0.1" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "pook-2.0.1-py3-none-any.whl", hash = "sha256:30d73c95e0520f45c1e3889f3bf486e990b6f04b4915aa9daf86cf0d8136b2e1"}, {file = "pook-2.0.1.tar.gz", hash = "sha256:e04c0e698f256438b4dfbf3ab1b27559f0ec25e42176823167f321f4e8b9c9e4"}, @@ -546,13 +576,14 @@ version = "2.15.0" description = "Pygments is a syntax highlighting package written in Python." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "Pygments-2.15.0-py3-none-any.whl", hash = "sha256:77a3299119af881904cd5ecd1ac6a66214b6e9bed1f2db16993b54adede64094"}, {file = "Pygments-2.15.0.tar.gz", hash = "sha256:f7e36cffc4c517fbc252861b9a6e4644ca0e5abadf9a113c72d1358ad09b9500"}, ] [package.extras] -plugins = ["importlib-metadata"] +plugins = ["importlib-metadata ; python_version < \"3.8\""] [[package]] name = "pyrsistent" @@ -560,6 +591,7 @@ version = "0.19.2" description = "Persistent/Functional/Immutable data structures" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "pyrsistent-0.19.2-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:d6982b5a0237e1b7d876b60265564648a69b14017f3b5f908c5be2de3f9abb7a"}, {file = "pyrsistent-0.19.2-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:187d5730b0507d9285a96fca9716310d572e5464cadd19f22b63a6976254d77a"}, @@ -591,6 +623,7 @@ version = "2022.6" description = "World timezone definitions, modern and historical" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "pytz-2022.6-py2.py3-none-any.whl", hash = "sha256:222439474e9c98fced559f1709d89e6c9cbf8d79c794ff3eb9f8800064291427"}, {file = "pytz-2022.6.tar.gz", hash = "sha256:e89512406b793ca39f5971bc999cc538ce125c0e51c27941bef4568b460095e2"}, @@ -602,6 +635,7 @@ version = "2.32.0" description = "Python HTTP for Humans." optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "requests-2.32.0-py3-none-any.whl", hash = "sha256:f2c3881dddb70d056c5bd7600a4fae312b2a300e39be6a118d30b90bd27262b5"}, {file = "requests-2.32.0.tar.gz", hash = "sha256:fa5490319474c82ef1d2c9bc459d3652e3ae4ef4c4ebdd18a21145a47ca4b6b8"}, @@ -623,6 +657,7 @@ version = "1.16.0" description = "Python 2 and 3 compatibility utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*" +groups = ["dev"] files = [ {file = "six-1.16.0-py2.py3-none-any.whl", hash = "sha256:8abb2f1d86890a2dfb989f9a77cfcfd3e47c2a354b01111771326f8aa26e0254"}, {file = "six-1.16.0.tar.gz", hash = "sha256:1e61c37477a1626458e36f7b1d82aa5c9b094fa4802892072e49de9c60c4c926"}, @@ -634,6 +669,7 @@ version = "2.2.0" description = "This package provides 29 stemmers for 28 languages generated from Snowball algorithms." optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "snowballstemmer-2.2.0-py2.py3-none-any.whl", hash = "sha256:c8e1716e83cc398ae16824e5572ae04e0d9fc2c6b985fb0f900f5f0c96ecba1a"}, {file = "snowballstemmer-2.2.0.tar.gz", hash = "sha256:09b16deb8547d3412ad7b590689584cd0fe25ec8db3be37788be3810cbf19cb1"}, @@ -645,6 +681,7 @@ version = "7.1.2" description = "Python documentation generator" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "sphinx-7.1.2-py3-none-any.whl", hash = "sha256:d170a81825b2fcacb6dfd5a0d7f578a053e45d3f2b153fecc948c37344eb4cbe"}, {file = "sphinx-7.1.2.tar.gz", hash = "sha256:780f4d32f1d7d1126576e0e5ecc19dc32ab76cd24e950228dcf7b1f6d3d9e22f"}, @@ -680,6 +717,7 @@ version = "2.0.1" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "sphinx_autodoc_typehints-2.0.1-py3-none-any.whl", hash = "sha256:f73ae89b43a799e587e39266672c1075b2ef783aeb382d3ebed77c38a3fc0149"}, {file = 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"sha256:806111e5e962be97c29ec4c1e7fe277bfd19e9652fb1a4392105b43e01af885a"}, @@ -733,6 +773,7 @@ version = "1.0.2" description = "sphinxcontrib-devhelp is a sphinx extension which outputs Devhelp document." optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "sphinxcontrib-devhelp-1.0.2.tar.gz", hash = "sha256:ff7f1afa7b9642e7060379360a67e9c41e8f3121f2ce9164266f61b9f4b338e4"}, {file = "sphinxcontrib_devhelp-1.0.2-py2.py3-none-any.whl", hash = "sha256:8165223f9a335cc1af7ffe1ed31d2871f325254c0423bc0c4c7cd1c1e4734a2e"}, @@ -748,6 +789,7 @@ version = "2.0.0" description = "sphinxcontrib-htmlhelp is a sphinx extension which renders HTML help files" optional = false python-versions = ">=3.6" +groups = ["dev"] files = [ {file = "sphinxcontrib-htmlhelp-2.0.0.tar.gz", hash = "sha256:f5f8bb2d0d629f398bf47d0d69c07bc13b65f75a81ad9e2f71a63d4b7a2f6db2"}, {file = "sphinxcontrib_htmlhelp-2.0.0-py2.py3-none-any.whl", hash = "sha256:d412243dfb797ae3ec2b59eca0e52dac12e75a241bf0e4eb861e450d06c6ed07"}, @@ -763,6 +805,7 @@ version = "4.1" description = "Extension to include jQuery on newer Sphinx releases" optional = false python-versions = ">=2.7" +groups = ["dev"] files = [ {file = "sphinxcontrib-jquery-4.1.tar.gz", hash = "sha256:1620739f04e36a2c779f1a131a2dfd49b2fd07351bf1968ced074365933abc7a"}, {file = "sphinxcontrib_jquery-4.1-py2.py3-none-any.whl", hash = "sha256:f936030d7d0147dd026a4f2b5a57343d233f1fc7b363f68b3d4f1cb0993878ae"}, @@ -777,6 +820,7 @@ version = "1.0.1" description = "A sphinx extension which renders display math in HTML via JavaScript" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "sphinxcontrib-jsmath-1.0.1.tar.gz", hash = "sha256:a9925e4a4587247ed2191a22df5f6970656cb8ca2bd6284309578f2153e0c4b8"}, {file = "sphinxcontrib_jsmath-1.0.1-py2.py3-none-any.whl", hash = "sha256:2ec2eaebfb78f3f2078e73666b1415417a116cc848b72e5172e596c871103178"}, @@ -791,6 +835,7 @@ version = "1.0.3" description = "sphinxcontrib-qthelp is a sphinx extension which outputs QtHelp document." optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "sphinxcontrib-qthelp-1.0.3.tar.gz", hash = "sha256:4c33767ee058b70dba89a6fc5c1892c0d57a54be67ddd3e7875a18d14cba5a72"}, {file = "sphinxcontrib_qthelp-1.0.3-py2.py3-none-any.whl", hash = "sha256:bd9fc24bcb748a8d51fd4ecaade681350aa63009a347a8c14e637895444dfab6"}, @@ -806,6 +851,7 @@ version = "1.1.5" description = "sphinxcontrib-serializinghtml is a sphinx extension which outputs \"serialized\" HTML files (json and pickle)." optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "sphinxcontrib-serializinghtml-1.1.5.tar.gz", hash = "sha256:aa5f6de5dfdf809ef505c4895e51ef5c9eac17d0f287933eb49ec495280b6952"}, {file = "sphinxcontrib_serializinghtml-1.1.5-py2.py3-none-any.whl", hash = "sha256:352a9a00ae864471d3a7ead8d7d79f5fc0b57e8b3f95e9867eb9eb28999b92fd"}, @@ -821,6 +867,8 @@ version = "2.0.1" description = "A lil' TOML parser" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version < \"3.11\"" files = [ {file = "tomli-2.0.1-py3-none-any.whl", hash = "sha256:939de3e7a6161af0c887ef91b7d41a53e7c5a1ca976325f429cb46ea9bc30ecc"}, {file = "tomli-2.0.1.tar.gz", hash = "sha256:de526c12914f0c550d15924c62d72abc48d6fe7364aa87328337a31007fe8a4f"}, @@ -832,6 +880,7 @@ version = "2021.10.8.3" description = "Typing stubs for certifi" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "types-certifi-2021.10.8.3.tar.gz", hash = "sha256:72cf7798d165bc0b76e1c10dd1ea3097c7063c42c21d664523b928e88b554a4f"}, {file = "types_certifi-2021.10.8.3-py3-none-any.whl", hash = "sha256:b2d1e325e69f71f7c78e5943d410e650b4707bb0ef32e4ddf3da37f54176e88a"}, @@ -843,6 +892,7 @@ version = "75.8.0.20250110" description = "Typing stubs for setuptools" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "types_setuptools-75.8.0.20250110-py3-none-any.whl", hash = "sha256:a9f12980bbf9bcdc23ecd80755789085bad6bfce4060c2275bc2b4ca9f2bc480"}, {file = "types_setuptools-75.8.0.20250110.tar.gz", hash = "sha256:96f7ec8bbd6e0a54ea180d66ad68ad7a1d7954e7281a710ea2de75e355545271"}, @@ -854,6 +904,7 @@ version = "1.26.25.14" description = "Typing stubs for urllib3" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "types-urllib3-1.26.25.14.tar.gz", hash = "sha256:229b7f577c951b8c1b92c1bc2b2fdb0b49847bd2af6d1cc2a2e3dd340f3bda8f"}, {file = "types_urllib3-1.26.25.14-py3-none-any.whl", hash = "sha256:9683bbb7fb72e32bfe9d2be6e04875fbe1b3eeec3cbb4ea231435aa7fd6b4f0e"}, @@ -865,6 +916,7 @@ version = "4.12.2" description = "Backported and Experimental Type Hints for Python 3.8+" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "typing_extensions-4.12.2-py3-none-any.whl", hash = "sha256:04e5ca0351e0f3f85c6853954072df659d0d13fac324d0072316b67d7794700d"}, {file = "typing_extensions-4.12.2.tar.gz", hash = "sha256:1a7ead55c7e559dd4dee8856e3a88b41225abfe1ce8df57b7c13915fe121ffb8"}, @@ -876,13 +928,14 @@ version = "2.2.3" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false python-versions = ">=3.8" +groups = ["main", "dev"] files = [ {file = "urllib3-2.2.3-py3-none-any.whl", hash = "sha256:ca899ca043dcb1bafa3e262d73aa25c465bfb49e0bd9dd5d59f1d0acba2f8fac"}, {file = "urllib3-2.2.3.tar.gz", hash = "sha256:e7d814a81dad81e6caf2ec9fdedb284ecc9c73076b62654547cc64ccdcae26e9"}, ] [package.extras] -brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)"] +brotli = ["brotli (>=1.0.9) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\""] h2 = ["h2 (>=4,<5)"] socks = ["pysocks (>=1.5.6,!=1.5.7,<2.0)"] zstd = ["zstandard (>=0.18.0)"] @@ -893,6 +946,7 @@ version = "13.1" description = "An implementation of the WebSocket Protocol (RFC 6455 & 7692)" optional = false python-versions = ">=3.8" +groups = ["main"] files = [ {file = "websockets-13.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:f48c749857f8fb598fb890a75f540e3221d0976ed0bf879cf3c7eef34151acee"}, {file = "websockets-13.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:c7e72ce6bda6fb9409cc1e8164dd41d7c91466fb599eb047cfda72fe758a34a7"}, @@ -988,6 +1042,7 @@ version = "0.13.0" description = "Makes working with XML feel like you are working with JSON" optional = false python-versions = ">=3.4" +groups = ["dev"] files = [ {file = "xmltodict-0.13.0-py2.py3-none-any.whl", hash = "sha256:aa89e8fd76320154a40d19a0df04a4695fb9dc5ba977cbb68ab3e4eb225e7852"}, {file = "xmltodict-0.13.0.tar.gz", hash = "sha256:341595a488e3e01a85a9d8911d8912fd922ede5fecc4dce437eb4b6c8d037e56"}, @@ -999,6 +1054,8 @@ version = "3.19.1" description = "Backport of pathlib-compatible object wrapper for zip files" optional = false python-versions = ">=3.8" +groups = ["dev"] +markers = "python_version < \"3.10\"" files = [ {file = "zipp-3.19.1-py3-none-any.whl", hash = "sha256:2828e64edb5386ea6a52e7ba7cdb17bb30a73a858f5eb6eb93d8d36f5ea26091"}, {file = "zipp-3.19.1.tar.gz", hash = "sha256:35427f6d5594f4acf82d25541438348c26736fa9b3afa2754bcd63cdb99d8e8f"}, @@ -1009,6 +1066,6 @@ doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linke test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy", "pytest-ruff (>=0.2.1)"] [metadata] -lock-version = "2.0" +lock-version = "2.1" python-versions = "^3.8" content-hash = "c80bc058f0871dd694ea1761d3266a1d46d0265b19312868ccc7e5cf3dbe3244" From 1cb16d382812eb402d2b6f6f3335bf0f59f1470c Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 23 Apr 2025 15:45:25 -0700 Subject: [PATCH 262/313] Adds IPOs, Short Interest/Volume, and Treasury Yields (#875) * Adds IPOs, Short Interest/Volume, and Treasury Yields * Fix docs url --- examples/rest/economy-treasury_yields.py | 13 ++ examples/rest/stocks-ipos.py | 2 +- examples/rest/stocks-short_interest.py | 13 ++ examples/rest/stocks-short_volume.py | 13 ++ polygon/rest/models/tickers.py | 112 +++++++++++++- polygon/rest/vX.py | 183 ++++++++++++++++++++++- 6 files changed, 328 insertions(+), 8 deletions(-) create mode 100644 examples/rest/economy-treasury_yields.py create mode 100644 examples/rest/stocks-short_interest.py create mode 100644 examples/rest/stocks-short_volume.py diff --git a/examples/rest/economy-treasury_yields.py b/examples/rest/economy-treasury_yields.py new file mode 100644 index 00000000..011b1866 --- /dev/null +++ b/examples/rest/economy-treasury_yields.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/rest/economy/treasury-yields + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +yields = [] +for date in client.vx.list_treasury_yields(): + yields.append(date) + +print(yields) diff --git a/examples/rest/stocks-ipos.py b/examples/rest/stocks-ipos.py index 54852335..cc09f61b 100644 --- a/examples/rest/stocks-ipos.py +++ b/examples/rest/stocks-ipos.py @@ -1,7 +1,7 @@ from polygon import RESTClient # docs -# https://polygon.io/docs/stocks/get_vx_reference_ipos +# https://polygon.io/docs/rest/stocks/corporate-actions/ipos # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used diff --git a/examples/rest/stocks-short_interest.py b/examples/rest/stocks-short_interest.py new file mode 100644 index 00000000..3b64cd2a --- /dev/null +++ b/examples/rest/stocks-short_interest.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/rest/stocks/fundamentals/short-interest + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +items = [] +for item in client.vx.list_short_interest(ticker="RDDT"): + items.append(item) + +print(items) diff --git a/examples/rest/stocks-short_volume.py b/examples/rest/stocks-short_volume.py new file mode 100644 index 00000000..711bfd47 --- /dev/null +++ b/examples/rest/stocks-short_volume.py @@ -0,0 +1,13 @@ +from polygon import RESTClient + +# docs +# https://polygon.io/docs/rest/stocks/fundamentals/short-volume + +# client = RESTClient("XXXXXX") # hardcoded api_key is used +client = RESTClient() # POLYGON_API_KEY environment variable is used + +items = [] +for item in client.vx.list_short_volume(ticker="RDDT"): + items.append(item) + +print(items) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 317275ed..76cb6f6f 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -1,5 +1,4 @@ from typing import Optional, List - from ...modelclass import modelclass @@ -255,10 +254,6 @@ def from_dict(d): return TickerChangeResults(**d) -from typing import Optional -from ...modelclass import modelclass - - @modelclass class IPOListing: """ @@ -310,3 +305,110 @@ def from_dict(d): total_offer_size=d.get("total_offer_size"), us_code=d.get("us_code"), ) + + +@modelclass +class ShortInterest: + """ + Short Interest data for a specific identifier. + """ + + avg_daily_volume: Optional[int] = None + days_to_cover: Optional[float] = None + settlement_date: Optional[str] = None + short_interest: Optional[int] = None + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return ShortInterest( + avg_daily_volume=d.get("avg_daily_volume"), + days_to_cover=d.get("days_to_cover"), + settlement_date=d.get("settlement_date"), + short_interest=d.get("short_interest"), + ticker=d.get("ticker"), + ) + + +@modelclass +class ShortVolume: + """ + Short Volume data for a specific identifier on a given date. + """ + + adf_short_volume: Optional[int] = None + adf_short_volume_exempt: Optional[int] = None + date: Optional[str] = None + exempt_volume: Optional[int] = None + nasdaq_carteret_short_volume: Optional[int] = None + nasdaq_carteret_short_volume_exempt: Optional[int] = None + nasdaq_chicago_short_volume: Optional[int] = None + nasdaq_chicago_short_volume_exempt: Optional[int] = None + non_exempt_volume: Optional[int] = None + nyse_short_volume: Optional[int] = None + nyse_short_volume_exempt: Optional[int] = None + short_volume: Optional[int] = None + short_volume_ratio: Optional[float] = None + ticker: Optional[str] = None + total_volume: Optional[int] = None + + @staticmethod + def from_dict(d): + return ShortVolume( + adf_short_volume=d.get("adf_short_volume"), + adf_short_volume_exempt=d.get("adf_short_volume_exempt"), + date=d.get("date"), + exempt_volume=d.get("exempt_volume"), + nasdaq_carteret_short_volume=d.get("nasdaq_carteret_short_volume"), + nasdaq_carteret_short_volume_exempt=d.get( + "nasdaq_carteret_short_volume_exempt" + ), + nasdaq_chicago_short_volume=d.get("nasdaq_chicago_short_volume"), + nasdaq_chicago_short_volume_exempt=d.get( + "nasdaq_chicago_short_volume_exempt" + ), + non_exempt_volume=d.get("non_exempt_volume"), + nyse_short_volume=d.get("nyse_short_volume"), + nyse_short_volume_exempt=d.get("nyse_short_volume_exempt"), + short_volume=d.get("short_volume"), + short_volume_ratio=d.get("short_volume_ratio"), + ticker=d.get("ticker"), + total_volume=d.get("total_volume"), + ) + + +@modelclass +class TreasuryYield: + """ + Treasury yield data for a specific date. + """ + + date: Optional[str] = None + yield_1_month: Optional[float] = None + yield_3_month: Optional[float] = None + yield_6_month: Optional[float] = None + yield_1_year: Optional[float] = None + yield_2_year: Optional[float] = None + yield_3_year: Optional[float] = None + yield_5_year: Optional[float] = None + yield_7_year: Optional[float] = None + yield_10_year: Optional[float] = None + yield_20_year: Optional[float] = None + yield_30_year: Optional[float] = None + + @staticmethod + def from_dict(d): + return TreasuryYield( + date=d.get("date"), + yield_1_month=d.get("yield_1_month"), + yield_3_month=d.get("yield_3_month"), + yield_6_month=d.get("yield_6_month"), + yield_1_year=d.get("yield_1_year"), + yield_2_year=d.get("yield_2_year"), + yield_3_year=d.get("yield_3_year"), + yield_5_year=d.get("yield_5_year"), + yield_7_year=d.get("yield_7_year"), + yield_10_year=d.get("yield_10_year"), + yield_20_year=d.get("yield_20_year"), + yield_30_year=d.get("yield_30_year"), + ) diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index 228134d4..23f0e94e 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -1,9 +1,17 @@ from .base import BaseClient from typing import Optional, Any, Dict, List, Union, Iterator -from .models import StockFinancial, IPOListing, Timeframe, Sort, Order +from .models import ( + StockFinancial, + IPOListing, + ShortInterest, + ShortVolume, + TreasuryYield, + Timeframe, + Sort, + Order, +) from urllib3 import HTTPResponse from datetime import datetime, date - from .models.request import RequestOptionBuilder @@ -77,6 +85,10 @@ def list_ipos( us_code: Optional[str] = None, isin: Optional[str] = None, listing_date: Optional[str] = None, + listing_date_lt: Optional[str] = None, + listing_date_lte: Optional[str] = None, + listing_date_gt: Optional[str] = None, + listing_date_gte: Optional[str] = None, ipo_status: Optional[str] = None, limit: Optional[int] = None, sort: Optional[Union[str, Sort]] = None, @@ -111,3 +123,170 @@ def list_ipos( result_key="results", options=options, ) + + def list_short_interest( + self, + ticker: Optional[str] = None, + days_to_cover: Optional[str] = None, + days_to_cover_lt: Optional[str] = None, + days_to_cover_lte: Optional[str] = None, + days_to_cover_gt: Optional[str] = None, + days_to_cover_gte: Optional[str] = None, + settlement_date: Optional[str] = None, + settlement_date_lt: Optional[str] = None, + settlement_date_lte: Optional[str] = None, + settlement_date_gt: Optional[str] = None, + settlement_date_gte: Optional[str] = None, + avg_daily_volume: Optional[str] = None, + avg_daily_volume_lt: Optional[str] = None, + avg_daily_volume_lte: Optional[str] = None, + avg_daily_volume_gt: Optional[str] = None, + avg_daily_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortInterest], HTTPResponse]: + """ + Retrieve short interest data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param days_to_cover: Filter by the days to cover value. + :param days_to_cover_lt: Filter for days to cover dates less than the provided date. + :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date. + :param days_to_cover_gt: Filter for days to cover dates greater than the provided date. + :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date. + :param settlement_date: Filter by settlement date (YYYY-MM-DD). + :param settlement_date_lt: Filter for settlement dates less than the provided date. + :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date. + :param settlement_date_gt: Filter for settlement dates greater than the provided date. + :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date. + :param avg_daily_volume: Filter by average daily volume. + :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date. + :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date. + :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date. + :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortInterest objects or HTTPResponse if raw=True. + """ + url = "/stocks/vX/short-interest" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_interest, locals()), + deserializer=ShortInterest.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_short_volume( + self, + ticker: Optional[str] = None, + date: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + short_volume_ratio: Optional[str] = None, + short_volume_ratio_lt: Optional[str] = None, + short_volume_ratio_lte: Optional[str] = None, + short_volume_ratio_gt: Optional[str] = None, + short_volume_ratio_gte: Optional[str] = None, + total_volume: Optional[str] = None, + total_volume_lt: Optional[str] = None, + total_volume_lte: Optional[str] = None, + total_volume_gt: Optional[str] = None, + total_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortVolume], HTTPResponse]: + """ + Retrieve short volume data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param date: Filter by the date of trade activity (YYYY-MM-DD). + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param short_volume_ratio: Filter by short volume ratio. + :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date. + :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date. + :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date. + :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date. + :param total_volume: Filter by total volume. + :param total_volume_lt: Filter for total volume less than the provided date. + :param total_volume_lte: Filter for total volume less than or equal to the provided date. + :param total_volume_gt: Filter for total volume greater than the provided date. + :param total_volume_gte: Filter for total volume greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortVolume objects or HTTPResponse if raw=True. + """ + url = "/stocks/vX/short-volume" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_volume, locals()), + deserializer=ShortVolume.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_treasury_yields( + self, + date: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[TreasuryYield], HTTPResponse]: + """ + Retrieve treasury yield data. + + :param date: Calendar date of the yield observation (YYYY-MM-DD). + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param limit: Limit the number of results returned. Default 100, max 50000. + :param sort: Field to sort by (e.g., "date"). Default "date". + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of TreasuryYield objects or HTTPResponse if raw=True. + """ + url = "/fed/vX/treasury-yields" + + return self._paginate( + path=url, + params=self._get_params(self.list_treasury_yields, locals()), + deserializer=TreasuryYield.from_dict, + raw=raw, + result_key="results", + options=options, + ) From 1bc22c325ac8ae0d49656fcad46cce949803a34f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 29 Apr 2025 10:13:59 -0700 Subject: [PATCH 263/313] Bump certifi from 2025.1.31 to 2025.4.26 (#877) Bumps [certifi](https://github.com/certifi/python-certifi) from 2025.1.31 to 2025.4.26. - [Commits](https://github.com/certifi/python-certifi/compare/2025.01.31...2025.04.26) --- updated-dependencies: - dependency-name: certifi dependency-version: 2025.4.26 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8a686894..e657d9cb 100644 --- a/poetry.lock +++ b/poetry.lock @@ -94,14 +94,14 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2025.1.31" +version = "2025.4.26" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" groups = ["main", "dev"] files = [ - {file = "certifi-2025.1.31-py3-none-any.whl", hash = "sha256:ca78db4565a652026a4db2bcdf68f2fb589ea80d0be70e03929ed730746b84fe"}, - {file = "certifi-2025.1.31.tar.gz", hash = "sha256:3d5da6925056f6f18f119200434a4780a94263f10d1c21d032a6f6b2baa20651"}, + {file = "certifi-2025.4.26-py3-none-any.whl", hash = "sha256:30350364dfe371162649852c63336a15c70c6510c2ad5015b21c2345311805f3"}, + {file = "certifi-2025.4.26.tar.gz", hash = "sha256:0a816057ea3cdefcef70270d2c515e4506bbc954f417fa5ade2021213bb8f0c6"}, ] [[package]] From 4ed1624ea6e0ce596304e3c70101f46623fb99c4 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 3 Jun 2025 11:35:18 -0700 Subject: [PATCH 264/313] Update endpoints from vX to v1 (#881) --- examples/rest/economy-treasury_yields.py | 2 +- examples/rest/stocks-short_interest.py | 2 +- examples/rest/stocks-short_volume.py | 2 +- polygon/rest/reference.py | 170 +++++++++++++++++++++++ polygon/rest/vX.py | 170 ----------------------- 5 files changed, 173 insertions(+), 173 deletions(-) diff --git a/examples/rest/economy-treasury_yields.py b/examples/rest/economy-treasury_yields.py index 011b1866..7be77fcf 100644 --- a/examples/rest/economy-treasury_yields.py +++ b/examples/rest/economy-treasury_yields.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used yields = [] -for date in client.vx.list_treasury_yields(): +for date in client.list_treasury_yields(): yields.append(date) print(yields) diff --git a/examples/rest/stocks-short_interest.py b/examples/rest/stocks-short_interest.py index 3b64cd2a..6a9f7ea1 100644 --- a/examples/rest/stocks-short_interest.py +++ b/examples/rest/stocks-short_interest.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used items = [] -for item in client.vx.list_short_interest(ticker="RDDT"): +for item in client.list_short_interest(ticker="RDDT"): items.append(item) print(items) diff --git a/examples/rest/stocks-short_volume.py b/examples/rest/stocks-short_volume.py index 711bfd47..c127867a 100644 --- a/examples/rest/stocks-short_volume.py +++ b/examples/rest/stocks-short_volume.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used items = [] -for item in client.vx.list_short_volume(ticker="RDDT"): +for item in client.list_short_volume(ticker="RDDT"): items.append(item) print(items) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 7af5b10f..e1695cb2 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -22,6 +22,9 @@ SIP, Exchange, OptionsContract, + ShortInterest, + ShortVolume, + TreasuryYield, ) from urllib3 import HTTPResponse from datetime import date @@ -567,3 +570,170 @@ def list_options_contracts( deserializer=OptionsContract.from_dict, options=options, ) + + def list_short_interest( + self, + ticker: Optional[str] = None, + days_to_cover: Optional[str] = None, + days_to_cover_lt: Optional[str] = None, + days_to_cover_lte: Optional[str] = None, + days_to_cover_gt: Optional[str] = None, + days_to_cover_gte: Optional[str] = None, + settlement_date: Optional[str] = None, + settlement_date_lt: Optional[str] = None, + settlement_date_lte: Optional[str] = None, + settlement_date_gt: Optional[str] = None, + settlement_date_gte: Optional[str] = None, + avg_daily_volume: Optional[str] = None, + avg_daily_volume_lt: Optional[str] = None, + avg_daily_volume_lte: Optional[str] = None, + avg_daily_volume_gt: Optional[str] = None, + avg_daily_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortInterest], HTTPResponse]: + """ + Retrieve short interest data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param days_to_cover: Filter by the days to cover value. + :param days_to_cover_lt: Filter for days to cover dates less than the provided date. + :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date. + :param days_to_cover_gt: Filter for days to cover dates greater than the provided date. + :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date. + :param settlement_date: Filter by settlement date (YYYY-MM-DD). + :param settlement_date_lt: Filter for settlement dates less than the provided date. + :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date. + :param settlement_date_gt: Filter for settlement dates greater than the provided date. + :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date. + :param avg_daily_volume: Filter by average daily volume. + :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date. + :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date. + :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date. + :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortInterest objects or HTTPResponse if raw=True. + """ + url = "/stocks/v1/short-interest" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_interest, locals()), + deserializer=ShortInterest.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_short_volume( + self, + ticker: Optional[str] = None, + date: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + short_volume_ratio: Optional[str] = None, + short_volume_ratio_lt: Optional[str] = None, + short_volume_ratio_lte: Optional[str] = None, + short_volume_ratio_gt: Optional[str] = None, + short_volume_ratio_gte: Optional[str] = None, + total_volume: Optional[str] = None, + total_volume_lt: Optional[str] = None, + total_volume_lte: Optional[str] = None, + total_volume_gt: Optional[str] = None, + total_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortVolume], HTTPResponse]: + """ + Retrieve short volume data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param date: Filter by the date of trade activity (YYYY-MM-DD). + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param short_volume_ratio: Filter by short volume ratio. + :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date. + :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date. + :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date. + :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date. + :param total_volume: Filter by total volume. + :param total_volume_lt: Filter for total volume less than the provided date. + :param total_volume_lte: Filter for total volume less than or equal to the provided date. + :param total_volume_gt: Filter for total volume greater than the provided date. + :param total_volume_gte: Filter for total volume greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortVolume objects or HTTPResponse if raw=True. + """ + url = "/stocks/v1/short-volume" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_volume, locals()), + deserializer=ShortVolume.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_treasury_yields( + self, + date: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[TreasuryYield], HTTPResponse]: + """ + Retrieve treasury yield data. + + :param date: Calendar date of the yield observation (YYYY-MM-DD). + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param limit: Limit the number of results returned. Default 100, max 50000. + :param sort: Field to sort by (e.g., "date"). Default "date". + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of TreasuryYield objects or HTTPResponse if raw=True. + """ + url = "/fed/v1/treasury-yields" + + return self._paginate( + path=url, + params=self._get_params(self.list_treasury_yields, locals()), + deserializer=TreasuryYield.from_dict, + raw=raw, + result_key="results", + options=options, + ) diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index 23f0e94e..ebd95a1a 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -3,9 +3,6 @@ from .models import ( StockFinancial, IPOListing, - ShortInterest, - ShortVolume, - TreasuryYield, Timeframe, Sort, Order, @@ -123,170 +120,3 @@ def list_ipos( result_key="results", options=options, ) - - def list_short_interest( - self, - ticker: Optional[str] = None, - days_to_cover: Optional[str] = None, - days_to_cover_lt: Optional[str] = None, - days_to_cover_lte: Optional[str] = None, - days_to_cover_gt: Optional[str] = None, - days_to_cover_gte: Optional[str] = None, - settlement_date: Optional[str] = None, - settlement_date_lt: Optional[str] = None, - settlement_date_lte: Optional[str] = None, - settlement_date_gt: Optional[str] = None, - settlement_date_gte: Optional[str] = None, - avg_daily_volume: Optional[str] = None, - avg_daily_volume_lt: Optional[str] = None, - avg_daily_volume_lte: Optional[str] = None, - avg_daily_volume_gt: Optional[str] = None, - avg_daily_volume_gte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[ShortInterest], HTTPResponse]: - """ - Retrieve short interest data for stocks. - - :param ticker: Filter by the primary ticker symbol. - :param days_to_cover: Filter by the days to cover value. - :param days_to_cover_lt: Filter for days to cover dates less than the provided date. - :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date. - :param days_to_cover_gt: Filter for days to cover dates greater than the provided date. - :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date. - :param settlement_date: Filter by settlement date (YYYY-MM-DD). - :param settlement_date_lt: Filter for settlement dates less than the provided date. - :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date. - :param settlement_date_gt: Filter for settlement dates greater than the provided date. - :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date. - :param avg_daily_volume: Filter by average daily volume. - :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date. - :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date. - :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date. - :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date. - :param limit: Limit the number of results returned. Default 10, max 50000. - :param sort: Field to sort by (e.g., "ticker"). - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of ShortInterest objects or HTTPResponse if raw=True. - """ - url = "/stocks/vX/short-interest" - - return self._paginate( - path=url, - params=self._get_params(self.list_short_interest, locals()), - deserializer=ShortInterest.from_dict, - raw=raw, - result_key="results", - options=options, - ) - - def list_short_volume( - self, - ticker: Optional[str] = None, - date: Optional[str] = None, - date_lt: Optional[str] = None, - date_lte: Optional[str] = None, - date_gt: Optional[str] = None, - date_gte: Optional[str] = None, - short_volume_ratio: Optional[str] = None, - short_volume_ratio_lt: Optional[str] = None, - short_volume_ratio_lte: Optional[str] = None, - short_volume_ratio_gt: Optional[str] = None, - short_volume_ratio_gte: Optional[str] = None, - total_volume: Optional[str] = None, - total_volume_lt: Optional[str] = None, - total_volume_lte: Optional[str] = None, - total_volume_gt: Optional[str] = None, - total_volume_gte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[ShortVolume], HTTPResponse]: - """ - Retrieve short volume data for stocks. - - :param ticker: Filter by the primary ticker symbol. - :param date: Filter by the date of trade activity (YYYY-MM-DD). - :param date_lt: Filter for dates less than the provided date. - :param date_lte: Filter for dates less than or equal to the provided date. - :param date_gt: Filter for dates greater than the provided date. - :param date_gte: Filter for dates greater than or equal to the provided date. - :param short_volume_ratio: Filter by short volume ratio. - :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date. - :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date. - :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date. - :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date. - :param total_volume: Filter by total volume. - :param total_volume_lt: Filter for total volume less than the provided date. - :param total_volume_lte: Filter for total volume less than or equal to the provided date. - :param total_volume_gt: Filter for total volume greater than the provided date. - :param total_volume_gte: Filter for total volume greater than or equal to the provided date. - :param limit: Limit the number of results returned. Default 10, max 50000. - :param sort: Field to sort by (e.g., "ticker"). - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of ShortVolume objects or HTTPResponse if raw=True. - """ - url = "/stocks/vX/short-volume" - - return self._paginate( - path=url, - params=self._get_params(self.list_short_volume, locals()), - deserializer=ShortVolume.from_dict, - raw=raw, - result_key="results", - options=options, - ) - - def list_treasury_yields( - self, - date: Optional[str] = None, - date_gt: Optional[str] = None, - date_gte: Optional[str] = None, - date_lt: Optional[str] = None, - date_lte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[TreasuryYield], HTTPResponse]: - """ - Retrieve treasury yield data. - - :param date: Calendar date of the yield observation (YYYY-MM-DD). - :param date_gt: Filter for dates greater than the provided date. - :param date_gte: Filter for dates greater than or equal to the provided date. - :param date_lt: Filter for dates less than the provided date. - :param date_lte: Filter for dates less than or equal to the provided date. - :param limit: Limit the number of results returned. Default 100, max 50000. - :param sort: Field to sort by (e.g., "date"). Default "date". - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of TreasuryYield objects or HTTPResponse if raw=True. - """ - url = "/fed/vX/treasury-yields" - - return self._paginate( - path=url, - params=self._get_params(self.list_treasury_yields, locals()), - deserializer=TreasuryYield.from_dict, - raw=raw, - result_key="results", - options=options, - ) From c01504008adddedaa634033e83659663bba5780f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 10 Jun 2025 10:33:18 -0700 Subject: [PATCH 265/313] Bump requests from 2.32.0 to 2.32.4 (#885) Bumps [requests](https://github.com/psf/requests) from 2.32.0 to 2.32.4. - [Release notes](https://github.com/psf/requests/releases) - [Changelog](https://github.com/psf/requests/blob/main/HISTORY.md) - [Commits](https://github.com/psf/requests/compare/v2.32.0...v2.32.4) --- updated-dependencies: - dependency-name: requests dependency-version: 2.32.4 dependency-type: indirect ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index e657d9cb..66e31bcc 100644 --- a/poetry.lock +++ b/poetry.lock @@ -631,19 +631,19 @@ files = [ [[package]] name = "requests" -version = "2.32.0" +version = "2.32.4" description = "Python HTTP for Humans." optional = false python-versions = ">=3.8" groups = ["dev"] files = [ - {file = "requests-2.32.0-py3-none-any.whl", hash = "sha256:f2c3881dddb70d056c5bd7600a4fae312b2a300e39be6a118d30b90bd27262b5"}, - {file = "requests-2.32.0.tar.gz", hash = "sha256:fa5490319474c82ef1d2c9bc459d3652e3ae4ef4c4ebdd18a21145a47ca4b6b8"}, + {file = "requests-2.32.4-py3-none-any.whl", hash = "sha256:27babd3cda2a6d50b30443204ee89830707d396671944c998b5975b031ac2b2c"}, + {file = "requests-2.32.4.tar.gz", hash = "sha256:27d0316682c8a29834d3264820024b62a36942083d52caf2f14c0591336d3422"}, ] [package.dependencies] certifi = ">=2017.4.17" -charset-normalizer = ">=2,<4" +charset_normalizer = ">=2,<4" idna = ">=2.5,<4" urllib3 = ">=1.21.1,<3" From 0bbcb6774bda25f09aa5ef0d88d59cc16a0d2ecd Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 16 Jun 2025 11:18:16 -0700 Subject: [PATCH 266/313] Bump certifi from 2025.4.26 to 2025.6.15 (#889) Bumps [certifi](https://github.com/certifi/python-certifi) from 2025.4.26 to 2025.6.15. - [Commits](https://github.com/certifi/python-certifi/compare/2025.04.26...2025.06.15) --- updated-dependencies: - dependency-name: certifi dependency-version: 2025.6.15 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index 66e31bcc..832ab989 100644 --- a/poetry.lock +++ b/poetry.lock @@ -94,14 +94,14 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2025.4.26" +version = "2025.6.15" description = "Python package for providing Mozilla's CA Bundle." optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" groups = ["main", "dev"] files = [ - {file = "certifi-2025.4.26-py3-none-any.whl", hash = "sha256:30350364dfe371162649852c63336a15c70c6510c2ad5015b21c2345311805f3"}, - {file = "certifi-2025.4.26.tar.gz", hash = "sha256:0a816057ea3cdefcef70270d2c515e4506bbc954f417fa5ade2021213bb8f0c6"}, + {file = "certifi-2025.6.15-py3-none-any.whl", hash = "sha256:2e0c7ce7cb5d8f8634ca55d2ba7e6ec2689a2fd6537d8dec1296a477a4910057"}, + {file = "certifi-2025.6.15.tar.gz", hash = "sha256:d747aa5a8b9bbbb1bb8c22bb13e22bd1f18e9796defa16bab421f7f7a317323b"}, ] [[package]] From f60bfe4199c7ef1405556a0e2a0b86cccbe4411d Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 7 Jul 2025 01:28:53 -0700 Subject: [PATCH 267/313] Add futures beta support (#884) * Add futures beta support * Fix lint * Fix indent * Add websocket support * Fix lint * Fix lint errors * Make sure we support launchpad * Removed order param and added IEX back * Clean up imports * Sync futures client and models with spec * Added pagination flag and fixed base url parsing * Added note about pagination flag --- README.md | 35 +++ polygon/rest/__init__.py | 5 + polygon/rest/base.py | 15 +- polygon/rest/futures.py | 334 ++++++++++++++++++++++++++ polygon/rest/models/__init__.py | 1 + polygon/rest/models/futures.py | 346 +++++++++++++++++++++++++++ polygon/websocket/__init__.py | 13 +- polygon/websocket/models/__init__.py | 121 +++++++--- polygon/websocket/models/common.py | 11 +- polygon/websocket/models/models.py | 90 +++++++ 10 files changed, 917 insertions(+), 54 deletions(-) create mode 100644 polygon/rest/futures.py create mode 100644 polygon/rest/models/futures.py diff --git a/README.md b/README.md index aaf7bb5f..7c0374e8 100644 --- a/README.md +++ b/README.md @@ -62,6 +62,41 @@ for quote in quotes: print(quote) ``` +### Pagination Behavior + +By default, the client paginates results for endpoints like `list_trades` and `list_quotes` behind the scenes for you. Understanding how pagination interacts with the `limit` parameter is key. + +#### Default (Pagination Enabled) + +Pagination is enabled by default (`pagination=True`): + +* `limit` controls the page size, not the total number of results. +* The client automatically fetches all pages, yielding results until none remain. + +Here's an example: + +```python +client = RESTClient(api_key="") +trades = [t for t in client.list_trades(ticker="TSLA", limit=100)] +``` + +This fetches all TSLA trades, 100 per page. + +#### Disabling Pagination + +To return a fixed number of results and stop, disable pagination: + +```python +client = RESTClient(api_key="", pagination=False) +trades = [t for t in client.list_trades(ticker="TSLA", limit=100)] +``` + +This returns at most 100 total trades, no additional pages. + +### Performance Tip + +If you're fetching large datasets, always use the maximum supported limit for the API endpoint. This reduces the number of API calls and improves overall performance. + ### Additional Filter Parameters Many of the APIs in this client library support the use of additional filter parameters to refine your queries. Please refer to the specific API documentation for details on which filter parameters are supported for each endpoint. These filters can be applied using the following operators: diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index 7484378e..46f2b98f 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -1,4 +1,5 @@ from .aggs import AggsClient +from .futures import FuturesClient from .trades import TradesClient from .quotes import QuotesClient from .snapshot import SnapshotClient @@ -23,6 +24,7 @@ class RESTClient( AggsClient, + FuturesClient, TradesClient, QuotesClient, SnapshotClient, @@ -44,6 +46,7 @@ def __init__( num_pools: int = 10, retries: int = 3, base: str = BASE, + pagination: bool = True, verbose: bool = False, trace: bool = False, custom_json: Optional[Any] = None, @@ -55,6 +58,7 @@ def __init__( num_pools=num_pools, retries=retries, base=base, + pagination=pagination, verbose=verbose, trace=trace, custom_json=custom_json, @@ -66,6 +70,7 @@ def __init__( num_pools=num_pools, retries=retries, base=base, + pagination=pagination, verbose=verbose, trace=trace, custom_json=custom_json, diff --git a/polygon/rest/base.py b/polygon/rest/base.py index d9d4768a..76cf1430 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -10,7 +10,7 @@ from .models.request import RequestOptionBuilder from ..logging import get_logger import logging -from urllib.parse import urlencode +from urllib.parse import urlencode, urlparse from ..exceptions import AuthError, BadResponse logger = get_logger("RESTClient") @@ -30,6 +30,7 @@ def __init__( num_pools: int, retries: int, base: str, + pagination: bool, verbose: bool, trace: bool, custom_json: Optional[Any] = None, @@ -41,6 +42,7 @@ def __init__( self.API_KEY = api_key self.BASE = base + self.pagination = pagination self.headers = { "Authorization": "Bearer " + self.API_KEY, @@ -227,11 +229,14 @@ def _paginate_iter( return [] for t in decoded[result_key]: yield deserializer(t) - if "next_url" in decoded: - path = decoded["next_url"].replace(self.BASE, "") - params = {} - else: + if not self.pagination or "next_url" not in decoded: return + next_url = decoded["next_url"] + parsed = urlparse(next_url) + path = parsed.path + if parsed.query: + path += "?" + parsed.query + params = {} def _paginate( self, diff --git a/polygon/rest/futures.py b/polygon/rest/futures.py new file mode 100644 index 00000000..6de7669a --- /dev/null +++ b/polygon/rest/futures.py @@ -0,0 +1,334 @@ +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.futures import ( + FuturesAgg, + FuturesContract, + FuturesProduct, + FuturesQuote, + FuturesTrade, + FuturesSchedule, + FuturesMarketStatus, + FuturesSnapshot, +) +from .models.common import Sort +from .models.request import RequestOptionBuilder + + +class FuturesClient(BaseClient): + """ + Client for the Futures REST Endpoints + (aligned with the paths from /futures/vX/...) + """ + + def list_futures_aggregates( + self, + ticker: str, + resolution: str, + window_start: Optional[str] = None, + window_start_lt: Optional[str] = None, + window_start_lte: Optional[str] = None, + window_start_gt: Optional[str] = None, + window_start_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesAgg], HTTPResponse]: + """ + Endpoint: GET /futures/vX/aggs/{ticker} + + Get aggregates for a futures contract in a given time range. + This endpoint returns data that includes: + - open, close, high, low + - volume, dollar_volume, etc. + If `next_url` is present, it will be paginated. + """ + url = f"/futures/vX/aggs/{ticker}" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_aggregates, locals()), + raw=raw, + deserializer=FuturesAgg.from_dict, + options=options, + ) + + def list_futures_contracts( + self, + product_code: Optional[str] = None, + first_trade_date: Optional[Union[str, date]] = None, + last_trade_date: Optional[Union[str, date]] = None, + as_of: Optional[Union[str, date]] = None, + active: Optional[str] = None, + type: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesContract], HTTPResponse]: + """ + Endpoint: GET /futures/vX/contracts + + The Contracts endpoint returns a paginated list of futures contracts. + """ + url = "/futures/vX/contracts" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_contracts, locals()), + raw=raw, + deserializer=FuturesContract.from_dict, + options=options, + ) + + def get_futures_contract_details( + self, + ticker: str, + as_of: Optional[Union[str, date]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[FuturesContract, HTTPResponse]: + """ + Endpoint: GET /futures/vX/contracts/{ticker} + + Returns details for a single contract at a specified point in time. + (No next_url in the response -> just a single get). + """ + url = f"/futures/vX/contracts/{ticker}" + return self._get( + path=url, + params=self._get_params(self.get_futures_contract_details, locals()), + deserializer=FuturesContract.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_futures_products( + self, + name: Optional[str] = None, + name_search: Optional[str] = None, + as_of: Optional[Union[str, date]] = None, + market_identifier_code: Optional[str] = None, + sector: Optional[str] = None, + sub_sector: Optional[str] = None, + asset_class: Optional[str] = None, + asset_sub_class: Optional[str] = None, + type: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesProduct], HTTPResponse]: + """ + Endpoint: GET /futures/vX/products + + Returns a list of futures products (including combos). + """ + url = "/futures/vX/products" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_products, locals()), + raw=raw, + deserializer=FuturesProduct.from_dict, + options=options, + ) + + def get_futures_product_details( + self, + product_code: str, + type: Optional[str] = None, + as_of: Optional[Union[str, date]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[FuturesProduct, HTTPResponse]: + """ + Endpoint: GET /futures/vX/products/{product_code} + + Returns the details for a single product as it was at a specific day. + (No next_url -> single get). + """ + url = f"/futures/vX/products/{product_code}" + return self._get( + path=url, + params=self._get_params(self.get_futures_product_details, locals()), + deserializer=FuturesProduct.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_futures_quotes( + self, + ticker: str, + timestamp: Optional[str] = None, + timestamp_lt: Optional[str] = None, + timestamp_lte: Optional[str] = None, + timestamp_gt: Optional[str] = None, + timestamp_gte: Optional[str] = None, + session_end_date: Optional[str] = None, + session_end_date_lt: Optional[str] = None, + session_end_date_lte: Optional[str] = None, + session_end_date_gt: Optional[str] = None, + session_end_date_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesQuote], HTTPResponse]: + """ + Endpoint: GET /futures/vX/quotes/{ticker} + + Get quotes for a contract in a given time range (paginated). + """ + url = f"/futures/vX/quotes/{ticker}" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_quotes, locals()), + raw=raw, + deserializer=FuturesQuote.from_dict, + options=options, + ) + + def list_futures_trades( + self, + ticker: str, + timestamp: Optional[str] = None, + timestamp_lt: Optional[str] = None, + timestamp_lte: Optional[str] = None, + timestamp_gt: Optional[str] = None, + timestamp_gte: Optional[str] = None, + session_end_date: Optional[str] = None, + session_end_date_lt: Optional[str] = None, + session_end_date_lte: Optional[str] = None, + session_end_date_gt: Optional[str] = None, + session_end_date_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesTrade], HTTPResponse]: + """ + Endpoint: GET /futures/vX/trades/{ticker} + + Get trades for a contract in a given time range (paginated). + """ + url = f"/futures/vX/trades/{ticker}" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_trades, locals()), + raw=raw, + deserializer=FuturesTrade.from_dict, + options=options, + ) + + def list_futures_schedules( + self, + session_end_date: Optional[str] = None, + market_identifier_code: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesSchedule], HTTPResponse]: + """ + Endpoint: GET /futures/vX/schedules + + Returns a list of trading schedules for multiple futures products on a specific date. + If `next_url` is present, this is paginated. + """ + url = "/futures/vX/schedules" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_schedules, locals()), + raw=raw, + deserializer=FuturesSchedule.from_dict, + options=options, + ) + + def list_futures_schedules_by_product_code( + self, + product_code: str, + session_end_date: Optional[str] = None, + session_end_date_lt: Optional[str] = None, + session_end_date_lte: Optional[str] = None, + session_end_date_gt: Optional[str] = None, + session_end_date_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesSchedule], HTTPResponse]: + """ + Endpoint: GET /futures/vX/products/{product_code}/schedules + + Returns schedule data for a single product across (potentially) many trading dates. + """ + url = f"/futures/vX/products/{product_code}/schedules" + return self._paginate( + path=url, + params=self._get_params( + self.list_futures_schedules_by_product_code, locals() + ), + raw=raw, + deserializer=FuturesSchedule.from_dict, + options=options, + ) + + def list_futures_market_statuses( + self, + product_code_any_of: Optional[str] = None, + product_code: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesMarketStatus], HTTPResponse]: + url = "/futures/vX/market-status" + return self._paginate( + path=url, + params=self._get_params(self.list_futures_market_statuses, locals()), + raw=raw, + deserializer=FuturesMarketStatus.from_dict, + options=options, + ) + + def get_futures_snapshot( + self, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + product_code: Optional[str] = None, + product_code_any_of: Optional[str] = None, + product_code_gt: Optional[str] = None, + product_code_gte: Optional[str] = None, + product_code_lt: Optional[str] = None, + product_code_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FuturesSnapshot], HTTPResponse]: + url = "/futures/vX/snapshot" + return self._paginate( + path=url, + params=self._get_params(self.get_futures_snapshot, locals()), + raw=raw, + deserializer=FuturesSnapshot.from_dict, + options=options, + ) diff --git a/polygon/rest/models/__init__.py b/polygon/rest/models/__init__.py index 2c9a8086..3108ab01 100644 --- a/polygon/rest/models/__init__.py +++ b/polygon/rest/models/__init__.py @@ -5,6 +5,7 @@ from .dividends import * from .exchanges import * from .financials import * +from .futures import * from .indicators import * from .markets import * from .quotes import * diff --git a/polygon/rest/models/futures.py b/polygon/rest/models/futures.py new file mode 100644 index 00000000..7d1f62cf --- /dev/null +++ b/polygon/rest/models/futures.py @@ -0,0 +1,346 @@ +from typing import Optional, List +from ...modelclass import modelclass + + +@modelclass +class FuturesAgg: + """ + A single aggregate bar for a futures contract in a given time window. + Corresponds to /futures/vX/aggs/{ticker}. + """ + + ticker: Optional[str] = None + underlying_asset: Optional[str] = None + open: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + close: Optional[float] = None + volume: Optional[float] = None + dollar_volume: Optional[float] = None + transaction_count: Optional[int] = None + window_start: Optional[int] = None + session_end_date: Optional[str] = None + settlement_price: Optional[float] = None + + @staticmethod + def from_dict(d): + return FuturesAgg( + ticker=d.get("ticker"), + underlying_asset=d.get("underlying_asset"), + open=d.get("open"), + high=d.get("high"), + low=d.get("low"), + close=d.get("close"), + volume=d.get("volume"), + dollar_volume=d.get("dollar_volume"), + transaction_count=d.get("transaction_count"), + window_start=d.get("window_start"), + session_end_date=d.get("session_end_date"), + settlement_price=d.get("settlement_price"), + ) + + +@modelclass +class FuturesContract: + """ + Represents a single futures contract (or a 'combo' contract). + Corresponds to /futures/vX/contracts endpoints. + """ + + ticker: Optional[str] = None + product_code: Optional[str] = None + market_identifier_code: Optional[str] = None + name: Optional[str] = None + type: Optional[str] = None + as_of: Optional[str] = None + active: Optional[bool] = None + first_trade_date: Optional[str] = None + last_trade_date: Optional[str] = None + days_to_maturity: Optional[int] = None + min_order_quantity: Optional[int] = None + max_order_quantity: Optional[int] = None + settlement_date: Optional[str] = None + settlement_tick_size: Optional[float] = None + spread_tick_size: Optional[float] = None + trade_tick_size: Optional[float] = None + maturity: Optional[str] = None + + @staticmethod + def from_dict(d): + return FuturesContract( + ticker=d.get("ticker"), + product_code=d.get("product_code"), + market_identifier_code=d.get("market_identifier_code"), + name=d.get("name"), + type=d.get("type"), + as_of=d.get("as_of"), + active=d.get("active"), + first_trade_date=d.get("first_trade_date"), + last_trade_date=d.get("last_trade_date"), + days_to_maturity=d.get("days_to_maturity"), + min_order_quantity=d.get("min_order_quantity"), + max_order_quantity=d.get("max_order_quantity"), + settlement_date=d.get("settlement_date"), + settlement_tick_size=d.get("settlement_tick_size"), + spread_tick_size=d.get("spread_tick_size"), + trade_tick_size=d.get("trade_tick_size"), + maturity=d.get("maturity"), + ) + + +@modelclass +class FuturesProduct: + """ + Represents a single futures product (or product 'combo'). + Corresponds to /futures/vX/products endpoints. + """ + + product_code: Optional[str] = None + name: Optional[str] = None + as_of: Optional[str] = None + market_identifier_code: Optional[str] = None + asset_class: Optional[str] = None + asset_sub_class: Optional[str] = None + clearing_channel: Optional[str] = None + sector: Optional[str] = None + sub_sector: Optional[str] = None + type: Optional[str] = None + last_updated: Optional[str] = None + otc_eligible: Optional[bool] = None + price_quotation: Optional[str] = None + settlement_currency_code: Optional[str] = None + settlement_method: Optional[str] = None + settlement_type: Optional[str] = None + trade_currency_code: Optional[str] = None + unit_of_measure: Optional[str] = None + unit_of_measure_quantity: Optional[float] = None + + @staticmethod + def from_dict(d): + return FuturesProduct( + product_code=d.get("product_code"), + name=d.get("name"), + as_of=d.get("as_of"), + market_identifier_code=d.get("market_identifier_code"), + asset_class=d.get("asset_class"), + clearing_channel=d.get("clearing_channel"), + asset_sub_class=d.get("asset_sub_class"), + sector=d.get("sector"), + sub_sector=d.get("sub_sector"), + type=d.get("type"), + last_updated=d.get("last_updated"), + otc_eligible=d.get("otc_eligible"), + price_quotation=d.get("price_quotation"), + settlement_currency_code=d.get("settlement_currency_code"), + settlement_method=d.get("settlement_method"), + settlement_type=d.get("settlement_type"), + trade_currency_code=d.get("trade_currency_code"), + unit_of_measure=d.get("unit_of_measure"), + unit_of_measure_quantity=d.get("unit_of_measure_quantity"), + ) + + +@modelclass +class FuturesQuote: + """ + Represents a futures NBBO quote within a given time range. + Corresponds to /futures/vX/quotes/{ticker} + """ + + ticker: Optional[str] = None + timestamp: Optional[int] = None + session_end_date: Optional[str] = None + ask_price: Optional[float] = None + ask_size: Optional[float] = None + ask_timestamp: Optional[int] = None + bid_price: Optional[float] = None + bid_size: Optional[float] = None + bid_timestamp: Optional[int] = None + + @staticmethod + def from_dict(d): + return FuturesQuote( + ticker=d.get("ticker"), + timestamp=d.get("timestamp"), + session_end_date=d.get("session_end_date"), + ask_price=d.get("ask_price"), + ask_size=d.get("ask_size"), + ask_timestamp=d.get("ask_timestamp"), + bid_price=d.get("bid_price"), + bid_size=d.get("bid_size"), + bid_timestamp=d.get("bid_timestamp"), + ) + + +@modelclass +class FuturesTrade: + """ + Represents a futures trade within a given time range. + Corresponds to /futures/vX/trades/{ticker} + """ + + ticker: Optional[str] = None + timestamp: Optional[int] = None + session_end_date: Optional[str] = None + price: Optional[float] = None + size: Optional[float] = None + + @staticmethod + def from_dict(d): + return FuturesTrade( + ticker=d.get("ticker"), + timestamp=d.get("timestamp"), + session_end_date=d.get("session_end_date"), + price=d.get("price"), + size=d.get("size"), + ) + + +@modelclass +class FuturesScheduleEvent: + """ + Represents a single market event for a schedule (preopen, open, closed, etc.). + """ + + event: Optional[str] = None + timestamp: Optional[str] = None + + @staticmethod + def from_dict(d): + return FuturesScheduleEvent( + event=d.get("event"), + timestamp=d.get("timestamp"), + ) + + +@modelclass +class FuturesSchedule: + """ + Represents a single schedule for a given session_end_date, with events. + Corresponds to /futures/vX/schedules, /futures/vX/schedules/{product_code} + """ + + session_end_date: Optional[str] = None + product_code: Optional[str] = None + market_identifier_code: Optional[str] = None + product_name: Optional[str] = None + schedule: Optional[List[FuturesScheduleEvent]] = None + + @staticmethod + def from_dict(d): + return FuturesSchedule( + session_end_date=d.get("session_end_date"), + product_code=d.get("product_code"), + market_identifier_code=d.get("market_identifier_code"), + product_name=d.get("product_name"), + schedule=[ + FuturesScheduleEvent.from_dict(ev) for ev in d.get("schedule", []) + ], + ) + + +@modelclass +class FuturesMarketStatus: + market_identifier_code: Optional[str] = None + market_status: Optional[str] = ( + None # Enum: pre_open, open, close, pause, post_close_pre_open + ) + product_code: Optional[str] = None + + @staticmethod + def from_dict(d): + return FuturesMarketStatus( + market_identifier_code=d.get("market_identifier_code"), + market_status=d.get("market_status"), + product_code=d.get("product_code"), + ) + + +@modelclass +class FuturesSnapshotDetails: + open_interest: Optional[int] = None + settlement_date: Optional[int] = None + + +@modelclass +class FuturesSnapshotMinute: + close: Optional[float] = None + high: Optional[float] = None + last_updated: Optional[int] = None + low: Optional[float] = None + open: Optional[float] = None + volume: Optional[float] = None + + +@modelclass +class FuturesSnapshotQuote: + ask: Optional[float] = None + ask_size: Optional[int] = None + ask_timestamp: Optional[int] = None + bid: Optional[float] = None + bid_size: Optional[int] = None + bid_timestamp: Optional[int] = None + last_updated: Optional[int] = None + + +@modelclass +class FuturesSnapshotTrade: + last_updated: Optional[int] = None + price: Optional[float] = None + size: Optional[int] = None + + +@modelclass +class FuturesSnapshotSession: + change: Optional[float] = None + change_percent: Optional[float] = None + close: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + open: Optional[float] = None + previous_settlement: Optional[float] = None + settlement_price: Optional[float] = None + volume: Optional[float] = None + + +@modelclass +class FuturesSnapshot: + ticker: Optional[str] = None + product_code: Optional[str] = None + details: Optional[FuturesSnapshotDetails] = None + last_minute: Optional[FuturesSnapshotMinute] = None + last_quote: Optional[FuturesSnapshotQuote] = None + last_trade: Optional[FuturesSnapshotTrade] = None + session: Optional[FuturesSnapshotSession] = None + + @staticmethod + def from_dict(d): + return FuturesSnapshot( + ticker=d.get("ticker"), + product_code=d.get("product_code"), + details=( + FuturesSnapshotDetails.from_dict(d.get("details", {})) + if d.get("details") + else None + ), + last_minute=( + FuturesSnapshotMinute.from_dict(d.get("last_minute", {})) + if d.get("last_minute") + else None + ), + last_quote=( + FuturesSnapshotQuote.from_dict(d.get("last_quote", {})) + if d.get("last_quote") + else None + ), + last_trade=( + FuturesSnapshotTrade.from_dict(d.get("last_trade", {})) + if d.get("last_trade") + else None + ), + session=( + FuturesSnapshotSession.from_dict(d.get("session", {})) + if d.get("session") + else None + ), + ) diff --git a/polygon/websocket/__init__.py b/polygon/websocket/__init__.py index 77865d3f..1304028f 100644 --- a/polygon/websocket/__init__.py +++ b/polygon/websocket/__init__.py @@ -49,16 +49,19 @@ def __init__( ) self.api_key = api_key self.feed = feed - self.market = market + if isinstance(market, str): + self.market = Market(market) # converts str input to enum + else: + self.market = market + + self.market_value = self.market.value self.raw = raw if verbose: logger.setLevel(logging.DEBUG) self.websocket_cfg = kwargs if isinstance(feed, Enum): feed = feed.value - if isinstance(market, Enum): - market = market.value - self.url = f"ws{'s' if secure else ''}://{feed}/{market}" + self.url = f"ws{'s' if secure else ''}://{feed}/{self.market_value}" self.subscribed = False self.subs: Set[str] = set() self.max_reconnects = max_reconnects @@ -140,7 +143,7 @@ async def connect( if m["ev"] == "status": logger.debug("status: %s", m["message"]) continue - cmsg = parse(msgJson, logger) + cmsg = parse(msgJson, logger, self.market) if len(cmsg) > 0: await processor(cmsg) # type: ignore diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 06cab55d..20c02ce1 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -1,49 +1,94 @@ -from typing import Dict, Any, List +from typing import Dict, Any, List, Type, Protocol, cast from .common import * from .models import * import logging -def parse_single(data: Dict[str, Any]): +# Protocol to define classes with from_dict method +class FromDictProtocol(Protocol): + @classmethod + def from_dict(cls, data: Dict[str, Any]) -> "FromDictProtocol": + pass + + +# Define the mapping of market and event type to model class +MARKET_EVENT_MAP: Dict[Market, Dict[str, Type[FromDictProtocol]]] = { + Market.Stocks: { + "A": EquityAgg, + "AM": EquityAgg, + "T": EquityTrade, + "Q": EquityQuote, + "LULD": LimitUpLimitDown, + "FMV": FairMarketValue, + "NOI": Imbalance, + "LV": LaunchpadValue, + }, + Market.Options: { + "A": EquityAgg, + "AM": EquityAgg, + "T": EquityTrade, + "Q": EquityQuote, + "FMV": FairMarketValue, + "LV": LaunchpadValue, + }, + Market.Indices: { + "A": EquityAgg, + "AM": EquityAgg, + "V": IndexValue, + }, + Market.Futures: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.Crypto: { + "XA": CurrencyAgg, + "XAS": CurrencyAgg, + "XT": CryptoTrade, + "XQ": CryptoQuote, + "XL2": Level2Book, + "FMV": FairMarketValue, + "AM": EquityAgg, + "LV": LaunchpadValue, + }, + Market.Forex: { + "CA": CurrencyAgg, + "CAS": CurrencyAgg, + "C": ForexQuote, + "FMV": FairMarketValue, + "AM": EquityAgg, + "LV": LaunchpadValue, + }, +} + + +def parse_single( + data: Dict[str, Any], logger: logging.Logger, market: Market +) -> Optional[WebSocketMessage]: event_type = data["ev"] - if event_type in [EventType.EquityAgg.value, EventType.EquityAggMin.value]: - return EquityAgg.from_dict(data) - elif event_type in [ - EventType.CryptoAgg.value, - EventType.CryptoAggSec.value, - EventType.ForexAgg.value, - EventType.ForexAggSec.value, - ]: - return CurrencyAgg.from_dict(data) - elif event_type == EventType.EquityTrade.value: - return EquityTrade.from_dict(data) - elif event_type == EventType.CryptoTrade.value: - return CryptoTrade.from_dict(data) - elif event_type == EventType.EquityQuote.value: - return EquityQuote.from_dict(data) - elif event_type == EventType.ForexQuote.value: - return ForexQuote.from_dict(data) - elif event_type == EventType.CryptoQuote.value: - return CryptoQuote.from_dict(data) - elif event_type == EventType.Imbalances.value: - return Imbalance.from_dict(data) - elif event_type == EventType.LimitUpLimitDown.value: - return LimitUpLimitDown.from_dict(data) - elif event_type == EventType.CryptoL2.value: - return Level2Book.from_dict(data) - elif event_type == EventType.Value.value: - return IndexValue.from_dict(data) - elif event_type == EventType.LaunchpadValue.value: - return LaunchpadValue.from_dict(data) - elif event_type == EventType.BusinessFairMarketValue.value: - return FairMarketValue.from_dict(data) - return None - - -def parse(msg: List[Dict[str, Any]], logger: logging.Logger) -> List[WebSocketMessage]: + # Look up the model class based on market and event type + model_class: Optional[Type[FromDictProtocol]] = MARKET_EVENT_MAP.get( + market, {} + ).get(event_type) + if model_class: + parsed = model_class.from_dict(data) + return cast( + WebSocketMessage, parsed + ) # Ensure the return type is WebSocketMessage + else: + # Log a warning for unrecognized event types, unless it's a status message + if event_type != "status": + logger.warning("Unknown event type '%s' for market %s", event_type, market) + return None + + +def parse( + msg: List[Dict[str, Any]], logger: logging.Logger, market: Market +) -> List[WebSocketMessage]: res = [] for m in msg: - parsed = parse_single(m) + parsed = parse_single(m, logger, market) if parsed is None: if m["ev"] != "status": logger.warning("could not parse message %s", m) diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 38aea4c4..261f664b 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -28,6 +28,7 @@ class Market(Enum): Forex = "forex" Crypto = "crypto" Indices = "indices" + Futures = "futures" class EventType(Enum): @@ -46,12 +47,10 @@ class EventType(Enum): LimitUpLimitDown = "LULD" CryptoL2 = "XL2" Value = "V" - """Launchpad* EventTypes are only available to Launchpad users. These values are the same across all asset classes ( - stocks, options, forex, crypto). - """ LaunchpadValue = "LV" LaunchpadAggMin = "AM" - """Business* EventTypes are only available to Business users. These values are the same across all asset classes ( - stocks, options, forex, crypto). - """ BusinessFairMarketValue = "FMV" + FuturesTrade = "T" + FuturesQuote = "Q" + FuturesAgg = "A" + FuturesAggMin = "AM" diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index d6fa0c29..9b95b302 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -359,6 +359,93 @@ def from_dict(d): ) +@modelclass +class FuturesTrade: + event_type: Optional[str] = None + symbol: Optional[str] = None + price: Optional[float] = None + size: Optional[int] = None + timestamp: Optional[int] = None + sequence_number: Optional[int] = None + + @staticmethod + def from_dict(d): + return FuturesTrade( + event_type=d.get("ev"), + symbol=d.get("sym"), + price=d.get("p"), + size=d.get("s"), + timestamp=d.get("t"), + sequence_number=d.get("q"), + ) + + +@modelclass +class FuturesQuote: + event_type: Optional[str] = None + symbol: Optional[str] = None + bid_price: Optional[float] = None + bid_size: Optional[int] = None + bid_timestamp: Optional[int] = None + ask_price: Optional[float] = None + ask_size: Optional[int] = None + ask_timestamp: Optional[int] = None + sip_timestamp: Optional[int] = None + + @staticmethod + def from_dict(d): + return FuturesQuote( + event_type=d.get("ev"), + symbol=d.get("sym"), + bid_price=d.get("bp"), + bid_size=d.get("bs"), + bid_timestamp=d.get("bt"), + ask_price=d.get("ap"), + ask_size=d.get("as"), + ask_timestamp=d.get("at"), + sip_timestamp=d.get("t"), + ) + + +@modelclass +class FuturesAgg: + event_type: Optional[str] = None + symbol: Optional[str] = None + volume: Optional[float] = None + accumulated_volume: Optional[float] = None + official_open_price: Optional[float] = None + vwap: Optional[float] = None + open: Optional[float] = None + close: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + aggregate_vwap: Optional[float] = None + average_size: Optional[float] = None + start_timestamp: Optional[int] = None + end_timestamp: Optional[int] = None + otc: Optional[bool] = None # If present + + @staticmethod + def from_dict(d): + return FuturesAgg( + event_type=d.get("ev"), + symbol=d.get("sym"), + volume=d.get("v"), + accumulated_volume=d.get("av"), + official_open_price=d.get("op"), + vwap=d.get("vw"), + open=d.get("o"), + close=d.get("c"), + high=d.get("h"), + low=d.get("l"), + aggregate_vwap=d.get("a"), + average_size=d.get("z"), + start_timestamp=d.get("s"), + end_timestamp=d.get("e"), + otc=d.get("otc"), + ) + + WebSocketMessage = NewType( "WebSocketMessage", List[ @@ -376,6 +463,9 @@ def from_dict(d): IndexValue, LaunchpadValue, FairMarketValue, + FuturesTrade, + FuturesQuote, + FuturesAgg, ] ], ) From 334277a1eafc571e4602ee0f22416b73ad06c65b Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 8 Jul 2025 12:08:03 -0700 Subject: [PATCH 268/313] Sync futures aggs with latest spec (#894) --- polygon/websocket/models/models.py | 20 +++++++------------- 1 file changed, 7 insertions(+), 13 deletions(-) diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 9b95b302..210be2ad 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -411,19 +411,16 @@ def from_dict(d): class FuturesAgg: event_type: Optional[str] = None symbol: Optional[str] = None - volume: Optional[float] = None - accumulated_volume: Optional[float] = None - official_open_price: Optional[float] = None - vwap: Optional[float] = None + volume: Optional[int] = None + total_value: Optional[int] = None open: Optional[float] = None close: Optional[float] = None high: Optional[float] = None low: Optional[float] = None - aggregate_vwap: Optional[float] = None - average_size: Optional[float] = None + transaction_count: Optional[int] = None + underlying_asset: Optional[str] = None start_timestamp: Optional[int] = None end_timestamp: Optional[int] = None - otc: Optional[bool] = None # If present @staticmethod def from_dict(d): @@ -431,18 +428,15 @@ def from_dict(d): event_type=d.get("ev"), symbol=d.get("sym"), volume=d.get("v"), - accumulated_volume=d.get("av"), - official_open_price=d.get("op"), - vwap=d.get("vw"), + total_value=d.get("dv"), open=d.get("o"), close=d.get("c"), high=d.get("h"), low=d.get("l"), - aggregate_vwap=d.get("a"), - average_size=d.get("z"), + transaction_count=d.get("n"), + underlying_asset=d.get("p"), start_timestamp=d.get("s"), end_timestamp=d.get("e"), - otc=d.get("otc"), ) From f254f53f6863017857c766689fffe1a97f1cc303 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 16 Jul 2025 07:12:57 -0700 Subject: [PATCH 269/313] Sync with latest futures spec (#897) --- polygon/rest/models/futures.py | 20 ++++++++------------ polygon/websocket/models/models.py | 2 -- 2 files changed, 8 insertions(+), 14 deletions(-) diff --git a/polygon/rest/models/futures.py b/polygon/rest/models/futures.py index 7d1f62cf..bfaf690f 100644 --- a/polygon/rest/models/futures.py +++ b/polygon/rest/models/futures.py @@ -10,7 +10,6 @@ class FuturesAgg: """ ticker: Optional[str] = None - underlying_asset: Optional[str] = None open: Optional[float] = None high: Optional[float] = None low: Optional[float] = None @@ -26,7 +25,6 @@ class FuturesAgg: def from_dict(d): return FuturesAgg( ticker=d.get("ticker"), - underlying_asset=d.get("underlying_asset"), open=d.get("open"), high=d.get("high"), low=d.get("low"), @@ -49,7 +47,7 @@ class FuturesContract: ticker: Optional[str] = None product_code: Optional[str] = None - market_identifier_code: Optional[str] = None + trading_venue: Optional[str] = None name: Optional[str] = None type: Optional[str] = None as_of: Optional[str] = None @@ -70,7 +68,7 @@ def from_dict(d): return FuturesContract( ticker=d.get("ticker"), product_code=d.get("product_code"), - market_identifier_code=d.get("market_identifier_code"), + trading_venue=d.get("trading_venue"), name=d.get("name"), type=d.get("type"), as_of=d.get("as_of"), @@ -98,7 +96,7 @@ class FuturesProduct: product_code: Optional[str] = None name: Optional[str] = None as_of: Optional[str] = None - market_identifier_code: Optional[str] = None + trading_venue: Optional[str] = None asset_class: Optional[str] = None asset_sub_class: Optional[str] = None clearing_channel: Optional[str] = None @@ -106,7 +104,6 @@ class FuturesProduct: sub_sector: Optional[str] = None type: Optional[str] = None last_updated: Optional[str] = None - otc_eligible: Optional[bool] = None price_quotation: Optional[str] = None settlement_currency_code: Optional[str] = None settlement_method: Optional[str] = None @@ -121,7 +118,7 @@ def from_dict(d): product_code=d.get("product_code"), name=d.get("name"), as_of=d.get("as_of"), - market_identifier_code=d.get("market_identifier_code"), + trading_venue=d.get("trading_venue"), asset_class=d.get("asset_class"), clearing_channel=d.get("clearing_channel"), asset_sub_class=d.get("asset_sub_class"), @@ -129,7 +126,6 @@ def from_dict(d): sub_sector=d.get("sub_sector"), type=d.get("type"), last_updated=d.get("last_updated"), - otc_eligible=d.get("otc_eligible"), price_quotation=d.get("price_quotation"), settlement_currency_code=d.get("settlement_currency_code"), settlement_method=d.get("settlement_method"), @@ -222,7 +218,7 @@ class FuturesSchedule: session_end_date: Optional[str] = None product_code: Optional[str] = None - market_identifier_code: Optional[str] = None + trading_venue: Optional[str] = None product_name: Optional[str] = None schedule: Optional[List[FuturesScheduleEvent]] = None @@ -231,7 +227,7 @@ def from_dict(d): return FuturesSchedule( session_end_date=d.get("session_end_date"), product_code=d.get("product_code"), - market_identifier_code=d.get("market_identifier_code"), + trading_venue=d.get("trading_venue"), product_name=d.get("product_name"), schedule=[ FuturesScheduleEvent.from_dict(ev) for ev in d.get("schedule", []) @@ -241,7 +237,7 @@ def from_dict(d): @modelclass class FuturesMarketStatus: - market_identifier_code: Optional[str] = None + trading_venue: Optional[str] = None market_status: Optional[str] = ( None # Enum: pre_open, open, close, pause, post_close_pre_open ) @@ -250,7 +246,7 @@ class FuturesMarketStatus: @staticmethod def from_dict(d): return FuturesMarketStatus( - market_identifier_code=d.get("market_identifier_code"), + trading_venue=d.get("trading_venue"), market_status=d.get("market_status"), product_code=d.get("product_code"), ) diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 210be2ad..0095a860 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -418,7 +418,6 @@ class FuturesAgg: high: Optional[float] = None low: Optional[float] = None transaction_count: Optional[int] = None - underlying_asset: Optional[str] = None start_timestamp: Optional[int] = None end_timestamp: Optional[int] = None @@ -434,7 +433,6 @@ def from_dict(d): high=d.get("h"), low=d.get("l"), transaction_count=d.get("n"), - underlying_asset=d.get("p"), start_timestamp=d.get("s"), end_timestamp=d.get("e"), ) From 6ca3fc30726c2db139e874438933f3533257c615 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 17 Jul 2025 08:54:10 -0700 Subject: [PATCH 270/313] Sync benzinga, economy, furures, and tmx (#898) * Sync benzinga, economy, furures, and tmx * Adds any_of --- polygon/rest/__init__.py | 6 + polygon/rest/benzinga.py | 438 ++++++++++++++++++++++++++++++++ polygon/rest/economy.py | 87 +++++++ polygon/rest/futures.py | 4 +- polygon/rest/models/benzinga.py | 324 +++++++++++++++++++++++ polygon/rest/models/economy.py | 62 +++++ polygon/rest/models/tickers.py | 37 --- polygon/rest/models/tmx.py | 33 +++ polygon/rest/reference.py | 42 --- polygon/rest/tmx.py | 85 +++++++ 10 files changed, 1037 insertions(+), 81 deletions(-) create mode 100644 polygon/rest/benzinga.py create mode 100644 polygon/rest/economy.py create mode 100644 polygon/rest/models/benzinga.py create mode 100644 polygon/rest/models/economy.py create mode 100644 polygon/rest/models/tmx.py create mode 100644 polygon/rest/tmx.py diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index 46f2b98f..77f198ca 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -1,5 +1,8 @@ from .aggs import AggsClient from .futures import FuturesClient +from .benzinga import BenzingaClient +from .economy import EconomyClient +from .tmx import TmxClient from .trades import TradesClient from .quotes import QuotesClient from .snapshot import SnapshotClient @@ -25,6 +28,9 @@ class RESTClient( AggsClient, FuturesClient, + BenzingaClient, + EconomyClient, + TmxClient, TradesClient, QuotesClient, SnapshotClient, diff --git a/polygon/rest/benzinga.py b/polygon/rest/benzinga.py new file mode 100644 index 00000000..e0e5cf03 --- /dev/null +++ b/polygon/rest/benzinga.py @@ -0,0 +1,438 @@ +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.benzinga import ( + BenzingaAnalystInsight, + BenzingaAnalyst, + BenzingaConsensusRating, + BenzingaEarning, + BenzingaFirm, + BenzingaGuidance, + BenzingaNews, + BenzingaRating, +) +from .models.common import Sort +from .models.request import RequestOptionBuilder + + +class BenzingaClient(BaseClient): + """ + Client for the Benzinga REST Endpoints + (aligned with the paths from /benzinga/v1/...) + """ + + def list_benzinga_analyst_insights( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + last_updated: Optional[str] = None, + last_updated_any_of: Optional[str] = None, + last_updated_gt: Optional[str] = None, + last_updated_gte: Optional[str] = None, + last_updated_lt: Optional[str] = None, + last_updated_lte: Optional[str] = None, + firm: Optional[str] = None, + firm_any_of: Optional[str] = None, + firm_gt: Optional[str] = None, + firm_gte: Optional[str] = None, + firm_lt: Optional[str] = None, + firm_lte: Optional[str] = None, + rating_action: Optional[str] = None, + rating_action_any_of: Optional[str] = None, + rating_action_gt: Optional[str] = None, + rating_action_gte: Optional[str] = None, + rating_action_lt: Optional[str] = None, + rating_action_lte: Optional[str] = None, + benzinga_firm_id: Optional[str] = None, + benzinga_firm_id_any_of: Optional[str] = None, + benzinga_firm_id_gt: Optional[str] = None, + benzinga_firm_id_gte: Optional[str] = None, + benzinga_firm_id_lt: Optional[str] = None, + benzinga_firm_id_lte: Optional[str] = None, + benzinga_rating_id: Optional[str] = None, + benzinga_rating_id_any_of: Optional[str] = None, + benzinga_rating_id_gt: Optional[str] = None, + benzinga_rating_id_gte: Optional[str] = None, + benzinga_rating_id_lt: Optional[str] = None, + benzinga_rating_id_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaAnalystInsight], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/analyst-insights + """ + url = "/benzinga/v1/analyst-insights" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_analyst_insights, locals()), + raw=raw, + deserializer=BenzingaAnalystInsight.from_dict, + options=options, + ) + + def list_benzinga_analysts( + self, + benzinga_id: Optional[str] = None, + benzinga_id_any_of: Optional[str] = None, + benzinga_id_gt: Optional[str] = None, + benzinga_id_gte: Optional[str] = None, + benzinga_id_lt: Optional[str] = None, + benzinga_id_lte: Optional[str] = None, + benzinga_firm_id: Optional[str] = None, + benzinga_firm_id_any_of: Optional[str] = None, + benzinga_firm_id_gt: Optional[str] = None, + benzinga_firm_id_gte: Optional[str] = None, + benzinga_firm_id_lt: Optional[str] = None, + benzinga_firm_id_lte: Optional[str] = None, + firm_name: Optional[str] = None, + firm_name_any_of: Optional[str] = None, + firm_name_gt: Optional[str] = None, + firm_name_gte: Optional[str] = None, + firm_name_lt: Optional[str] = None, + firm_name_lte: Optional[str] = None, + full_name: Optional[str] = None, + full_name_any_of: Optional[str] = None, + full_name_gt: Optional[str] = None, + full_name_gte: Optional[str] = None, + full_name_lt: Optional[str] = None, + full_name_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaAnalyst], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/analysts + """ + url = "/benzinga/v1/analysts" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_analysts, locals()), + raw=raw, + deserializer=BenzingaAnalyst.from_dict, + options=options, + ) + + def list_benzinga_consensus_ratings( + self, + ticker: str, + date: Optional[Union[str, date]] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + limit: Optional[int] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaConsensusRating], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/consensus-ratings/{ticker} + """ + url = f"/benzinga/v1/consensus-ratings/{ticker}" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_consensus_ratings, locals()), + raw=raw, + deserializer=BenzingaConsensusRating.from_dict, + options=options, + ) + + def list_benzinga_earnings( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + importance: Optional[int] = None, + importance_any_of: Optional[str] = None, + importance_gt: Optional[int] = None, + importance_gte: Optional[int] = None, + importance_lt: Optional[int] = None, + importance_lte: Optional[int] = None, + last_updated: Optional[str] = None, + last_updated_any_of: Optional[str] = None, + last_updated_gt: Optional[str] = None, + last_updated_gte: Optional[str] = None, + last_updated_lt: Optional[str] = None, + last_updated_lte: Optional[str] = None, + date_status: Optional[str] = None, + date_status_any_of: Optional[str] = None, + date_status_gt: Optional[str] = None, + date_status_gte: Optional[str] = None, + date_status_lt: Optional[str] = None, + date_status_lte: Optional[str] = None, + eps_surprise_percent: Optional[float] = None, + eps_surprise_percent_any_of: Optional[str] = None, + eps_surprise_percent_gt: Optional[float] = None, + eps_surprise_percent_gte: Optional[float] = None, + eps_surprise_percent_lt: Optional[float] = None, + eps_surprise_percent_lte: Optional[float] = None, + revenue_surprise_percent: Optional[float] = None, + revenue_surprise_percent_any_of: Optional[str] = None, + revenue_surprise_percent_gt: Optional[float] = None, + revenue_surprise_percent_gte: Optional[float] = None, + revenue_surprise_percent_lt: Optional[float] = None, + revenue_surprise_percent_lte: Optional[float] = None, + fiscal_year: Optional[int] = None, + fiscal_year_any_of: Optional[str] = None, + fiscal_year_gt: Optional[int] = None, + fiscal_year_gte: Optional[int] = None, + fiscal_year_lt: Optional[int] = None, + fiscal_year_lte: Optional[int] = None, + fiscal_period: Optional[str] = None, + fiscal_period_any_of: Optional[str] = None, + fiscal_period_gt: Optional[str] = None, + fiscal_period_gte: Optional[str] = None, + fiscal_period_lt: Optional[str] = None, + fiscal_period_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaEarning], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/earnings + """ + url = "/benzinga/v1/earnings" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_earnings, locals()), + raw=raw, + deserializer=BenzingaEarning.from_dict, + options=options, + ) + + def list_benzinga_firms( + self, + benzinga_id: Optional[str] = None, + benzinga_id_any_of: Optional[str] = None, + benzinga_id_gt: Optional[str] = None, + benzinga_id_gte: Optional[str] = None, + benzinga_id_lt: Optional[str] = None, + benzinga_id_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaFirm], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/firms + """ + url = "/benzinga/v1/firms" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_firms, locals()), + raw=raw, + deserializer=BenzingaFirm.from_dict, + options=options, + ) + + def list_benzinga_guidance( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + positioning: Optional[str] = None, + positioning_any_of: Optional[str] = None, + positioning_gt: Optional[str] = None, + positioning_gte: Optional[str] = None, + positioning_lt: Optional[str] = None, + positioning_lte: Optional[str] = None, + importance: Optional[int] = None, + importance_any_of: Optional[str] = None, + importance_gt: Optional[int] = None, + importance_gte: Optional[int] = None, + importance_lt: Optional[int] = None, + importance_lte: Optional[int] = None, + last_updated: Optional[str] = None, + last_updated_any_of: Optional[str] = None, + last_updated_gt: Optional[str] = None, + last_updated_gte: Optional[str] = None, + last_updated_lt: Optional[str] = None, + last_updated_lte: Optional[str] = None, + fiscal_year: Optional[int] = None, + fiscal_year_any_of: Optional[str] = None, + fiscal_year_gt: Optional[int] = None, + fiscal_year_gte: Optional[int] = None, + fiscal_year_lt: Optional[int] = None, + fiscal_year_lte: Optional[int] = None, + fiscal_period: Optional[str] = None, + fiscal_period_any_of: Optional[str] = None, + fiscal_period_gt: Optional[str] = None, + fiscal_period_gte: Optional[str] = None, + fiscal_period_lt: Optional[str] = None, + fiscal_period_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaGuidance], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/guidance + """ + url = "/benzinga/v1/guidance" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_guidance, locals()), + raw=raw, + deserializer=BenzingaGuidance.from_dict, + options=options, + ) + + def list_benzinga_news( + self, + published: Optional[str] = None, + published_any_of: Optional[str] = None, + published_gt: Optional[str] = None, + published_gte: Optional[str] = None, + published_lt: Optional[str] = None, + published_lte: Optional[str] = None, + last_updated: Optional[str] = None, + last_updated_any_of: Optional[str] = None, + last_updated_gt: Optional[str] = None, + last_updated_gte: Optional[str] = None, + last_updated_lt: Optional[str] = None, + last_updated_lte: Optional[str] = None, + tickers: Optional[str] = None, + tickers_all_of: Optional[str] = None, + tickers_any_of: Optional[str] = None, + channels: Optional[str] = None, + channels_all_of: Optional[str] = None, + channels_any_of: Optional[str] = None, + tags: Optional[str] = None, + tags_all_of: Optional[str] = None, + tags_any_of: Optional[str] = None, + author: Optional[str] = None, + author_any_of: Optional[str] = None, + author_gt: Optional[str] = None, + author_gte: Optional[str] = None, + author_lt: Optional[str] = None, + author_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaNews], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/news + """ + url = "/benzinga/v1/news" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_news, locals()), + raw=raw, + deserializer=BenzingaNews.from_dict, + options=options, + ) + + def list_benzinga_ratings( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + importance: Optional[int] = None, + importance_any_of: Optional[str] = None, + importance_gt: Optional[int] = None, + importance_gte: Optional[int] = None, + importance_lt: Optional[int] = None, + importance_lte: Optional[int] = None, + last_updated: Optional[str] = None, + last_updated_any_of: Optional[str] = None, + last_updated_gt: Optional[str] = None, + last_updated_gte: Optional[str] = None, + last_updated_lt: Optional[str] = None, + last_updated_lte: Optional[str] = None, + rating_action: Optional[str] = None, + rating_action_any_of: Optional[str] = None, + rating_action_gt: Optional[str] = None, + rating_action_gte: Optional[str] = None, + rating_action_lt: Optional[str] = None, + rating_action_lte: Optional[str] = None, + price_target_action: Optional[str] = None, + price_target_action_any_of: Optional[str] = None, + price_target_action_gt: Optional[str] = None, + price_target_action_gte: Optional[str] = None, + price_target_action_lt: Optional[str] = None, + price_target_action_lte: Optional[str] = None, + benzinga_id: Optional[str] = None, + benzinga_id_any_of: Optional[str] = None, + benzinga_id_gt: Optional[str] = None, + benzinga_id_gte: Optional[str] = None, + benzinga_id_lt: Optional[str] = None, + benzinga_id_lte: Optional[str] = None, + benzinga_analyst_id: Optional[str] = None, + benzinga_analyst_id_any_of: Optional[str] = None, + benzinga_analyst_id_gt: Optional[str] = None, + benzinga_analyst_id_gte: Optional[str] = None, + benzinga_analyst_id_lt: Optional[str] = None, + benzinga_analyst_id_lte: Optional[str] = None, + benzinga_firm_id: Optional[str] = None, + benzinga_firm_id_any_of: Optional[str] = None, + benzinga_firm_id_gt: Optional[str] = None, + benzinga_firm_id_gte: Optional[str] = None, + benzinga_firm_id_lt: Optional[str] = None, + benzinga_firm_id_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaRating], HTTPResponse]: + """ + Endpoint: GET /benzinga/v1/ratings + """ + url = "/benzinga/v1/ratings" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_ratings, locals()), + raw=raw, + deserializer=BenzingaRating.from_dict, + options=options, + ) diff --git a/polygon/rest/economy.py b/polygon/rest/economy.py new file mode 100644 index 00000000..f92afad5 --- /dev/null +++ b/polygon/rest/economy.py @@ -0,0 +1,87 @@ +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.economy import ( + FedInflation, + TreasuryYield, +) +from .models.common import Sort, Order +from .models.request import RequestOptionBuilder + + +class EconomyClient(BaseClient): + """ + Client for the Fed REST Endpoints + (aligned with the paths from /fed/v1/...) + """ + + def list_treasury_yields( + self, + date: Optional[str] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[TreasuryYield], HTTPResponse]: + """ + Retrieve treasury yield data. + + :param date: Calendar date of the yield observation (YYYY-MM-DD). + :param date_any_of: Filter equal to any of the values. + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param limit: Limit the number of results returned. Default 100, max 50000. + :param sort: Field to sort by (e.g., "date"). Default "date". + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of TreasuryYield objects or HTTPResponse if raw=True. + """ + url = "/fed/v1/treasury-yields" + + return self._paginate( + path=url, + params=self._get_params(self.list_treasury_yields, locals()), + deserializer=TreasuryYield.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_inflation( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FedInflation], HTTPResponse]: + """ + Endpoint: GET /fed/v1/inflation + """ + url = "/fed/v1/inflation" + return self._paginate( + path=url, + params=self._get_params(self.list_inflation, locals()), + raw=raw, + deserializer=FedInflation.from_dict, + options=options, + ) diff --git a/polygon/rest/futures.py b/polygon/rest/futures.py index 6de7669a..f651a405 100644 --- a/polygon/rest/futures.py +++ b/polygon/rest/futures.py @@ -113,7 +113,7 @@ def list_futures_products( name: Optional[str] = None, name_search: Optional[str] = None, as_of: Optional[Union[str, date]] = None, - market_identifier_code: Optional[str] = None, + trading_venue: Optional[str] = None, sector: Optional[str] = None, sub_sector: Optional[str] = None, asset_class: Optional[str] = None, @@ -233,7 +233,7 @@ def list_futures_trades( def list_futures_schedules( self, session_end_date: Optional[str] = None, - market_identifier_code: Optional[str] = None, + trading_venue: Optional[str] = None, limit: Optional[int] = None, sort: Optional[Union[str, Sort]] = None, params: Optional[Dict[str, Any]] = None, diff --git a/polygon/rest/models/benzinga.py b/polygon/rest/models/benzinga.py new file mode 100644 index 00000000..87287f2e --- /dev/null +++ b/polygon/rest/models/benzinga.py @@ -0,0 +1,324 @@ +from typing import Optional, List +from ...modelclass import modelclass + + +@modelclass +class BenzingaAnalystInsight: + benzinga_firm_id: Optional[str] = None + benzinga_id: Optional[str] = None + benzinga_rating_id: Optional[str] = None + company_name: Optional[str] = None + date: Optional[str] = None + firm: Optional[str] = None + insight: Optional[str] = None + last_updated: Optional[str] = None + price_target: Optional[float] = None + rating: Optional[str] = None + rating_action: Optional[str] = None + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaAnalystInsight( + benzinga_firm_id=d.get("benzinga_firm_id"), + benzinga_id=d.get("benzinga_id"), + benzinga_rating_id=d.get("benzinga_rating_id"), + company_name=d.get("company_name"), + date=d.get("date"), + firm=d.get("firm"), + insight=d.get("insight"), + last_updated=d.get("last_updated"), + price_target=d.get("price_target"), + rating=d.get("rating"), + rating_action=d.get("rating_action"), + ticker=d.get("ticker"), + ) + + +@modelclass +class BenzingaAnalyst: + benzinga_firm_id: Optional[str] = None + benzinga_id: Optional[str] = None + firm_name: Optional[str] = None + full_name: Optional[str] = None + last_updated: Optional[str] = None + overall_avg_return: Optional[float] = None + overall_avg_return_percentile: Optional[float] = None + overall_success_rate: Optional[float] = None + smart_score: Optional[float] = None + total_ratings: Optional[float] = None + total_ratings_percentile: Optional[float] = None + + @staticmethod + def from_dict(d): + return BenzingaAnalyst( + benzinga_firm_id=d.get("benzinga_firm_id"), + benzinga_id=d.get("benzinga_id"), + firm_name=d.get("firm_name"), + full_name=d.get("full_name"), + last_updated=d.get("last_updated"), + overall_avg_return=d.get("overall_avg_return"), + overall_avg_return_percentile=d.get("overall_avg_return_percentile"), + overall_success_rate=d.get("overall_success_rate"), + smart_score=d.get("smart_score"), + total_ratings=d.get("total_ratings"), + total_ratings_percentile=d.get("total_ratings_percentile"), + ) + + +@modelclass +class BenzingaConsensusRating: + buy_ratings: Optional[int] = None + consensus_price_target: Optional[float] = None + consensus_rating: Optional[str] = None + consensus_rating_value: Optional[float] = None + high_price_target: Optional[float] = None + hold_ratings: Optional[int] = None + low_price_target: Optional[float] = None + price_target_contributors: Optional[int] = None + ratings_contributors: Optional[int] = None + sell_ratings: Optional[int] = None + strong_buy_ratings: Optional[int] = None + strong_sell_ratings: Optional[int] = None + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaConsensusRating( + buy_ratings=d.get("buy_ratings"), + consensus_price_target=d.get("consensus_price_target"), + consensus_rating=d.get("consensus_rating"), + consensus_rating_value=d.get("consensus_rating_value"), + high_price_target=d.get("high_price_target"), + hold_ratings=d.get("hold_ratings"), + low_price_target=d.get("low_price_target"), + price_target_contributors=d.get("price_target_contributors"), + ratings_contributors=d.get("ratings_contributors"), + sell_ratings=d.get("sell_ratings"), + strong_buy_ratings=d.get("strong_buy_ratings"), + strong_sell_ratings=d.get("strong_sell_ratings"), + ticker=d.get("ticker"), + ) + + +@modelclass +class BenzingaEarning: + actual_eps: Optional[float] = None + actual_revenue: Optional[float] = None + benzinga_id: Optional[str] = None + company_name: Optional[str] = None + currency: Optional[str] = None + date: Optional[str] = None + date_status: Optional[str] = None + eps_method: Optional[str] = None + eps_surprise: Optional[float] = None + eps_surprise_percent: Optional[float] = None + estimated_eps: Optional[float] = None + estimated_revenue: Optional[float] = None + fiscal_period: Optional[str] = None + fiscal_year: Optional[int] = None + importance: Optional[int] = None + last_updated: Optional[str] = None + notes: Optional[str] = None + previous_eps: Optional[float] = None + previous_revenue: Optional[float] = None + revenue_method: Optional[str] = None + revenue_surprise: Optional[float] = None + revenue_surprise_percent: Optional[float] = None + ticker: Optional[str] = None + time: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaEarning( + actual_eps=d.get("actual_eps"), + actual_revenue=d.get("actual_revenue"), + benzinga_id=d.get("benzinga_id"), + company_name=d.get("company_name"), + currency=d.get("currency"), + date=d.get("date"), + date_status=d.get("date_status"), + eps_method=d.get("eps_method"), + eps_surprise=d.get("eps_surprise"), + eps_surprise_percent=d.get("eps_surprise_percent"), + estimated_eps=d.get("estimated_eps"), + estimated_revenue=d.get("estimated_revenue"), + fiscal_period=d.get("fiscal_period"), + fiscal_year=d.get("fiscal_year"), + importance=d.get("importance"), + last_updated=d.get("last_updated"), + notes=d.get("notes"), + previous_eps=d.get("previous_eps"), + previous_revenue=d.get("previous_revenue"), + revenue_method=d.get("revenue_method"), + revenue_surprise=d.get("revenue_surprise"), + revenue_surprise_percent=d.get("revenue_surprise_percent"), + ticker=d.get("ticker"), + time=d.get("time"), + ) + + +@modelclass +class BenzingaFirm: + benzinga_id: Optional[str] = None + currency: Optional[str] = None + last_updated: Optional[str] = None + name: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaFirm( + benzinga_id=d.get("benzinga_id"), + currency=d.get("currency"), + last_updated=d.get("last_updated"), + name=d.get("name"), + ) + + +@modelclass +class BenzingaGuidance: + benzinga_id: Optional[str] = None + company_name: Optional[str] = None + currency: Optional[str] = None + date: Optional[str] = None + eps_method: Optional[str] = None + estimated_eps_guidance: Optional[float] = None + estimated_revenue_guidance: Optional[float] = None + fiscal_period: Optional[str] = None + fiscal_year: Optional[int] = None + importance: Optional[int] = None + last_updated: Optional[str] = None + max_eps_guidance: Optional[float] = None + max_revenue_guidance: Optional[float] = None + min_eps_guidance: Optional[float] = None + min_revenue_guidance: Optional[float] = None + notes: Optional[str] = None + positioning: Optional[str] = None + previous_max_eps_guidance: Optional[float] = None + previous_max_revenue_guidance: Optional[float] = None + previous_min_eps_guidance: Optional[float] = None + previous_min_revenue_guidance: Optional[float] = None + release_type: Optional[str] = None + revenue_method: Optional[str] = None + ticker: Optional[str] = None + time: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaGuidance( + benzinga_id=d.get("benzinga_id"), + company_name=d.get("company_name"), + currency=d.get("currency"), + date=d.get("date"), + eps_method=d.get("eps_method"), + estimated_eps_guidance=d.get("estimated_eps_guidance"), + estimated_revenue_guidance=d.get("estimated_revenue_guidance"), + fiscal_period=d.get("fiscal_period"), + fiscal_year=d.get("fiscal_year"), + importance=d.get("importance"), + last_updated=d.get("last_updated"), + max_eps_guidance=d.get("max_eps_guidance"), + max_revenue_guidance=d.get("max_revenue_guidance"), + min_eps_guidance=d.get("min_eps_guidance"), + min_revenue_guidance=d.get("min_revenue_guidance"), + notes=d.get("notes"), + positioning=d.get("positioning"), + previous_max_eps_guidance=d.get("previous_max_eps_guidance"), + previous_max_revenue_guidance=d.get("previous_max_revenue_guidance"), + previous_min_eps_guidance=d.get("previous_min_eps_guidance"), + previous_min_revenue_guidance=d.get("previous_min_revenue_guidance"), + release_type=d.get("release_type"), + revenue_method=d.get("revenue_method"), + ticker=d.get("ticker"), + time=d.get("time"), + ) + + +@modelclass +class BenzingaNews: + author: Optional[str] = None + benzinga_id: Optional[int] = None + body: Optional[str] = None + channels: Optional[List[str]] = None + images: Optional[List[str]] = None + last_updated: Optional[str] = None + published: Optional[str] = None + tags: Optional[List[str]] = None + teaser: Optional[str] = None + tickers: Optional[List[str]] = None + title: Optional[str] = None + url: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaNews( + author=d.get("author"), + benzinga_id=d.get("benzinga_id"), + body=d.get("body"), + channels=d.get("channels", []), + images=d.get("images", []), + last_updated=d.get("last_updated"), + published=d.get("published"), + tags=d.get("tags", []), + teaser=d.get("teaser"), + tickers=d.get("tickers", []), + title=d.get("title"), + url=d.get("url"), + ) + + +@modelclass +class BenzingaRating: + adjusted_price_target: Optional[float] = None + analyst: Optional[str] = None + benzinga_analyst_id: Optional[str] = None + benzinga_calendar_url: Optional[str] = None + benzinga_firm_id: Optional[str] = None + benzinga_id: Optional[str] = None + benzinga_news_url: Optional[str] = None + company_name: Optional[str] = None + currency: Optional[str] = None + date: Optional[str] = None + firm: Optional[str] = None + importance: Optional[int] = None + last_updated: Optional[str] = None + notes: Optional[str] = None + previous_adjusted_price_target: Optional[float] = None + previous_price_target: Optional[float] = None + previous_rating: Optional[str] = None + price_percent_change: Optional[float] = None + price_target: Optional[float] = None + price_target_action: Optional[str] = None + rating: Optional[str] = None + rating_action: Optional[str] = None + ticker: Optional[str] = None + time: Optional[str] = None + + @staticmethod + def from_dict(d): + return BenzingaRating( + adjusted_price_target=d.get("adjusted_price_target"), + analyst=d.get("analyst"), + benzinga_analyst_id=d.get("benzinga_analyst_id"), + benzinga_calendar_url=d.get("benzinga_calendar_url"), + benzinga_firm_id=d.get("benzinga_firm_id"), + benzinga_id=d.get("benzinga_id"), + benzinga_news_url=d.get("benzinga_news_url"), + company_name=d.get("company_name"), + currency=d.get("currency"), + date=d.get("date"), + firm=d.get("firm"), + importance=d.get("importance"), + last_updated=d.get("last_updated"), + notes=d.get("notes"), + previous_adjusted_price_target=d.get("previous_adjusted_price_target"), + previous_price_target=d.get("previous_price_target"), + previous_rating=d.get("previous_rating"), + price_percent_change=d.get("price_percent_change"), + price_target=d.get("price_target"), + price_target_action=d.get("price_target_action"), + rating=d.get("rating"), + rating_action=d.get("rating_action"), + ticker=d.get("ticker"), + time=d.get("time"), + ) diff --git a/polygon/rest/models/economy.py b/polygon/rest/models/economy.py new file mode 100644 index 00000000..8793462a --- /dev/null +++ b/polygon/rest/models/economy.py @@ -0,0 +1,62 @@ +from typing import Optional +from ...modelclass import modelclass + + +@modelclass +class TreasuryYield: + """ + Treasury yield data for a specific date. + """ + + date: Optional[str] = None + yield_1_month: Optional[float] = None + yield_3_month: Optional[float] = None + yield_6_month: Optional[float] = None + yield_1_year: Optional[float] = None + yield_2_year: Optional[float] = None + yield_3_year: Optional[float] = None + yield_5_year: Optional[float] = None + yield_7_year: Optional[float] = None + yield_10_year: Optional[float] = None + yield_20_year: Optional[float] = None + yield_30_year: Optional[float] = None + + @staticmethod + def from_dict(d): + return TreasuryYield( + date=d.get("date"), + yield_1_month=d.get("yield_1_month"), + yield_3_month=d.get("yield_3_month"), + yield_6_month=d.get("yield_6_month"), + yield_1_year=d.get("yield_1_year"), + yield_2_year=d.get("yield_2_year"), + yield_3_year=d.get("yield_3_year"), + yield_5_year=d.get("yield_5_year"), + yield_7_year=d.get("yield_7_year"), + yield_10_year=d.get("yield_10_year"), + yield_20_year=d.get("yield_20_year"), + yield_30_year=d.get("yield_30_year"), + ) + + +@modelclass +class FedInflation: + cpi: Optional[float] = None + cpi_core: Optional[float] = None + cpi_year_over_year: Optional[float] = None + date: Optional[str] = None + pce: Optional[float] = None + pce_core: Optional[float] = None + pce_spending: Optional[float] = None + + @staticmethod + def from_dict(d): + return FedInflation( + cpi=d.get("cpi"), + cpi_core=d.get("cpi_core"), + cpi_year_over_year=d.get("cpi_year_over_year"), + date=d.get("date"), + pce=d.get("pce"), + pce_core=d.get("pce_core"), + pce_spending=d.get("pce_spending"), + ) diff --git a/polygon/rest/models/tickers.py b/polygon/rest/models/tickers.py index 76cb6f6f..e065826f 100644 --- a/polygon/rest/models/tickers.py +++ b/polygon/rest/models/tickers.py @@ -375,40 +375,3 @@ def from_dict(d): ticker=d.get("ticker"), total_volume=d.get("total_volume"), ) - - -@modelclass -class TreasuryYield: - """ - Treasury yield data for a specific date. - """ - - date: Optional[str] = None - yield_1_month: Optional[float] = None - yield_3_month: Optional[float] = None - yield_6_month: Optional[float] = None - yield_1_year: Optional[float] = None - yield_2_year: Optional[float] = None - yield_3_year: Optional[float] = None - yield_5_year: Optional[float] = None - yield_7_year: Optional[float] = None - yield_10_year: Optional[float] = None - yield_20_year: Optional[float] = None - yield_30_year: Optional[float] = None - - @staticmethod - def from_dict(d): - return TreasuryYield( - date=d.get("date"), - yield_1_month=d.get("yield_1_month"), - yield_3_month=d.get("yield_3_month"), - yield_6_month=d.get("yield_6_month"), - yield_1_year=d.get("yield_1_year"), - yield_2_year=d.get("yield_2_year"), - yield_3_year=d.get("yield_3_year"), - yield_5_year=d.get("yield_5_year"), - yield_7_year=d.get("yield_7_year"), - yield_10_year=d.get("yield_10_year"), - yield_20_year=d.get("yield_20_year"), - yield_30_year=d.get("yield_30_year"), - ) diff --git a/polygon/rest/models/tmx.py b/polygon/rest/models/tmx.py new file mode 100644 index 00000000..a42bd6b0 --- /dev/null +++ b/polygon/rest/models/tmx.py @@ -0,0 +1,33 @@ +from typing import Optional +from ...modelclass import modelclass + + +@modelclass +class TmxCorporateEvent: + company_name: Optional[str] = None + date: Optional[str] = None + isin: Optional[str] = None + name: Optional[str] = None + status: Optional[str] = None + ticker: Optional[str] = None + tmx_company_id: Optional[int] = None + tmx_record_id: Optional[str] = None + trading_venue: Optional[str] = None + type: Optional[str] = None + url: Optional[str] = None + + @staticmethod + def from_dict(d): + return TmxCorporateEvent( + company_name=d.get("company_name"), + date=d.get("date"), + isin=d.get("isin"), + name=d.get("name"), + status=d.get("status"), + ticker=d.get("ticker"), + tmx_company_id=d.get("tmx_company_id"), + tmx_record_id=d.get("tmx_record_id"), + trading_venue=d.get("trading_venue"), + type=d.get("type"), + url=d.get("url"), + ) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index e1695cb2..e45ee744 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -24,7 +24,6 @@ OptionsContract, ShortInterest, ShortVolume, - TreasuryYield, ) from urllib3 import HTTPResponse from datetime import date @@ -696,44 +695,3 @@ def list_short_volume( result_key="results", options=options, ) - - def list_treasury_yields( - self, - date: Optional[str] = None, - date_gt: Optional[str] = None, - date_gte: Optional[str] = None, - date_lt: Optional[str] = None, - date_lte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[TreasuryYield], HTTPResponse]: - """ - Retrieve treasury yield data. - - :param date: Calendar date of the yield observation (YYYY-MM-DD). - :param date_gt: Filter for dates greater than the provided date. - :param date_gte: Filter for dates greater than or equal to the provided date. - :param date_lt: Filter for dates less than the provided date. - :param date_lte: Filter for dates less than or equal to the provided date. - :param limit: Limit the number of results returned. Default 100, max 50000. - :param sort: Field to sort by (e.g., "date"). Default "date". - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of TreasuryYield objects or HTTPResponse if raw=True. - """ - url = "/fed/v1/treasury-yields" - - return self._paginate( - path=url, - params=self._get_params(self.list_treasury_yields, locals()), - deserializer=TreasuryYield.from_dict, - raw=raw, - result_key="results", - options=options, - ) diff --git a/polygon/rest/tmx.py b/polygon/rest/tmx.py new file mode 100644 index 00000000..dd5687cd --- /dev/null +++ b/polygon/rest/tmx.py @@ -0,0 +1,85 @@ +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.tmx import ( + TmxCorporateEvent, +) +from .models.common import Sort +from .models.request import RequestOptionBuilder + + +class TmxClient(BaseClient): + """ + Client for the TMX REST Endpoints + (aligned with the paths from /tmx/v1/...) + """ + + def list_tmx_corporate_events( + self, + date: Optional[Union[str, date]] = None, + date_any_of: Optional[str] = None, + date_gt: Optional[Union[str, date]] = None, + date_gte: Optional[Union[str, date]] = None, + date_lt: Optional[Union[str, date]] = None, + date_lte: Optional[Union[str, date]] = None, + type: Optional[str] = None, + type_any_of: Optional[str] = None, + type_gt: Optional[str] = None, + type_gte: Optional[str] = None, + type_lt: Optional[str] = None, + type_lte: Optional[str] = None, + status: Optional[str] = None, + status_any_of: Optional[str] = None, + status_gt: Optional[str] = None, + status_gte: Optional[str] = None, + status_lt: Optional[str] = None, + status_lte: Optional[str] = None, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + isin: Optional[str] = None, + isin_any_of: Optional[str] = None, + isin_gt: Optional[str] = None, + isin_gte: Optional[str] = None, + isin_lt: Optional[str] = None, + isin_lte: Optional[str] = None, + trading_venue: Optional[str] = None, + trading_venue_any_of: Optional[str] = None, + trading_venue_gt: Optional[str] = None, + trading_venue_gte: Optional[str] = None, + trading_venue_lt: Optional[str] = None, + trading_venue_lte: Optional[str] = None, + tmx_company_id: Optional[int] = None, + tmx_company_id_any_of: Optional[str] = None, + tmx_company_id_gt: Optional[int] = None, + tmx_company_id_gte: Optional[int] = None, + tmx_company_id_lt: Optional[int] = None, + tmx_company_id_lte: Optional[int] = None, + tmx_record_id: Optional[str] = None, + tmx_record_id_any_of: Optional[str] = None, + tmx_record_id_gt: Optional[str] = None, + tmx_record_id_gte: Optional[str] = None, + tmx_record_id_lt: Optional[str] = None, + tmx_record_id_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[TmxCorporateEvent], HTTPResponse]: + """ + Endpoint: GET /tmx/v1/corporate-events + """ + url = "/tmx/v1/corporate-events" + return self._paginate( + path=url, + params=self._get_params(self.list_tmx_corporate_events, locals()), + raw=raw, + deserializer=TmxCorporateEvent.from_dict, + options=options, + ) From 0835bba2b111f4c7b6ee9a4a0d9c293c78e2426f Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 23 Sep 2025 16:23:39 -0700 Subject: [PATCH 271/313] fix: make resolution optional in list_futures_aggregates to include in query params (#926) --- polygon/rest/futures.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/polygon/rest/futures.py b/polygon/rest/futures.py index f651a405..c232e1e3 100644 --- a/polygon/rest/futures.py +++ b/polygon/rest/futures.py @@ -26,7 +26,7 @@ class FuturesClient(BaseClient): def list_futures_aggregates( self, ticker: str, - resolution: str, + resolution: Optional[str] = None, window_start: Optional[str] = None, window_start_lt: Optional[str] = None, window_start_lte: Optional[str] = None, From ea4ce1130a92a91304dcb80377679214db798c73 Mon Sep 17 00:00:00 2001 From: Weston Platter Date: Tue, 7 Oct 2025 09:36:28 -0600 Subject: [PATCH 272/313] Fix typo in documentation URL for options snapshots (#929) --- examples/rest/options-snapshots_options_chain.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/rest/options-snapshots_options_chain.py b/examples/rest/options-snapshots_options_chain.py index 9ebdd93a..de890884 100644 --- a/examples/rest/options-snapshots_options_chain.py +++ b/examples/rest/options-snapshots_options_chain.py @@ -2,7 +2,7 @@ # docs # https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset -# ttps://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # client = RESTClient("XXXXXX") # hardcoded api_key is used client = RESTClient() # POLYGON_API_KEY environment variable is used From f0559749c957e8cc60158190212d62a33095b153 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:38:41 -0700 Subject: [PATCH 273/313] feat: add support for stocks financials v1 endpoints (#933) --- polygon/rest/__init__.py | 2 + polygon/rest/financials.py | 320 ++++++++++++++++++++++++++++ polygon/rest/models/financials.py | 336 ++++++++++++++++++++++++++++++ 3 files changed, 658 insertions(+) create mode 100644 polygon/rest/financials.py diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index 77f198ca..db26bbca 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -1,5 +1,6 @@ from .aggs import AggsClient from .futures import FuturesClient +from .financials import FinancialsClient from .benzinga import BenzingaClient from .economy import EconomyClient from .tmx import TmxClient @@ -28,6 +29,7 @@ class RESTClient( AggsClient, FuturesClient, + FinancialsClient, BenzingaClient, EconomyClient, TmxClient, diff --git a/polygon/rest/financials.py b/polygon/rest/financials.py new file mode 100644 index 00000000..28ef5269 --- /dev/null +++ b/polygon/rest/financials.py @@ -0,0 +1,320 @@ +# financials.py +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.financials import ( + FinancialBalanceSheet, + FinancialCashFlowStatement, + FinancialIncomeStatement, + FinancialRatio, +) +from .models.common import Sort +from .models.request import RequestOptionBuilder + + +class FinancialsClient(BaseClient): + """ + Client for the Stocks Financials REST Endpoints + (aligned with the paths from /stocks/financials/v1/...) + """ + + def list_financials_balance_sheets( + self, + cik: Optional[str] = None, + cik_any_of: Optional[str] = None, + cik_gt: Optional[str] = None, + cik_gte: Optional[str] = None, + cik_lt: Optional[str] = None, + cik_lte: Optional[str] = None, + tickers: Optional[str] = None, + tickers_all_of: Optional[str] = None, + tickers_any_of: Optional[str] = None, + period_end: Optional[Union[str, date]] = None, + period_end_gt: Optional[Union[str, date]] = None, + period_end_gte: Optional[Union[str, date]] = None, + period_end_lt: Optional[Union[str, date]] = None, + period_end_lte: Optional[Union[str, date]] = None, + filing_date: Optional[Union[str, date]] = None, + filing_date_gt: Optional[Union[str, date]] = None, + filing_date_gte: Optional[Union[str, date]] = None, + filing_date_lt: Optional[Union[str, date]] = None, + filing_date_lte: Optional[Union[str, date]] = None, + fiscal_year: Optional[float] = None, + fiscal_year_gt: Optional[float] = None, + fiscal_year_gte: Optional[float] = None, + fiscal_year_lt: Optional[float] = None, + fiscal_year_lte: Optional[float] = None, + fiscal_quarter: Optional[float] = None, + fiscal_quarter_gt: Optional[float] = None, + fiscal_quarter_gte: Optional[float] = None, + fiscal_quarter_lt: Optional[float] = None, + fiscal_quarter_lte: Optional[float] = None, + timeframe: Optional[str] = None, + timeframe_any_of: Optional[str] = None, + timeframe_gt: Optional[str] = None, + timeframe_gte: Optional[str] = None, + timeframe_lt: Optional[str] = None, + timeframe_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FinancialBalanceSheet], HTTPResponse]: + """ + Endpoint: GET /stocks/financials/v1/balance-sheets + """ + url = "/stocks/financials/v1/balance-sheets" + return self._paginate( + path=url, + params=self._get_params(self.list_financials_balance_sheets, locals()), + raw=raw, + deserializer=FinancialBalanceSheet.from_dict, + options=options, + ) + + def list_financials_cash_flow_statements( + self, + cik: Optional[str] = None, + cik_any_of: Optional[str] = None, + cik_gt: Optional[str] = None, + cik_gte: Optional[str] = None, + cik_lt: Optional[str] = None, + cik_lte: Optional[str] = None, + period_end: Optional[Union[str, date]] = None, + period_end_gt: Optional[Union[str, date]] = None, + period_end_gte: Optional[Union[str, date]] = None, + period_end_lt: Optional[Union[str, date]] = None, + period_end_lte: Optional[Union[str, date]] = None, + filing_date: Optional[Union[str, date]] = None, + filing_date_gt: Optional[Union[str, date]] = None, + filing_date_gte: Optional[Union[str, date]] = None, + filing_date_lt: Optional[Union[str, date]] = None, + filing_date_lte: Optional[Union[str, date]] = None, + tickers: Optional[str] = None, + tickers_all_of: Optional[str] = None, + tickers_any_of: Optional[str] = None, + fiscal_year: Optional[float] = None, + fiscal_year_gt: Optional[float] = None, + fiscal_year_gte: Optional[float] = None, + fiscal_year_lt: Optional[float] = None, + fiscal_year_lte: Optional[float] = None, + fiscal_quarter: Optional[float] = None, + fiscal_quarter_gt: Optional[float] = None, + fiscal_quarter_gte: Optional[float] = None, + fiscal_quarter_lt: Optional[float] = None, + fiscal_quarter_lte: Optional[float] = None, + timeframe: Optional[str] = None, + timeframe_any_of: Optional[str] = None, + timeframe_gt: Optional[str] = None, + timeframe_gte: Optional[str] = None, + timeframe_lt: Optional[str] = None, + timeframe_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FinancialCashFlowStatement], HTTPResponse]: + """ + Endpoint: GET /stocks/financials/v1/cash-flow-statements + """ + url = "/stocks/financials/v1/cash-flow-statements" + return self._paginate( + path=url, + params=self._get_params( + self.list_financials_cash_flow_statements, locals() + ), + raw=raw, + deserializer=FinancialCashFlowStatement.from_dict, + options=options, + ) + + def list_financials_income_statements( + self, + cik: Optional[str] = None, + cik_any_of: Optional[str] = None, + cik_gt: Optional[str] = None, + cik_gte: Optional[str] = None, + cik_lt: Optional[str] = None, + cik_lte: Optional[str] = None, + tickers: Optional[str] = None, + tickers_all_of: Optional[str] = None, + tickers_any_of: Optional[str] = None, + period_end: Optional[Union[str, date]] = None, + period_end_gt: Optional[Union[str, date]] = None, + period_end_gte: Optional[Union[str, date]] = None, + period_end_lt: Optional[Union[str, date]] = None, + period_end_lte: Optional[Union[str, date]] = None, + filing_date: Optional[Union[str, date]] = None, + filing_date_gt: Optional[Union[str, date]] = None, + filing_date_gte: Optional[Union[str, date]] = None, + filing_date_lt: Optional[Union[str, date]] = None, + filing_date_lte: Optional[Union[str, date]] = None, + fiscal_year: Optional[float] = None, + fiscal_year_gt: Optional[float] = None, + fiscal_year_gte: Optional[float] = None, + fiscal_year_lt: Optional[float] = None, + fiscal_year_lte: Optional[float] = None, + fiscal_quarter: Optional[float] = None, + fiscal_quarter_gt: Optional[float] = None, + fiscal_quarter_gte: Optional[float] = None, + fiscal_quarter_lt: Optional[float] = None, + fiscal_quarter_lte: Optional[float] = None, + timeframe: Optional[str] = None, + timeframe_any_of: Optional[str] = None, + timeframe_gt: Optional[str] = None, + timeframe_gte: Optional[str] = None, + timeframe_lt: Optional[str] = None, + timeframe_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FinancialIncomeStatement], HTTPResponse]: + """ + Endpoint: GET /stocks/financials/v1/income-statements + """ + url = "/stocks/financials/v1/income-statements" + return self._paginate( + path=url, + params=self._get_params(self.list_financials_income_statements, locals()), + raw=raw, + deserializer=FinancialIncomeStatement.from_dict, + options=options, + ) + + def list_financials_ratios( + self, + ticker: Optional[str] = None, + ticker_any_of: Optional[str] = None, + ticker_gt: Optional[str] = None, + ticker_gte: Optional[str] = None, + ticker_lt: Optional[str] = None, + ticker_lte: Optional[str] = None, + cik: Optional[str] = None, + cik_any_of: Optional[str] = None, + cik_gt: Optional[str] = None, + cik_gte: Optional[str] = None, + cik_lt: Optional[str] = None, + cik_lte: Optional[str] = None, + price: Optional[float] = None, + price_gt: Optional[float] = None, + price_gte: Optional[float] = None, + price_lt: Optional[float] = None, + price_lte: Optional[float] = None, + average_volume: Optional[float] = None, + average_volume_gt: Optional[float] = None, + average_volume_gte: Optional[float] = None, + average_volume_lt: Optional[float] = None, + average_volume_lte: Optional[float] = None, + market_cap: Optional[float] = None, + market_cap_gt: Optional[float] = None, + market_cap_gte: Optional[float] = None, + market_cap_lt: Optional[float] = None, + market_cap_lte: Optional[float] = None, + earnings_per_share: Optional[float] = None, + earnings_per_share_gt: Optional[float] = None, + earnings_per_share_gte: Optional[float] = None, + earnings_per_share_lt: Optional[float] = None, + earnings_per_share_lte: Optional[float] = None, + price_to_earnings: Optional[float] = None, + price_to_earnings_gt: Optional[float] = None, + price_to_earnings_gte: Optional[float] = None, + price_to_earnings_lt: Optional[float] = None, + price_to_earnings_lte: Optional[float] = None, + price_to_book: Optional[float] = None, + price_to_book_gt: Optional[float] = None, + price_to_book_gte: Optional[float] = None, + price_to_book_lt: Optional[float] = None, + price_to_book_lte: Optional[float] = None, + price_to_sales: Optional[float] = None, + price_to_sales_gt: Optional[float] = None, + price_to_sales_gte: Optional[float] = None, + price_to_sales_lt: Optional[float] = None, + price_to_sales_lte: Optional[float] = None, + price_to_cash_flow: Optional[float] = None, + price_to_cash_flow_gt: Optional[float] = None, + price_to_cash_flow_gte: Optional[float] = None, + price_to_cash_flow_lt: Optional[float] = None, + price_to_cash_flow_lte: Optional[float] = None, + price_to_free_cash_flow: Optional[float] = None, + price_to_free_cash_flow_gt: Optional[float] = None, + price_to_free_cash_flow_gte: Optional[float] = None, + price_to_free_cash_flow_lt: Optional[float] = None, + price_to_free_cash_flow_lte: Optional[float] = None, + dividend_yield: Optional[float] = None, + dividend_yield_gt: Optional[float] = None, + dividend_yield_gte: Optional[float] = None, + dividend_yield_lt: Optional[float] = None, + dividend_yield_lte: Optional[float] = None, + return_on_assets: Optional[float] = None, + return_on_assets_gt: Optional[float] = None, + return_on_assets_gte: Optional[float] = None, + return_on_assets_lt: Optional[float] = None, + return_on_assets_lte: Optional[float] = None, + return_on_equity: Optional[float] = None, + return_on_equity_gt: Optional[float] = None, + return_on_equity_gte: Optional[float] = None, + return_on_equity_lt: Optional[float] = None, + return_on_equity_lte: Optional[float] = None, + debt_to_equity: Optional[float] = None, + debt_to_equity_gt: Optional[float] = None, + debt_to_equity_gte: Optional[float] = None, + debt_to_equity_lt: Optional[float] = None, + debt_to_equity_lte: Optional[float] = None, + current: Optional[float] = None, + current_gt: Optional[float] = None, + current_gte: Optional[float] = None, + current_lt: Optional[float] = None, + current_lte: Optional[float] = None, + quick: Optional[float] = None, + quick_gt: Optional[float] = None, + quick_gte: Optional[float] = None, + quick_lt: Optional[float] = None, + quick_lte: Optional[float] = None, + cash: Optional[float] = None, + cash_gt: Optional[float] = None, + cash_gte: Optional[float] = None, + cash_lt: Optional[float] = None, + cash_lte: Optional[float] = None, + ev_to_sales: Optional[float] = None, + ev_to_sales_gt: Optional[float] = None, + ev_to_sales_gte: Optional[float] = None, + ev_to_sales_lt: Optional[float] = None, + ev_to_sales_lte: Optional[float] = None, + ev_to_ebitda: Optional[float] = None, + ev_to_ebitda_gt: Optional[float] = None, + ev_to_ebitda_gte: Optional[float] = None, + ev_to_ebitda_lt: Optional[float] = None, + ev_to_ebitda_lte: Optional[float] = None, + enterprise_value: Optional[float] = None, + enterprise_value_gt: Optional[float] = None, + enterprise_value_gte: Optional[float] = None, + enterprise_value_lt: Optional[float] = None, + enterprise_value_lte: Optional[float] = None, + free_cash_flow: Optional[float] = None, + free_cash_flow_gt: Optional[float] = None, + free_cash_flow_gte: Optional[float] = None, + free_cash_flow_lt: Optional[float] = None, + free_cash_flow_lte: Optional[float] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[FinancialRatio], HTTPResponse]: + """ + Endpoint: GET /stocks/financials/v1/ratios + """ + url = "/stocks/financials/v1/ratios" + return self._paginate( + path=url, + params=self._get_params(self.list_financials_ratios, locals()), + raw=raw, + deserializer=FinancialRatio.from_dict, + options=options, + ) diff --git a/polygon/rest/models/financials.py b/polygon/rest/models/financials.py index 5443e4f6..99fb04b9 100644 --- a/polygon/rest/models/financials.py +++ b/polygon/rest/models/financials.py @@ -525,3 +525,339 @@ def from_dict(d: Optional[Dict[str, Any]]) -> "StockFinancial": source_filing_url=d.get("source_filing_url"), start_date=d.get("start_date"), ) + + +@modelclass +class FinancialBalanceSheet: + accounts_payable: Optional[float] = None + accrued_and_other_current_liabilities: Optional[float] = None + accumulated_other_comprehensive_income: Optional[float] = None + additional_paid_in_capital: Optional[float] = None + cash_and_equivalents: Optional[float] = None + cik: Optional[str] = None + commitments_and_contingencies: Optional[float] = None + common_stock: Optional[float] = None + debt_current: Optional[float] = None + deferred_revenue_current: Optional[float] = None + filing_date: Optional[str] = None + fiscal_quarter: Optional[float] = None + fiscal_year: Optional[float] = None + goodwill: Optional[float] = None + intangible_assets_net: Optional[float] = None + inventories: Optional[float] = None + long_term_debt_and_capital_lease_obligations: Optional[float] = None + noncontrolling_interest: Optional[float] = None + other_assets: Optional[float] = None + other_current_assets: Optional[float] = None + other_equity: Optional[float] = None + other_noncurrent_liabilities: Optional[float] = None + period_end: Optional[str] = None + preferred_stock: Optional[float] = None + property_plant_equipment_net: Optional[float] = None + receivables: Optional[float] = None + retained_earnings_deficit: Optional[float] = None + short_term_investments: Optional[float] = None + tickers: Optional[List[str]] = None + timeframe: Optional[str] = None + total_assets: Optional[float] = None + total_current_assets: Optional[float] = None + total_current_liabilities: Optional[float] = None + total_equity: Optional[float] = None + total_equity_attributable_to_parent: Optional[float] = None + total_liabilities: Optional[float] = None + total_liabilities_and_equity: Optional[float] = None + treasury_stock: Optional[float] = None + + @staticmethod + def from_dict(d): + return FinancialBalanceSheet( + accounts_payable=d.get("accounts_payable"), + accrued_and_other_current_liabilities=d.get( + "accrued_and_other_current_liabilities" + ), + accumulated_other_comprehensive_income=d.get( + "accumulated_other_comprehensive_income" + ), + additional_paid_in_capital=d.get("additional_paid_in_capital"), + cash_and_equivalents=d.get("cash_and_equivalents"), + cik=d.get("cik"), + commitments_and_contingencies=d.get("commitments_and_contingencies"), + common_stock=d.get("common_stock"), + debt_current=d.get("debt_current"), + deferred_revenue_current=d.get("deferred_revenue_current"), + filing_date=d.get("filing_date"), + fiscal_quarter=d.get("fiscal_quarter"), + fiscal_year=d.get("fiscal_year"), + goodwill=d.get("goodwill"), + intangible_assets_net=d.get("intangible_assets_net"), + inventories=d.get("inventories"), + long_term_debt_and_capital_lease_obligations=d.get( + "long_term_debt_and_capital_lease_obligations" + ), + noncontrolling_interest=d.get("noncontrolling_interest"), + other_assets=d.get("other_assets"), + other_current_assets=d.get("other_current_assets"), + other_equity=d.get("other_equity"), + other_noncurrent_liabilities=d.get("other_noncurrent_liabilities"), + period_end=d.get("period_end"), + preferred_stock=d.get("preferred_stock"), + property_plant_equipment_net=d.get("property_plant_equipment_net"), + receivables=d.get("receivables"), + retained_earnings_deficit=d.get("retained_earnings_deficit"), + short_term_investments=d.get("short_term_investments"), + tickers=d.get("tickers"), + timeframe=d.get("timeframe"), + total_assets=d.get("total_assets"), + total_current_assets=d.get("total_current_assets"), + total_current_liabilities=d.get("total_current_liabilities"), + total_equity=d.get("total_equity"), + total_equity_attributable_to_parent=d.get( + "total_equity_attributable_to_parent" + ), + total_liabilities=d.get("total_liabilities"), + total_liabilities_and_equity=d.get("total_liabilities_and_equity"), + treasury_stock=d.get("treasury_stock"), + ) + + +@modelclass +class FinancialCashFlowStatement: + cash_from_operating_activities_continuing_operations: Optional[float] = None + change_in_cash_and_equivalents: Optional[float] = None + change_in_other_operating_assets_and_liabilities_net: Optional[float] = None + cik: Optional[str] = None + depreciation_depletion_and_amortization: Optional[float] = None + dividends: Optional[float] = None + effect_of_currency_exchange_rate: Optional[float] = None + filing_date: Optional[str] = None + fiscal_quarter: Optional[float] = None + fiscal_year: Optional[float] = None + income_loss_from_discontinued_operations: Optional[float] = None + long_term_debt_issuances_repayments: Optional[float] = None + net_cash_from_financing_activities: Optional[float] = None + net_cash_from_financing_activities_continuing_operations: Optional[float] = None + net_cash_from_financing_activities_discontinued_operations: Optional[float] = None + net_cash_from_investing_activities: Optional[float] = None + net_cash_from_investing_activities_continuing_operations: Optional[float] = None + net_cash_from_investing_activities_discontinued_operations: Optional[float] = None + net_cash_from_operating_activities: Optional[float] = None + net_cash_from_operating_activities_discontinued_operations: Optional[float] = None + net_income: Optional[float] = None + noncontrolling_interests: Optional[float] = None + other_cash_adjustments: Optional[float] = None + other_financing_activities: Optional[float] = None + other_investing_activities: Optional[float] = None + other_operating_activities: Optional[float] = None + period_end: Optional[str] = None + purchase_of_property_plant_and_equipment: Optional[float] = None + sale_of_property_plant_and_equipment: Optional[float] = None + short_term_debt_issuances_repayments: Optional[float] = None + tickers: Optional[List[str]] = None + timeframe: Optional[str] = None + + @staticmethod + def from_dict(d): + return FinancialCashFlowStatement( + cash_from_operating_activities_continuing_operations=d.get( + "cash_from_operating_activities_continuing_operations" + ), + change_in_cash_and_equivalents=d.get("change_in_cash_and_equivalents"), + change_in_other_operating_assets_and_liabilities_net=d.get( + "change_in_other_operating_assets_and_liabilities_net" + ), + cik=d.get("cik"), + depreciation_depletion_and_amortization=d.get( + "depreciation_depletion_and_amortization" + ), + dividends=d.get("dividends"), + effect_of_currency_exchange_rate=d.get("effect_of_currency_exchange_rate"), + filing_date=d.get("filing_date"), + fiscal_quarter=d.get("fiscal_quarter"), + fiscal_year=d.get("fiscal_year"), + income_loss_from_discontinued_operations=d.get( + "income_loss_from_discontinued_operations" + ), + long_term_debt_issuances_repayments=d.get( + "long_term_debt_issuances_repayments" + ), + net_cash_from_financing_activities=d.get( + "net_cash_from_financing_activities" + ), + net_cash_from_financing_activities_continuing_operations=d.get( + "net_cash_from_financing_activities_continuing_operations" + ), + net_cash_from_financing_activities_discontinued_operations=d.get( + "net_cash_from_financing_activities_discontinued_operations" + ), + net_cash_from_investing_activities=d.get( + "net_cash_from_investing_activities" + ), + net_cash_from_investing_activities_continuing_operations=d.get( + "net_cash_from_investing_activities_continuing_operations" + ), + net_cash_from_investing_activities_discontinued_operations=d.get( + "net_cash_from_investing_activities_discontinued_operations" + ), + net_cash_from_operating_activities=d.get( + "net_cash_from_operating_activities" + ), + net_cash_from_operating_activities_discontinued_operations=d.get( + "net_cash_from_operating_activities_discontinued_operations" + ), + net_income=d.get("net_income"), + noncontrolling_interests=d.get("noncontrolling_interests"), + other_cash_adjustments=d.get("other_cash_adjustments"), + other_financing_activities=d.get("other_financing_activities"), + other_investing_activities=d.get("other_investing_activities"), + other_operating_activities=d.get("other_operating_activities"), + period_end=d.get("period_end"), + purchase_of_property_plant_and_equipment=d.get( + "purchase_of_property_plant_and_equipment" + ), + sale_of_property_plant_and_equipment=d.get( + "sale_of_property_plant_and_equipment" + ), + short_term_debt_issuances_repayments=d.get( + "short_term_debt_issuances_repayments" + ), + tickers=d.get("tickers"), + timeframe=d.get("timeframe"), + ) + + +@modelclass +class FinancialIncomeStatement: + basic_earnings_per_share: Optional[float] = None + basic_shares_outstanding: Optional[float] = None + cik: Optional[str] = None + consolidated_net_income_loss: Optional[float] = None + cost_of_revenue: Optional[float] = None + depreciation_depletion_amortization: Optional[float] = None + diluted_earnings_per_share: Optional[float] = None + diluted_shares_outstanding: Optional[float] = None + discontinued_operations: Optional[float] = None + ebitda: Optional[float] = None + equity_in_affiliates: Optional[float] = None + extraordinary_items: Optional[float] = None + filing_date: Optional[str] = None + fiscal_quarter: Optional[float] = None + fiscal_year: Optional[float] = None + gross_profit: Optional[float] = None + income_before_income_taxes: Optional[float] = None + income_taxes: Optional[float] = None + interest_expense: Optional[float] = None + interest_income: Optional[float] = None + net_income_loss_attributable_common_shareholders: Optional[float] = None + noncontrolling_interest: Optional[float] = None + operating_income: Optional[float] = None + other_income_expense: Optional[float] = None + other_operating_expenses: Optional[float] = None + period_end: Optional[str] = None + preferred_stock_dividends_declared: Optional[float] = None + research_development: Optional[float] = None + revenue: Optional[float] = None + selling_general_administrative: Optional[float] = None + tickers: Optional[List[str]] = None + timeframe: Optional[str] = None + total_operating_expenses: Optional[float] = None + total_other_income_expense: Optional[float] = None + + @staticmethod + def from_dict(d): + return FinancialIncomeStatement( + basic_earnings_per_share=d.get("basic_earnings_per_share"), + basic_shares_outstanding=d.get("basic_shares_outstanding"), + cik=d.get("cik"), + consolidated_net_income_loss=d.get("consolidated_net_income_loss"), + cost_of_revenue=d.get("cost_of_revenue"), + depreciation_depletion_amortization=d.get( + "depreciation_depletion_amortization" + ), + diluted_earnings_per_share=d.get("diluted_earnings_per_share"), + diluted_shares_outstanding=d.get("diluted_shares_outstanding"), + discontinued_operations=d.get("discontinued_operations"), + ebitda=d.get("ebitda"), + equity_in_affiliates=d.get("equity_in_affiliates"), + extraordinary_items=d.get("extraordinary_items"), + filing_date=d.get("filing_date"), + fiscal_quarter=d.get("fiscal_quarter"), + fiscal_year=d.get("fiscal_year"), + gross_profit=d.get("gross_profit"), + income_before_income_taxes=d.get("income_before_income_taxes"), + income_taxes=d.get("income_taxes"), + interest_expense=d.get("interest_expense"), + interest_income=d.get("interest_income"), + net_income_loss_attributable_common_shareholders=d.get( + "net_income_loss_attributable_common_shareholders" + ), + noncontrolling_interest=d.get("noncontrolling_interest"), + operating_income=d.get("operating_income"), + other_income_expense=d.get("other_income_expense"), + other_operating_expenses=d.get("other_operating_expenses"), + period_end=d.get("period_end"), + preferred_stock_dividends_declared=d.get( + "preferred_stock_dividends_declared" + ), + research_development=d.get("research_development"), + revenue=d.get("revenue"), + selling_general_administrative=d.get("selling_general_administrative"), + tickers=d.get("tickers"), + timeframe=d.get("timeframe"), + total_operating_expenses=d.get("total_operating_expenses"), + total_other_income_expense=d.get("total_other_income_expense"), + ) + + +@modelclass +class FinancialRatio: + average_volume: Optional[float] = None + cash: Optional[float] = None + cik: Optional[str] = None + current: Optional[float] = None + date: Optional[str] = None + debt_to_equity: Optional[float] = None + dividend_yield: Optional[float] = None + earnings_per_share: Optional[float] = None + enterprise_value: Optional[float] = None + ev_to_ebitda: Optional[float] = None + ev_to_sales: Optional[float] = None + free_cash_flow: Optional[float] = None + market_cap: Optional[float] = None + price: Optional[float] = None + price_to_book: Optional[float] = None + price_to_cash_flow: Optional[float] = None + price_to_earnings: Optional[float] = None + price_to_free_cash_flow: Optional[float] = None + price_to_sales: Optional[float] = None + quick: Optional[float] = None + return_on_assets: Optional[float] = None + return_on_equity: Optional[float] = None + ticker: Optional[str] = None + + @staticmethod + def from_dict(d): + return FinancialRatio( + average_volume=d.get("average_volume"), + cash=d.get("cash"), + cik=d.get("cik"), + current=d.get("current"), + date=d.get("date"), + debt_to_equity=d.get("debt_to_equity"), + dividend_yield=d.get("dividend_yield"), + earnings_per_share=d.get("earnings_per_share"), + enterprise_value=d.get("enterprise_value"), + ev_to_ebitda=d.get("ev_to_ebitda"), + ev_to_sales=d.get("ev_to_sales"), + free_cash_flow=d.get("free_cash_flow"), + market_cap=d.get("market_cap"), + price=d.get("price"), + price_to_book=d.get("price_to_book"), + price_to_cash_flow=d.get("price_to_cash_flow"), + price_to_earnings=d.get("price_to_earnings"), + price_to_free_cash_flow=d.get("price_to_free_cash_flow"), + price_to_sales=d.get("price_to_sales"), + quick=d.get("quick"), + return_on_assets=d.get("return_on_assets"), + return_on_equity=d.get("return_on_equity"), + ticker=d.get("ticker"), + ) From ab4e48b2e5ee723e60201811527676c93fbeaecc Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:44:41 -0700 Subject: [PATCH 274/313] Adds support for Benzinga v2 news endpoint (#934) --- polygon/rest/benzinga.py | 43 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) diff --git a/polygon/rest/benzinga.py b/polygon/rest/benzinga.py index e0e5cf03..b3cb39ec 100644 --- a/polygon/rest/benzinga.py +++ b/polygon/rest/benzinga.py @@ -363,6 +363,49 @@ def list_benzinga_news( options=options, ) + def list_benzinga_news_v2( + self, + published: Optional[str] = None, + published_gt: Optional[str] = None, + published_gte: Optional[str] = None, + published_lt: Optional[str] = None, + published_lte: Optional[str] = None, + channels: Optional[str] = None, + channels_all_of: Optional[str] = None, + channels_any_of: Optional[str] = None, + tags: Optional[str] = None, + tags_all_of: Optional[str] = None, + tags_any_of: Optional[str] = None, + author: Optional[str] = None, + author_any_of: Optional[str] = None, + author_gt: Optional[str] = None, + author_gte: Optional[str] = None, + author_lt: Optional[str] = None, + author_lte: Optional[str] = None, + stocks: Optional[str] = None, + stocks_all_of: Optional[str] = None, + stocks_any_of: Optional[str] = None, + tickers: Optional[str] = None, + tickers_all_of: Optional[str] = None, + tickers_any_of: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[BenzingaNews], HTTPResponse]: + """ + Endpoint: GET /benzinga/v2/news + """ + url = "/benzinga/v2/news" + return self._paginate( + path=url, + params=self._get_params(self.list_benzinga_news_v2, locals()), + raw=raw, + deserializer=BenzingaNews.from_dict, + options=options, + ) + def list_benzinga_ratings( self, date: Optional[Union[str, date]] = None, From 1b75d9a7fd83e230acb03003eb0988635c076682 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:52:42 -0700 Subject: [PATCH 275/313] fix: support Python 3.14 deferred annotations in modelclass decorator (#932) --- polygon/modelclass.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/polygon/modelclass.py b/polygon/modelclass.py index 5499d15c..117f7910 100644 --- a/polygon/modelclass.py +++ b/polygon/modelclass.py @@ -2,16 +2,16 @@ import typing from dataclasses import dataclass - _T = typing.TypeVar("_T") def modelclass(cls: typing.Type[_T]) -> typing.Type[_T]: cls = dataclass(cls) + type_hints = typing.get_type_hints(cls) attributes = [ a - for a in cls.__dict__["__annotations__"].keys() - if not a.startswith("__") and not inspect.isroutine(a) + for a in type_hints.keys() + if not a.startswith("__") and not inspect.isroutine(getattr(cls, a, None)) ] def init(self, *args, **kwargs): From 76020e248ed4d6b3794c12d6abcde3c438de742f Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 09:55:00 -0700 Subject: [PATCH 276/313] Add individual futures exchange endpoints (CME, CBOT, NYMEX, COMEX) (#931) --- polygon/websocket/models/__init__.py | 24 ++++++++++++++++++++++++ polygon/websocket/models/common.py | 6 +++++- 2 files changed, 29 insertions(+), 1 deletion(-) diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 20c02ce1..629aca87 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -42,6 +42,30 @@ def from_dict(cls, data: Dict[str, Any]) -> "FromDictProtocol": "T": FuturesTrade, "Q": FuturesQuote, }, + Market.FuturesCME: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesCBOT: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesNYMEX: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesCOMEX: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, Market.Crypto: { "XA": CurrencyAgg, "XAS": CurrencyAgg, diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 261f664b..bf8d18d6 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -28,7 +28,11 @@ class Market(Enum): Forex = "forex" Crypto = "crypto" Indices = "indices" - Futures = "futures" + Futures = "futures" # CME, CBOT, NYMEX, and COMEX + FuturesCME = "futures/cme" + FuturesCBOT = "futures/cbot" + FuturesNYMEX = "futures/nymex" + FuturesCOMEX = "futures/comex" class EventType(Enum): From 1c547dc40324cb30306465ab5d86ce5c379c2161 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 10:16:14 -0700 Subject: [PATCH 277/313] Update test.yml to remove python 3.8 (#936) --- .github/workflows/test.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index f87d2e29..602340ce 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -14,7 +14,7 @@ jobs: fail-fast: false matrix: os: [ubuntu-latest, windows-latest] - python-version: ['3.8', '3.9', '3.10'] + python-version: ['3.9', '3.10', '3.11'] runs-on: ${{ matrix.os }} name: ${{ matrix.os }} Unit test ${{ matrix.python-version }} steps: From 153f4eac96314c80643d75171fd234f2e100c6e6 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 10:18:17 -0700 Subject: [PATCH 278/313] Upgrade to websockets 14+ and propagate ConnectionClosedError after max_reconnects (#935) --- README.md | 2 +- poetry.lock | 271 +++++++++++----------------------- polygon/websocket/__init__.py | 21 ++- pyproject.toml | 6 +- 4 files changed, 104 insertions(+), 196 deletions(-) diff --git a/README.md b/README.md index 7c0374e8..3ca7b71c 100644 --- a/README.md +++ b/README.md @@ -7,7 +7,7 @@ Welcome to the official Python client library for the [Polygon](https://polygon. ## Prerequisites -Before installing the Polygon Python client, ensure your environment has Python 3.8 or higher. +Before installing the Polygon Python client, ensure your environment has Python 3.9 or higher. ## Install diff --git a/poetry.lock b/poetry.lock index 832ab989..6121d97b 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.8.5 and should not be changed by hand. [[package]] name = "alabaster" @@ -6,7 +6,6 @@ version = "0.7.12" description = "A configurable sidebar-enabled Sphinx theme" optional = false python-versions = "*" -groups = ["dev"] files = [ {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, @@ -18,17 +17,16 @@ version = "22.1.0" description = "Classes Without Boilerplate" optional = false python-versions = ">=3.5" -groups = ["dev"] files = [ {file = "attrs-22.1.0-py2.py3-none-any.whl", hash = "sha256:86efa402f67bf2df34f51a335487cf46b1ec130d02b8d39fd248abfd30da551c"}, {file = "attrs-22.1.0.tar.gz", hash = "sha256:29adc2665447e5191d0e7c568fde78b21f9672d344281d0c6e1ab085429b22b6"}, ] [package.extras] -dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] +dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] -tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] -tests-no-zope = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] +tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] +tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] [[package]] name = "Babel" @@ -36,7 +34,6 @@ version = "2.11.0" description = "Internationalization utilities" optional = false python-versions = ">=3.6" -groups = ["dev"] files = [ {file = "Babel-2.11.0-py3-none-any.whl", hash = "sha256:1ad3eca1c885218f6dce2ab67291178944f810a10a9b5f3cb8382a5a232b64fe"}, {file = "Babel-2.11.0.tar.gz", hash = "sha256:5ef4b3226b0180dedded4229651c8b0e1a3a6a2837d45a073272f313e4cf97f6"}, @@ -51,7 +48,6 @@ version = "24.8.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" -groups = ["dev"] files = [ {file = "black-24.8.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:09cdeb74d494ec023ded657f7092ba518e8cf78fa8386155e4a03fdcc44679e6"}, {file = "black-24.8.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:81c6742da39f33b08e791da38410f32e27d632260e599df7245cccee2064afeb"}, @@ -88,7 +84,7 @@ typing-extensions = {version = ">=4.0.1", markers = "python_version < \"3.11\""} [package.extras] colorama = ["colorama (>=0.4.3)"] -d = ["aiohttp (>=3.7.4) ; sys_platform != \"win32\" or implementation_name != \"pypy\"", "aiohttp (>=3.7.4,!=3.9.0) ; sys_platform == \"win32\" and implementation_name == \"pypy\""] +d = ["aiohttp (>=3.7.4)", "aiohttp (>=3.7.4,!=3.9.0)"] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] uvloop = ["uvloop (>=0.15.2)"] @@ -98,7 +94,6 @@ version = "2025.6.15" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.7" -groups = ["main", "dev"] files = [ {file = "certifi-2025.6.15-py3-none-any.whl", hash = "sha256:2e0c7ce7cb5d8f8634ca55d2ba7e6ec2689a2fd6537d8dec1296a477a4910057"}, {file = "certifi-2025.6.15.tar.gz", hash = "sha256:d747aa5a8b9bbbb1bb8c22bb13e22bd1f18e9796defa16bab421f7f7a317323b"}, @@ -110,7 +105,6 @@ version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." optional = false python-versions = ">=3.6.0" -groups = ["dev"] files = [ {file = "charset-normalizer-2.1.1.tar.gz", hash = "sha256:5a3d016c7c547f69d6f81fb0db9449ce888b418b5b9952cc5e6e66843e9dd845"}, {file = "charset_normalizer-2.1.1-py3-none-any.whl", hash = "sha256:83e9a75d1911279afd89352c68b45348559d1fc0506b054b346651b5e7fee29f"}, @@ -125,7 +119,6 @@ version = "8.1.3" description = "Composable command line interface toolkit" optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "click-8.1.3-py3-none-any.whl", hash = "sha256:bb4d8133cb15a609f44e8213d9b391b0809795062913b383c62be0ee95b1db48"}, {file = "click-8.1.3.tar.gz", hash = "sha256:7682dc8afb30297001674575ea00d1814d808d6a36af415a82bd481d37ba7b8e"}, @@ -140,8 +133,6 @@ version = "0.4.6" description = "Cross-platform colored terminal text." optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" -groups = ["dev"] -markers = "sys_platform == \"win32\" or platform_system == \"Windows\"" files = [ {file = "colorama-0.4.6-py2.py3-none-any.whl", hash = "sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6"}, {file = "colorama-0.4.6.tar.gz", hash = "sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44"}, @@ -153,7 +144,6 @@ version = "0.18.1" description = "Docutils -- Python Documentation Utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" -groups = ["dev"] files = [ {file = "docutils-0.18.1-py2.py3-none-any.whl", hash = "sha256:23010f129180089fbcd3bc08cfefccb3b890b0050e1ca00c867036e9d161b98c"}, {file = "docutils-0.18.1.tar.gz", hash = "sha256:679987caf361a7539d76e584cbeddc311e3aee937877c87346f31debc63e9d06"}, @@ -165,7 +155,6 @@ version = "2.1.3" description = "URL manipulation made simple." optional = false python-versions = "*" -groups = ["dev"] files = [ {file = "furl-2.1.3-py2.py3-none-any.whl", hash = "sha256:9ab425062c4217f9802508e45feb4a83e54324273ac4b202f1850363309666c0"}, {file = "furl-2.1.3.tar.gz", hash = "sha256:5a6188fe2666c484a12159c18be97a1977a71d632ef5bb867ef15f54af39cc4e"}, @@ -181,7 +170,6 @@ version = "3.7" description = "Internationalized Domain Names in Applications (IDNA)" optional = false python-versions = ">=3.5" -groups = ["dev"] files = [ {file = "idna-3.7-py3-none-any.whl", hash = "sha256:82fee1fc78add43492d3a1898bfa6d8a904cc97d8427f683ed8e798d07761aa0"}, {file = "idna-3.7.tar.gz", hash = "sha256:028ff3aadf0609c1fd278d8ea3089299412a7a8b9bd005dd08b9f8285bcb5cfc"}, @@ -193,7 +181,6 @@ version = "1.4.1" description = "Getting image size from png/jpeg/jpeg2000/gif file" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" -groups = ["dev"] files = [ {file = "imagesize-1.4.1-py2.py3-none-any.whl", hash = "sha256:0d8d18d08f840c19d0ee7ca1fd82490fdc3729b7ac93f49870406ddde8ef8d8b"}, {file = "imagesize-1.4.1.tar.gz", hash = "sha256:69150444affb9cb0d5cc5a92b3676f0b2fb7cd9ae39e947a5e11a36b4497cd4a"}, @@ -205,8 +192,6 @@ version = "5.1.0" description = "Read metadata from Python packages" optional = false python-versions = ">=3.7" -groups = ["dev"] -markers = "python_version < \"3.10\"" files = [ {file = "importlib_metadata-5.1.0-py3-none-any.whl", hash = "sha256:d84d17e21670ec07990e1044a99efe8d615d860fd176fc29ef5c306068fda313"}, {file = "importlib_metadata-5.1.0.tar.gz", hash = "sha256:d5059f9f1e8e41f80e9c56c2ee58811450c31984dfa625329ffd7c0dad88a73b"}, @@ -218,27 +203,7 @@ zipp = ">=0.5" [package.extras] docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] perf = ["ipython"] -testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3) ; python_version < \"3.9\"", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8 ; python_version < \"3.12\"", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\"", "pytest-perf (>=0.9.2)"] - -[[package]] -name = "importlib-resources" -version = "5.10.0" -description = "Read resources from Python packages" -optional = false -python-versions = ">=3.7" -groups = ["dev"] -markers = "python_version < \"3.9\"" -files = [ - {file = "importlib_resources-5.10.0-py3-none-any.whl", hash = "sha256:ee17ec648f85480d523596ce49eae8ead87d5631ae1551f913c0100b5edd3437"}, - {file = "importlib_resources-5.10.0.tar.gz", hash = "sha256:c01b1b94210d9849f286b86bb51bcea7cd56dde0600d8db721d7b81330711668"}, -] - -[package.dependencies] -zipp = {version = ">=3.1.0", markers = "python_version < \"3.10\""} - -[package.extras] -docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] -testing = ["flake8 (<5)", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\""] +testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3)", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)", "pytest-perf (>=0.9.2)"] [[package]] name = "jinja2" @@ -246,7 +211,6 @@ version = "3.1.6" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "jinja2-3.1.6-py3-none-any.whl", hash = "sha256:85ece4451f492d0c13c5dd7c13a64681a86afae63a5f347908daf103ce6d2f67"}, {file = "jinja2-3.1.6.tar.gz", hash = "sha256:0137fb05990d35f1275a587e9aee6d56da821fc83491a0fb838183be43f66d6d"}, @@ -264,7 +228,6 @@ version = "4.17.1" description = "An implementation of JSON Schema validation for Python" optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "jsonschema-4.17.1-py3-none-any.whl", hash = "sha256:410ef23dcdbca4eaedc08b850079179883c2ed09378bd1f760d4af4aacfa28d7"}, {file = "jsonschema-4.17.1.tar.gz", hash = "sha256:05b2d22c83640cde0b7e0aa329ca7754fbd98ea66ad8ae24aa61328dfe057fa3"}, @@ -272,8 +235,6 @@ files = [ [package.dependencies] attrs = ">=17.4.0" -importlib-resources = {version = ">=1.4.0", markers = "python_version < \"3.9\""} -pkgutil-resolve-name = {version = ">=1.3.10", markers = "python_version < \"3.9\""} pyrsistent = ">=0.14.0,<0.17.0 || >0.17.0,<0.17.1 || >0.17.1,<0.17.2 || >0.17.2" [package.extras] @@ -286,7 +247,6 @@ version = "2.1.1" description = "Safely add untrusted strings to HTML/XML markup." optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:86b1f75c4e7c2ac2ccdaec2b9022845dbb81880ca318bb7a0a01fbf7813e3812"}, {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:f121a1420d4e173a5d96e47e9a0c0dcff965afdf1626d28de1460815f7c4ee7a"}, @@ -336,7 +296,6 @@ version = "1.13.0" description = "Optional static typing for Python" optional = false python-versions = ">=3.8" -groups = ["dev"] files = [ {file = "mypy-1.13.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:6607e0f1dd1fb7f0aca14d936d13fd19eba5e17e1cd2a14f808fa5f8f6d8f60a"}, {file = "mypy-1.13.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:8a21be69bd26fa81b1f80a61ee7ab05b076c674d9b18fb56239d72e21d9f4c80"}, @@ -390,7 +349,6 @@ version = "1.0.0" description = "Type system extensions for programs checked with the mypy type checker." optional = false python-versions = ">=3.5" -groups = ["dev"] files = [ {file = "mypy_extensions-1.0.0-py3-none-any.whl", hash = "sha256:4392f6c0eb8a5668a69e23d168ffa70f0be9ccfd32b5cc2d26a34ae5b844552d"}, {file = "mypy_extensions-1.0.0.tar.gz", hash = "sha256:75dbf8955dc00442a438fc4d0666508a9a97b6bd41aa2f0ffe9d2f2725af0782"}, @@ -402,7 +360,6 @@ version = "1.0.1" description = "Ordered Multivalue Dictionary" optional = false python-versions = "*" -groups = ["dev"] files = [ {file = "orderedmultidict-1.0.1-py2.py3-none-any.whl", hash = "sha256:43c839a17ee3cdd62234c47deca1a8508a3f2ca1d0678a3bf791c87cf84adbf3"}, {file = "orderedmultidict-1.0.1.tar.gz", hash = "sha256:04070bbb5e87291cc9bfa51df413677faf2141c73c61d2a5f7b26bea3cd882ad"}, @@ -417,7 +374,6 @@ version = "3.10.15" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" -groups = ["dev"] files = [ {file = "orjson-3.10.15-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:552c883d03ad185f720d0c09583ebde257e41b9521b74ff40e08b7dec4559c04"}, {file = "orjson-3.10.15-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:616e3e8d438d02e4854f70bfdc03a6bcdb697358dbaa6bcd19cbe24d24ece1f8"}, @@ -506,7 +462,6 @@ version = "23.1" description = "Core utilities for Python packages" optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "packaging-23.1-py3-none-any.whl", hash = "sha256:994793af429502c4ea2ebf6bf664629d07c1a9fe974af92966e4b8d2df7edc61"}, {file = "packaging-23.1.tar.gz", hash = "sha256:a392980d2b6cffa644431898be54b0045151319d1e7ec34f0cfed48767dd334f"}, @@ -518,32 +473,17 @@ version = "0.10.2" description = "Utility library for gitignore style pattern matching of file paths." optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "pathspec-0.10.2-py3-none-any.whl", hash = "sha256:88c2606f2c1e818b978540f73ecc908e13999c6c3a383daf3705652ae79807a5"}, {file = "pathspec-0.10.2.tar.gz", hash = "sha256:8f6bf73e5758fd365ef5d58ce09ac7c27d2833a8d7da51712eac6e27e35141b0"}, ] -[[package]] -name = "pkgutil_resolve_name" -version = "1.3.10" -description = "Resolve a name to an object." -optional = false -python-versions = ">=3.6" -groups = ["dev"] -markers = "python_version < \"3.9\"" -files = [ - {file = "pkgutil_resolve_name-1.3.10-py3-none-any.whl", hash = "sha256:ca27cc078d25c5ad71a9de0a7a330146c4e014c2462d9af19c6b828280649c5e"}, - {file = "pkgutil_resolve_name-1.3.10.tar.gz", hash = "sha256:357d6c9e6a755653cfd78893817c0853af365dd51ec97f3d358a819373bbd174"}, -] - [[package]] name = "platformdirs" version = "2.5.4" description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." optional = false python-versions = ">=3.7" -groups = ["dev"] files = [ {file = "platformdirs-2.5.4-py3-none-any.whl", hash = "sha256:af0276409f9a02373d540bf8480021a048711d572745aef4b7842dad245eba10"}, {file = "platformdirs-2.5.4.tar.gz", hash = "sha256:1006647646d80f16130f052404c6b901e80ee4ed6bef6792e1f238a8969106f7"}, @@ -559,7 +499,6 @@ version = "2.0.1" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" -groups = ["dev"] files = [ {file = 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you are working with JSON" optional = false python-versions = ">=3.4" -groups = ["dev"] files = [ {file = "xmltodict-0.13.0-py2.py3-none-any.whl", hash = "sha256:aa89e8fd76320154a40d19a0df04a4695fb9dc5ba977cbb68ab3e4eb225e7852"}, {file = "xmltodict-0.13.0.tar.gz", hash = "sha256:341595a488e3e01a85a9d8911d8912fd922ede5fecc4dce437eb4b6c8d037e56"}, @@ -1054,8 +951,6 @@ version = "3.19.1" description = "Backport of pathlib-compatible object wrapper for zip files" optional = false python-versions = ">=3.8" -groups = ["dev"] -markers = "python_version < \"3.10\"" files = [ {file = "zipp-3.19.1-py3-none-any.whl", hash = "sha256:2828e64edb5386ea6a52e7ba7cdb17bb30a73a858f5eb6eb93d8d36f5ea26091"}, {file = "zipp-3.19.1.tar.gz", hash = "sha256:35427f6d5594f4acf82d25541438348c26736fa9b3afa2754bcd63cdb99d8e8f"}, @@ -1066,6 +961,6 @@ doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linke test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy", "pytest-ruff (>=0.2.1)"] [metadata] -lock-version = "2.1" -python-versions = "^3.8" -content-hash = "c80bc058f0871dd694ea1761d3266a1d46d0265b19312868ccc7e5cf3dbe3244" +lock-version = "2.0" +python-versions = "^3.9" +content-hash = "9d1af0f906dd5be7a7016cea5daa198a608ad3aa7c70969d672ea0c993a61b9e" diff --git a/polygon/websocket/__init__.py b/polygon/websocket/__init__.py index 1304028f..207ba09b 100644 --- a/polygon/websocket/__init__.py +++ b/polygon/websocket/__init__.py @@ -7,7 +7,7 @@ import ssl import certifi from .models import * -from websockets.client import connect, WebSocketClientProtocol +from websockets.asyncio.client import connect, ClientConnection from websockets.exceptions import ConnectionClosedOK, ConnectionClosedError from ..logging import get_logger import logging @@ -65,7 +65,7 @@ def __init__( self.subscribed = False self.subs: Set[str] = set() self.max_reconnects = max_reconnects - self.websocket: Optional[WebSocketClientProtocol] = None + self.websocket: Optional[ClientConnection] = None if subscriptions is None: subscriptions = [] self.scheduled_subs: Set[str] = set(subscriptions) @@ -100,8 +100,13 @@ async def connect( ssl_context = ssl.SSLContext(ssl.PROTOCOL_TLS_CLIENT) ssl_context.load_verify_locations(certifi.where()) + last_exc = None async for s in connect( - self.url, close_timeout=close_timeout, ssl=ssl_context, **kwargs + self.url, + close_timeout=close_timeout, + ssl=ssl_context, + process_exception=lambda exc: None, + **kwargs, ): self.websocket = s try: @@ -151,15 +156,23 @@ async def connect( logger.debug("connection closed (OK): %s", e) return except ConnectionClosedError as e: + last_exc = e logger.debug("connection closed (ERR): %s", e) reconnects += 1 self.scheduled_subs = set(self.subs) self.subs = set() self.schedule_resub = True if self.max_reconnects is not None and reconnects > self.max_reconnects: - return + break continue + if ( + last_exc + and self.max_reconnects is not None + and reconnects > self.max_reconnects + ): + raise last_exc + def run( self, handle_msg: Union[ diff --git a/pyproject.toml b/pyproject.toml index 6dc126b6..cc2d7399 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -24,9 +24,9 @@ packages = [ ] [tool.poetry.dependencies] -python = "^3.8" -urllib3 = ">=1.26.9,<3.0.0" -websockets = ">=10.3,<15.0" +python = "^3.9" +urllib3 = ">=1.26.9" +websockets = ">=14.0" certifi = ">=2022.5.18,<2026.0.0" [tool.poetry.dev-dependencies] From bd6f4079dc79ecd7a96cc16c629c91b8b9de415e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 10:23:24 -0700 Subject: [PATCH 279/313] Bump certifi from 2025.6.15 to 2025.10.5 (#930) Bumps [certifi](https://github.com/certifi/python-certifi) from 2025.6.15 to 2025.10.5. - [Commits](https://github.com/certifi/python-certifi/compare/2025.06.15...2025.10.05) --- updated-dependencies: - dependency-name: certifi dependency-version: 2025.10.5 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 77 ++++++++++++++++++++++++++++++++++++++++++++--------- 1 file changed, 65 insertions(+), 12 deletions(-) diff --git a/poetry.lock b/poetry.lock index 6121d97b..cd5aef1c 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 1.8.5 and should not be changed by hand. +# This file is automatically @generated by Poetry 2.2.0 and should not be changed by hand. [[package]] name = "alabaster" @@ -6,6 +6,7 @@ version = "0.7.12" description = "A configurable sidebar-enabled Sphinx theme" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, @@ -17,16 +18,17 @@ version = "22.1.0" description = "Classes Without Boilerplate" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "attrs-22.1.0-py2.py3-none-any.whl", hash = "sha256:86efa402f67bf2df34f51a335487cf46b1ec130d02b8d39fd248abfd30da551c"}, {file = "attrs-22.1.0.tar.gz", hash = "sha256:29adc2665447e5191d0e7c568fde78b21f9672d344281d0c6e1ab085429b22b6"}, ] [package.extras] -dev = ["cloudpickle", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] +dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "furo", "hypothesis", "mypy (>=0.900,!=0.940)", "pre-commit", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "sphinx", "sphinx-notfound-page", "zope.interface"] docs = ["furo", "sphinx", "sphinx-notfound-page", "zope.interface"] -tests = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] -tests-no-zope = ["cloudpickle", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] +tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "zope.interface"] +tests-no-zope = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] [[package]] name = "Babel" @@ -34,6 +36,7 @@ version = "2.11.0" description = "Internationalization utilities" optional = false python-versions = ">=3.6" +groups = ["dev"] files = [ {file = "Babel-2.11.0-py3-none-any.whl", hash = "sha256:1ad3eca1c885218f6dce2ab67291178944f810a10a9b5f3cb8382a5a232b64fe"}, {file = "Babel-2.11.0.tar.gz", hash = "sha256:5ef4b3226b0180dedded4229651c8b0e1a3a6a2837d45a073272f313e4cf97f6"}, @@ -48,6 +51,7 @@ version = "24.8.0" description = "The uncompromising code formatter." optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "black-24.8.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:09cdeb74d494ec023ded657f7092ba518e8cf78fa8386155e4a03fdcc44679e6"}, {file = "black-24.8.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:81c6742da39f33b08e791da38410f32e27d632260e599df7245cccee2064afeb"}, @@ -84,19 +88,20 @@ typing-extensions = {version = ">=4.0.1", markers = "python_version < \"3.11\""} [package.extras] colorama = ["colorama (>=0.4.3)"] -d = ["aiohttp (>=3.7.4)", "aiohttp (>=3.7.4,!=3.9.0)"] +d = ["aiohttp (>=3.7.4) ; sys_platform != \"win32\" or implementation_name != \"pypy\"", "aiohttp (>=3.7.4,!=3.9.0) ; sys_platform == \"win32\" and implementation_name == \"pypy\""] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2025.6.15" +version = "2025.10.5" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.7" +groups = ["main", "dev"] files = [ - {file = "certifi-2025.6.15-py3-none-any.whl", hash = "sha256:2e0c7ce7cb5d8f8634ca55d2ba7e6ec2689a2fd6537d8dec1296a477a4910057"}, - {file = "certifi-2025.6.15.tar.gz", hash = "sha256:d747aa5a8b9bbbb1bb8c22bb13e22bd1f18e9796defa16bab421f7f7a317323b"}, + {file = "certifi-2025.10.5-py3-none-any.whl", hash = "sha256:0f212c2744a9bb6de0c56639a6f68afe01ecd92d91f14ae897c4fe7bbeeef0de"}, + {file = "certifi-2025.10.5.tar.gz", hash = "sha256:47c09d31ccf2acf0be3f701ea53595ee7e0b8fa08801c6624be771df09ae7b43"}, ] [[package]] @@ -105,6 +110,7 @@ version = "2.1.1" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." optional = false python-versions = ">=3.6.0" +groups = ["dev"] files = [ {file = "charset-normalizer-2.1.1.tar.gz", hash = "sha256:5a3d016c7c547f69d6f81fb0db9449ce888b418b5b9952cc5e6e66843e9dd845"}, {file = "charset_normalizer-2.1.1-py3-none-any.whl", hash = "sha256:83e9a75d1911279afd89352c68b45348559d1fc0506b054b346651b5e7fee29f"}, @@ -119,6 +125,7 @@ version = "8.1.3" description = "Composable command line interface toolkit" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "click-8.1.3-py3-none-any.whl", hash = "sha256:bb4d8133cb15a609f44e8213d9b391b0809795062913b383c62be0ee95b1db48"}, {file = "click-8.1.3.tar.gz", hash = "sha256:7682dc8afb30297001674575ea00d1814d808d6a36af415a82bd481d37ba7b8e"}, @@ -133,6 +140,8 @@ version = "0.4.6" description = "Cross-platform colored terminal text." optional = false python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7" +groups = ["dev"] +markers = "sys_platform == \"win32\" or platform_system == \"Windows\"" files = [ {file = "colorama-0.4.6-py2.py3-none-any.whl", hash = "sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6"}, {file = "colorama-0.4.6.tar.gz", hash = "sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44"}, @@ -144,6 +153,7 @@ version = "0.18.1" description = "Docutils -- Python Documentation Utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +groups = ["dev"] files = [ {file = "docutils-0.18.1-py2.py3-none-any.whl", hash = "sha256:23010f129180089fbcd3bc08cfefccb3b890b0050e1ca00c867036e9d161b98c"}, {file = "docutils-0.18.1.tar.gz", hash = "sha256:679987caf361a7539d76e584cbeddc311e3aee937877c87346f31debc63e9d06"}, @@ -155,6 +165,7 @@ version = "2.1.3" description = "URL manipulation made simple." optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "furl-2.1.3-py2.py3-none-any.whl", hash = "sha256:9ab425062c4217f9802508e45feb4a83e54324273ac4b202f1850363309666c0"}, {file = "furl-2.1.3.tar.gz", hash = "sha256:5a6188fe2666c484a12159c18be97a1977a71d632ef5bb867ef15f54af39cc4e"}, @@ -170,6 +181,7 @@ version = "3.7" description = "Internationalized Domain Names in Applications (IDNA)" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "idna-3.7-py3-none-any.whl", hash = "sha256:82fee1fc78add43492d3a1898bfa6d8a904cc97d8427f683ed8e798d07761aa0"}, {file = "idna-3.7.tar.gz", hash = "sha256:028ff3aadf0609c1fd278d8ea3089299412a7a8b9bd005dd08b9f8285bcb5cfc"}, @@ -181,6 +193,7 @@ version = "1.4.1" description = "Getting image size from png/jpeg/jpeg2000/gif file" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +groups = ["dev"] files = [ {file = "imagesize-1.4.1-py2.py3-none-any.whl", hash = "sha256:0d8d18d08f840c19d0ee7ca1fd82490fdc3729b7ac93f49870406ddde8ef8d8b"}, {file = "imagesize-1.4.1.tar.gz", hash = "sha256:69150444affb9cb0d5cc5a92b3676f0b2fb7cd9ae39e947a5e11a36b4497cd4a"}, @@ -192,6 +205,8 @@ version = "5.1.0" description = "Read metadata from Python packages" optional = false python-versions = ">=3.7" +groups = ["dev"] +markers = "python_version == \"3.9\"" files = [ {file = "importlib_metadata-5.1.0-py3-none-any.whl", hash = "sha256:d84d17e21670ec07990e1044a99efe8d615d860fd176fc29ef5c306068fda313"}, {file = "importlib_metadata-5.1.0.tar.gz", hash = "sha256:d5059f9f1e8e41f80e9c56c2ee58811450c31984dfa625329ffd7c0dad88a73b"}, @@ -203,7 +218,7 @@ zipp = ">=0.5" [package.extras] docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] perf = ["ipython"] -testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3)", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)", "pytest-perf (>=0.9.2)"] +testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3) ; python_version < \"3.9\"", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8 ; python_version < \"3.12\"", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\"", "pytest-perf (>=0.9.2)"] [[package]] name = "jinja2" @@ -211,6 +226,7 @@ version = "3.1.6" description = "A very fast and expressive template engine." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "jinja2-3.1.6-py3-none-any.whl", hash = "sha256:85ece4451f492d0c13c5dd7c13a64681a86afae63a5f347908daf103ce6d2f67"}, {file = "jinja2-3.1.6.tar.gz", hash = "sha256:0137fb05990d35f1275a587e9aee6d56da821fc83491a0fb838183be43f66d6d"}, @@ -228,6 +244,7 @@ version = "4.17.1" description = "An implementation of JSON Schema validation for Python" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "jsonschema-4.17.1-py3-none-any.whl", hash = "sha256:410ef23dcdbca4eaedc08b850079179883c2ed09378bd1f760d4af4aacfa28d7"}, {file = "jsonschema-4.17.1.tar.gz", hash = "sha256:05b2d22c83640cde0b7e0aa329ca7754fbd98ea66ad8ae24aa61328dfe057fa3"}, @@ -247,6 +264,7 @@ version = "2.1.1" description = "Safely add untrusted strings to HTML/XML markup." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:86b1f75c4e7c2ac2ccdaec2b9022845dbb81880ca318bb7a0a01fbf7813e3812"}, {file = "MarkupSafe-2.1.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:f121a1420d4e173a5d96e47e9a0c0dcff965afdf1626d28de1460815f7c4ee7a"}, @@ -296,6 +314,7 @@ version = "1.13.0" description = "Optional static typing for Python" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "mypy-1.13.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:6607e0f1dd1fb7f0aca14d936d13fd19eba5e17e1cd2a14f808fa5f8f6d8f60a"}, {file = "mypy-1.13.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:8a21be69bd26fa81b1f80a61ee7ab05b076c674d9b18fb56239d72e21d9f4c80"}, @@ -349,6 +368,7 @@ version = "1.0.0" description = "Type system extensions for programs checked with the mypy type checker." optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "mypy_extensions-1.0.0-py3-none-any.whl", hash = "sha256:4392f6c0eb8a5668a69e23d168ffa70f0be9ccfd32b5cc2d26a34ae5b844552d"}, {file = "mypy_extensions-1.0.0.tar.gz", hash = "sha256:75dbf8955dc00442a438fc4d0666508a9a97b6bd41aa2f0ffe9d2f2725af0782"}, @@ -360,6 +380,7 @@ version = "1.0.1" description = "Ordered Multivalue Dictionary" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "orderedmultidict-1.0.1-py2.py3-none-any.whl", hash = "sha256:43c839a17ee3cdd62234c47deca1a8508a3f2ca1d0678a3bf791c87cf84adbf3"}, {file = "orderedmultidict-1.0.1.tar.gz", hash = "sha256:04070bbb5e87291cc9bfa51df413677faf2141c73c61d2a5f7b26bea3cd882ad"}, @@ -374,6 +395,7 @@ version = "3.10.15" description = "Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "orjson-3.10.15-cp310-cp310-macosx_10_15_x86_64.macosx_11_0_arm64.macosx_10_15_universal2.whl", hash = "sha256:552c883d03ad185f720d0c09583ebde257e41b9521b74ff40e08b7dec4559c04"}, {file = "orjson-3.10.15-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:616e3e8d438d02e4854f70bfdc03a6bcdb697358dbaa6bcd19cbe24d24ece1f8"}, @@ -462,6 +484,7 @@ version = "23.1" description = "Core utilities for Python packages" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "packaging-23.1-py3-none-any.whl", hash = "sha256:994793af429502c4ea2ebf6bf664629d07c1a9fe974af92966e4b8d2df7edc61"}, {file = "packaging-23.1.tar.gz", hash = "sha256:a392980d2b6cffa644431898be54b0045151319d1e7ec34f0cfed48767dd334f"}, @@ -473,6 +496,7 @@ version = "0.10.2" description = "Utility library for gitignore style pattern matching of file paths." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "pathspec-0.10.2-py3-none-any.whl", hash = "sha256:88c2606f2c1e818b978540f73ecc908e13999c6c3a383daf3705652ae79807a5"}, {file = "pathspec-0.10.2.tar.gz", hash = "sha256:8f6bf73e5758fd365ef5d58ce09ac7c27d2833a8d7da51712eac6e27e35141b0"}, @@ -484,6 +508,7 @@ version = "2.5.4" description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "platformdirs-2.5.4-py3-none-any.whl", hash = "sha256:af0276409f9a02373d540bf8480021a048711d572745aef4b7842dad245eba10"}, {file = "platformdirs-2.5.4.tar.gz", hash = "sha256:1006647646d80f16130f052404c6b901e80ee4ed6bef6792e1f238a8969106f7"}, @@ -499,6 +524,7 @@ version = "2.0.1" description = "HTTP traffic mocking and expectations made easy" optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "pook-2.0.1-py3-none-any.whl", hash = "sha256:30d73c95e0520f45c1e3889f3bf486e990b6f04b4915aa9daf86cf0d8136b2e1"}, {file = "pook-2.0.1.tar.gz", hash = "sha256:e04c0e698f256438b4dfbf3ab1b27559f0ec25e42176823167f321f4e8b9c9e4"}, @@ -515,13 +541,14 @@ version = "2.15.0" description = "Pygments is a syntax highlighting package written in Python." optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "Pygments-2.15.0-py3-none-any.whl", hash = "sha256:77a3299119af881904cd5ecd1ac6a66214b6e9bed1f2db16993b54adede64094"}, {file = "Pygments-2.15.0.tar.gz", hash = "sha256:f7e36cffc4c517fbc252861b9a6e4644ca0e5abadf9a113c72d1358ad09b9500"}, ] [package.extras] -plugins = ["importlib-metadata"] +plugins = ["importlib-metadata ; python_version < \"3.8\""] [[package]] name = "pyrsistent" @@ -529,6 +556,7 @@ version = "0.19.2" description = "Persistent/Functional/Immutable data structures" optional = false python-versions = ">=3.7" +groups = ["dev"] files = [ {file = "pyrsistent-0.19.2-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:d6982b5a0237e1b7d876b60265564648a69b14017f3b5f908c5be2de3f9abb7a"}, {file = "pyrsistent-0.19.2-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:187d5730b0507d9285a96fca9716310d572e5464cadd19f22b63a6976254d77a"}, @@ -560,6 +588,7 @@ version = "2022.6" description = "World timezone definitions, modern and historical" optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "pytz-2022.6-py2.py3-none-any.whl", hash = "sha256:222439474e9c98fced559f1709d89e6c9cbf8d79c794ff3eb9f8800064291427"}, {file = "pytz-2022.6.tar.gz", hash = "sha256:e89512406b793ca39f5971bc999cc538ce125c0e51c27941bef4568b460095e2"}, @@ -571,6 +600,7 @@ version = "2.32.4" description = "Python HTTP for Humans." optional = false python-versions = ">=3.8" +groups = ["dev"] files = [ {file = "requests-2.32.4-py3-none-any.whl", hash = "sha256:27babd3cda2a6d50b30443204ee89830707d396671944c998b5975b031ac2b2c"}, {file = "requests-2.32.4.tar.gz", hash = "sha256:27d0316682c8a29834d3264820024b62a36942083d52caf2f14c0591336d3422"}, @@ -592,6 +622,7 @@ version = "1.16.0" description = "Python 2 and 3 compatibility utilities" optional = false python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*" +groups = ["dev"] files = [ {file = "six-1.16.0-py2.py3-none-any.whl", hash = "sha256:8abb2f1d86890a2dfb989f9a77cfcfd3e47c2a354b01111771326f8aa26e0254"}, {file = "six-1.16.0.tar.gz", hash = "sha256:1e61c37477a1626458e36f7b1d82aa5c9b094fa4802892072e49de9c60c4c926"}, @@ -603,6 +634,7 @@ version = "2.2.0" description = "This package provides 29 stemmers for 28 languages generated from Snowball algorithms." optional = false python-versions = "*" +groups = ["dev"] files = [ {file = "snowballstemmer-2.2.0-py2.py3-none-any.whl", hash = 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newer Sphinx releases" optional = false python-versions = ">=2.7" +groups = ["dev"] files = [ {file = "sphinxcontrib-jquery-4.1.tar.gz", hash = "sha256:1620739f04e36a2c779f1a131a2dfd49b2fd07351bf1968ced074365933abc7a"}, {file = "sphinxcontrib_jquery-4.1-py2.py3-none-any.whl", hash = "sha256:f936030d7d0147dd026a4f2b5a57343d233f1fc7b363f68b3d4f1cb0993878ae"}, @@ -746,6 +785,7 @@ version = "1.0.1" description = "A sphinx extension which renders display math in HTML via JavaScript" optional = false python-versions = ">=3.5" +groups = ["dev"] files = [ {file = "sphinxcontrib-jsmath-1.0.1.tar.gz", hash = "sha256:a9925e4a4587247ed2191a22df5f6970656cb8ca2bd6284309578f2153e0c4b8"}, {file = "sphinxcontrib_jsmath-1.0.1-py2.py3-none-any.whl", hash = "sha256:2ec2eaebfb78f3f2078e73666b1415417a116cc848b72e5172e596c871103178"}, @@ -760,6 +800,7 @@ version = "1.0.3" description = "sphinxcontrib-qthelp is a sphinx extension which outputs QtHelp document." optional = false python-versions = ">=3.5" 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"sha256:2828e64edb5386ea6a52e7ba7cdb17bb30a73a858f5eb6eb93d8d36f5ea26091"}, {file = "zipp-3.19.1.tar.gz", hash = "sha256:35427f6d5594f4acf82d25541438348c26736fa9b3afa2754bcd63cdb99d8e8f"}, @@ -961,6 +1014,6 @@ doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linke test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-itertools", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-ignore-flaky", "pytest-mypy", "pytest-ruff (>=0.2.1)"] [metadata] -lock-version = "2.0" +lock-version = "2.1" python-versions = "^3.9" content-hash = "9d1af0f906dd5be7a7016cea5daa198a608ad3aa7c70969d672ea0c993a61b9e" From ffa8add5a2a646c3a3d6b1b018418e5b23a92850 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 10:28:28 -0700 Subject: [PATCH 280/313] Bump urllib3 from 2.2.3 to 2.5.0 (#937) Bumps [urllib3](https://github.com/urllib3/urllib3) from 2.2.3 to 2.5.0. - [Release notes](https://github.com/urllib3/urllib3/releases) - [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst) - [Commits](https://github.com/urllib3/urllib3/compare/2.2.3...2.5.0) --- updated-dependencies: - dependency-name: urllib3 dependency-version: 2.5.0 dependency-type: direct:production ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/poetry.lock b/poetry.lock index cd5aef1c..7b97daba 100644 --- a/poetry.lock +++ b/poetry.lock @@ -889,14 +889,14 @@ files = [ [[package]] name = "urllib3" -version = "2.2.3" +version = "2.5.0" description = "HTTP library with thread-safe connection pooling, file post, and more." optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["main", "dev"] files = [ - {file = "urllib3-2.2.3-py3-none-any.whl", hash = "sha256:ca899ca043dcb1bafa3e262d73aa25c465bfb49e0bd9dd5d59f1d0acba2f8fac"}, - {file = "urllib3-2.2.3.tar.gz", hash = "sha256:e7d814a81dad81e6caf2ec9fdedb284ecc9c73076b62654547cc64ccdcae26e9"}, + {file = "urllib3-2.5.0-py3-none-any.whl", hash = "sha256:e6b01673c0fa6a13e374b50871808eb3bf7046c4b125b216f6bf1cc604cff0dc"}, + {file = "urllib3-2.5.0.tar.gz", hash = "sha256:3fc47733c7e419d4bc3f6b3dc2b4f890bb743906a30d56ba4a5bfa4bbff92760"}, ] [package.extras] From 498446a5374395a077d92196478081861c323b38 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Wed, 15 Oct 2025 10:59:38 -0700 Subject: [PATCH 281/313] Remove unnecessary sqlite3 Timestamp import from summaries.py and indicators.py to fix mypy errors (#938) --- polygon/rest/models/indicators.py | 1 - polygon/rest/models/summaries.py | 1 - 2 files changed, 2 deletions(-) diff --git a/polygon/rest/models/indicators.py b/polygon/rest/models/indicators.py index aedada5a..ffb3899f 100644 --- a/polygon/rest/models/indicators.py +++ b/polygon/rest/models/indicators.py @@ -1,4 +1,3 @@ -from sqlite3 import Timestamp from typing import Optional, Any, Dict, List, Union from ...modelclass import modelclass from .aggs import Agg diff --git a/polygon/rest/models/summaries.py b/polygon/rest/models/summaries.py index 21e6f395..db49f907 100644 --- a/polygon/rest/models/summaries.py +++ b/polygon/rest/models/summaries.py @@ -1,4 +1,3 @@ -from sqlite3 import Timestamp from typing import Optional from ...modelclass import modelclass from .tickers import Branding From d3fd9c5c2aca2d797d8224ea36b27e7b1706d1f2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Wed, 15 Oct 2025 11:03:15 -0700 Subject: [PATCH 282/313] Bump mypy from 1.13.0 to 1.14.1 (#823) Bumps [mypy](https://github.com/python/mypy) from 1.13.0 to 1.14.1. - [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md) - [Commits](https://github.com/python/mypy/compare/v1.13.0...v1.14.1) --- updated-dependencies: - dependency-name: mypy dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: justinpolygon <123573436+justinpolygon@users.noreply.github.com> --- poetry.lock | 81 +++++++++++++++++++++++++++----------------------- pyproject.toml | 2 +- 2 files changed, 45 insertions(+), 38 deletions(-) diff --git a/poetry.lock b/poetry.lock index 7b97daba..f967b71d 100644 --- a/poetry.lock +++ b/poetry.lock @@ -310,50 +310,57 @@ files = [ [[package]] name = "mypy" -version = "1.13.0" +version = "1.18.2" description = "Optional static typing for Python" optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "mypy-1.13.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:6607e0f1dd1fb7f0aca14d936d13fd19eba5e17e1cd2a14f808fa5f8f6d8f60a"}, - {file = "mypy-1.13.0-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:8a21be69bd26fa81b1f80a61ee7ab05b076c674d9b18fb56239d72e21d9f4c80"}, - {file = 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+typing_extensions = ">=4.6.0" [package.extras] dmypy = ["psutil (>=4.0)"] @@ -1016,4 +1023,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.1" python-versions = "^3.9" -content-hash = "9d1af0f906dd5be7a7016cea5daa198a608ad3aa7c70969d672ea0c993a61b9e" +content-hash = "57769f5739287e97c684d13bdd40535ec92de6a1d6844e907c3736b2595aa203" diff --git a/pyproject.toml b/pyproject.toml index cc2d7399..367331ce 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -31,7 +31,7 @@ certifi = ">=2022.5.18,<2026.0.0" [tool.poetry.dev-dependencies] black = "^24.8.0" -mypy = "^1.13" +mypy = "^1.18" types-urllib3 = "^1.26.25" Sphinx = "^7.1.2" sphinx-rtd-theme = "^3.0.2" From 154061d0da7f3108fdc74c71e9d456f5a52a190e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 16 Oct 2025 05:47:24 -0700 Subject: [PATCH 283/313] Adds support for ETF Global endpoints (#940) --- polygon/rest/__init__.py | 2 + polygon/rest/etf_global.py | 282 ++++++++++++++++++++++++ polygon/rest/models/etf_global.py | 351 ++++++++++++++++++++++++++++++ 3 files changed, 635 insertions(+) create mode 100644 polygon/rest/etf_global.py create mode 100644 polygon/rest/models/etf_global.py diff --git a/polygon/rest/__init__.py b/polygon/rest/__init__.py index db26bbca..ef51769b 100644 --- a/polygon/rest/__init__.py +++ b/polygon/rest/__init__.py @@ -3,6 +3,7 @@ from .financials import FinancialsClient from .benzinga import BenzingaClient from .economy import EconomyClient +from .etf_global import EtfGlobalClient from .tmx import TmxClient from .trades import TradesClient from .quotes import QuotesClient @@ -32,6 +33,7 @@ class RESTClient( FinancialsClient, BenzingaClient, EconomyClient, + EtfGlobalClient, TmxClient, TradesClient, QuotesClient, diff --git a/polygon/rest/etf_global.py b/polygon/rest/etf_global.py new file mode 100644 index 00000000..9da19539 --- /dev/null +++ b/polygon/rest/etf_global.py @@ -0,0 +1,282 @@ +from typing import Optional, Any, Dict, List, Union, Iterator +from urllib3 import HTTPResponse +from datetime import datetime, date + +from .base import BaseClient +from .models.etf_global import ( + EtfGlobalAnalytics, + EtfGlobalConstituent, + EtfGlobalFundFlow, + EtfGlobalProfile, + EtfGlobalTaxonomy, +) +from .models.common import Sort +from .models.request import RequestOptionBuilder + + +class EtfGlobalClient(BaseClient): + """ + Client for the ETF Global REST Endpoints + (aligned with the paths from /etf-global/v1/...) + """ + + def get_etf_global_analytics( + self, + composite_ticker: Optional[str] = None, + composite_ticker_any_of: Optional[str] = None, + composite_ticker_gt: Optional[str] = None, + composite_ticker_gte: Optional[str] = None, + composite_ticker_lt: Optional[str] = None, + composite_ticker_lte: Optional[str] = None, + processed_date: Optional[Union[str, date]] = None, + processed_date_gt: Optional[Union[str, date]] = None, + processed_date_gte: Optional[Union[str, date]] = None, + processed_date_lt: Optional[Union[str, date]] = None, + processed_date_lte: Optional[Union[str, date]] = None, + effective_date: Optional[Union[str, date]] = None, + effective_date_gt: Optional[Union[str, date]] = None, + effective_date_gte: Optional[Union[str, date]] = None, + effective_date_lt: Optional[Union[str, date]] = None, + effective_date_lte: Optional[Union[str, date]] = None, + risk_total_score: Optional[float] = None, + risk_total_score_gt: Optional[float] = None, + risk_total_score_gte: Optional[float] = None, + risk_total_score_lt: Optional[float] = None, + risk_total_score_lte: Optional[float] = None, + reward_score: Optional[float] = None, + reward_score_gt: Optional[float] = None, + reward_score_gte: Optional[float] = None, + reward_score_lt: Optional[float] = None, + reward_score_lte: Optional[float] = None, + quant_total_score: Optional[float] = None, + quant_total_score_gt: Optional[float] = None, + quant_total_score_gte: Optional[float] = None, + quant_total_score_lt: Optional[float] = None, + quant_total_score_lte: Optional[float] = None, + quant_grade: Optional[str] = None, + quant_grade_any_of: Optional[str] = None, + quant_grade_gt: Optional[str] = None, + quant_grade_gte: Optional[str] = None, + quant_grade_lt: Optional[str] = None, + quant_grade_lte: Optional[str] = None, + quant_composite_technical: Optional[float] = None, + quant_composite_technical_gt: Optional[float] = None, + quant_composite_technical_gte: Optional[float] = None, + quant_composite_technical_lt: Optional[float] = None, + quant_composite_technical_lte: Optional[float] = None, + quant_composite_sentiment: Optional[float] = None, + quant_composite_sentiment_gt: Optional[float] = None, + quant_composite_sentiment_gte: Optional[float] = None, + quant_composite_sentiment_lt: Optional[float] = None, + quant_composite_sentiment_lte: Optional[float] = None, + quant_composite_behavioral: Optional[float] = None, + quant_composite_behavioral_gt: Optional[float] = None, + quant_composite_behavioral_gte: Optional[float] = None, + quant_composite_behavioral_lt: Optional[float] = None, + quant_composite_behavioral_lte: Optional[float] = None, + quant_composite_fundamental: Optional[float] = None, + quant_composite_fundamental_gt: Optional[float] = None, + quant_composite_fundamental_gte: Optional[float] = None, + quant_composite_fundamental_lt: Optional[float] = None, + quant_composite_fundamental_lte: Optional[float] = None, + quant_composite_global: Optional[float] = None, + quant_composite_global_gt: Optional[float] = None, + quant_composite_global_gte: Optional[float] = None, + quant_composite_global_lt: Optional[float] = None, + quant_composite_global_lte: Optional[float] = None, + quant_composite_quality: Optional[float] = None, + quant_composite_quality_gt: Optional[float] = None, + quant_composite_quality_gte: Optional[float] = None, + quant_composite_quality_lt: Optional[float] = None, + quant_composite_quality_lte: Optional[float] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[EtfGlobalAnalytics], HTTPResponse]: + """ + Endpoint: GET /etf-global/v1/analytics + """ + url = "/etf-global/v1/analytics" + return self._paginate( + path=url, + params=self._get_params(self.get_etf_global_analytics, locals()), + raw=raw, + deserializer=EtfGlobalAnalytics.from_dict, + options=options, + ) + + def get_etf_global_constituents( + self, + composite_ticker: Optional[str] = None, + composite_ticker_any_of: Optional[str] = None, + composite_ticker_gt: Optional[str] = None, + composite_ticker_gte: Optional[str] = None, + composite_ticker_lt: Optional[str] = None, + composite_ticker_lte: Optional[str] = None, + constituent_ticker: Optional[str] = None, + constituent_ticker_any_of: Optional[str] = None, + constituent_ticker_gt: Optional[str] = None, + constituent_ticker_gte: Optional[str] = None, + constituent_ticker_lt: Optional[str] = None, + constituent_ticker_lte: Optional[str] = None, + effective_date: Optional[Union[str, date]] = None, + effective_date_gt: Optional[Union[str, date]] = None, + effective_date_gte: Optional[Union[str, date]] = None, + effective_date_lt: Optional[Union[str, date]] = None, + effective_date_lte: Optional[Union[str, date]] = None, + processed_date: Optional[Union[str, date]] = None, + processed_date_gt: Optional[Union[str, date]] = None, + processed_date_gte: Optional[Union[str, date]] = None, + processed_date_lt: Optional[Union[str, date]] = None, + processed_date_lte: Optional[Union[str, date]] = None, + us_code: Optional[str] = None, + us_code_any_of: Optional[str] = None, + us_code_gt: Optional[str] = None, + us_code_gte: Optional[str] = None, + us_code_lt: Optional[str] = None, + us_code_lte: Optional[str] = None, + isin: Optional[str] = None, + isin_any_of: Optional[str] = None, + isin_gt: Optional[str] = None, + isin_gte: Optional[str] = None, + isin_lt: Optional[str] = None, + isin_lte: Optional[str] = None, + figi: Optional[str] = None, + figi_any_of: Optional[str] = None, + figi_gt: Optional[str] = None, + figi_gte: Optional[str] = None, + figi_lt: Optional[str] = None, + figi_lte: Optional[str] = None, + sedol: Optional[str] = None, + sedol_any_of: Optional[str] = None, + sedol_gt: Optional[str] = None, + sedol_gte: Optional[str] = None, + sedol_lt: Optional[str] = None, + sedol_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[EtfGlobalConstituent], HTTPResponse]: + """ + Endpoint: GET /etf-global/v1/constituents + """ + url = "/etf-global/v1/constituents" + return self._paginate( + path=url, + params=self._get_params(self.get_etf_global_constituents, locals()), + raw=raw, + deserializer=EtfGlobalConstituent.from_dict, + options=options, + ) + + def get_etf_global_fund_flows( + self, + processed_date: Optional[Union[str, date]] = None, + processed_date_gt: Optional[Union[str, date]] = None, + processed_date_gte: Optional[Union[str, date]] = None, + processed_date_lt: Optional[Union[str, date]] = None, + processed_date_lte: Optional[Union[str, date]] = None, + effective_date: Optional[Union[str, date]] = None, + effective_date_gt: Optional[Union[str, date]] = None, + effective_date_gte: Optional[Union[str, date]] = None, + effective_date_lt: Optional[Union[str, date]] = None, + effective_date_lte: Optional[Union[str, date]] = None, + composite_ticker: Optional[str] = None, + composite_ticker_any_of: Optional[str] = None, + composite_ticker_gt: Optional[str] = None, + composite_ticker_gte: Optional[str] = None, + composite_ticker_lt: Optional[str] = None, + composite_ticker_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[EtfGlobalFundFlow], HTTPResponse]: + """ + Endpoint: GET /etf-global/v1/fund-flows + """ + url = "/etf-global/v1/fund-flows" + return self._paginate( + path=url, + params=self._get_params(self.get_etf_global_fund_flows, locals()), + raw=raw, + deserializer=EtfGlobalFundFlow.from_dict, + options=options, + ) + + def get_etf_global_profiles( + self, + processed_date: Optional[Union[str, date]] = None, + processed_date_gt: Optional[Union[str, date]] = None, + processed_date_gte: Optional[Union[str, date]] = None, + processed_date_lt: Optional[Union[str, date]] = None, + processed_date_lte: Optional[Union[str, date]] = None, + effective_date: Optional[Union[str, date]] = None, + effective_date_gt: Optional[Union[str, date]] = None, + effective_date_gte: Optional[Union[str, date]] = None, + effective_date_lt: Optional[Union[str, date]] = None, + effective_date_lte: Optional[Union[str, date]] = None, + composite_ticker: Optional[str] = None, + composite_ticker_any_of: Optional[str] = None, + composite_ticker_gt: Optional[str] = None, + composite_ticker_gte: Optional[str] = None, + composite_ticker_lt: Optional[str] = None, + composite_ticker_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[EtfGlobalProfile], HTTPResponse]: + """ + Endpoint: GET /etf-global/v1/profiles + """ + url = "/etf-global/v1/profiles" + return self._paginate( + path=url, + params=self._get_params(self.get_etf_global_profiles, locals()), + raw=raw, + deserializer=EtfGlobalProfile.from_dict, + options=options, + ) + + def get_etf_global_taxonomies( + self, + processed_date: Optional[Union[str, date]] = None, + processed_date_gt: Optional[Union[str, date]] = None, + processed_date_gte: Optional[Union[str, date]] = None, + processed_date_lt: Optional[Union[str, date]] = None, + processed_date_lte: Optional[Union[str, date]] = None, + effective_date: Optional[Union[str, date]] = None, + effective_date_gt: Optional[Union[str, date]] = None, + effective_date_gte: Optional[Union[str, date]] = None, + effective_date_lt: Optional[Union[str, date]] = None, + effective_date_lte: Optional[Union[str, date]] = None, + composite_ticker: Optional[str] = None, + composite_ticker_any_of: Optional[str] = None, + composite_ticker_gt: Optional[str] = None, + composite_ticker_gte: Optional[str] = None, + composite_ticker_lt: Optional[str] = None, + composite_ticker_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[Iterator[EtfGlobalTaxonomy], HTTPResponse]: + """ + Endpoint: GET /etf-global/v1/taxonomies + """ + url = "/etf-global/v1/taxonomies" + return self._paginate( + path=url, + params=self._get_params(self.get_etf_global_taxonomies, locals()), + raw=raw, + deserializer=EtfGlobalTaxonomy.from_dict, + options=options, + ) diff --git a/polygon/rest/models/etf_global.py b/polygon/rest/models/etf_global.py new file mode 100644 index 00000000..053babe6 --- /dev/null +++ b/polygon/rest/models/etf_global.py @@ -0,0 +1,351 @@ +from typing import Optional, Dict +from ...modelclass import modelclass + + +@modelclass +class EtfGlobalAnalytics: + composite_ticker: Optional[str] = None + effective_date: Optional[str] = None + processed_date: Optional[str] = None + quant_composite_behavioral: Optional[float] = None + quant_composite_fundamental: Optional[float] = None + quant_composite_global: Optional[float] = None + quant_composite_quality: Optional[float] = None + quant_composite_sentiment: Optional[float] = None + quant_composite_technical: Optional[float] = None + quant_fundamental_div: Optional[float] = None + quant_fundamental_pb: Optional[float] = None + quant_fundamental_pcf: Optional[float] = None + quant_fundamental_pe: Optional[float] = None + quant_global_country: Optional[float] = None + quant_global_sector: Optional[float] = None + quant_grade: Optional[str] = None + quant_quality_diversification: Optional[float] = None + quant_quality_firm: Optional[float] = None + quant_quality_liquidity: Optional[float] = None + quant_sentiment_iv: Optional[float] = None + quant_sentiment_pc: Optional[float] = None + quant_sentiment_si: Optional[float] = None + quant_technical_it: Optional[float] = None + quant_technical_lt: Optional[float] = None + quant_technical_st: Optional[float] = None + quant_total_score: Optional[float] = None + reward_score: Optional[float] = None + risk_country: Optional[float] = None + risk_deviation: Optional[float] = None + risk_efficiency: Optional[float] = None + risk_liquidity: Optional[float] = None + risk_structure: Optional[float] = None + risk_total_score: Optional[float] = None + risk_volatility: Optional[float] = None + + @staticmethod + def from_dict(d): + return EtfGlobalAnalytics( + composite_ticker=d.get("composite_ticker"), + effective_date=d.get("effective_date"), + processed_date=d.get("processed_date"), + quant_composite_behavioral=d.get("quant_composite_behavioral"), + quant_composite_fundamental=d.get("quant_composite_fundamental"), + quant_composite_global=d.get("quant_composite_global"), + quant_composite_quality=d.get("quant_composite_quality"), + quant_composite_sentiment=d.get("quant_composite_sentiment"), + quant_composite_technical=d.get("quant_composite_technical"), + quant_fundamental_div=d.get("quant_fundamental_div"), + quant_fundamental_pb=d.get("quant_fundamental_pb"), + quant_fundamental_pcf=d.get("quant_fundamental_pcf"), + quant_fundamental_pe=d.get("quant_fundamental_pe"), + quant_global_country=d.get("quant_global_country"), + quant_global_sector=d.get("quant_global_sector"), + quant_grade=d.get("quant_grade"), + quant_quality_diversification=d.get("quant_quality_diversification"), + quant_quality_firm=d.get("quant_quality_firm"), + quant_quality_liquidity=d.get("quant_quality_liquidity"), + quant_sentiment_iv=d.get("quant_sentiment_iv"), + quant_sentiment_pc=d.get("quant_sentiment_pc"), + quant_sentiment_si=d.get("quant_sentiment_si"), + quant_technical_it=d.get("quant_technical_it"), + quant_technical_lt=d.get("quant_technical_lt"), + quant_technical_st=d.get("quant_technical_st"), + quant_total_score=d.get("quant_total_score"), + reward_score=d.get("reward_score"), + risk_country=d.get("risk_country"), + risk_deviation=d.get("risk_deviation"), + risk_efficiency=d.get("risk_efficiency"), + risk_liquidity=d.get("risk_liquidity"), + risk_structure=d.get("risk_structure"), + risk_total_score=d.get("risk_total_score"), + risk_volatility=d.get("risk_volatility"), + ) + + +@modelclass +class EtfGlobalConstituent: + asset_class: Optional[str] = None + composite_ticker: Optional[str] = None + constituent_name: Optional[str] = None + constituent_ticker: Optional[str] = None + country_of_exchange: Optional[str] = None + currency_traded: Optional[str] = None + effective_date: Optional[str] = None + exchange: Optional[str] = None + figi: Optional[str] = None + isin: Optional[str] = None + market_value: Optional[float] = None + processed_date: Optional[str] = None + security_type: Optional[str] = None + sedol: Optional[str] = None + shares_held: Optional[float] = None + us_code: Optional[str] = None + weight: Optional[float] = None + + @staticmethod + def from_dict(d): + return EtfGlobalConstituent( + asset_class=d.get("asset_class"), + composite_ticker=d.get("composite_ticker"), + constituent_name=d.get("constituent_name"), + constituent_ticker=d.get("constituent_ticker"), + country_of_exchange=d.get("country_of_exchange"), + currency_traded=d.get("currency_traded"), + effective_date=d.get("effective_date"), + exchange=d.get("exchange"), + figi=d.get("figi"), + isin=d.get("isin"), + market_value=d.get("market_value"), + processed_date=d.get("processed_date"), + security_type=d.get("security_type"), + sedol=d.get("sedol"), + shares_held=d.get("shares_held"), + us_code=d.get("us_code"), + weight=d.get("weight"), + ) + + +@modelclass +class EtfGlobalFundFlow: + composite_ticker: Optional[str] = None + effective_date: Optional[str] = None + fund_flow: Optional[float] = None + nav: Optional[float] = None + processed_date: Optional[str] = None + shares_outstanding: Optional[float] = None + + @staticmethod + def from_dict(d): + return EtfGlobalFundFlow( + composite_ticker=d.get("composite_ticker"), + effective_date=d.get("effective_date"), + fund_flow=d.get("fund_flow"), + nav=d.get("nav"), + processed_date=d.get("processed_date"), + shares_outstanding=d.get("shares_outstanding"), + ) + + +@modelclass +class EtfGlobalProfile: + administrator: Optional[str] = None + advisor: Optional[str] = None + asset_class: Optional[str] = None + aum: Optional[float] = None + avg_daily_trading_volume: Optional[float] = None + bid_ask_spread: Optional[float] = None + call_volume: Optional[float] = None + category: Optional[str] = None + composite_ticker: Optional[str] = None + coupon_exposure: Optional[Dict[str, float]] = None + creation_fee: Optional[float] = None + creation_unit_size: Optional[float] = None + currency_exposure: Optional[Dict[str, float]] = None + custodian: Optional[str] = None + description: Optional[str] = None + development_class: Optional[str] = None + discount_premium: Optional[float] = None + distribution_frequency: Optional[str] = None + distributor: Optional[str] = None + effective_date: Optional[str] = None + fee_waivers: Optional[float] = None + fiscal_year_end: Optional[str] = None + focus: Optional[str] = None + futures_commission_merchant: Optional[str] = None + geographic_exposure: Optional[Dict[str, float]] = None + inception_date: Optional[str] = None + industry_exposure: Optional[Dict[str, float]] = None + industry_group_exposure: Optional[Dict[str, float]] = None + issuer: Optional[str] = None + lead_market_maker: Optional[str] = None + leverage_style: Optional[str] = None + levered_amount: Optional[float] = None + listing_exchange: Optional[str] = None + management_classification: Optional[str] = None + management_fee: Optional[float] = None + maturity_exposure: Optional[Dict[str, float]] = None + net_expenses: Optional[float] = None + num_holdings: Optional[float] = None + options_available: Optional[int] = None + options_volume: Optional[float] = None + other_expenses: Optional[float] = None + portfolio_manager: Optional[str] = None + primary_benchmark: Optional[str] = None + processed_date: Optional[str] = None + product_type: Optional[str] = None + put_call_ratio: Optional[float] = None + put_volume: Optional[float] = None + region: Optional[str] = None + sector_exposure: Optional[Dict[str, float]] = None + short_interest: Optional[float] = None + subadvisor: Optional[str] = None + subindustry_exposure: Optional[Dict[str, float]] = None + tax_classification: Optional[str] = None + total_expenses: Optional[float] = None + transfer_agent: Optional[str] = None + trustee: Optional[str] = None + + @staticmethod + def from_dict(d): + return EtfGlobalProfile( + administrator=d.get("administrator"), + advisor=d.get("advisor"), + asset_class=d.get("asset_class"), + aum=d.get("aum"), + avg_daily_trading_volume=d.get("avg_daily_trading_volume"), + bid_ask_spread=d.get("bid_ask_spread"), + call_volume=d.get("call_volume"), + category=d.get("category"), + composite_ticker=d.get("composite_ticker"), + coupon_exposure=d.get("coupon_exposure"), + creation_fee=d.get("creation_fee"), + creation_unit_size=d.get("creation_unit_size"), + currency_exposure=d.get("currency_exposure"), + custodian=d.get("custodian"), + description=d.get("description"), + development_class=d.get("development_class"), + discount_premium=d.get("discount_premium"), + distribution_frequency=d.get("distribution_frequency"), + distributor=d.get("distributor"), + effective_date=d.get("effective_date"), + fee_waivers=d.get("fee_waivers"), + fiscal_year_end=d.get("fiscal_year_end"), + focus=d.get("focus"), + futures_commission_merchant=d.get("futures_commission_merchant"), + geographic_exposure=d.get("geographic_exposure"), + inception_date=d.get("inception_date"), + industry_exposure=d.get("industry_exposure"), + industry_group_exposure=d.get("industry_group_exposure"), + issuer=d.get("issuer"), + lead_market_maker=d.get("lead_market_maker"), + leverage_style=d.get("leverage_style"), + levered_amount=d.get("levered_amount"), + listing_exchange=d.get("listing_exchange"), + management_classification=d.get("management_classification"), + management_fee=d.get("management_fee"), + maturity_exposure=d.get("maturity_exposure"), + net_expenses=d.get("net_expenses"), + num_holdings=d.get("num_holdings"), + options_available=d.get("options_available"), + options_volume=d.get("options_volume"), + other_expenses=d.get("other_expenses"), + portfolio_manager=d.get("portfolio_manager"), + primary_benchmark=d.get("primary_benchmark"), + processed_date=d.get("processed_date"), + product_type=d.get("product_type"), + put_call_ratio=d.get("put_call_ratio"), + put_volume=d.get("put_volume"), + region=d.get("region"), + sector_exposure=d.get("sector_exposure"), + short_interest=d.get("short_interest"), + subadvisor=d.get("subadvisor"), + subindustry_exposure=d.get("subindustry_exposure"), + tax_classification=d.get("tax_classification"), + total_expenses=d.get("total_expenses"), + transfer_agent=d.get("transfer_agent"), + trustee=d.get("trustee"), + ) + + +@modelclass +class EtfGlobalTaxonomy: + asset_class: Optional[str] = None + category: Optional[str] = None + composite_ticker: Optional[str] = None + country: Optional[str] = None + credit_quality_rating: Optional[str] = None + description: Optional[str] = None + development_class: Optional[str] = None + duration: Optional[str] = None + effective_date: Optional[str] = None + esg: Optional[str] = None + exposure_mechanism: Optional[str] = None + factor: Optional[str] = None + focus: Optional[str] = None + hedge_reset: Optional[str] = None + holdings_disclosure_frequency: Optional[str] = None + inception_date: Optional[str] = None + isin: Optional[str] = None + issuer: Optional[str] = None + leverage_reset: Optional[str] = None + leverage_style: Optional[str] = None + levered_amount: Optional[float] = None + management_classification: Optional[str] = None + management_style: Optional[str] = None + maturity: Optional[str] = None + objective: Optional[str] = None + primary_benchmark: Optional[str] = None + processed_date: Optional[str] = None + product_type: Optional[str] = None + rebalance_frequency: Optional[str] = None + reconstitution_frequency: Optional[str] = None + region: Optional[str] = None + secondary_objective: Optional[str] = None + selection_methodology: Optional[str] = None + selection_universe: Optional[str] = None + strategic_focus: Optional[str] = None + targeted_focus: Optional[str] = None + tax_classification: Optional[str] = None + us_code: Optional[str] = None + weighting_methodology: Optional[str] = None + + @staticmethod + def from_dict(d): + return EtfGlobalTaxonomy( + asset_class=d.get("asset_class"), + category=d.get("category"), + composite_ticker=d.get("composite_ticker"), + country=d.get("country"), + credit_quality_rating=d.get("credit_quality_rating"), + description=d.get("description"), + development_class=d.get("development_class"), + duration=d.get("duration"), + effective_date=d.get("effective_date"), + esg=d.get("esg"), + exposure_mechanism=d.get("exposure_mechanism"), + factor=d.get("factor"), + focus=d.get("focus"), + hedge_reset=d.get("hedge_reset"), + holdings_disclosure_frequency=d.get("holdings_disclosure_frequency"), + inception_date=d.get("inception_date"), + isin=d.get("isin"), + issuer=d.get("issuer"), + leverage_reset=d.get("leverage_reset"), + leverage_style=d.get("leverage_style"), + levered_amount=d.get("levered_amount"), + management_classification=d.get("management_classification"), + management_style=d.get("management_style"), + maturity=d.get("maturity"), + objective=d.get("objective"), + primary_benchmark=d.get("primary_benchmark"), + processed_date=d.get("processed_date"), + product_type=d.get("product_type"), + rebalance_frequency=d.get("rebalance_frequency"), + reconstitution_frequency=d.get("reconstitution_frequency"), + region=d.get("region"), + secondary_objective=d.get("secondary_objective"), + selection_methodology=d.get("selection_methodology"), + selection_universe=d.get("selection_universe"), + strategic_focus=d.get("strategic_focus"), + targeted_focus=d.get("targeted_focus"), + tax_classification=d.get("tax_classification"), + us_code=d.get("us_code"), + weighting_methodology=d.get("weighting_methodology"), + ) From 531f64ba5aa71826b3cbf5c43084f16fa7a65740 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 16 Oct 2025 05:50:39 -0700 Subject: [PATCH 284/313] Add support for futures snapshot endpoint (#939) --- polygon/rest/models/futures.py | 51 ++++++++++++++++++++++++++++++++++ 1 file changed, 51 insertions(+) diff --git a/polygon/rest/models/futures.py b/polygon/rest/models/futures.py index bfaf690f..1c87922f 100644 --- a/polygon/rest/models/futures.py +++ b/polygon/rest/models/futures.py @@ -265,8 +265,21 @@ class FuturesSnapshotMinute: last_updated: Optional[int] = None low: Optional[float] = None open: Optional[float] = None + timeframe: Optional[str] = None volume: Optional[float] = None + @staticmethod + def from_dict(d): + return FuturesSnapshotMinute( + close=d.get("close"), + high=d.get("high"), + last_updated=d.get("last_updated"), + low=d.get("low"), + open=d.get("open"), + timeframe=d.get("timeframe"), + volume=d.get("volume"), + ) + @modelclass class FuturesSnapshotQuote: @@ -277,6 +290,20 @@ class FuturesSnapshotQuote: bid_size: Optional[int] = None bid_timestamp: Optional[int] = None last_updated: Optional[int] = None + timeframe: Optional[str] = None + + @staticmethod + def from_dict(d): + return FuturesSnapshotQuote( + ask=d.get("ask"), + ask_size=d.get("ask_size"), + ask_timestamp=d.get("ask_timestamp"), + bid=d.get("bid"), + bid_size=d.get("bid_size"), + bid_timestamp=d.get("bid_timestamp"), + last_updated=d.get("last_updated"), + timeframe=d.get("timeframe"), + ) @modelclass @@ -284,6 +311,16 @@ class FuturesSnapshotTrade: last_updated: Optional[int] = None price: Optional[float] = None size: Optional[int] = None + timeframe: Optional[str] = None + + @staticmethod + def from_dict(d): + return FuturesSnapshotTrade( + last_updated=d.get("last_updated"), + price=d.get("price"), + size=d.get("size"), + timeframe=d.get("timeframe"), + ) @modelclass @@ -298,6 +335,20 @@ class FuturesSnapshotSession: settlement_price: Optional[float] = None volume: Optional[float] = None + @staticmethod + def from_dict(d): + return FuturesSnapshotSession( + change=d.get("change"), + change_percent=d.get("change_percent"), + close=d.get("close"), + high=d.get("high"), + low=d.get("low"), + open=d.get("open"), + previous_settlement=d.get("previous_settlement"), + settlement_price=d.get("settlement_price"), + volume=d.get("volume"), + ) + @modelclass class FuturesSnapshot: From 599f05f4fb6fc94b39c8bbd814cfdc40da03692c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 20 Oct 2025 09:30:21 -0700 Subject: [PATCH 285/313] Bump types-setuptools from 75.8.0.20250110 to 80.9.0.20250822 (#942) Bumps [types-setuptools](https://github.com/typeshed-internal/stub_uploader) from 75.8.0.20250110 to 80.9.0.20250822. - [Commits](https://github.com/typeshed-internal/stub_uploader/commits) --- updated-dependencies: - dependency-name: types-setuptools dependency-version: 80.9.0.20250822 dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 12 ++++++------ pyproject.toml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/poetry.lock b/poetry.lock index f967b71d..2e96d717 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,4 +1,4 @@ -# This file is automatically @generated by Poetry 2.2.0 and should not be changed by hand. +# This file is automatically @generated by Poetry 2.2.1 and should not be changed by hand. [[package]] name = "alabaster" @@ -860,14 +860,14 @@ files = [ [[package]] name = "types-setuptools" -version = "75.8.0.20250110" +version = "80.9.0.20250822" description = "Typing stubs for setuptools" optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "types_setuptools-75.8.0.20250110-py3-none-any.whl", hash = "sha256:a9f12980bbf9bcdc23ecd80755789085bad6bfce4060c2275bc2b4ca9f2bc480"}, - {file = "types_setuptools-75.8.0.20250110.tar.gz", hash = "sha256:96f7ec8bbd6e0a54ea180d66ad68ad7a1d7954e7281a710ea2de75e355545271"}, + {file = "types_setuptools-80.9.0.20250822-py3-none-any.whl", hash = "sha256:53bf881cb9d7e46ed12c76ef76c0aaf28cfe6211d3fab12e0b83620b1a8642c3"}, + {file = "types_setuptools-80.9.0.20250822.tar.gz", hash = "sha256:070ea7716968ec67a84c7f7768d9952ff24d28b65b6594797a464f1b3066f965"}, ] [[package]] @@ -1023,4 +1023,4 @@ test = ["big-O", "jaraco.functools", "jaraco.itertools", "jaraco.test", "more-it [metadata] lock-version = "2.1" python-versions = "^3.9" -content-hash = "57769f5739287e97c684d13bdd40535ec92de6a1d6844e907c3736b2595aa203" +content-hash = "efc82a896b08be1a5c5f4182c5ee6c60df4a260724d5f469071cc958512bf46a" diff --git a/pyproject.toml b/pyproject.toml index 367331ce..cbf3b5d0 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,7 +38,7 @@ sphinx-rtd-theme = "^3.0.2" # keep this in sync with docs/requirements.txt for readthedocs.org sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" -types-setuptools = "^75.8.0" +types-setuptools = "^80.9.0" pook = "^2.0.1" orjson = "^3.10.15" From ae99f9d527d7909973a2f6d7a25bbb7c194f4510 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 20 Oct 2025 09:47:57 -0700 Subject: [PATCH 286/313] Bump sphinx from 7.1.2 to 7.4.7 (#943) Bumps [sphinx](https://github.com/sphinx-doc/sphinx) from 7.1.2 to 7.4.7. - [Release notes](https://github.com/sphinx-doc/sphinx/releases) - [Changelog](https://github.com/sphinx-doc/sphinx/blob/v7.4.7/CHANGES.rst) - [Commits](https://github.com/sphinx-doc/sphinx/compare/v7.1.2...v7.4.7) --- updated-dependencies: - dependency-name: sphinx dependency-version: 7.4.7 dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 136 ++++++++++++++++++++++++------------------------- pyproject.toml | 2 +- 2 files changed, 68 insertions(+), 70 deletions(-) diff --git a/poetry.lock b/poetry.lock index 2e96d717..bee58d16 100644 --- a/poetry.lock +++ b/poetry.lock @@ -2,14 +2,14 @@ [[package]] name = "alabaster" -version = "0.7.12" -description = "A configurable sidebar-enabled Sphinx theme" +version = "0.7.16" +description = "A light, configurable Sphinx theme" optional = false -python-versions = "*" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "alabaster-0.7.12-py2.py3-none-any.whl", hash = "sha256:446438bdcca0e05bd45ea2de1668c1d9b032e1a9154c2c259092d77031ddd359"}, - {file = "alabaster-0.7.12.tar.gz", hash = "sha256:a661d72d58e6ea8a57f7a86e37d86716863ee5e92788398526d58b26a4e4dc02"}, + {file = "alabaster-0.7.16-py3-none-any.whl", hash = "sha256:b46733c07dce03ae4e150330b975c75737fa60f0a7c591b6c8bf4928a28e2c92"}, + {file = "alabaster-0.7.16.tar.gz", hash = "sha256:75a8b99c28a5dad50dd7f8ccdd447a121ddb3892da9e53d1ca5cca3106d58d65"}, ] [[package]] @@ -31,19 +31,19 @@ tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverag tests-no-zope = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.0.2)", "hypothesis", "mypy (>=0.900,!=0.940)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins"] [[package]] -name = "Babel" -version = "2.11.0" +name = "babel" +version = "2.17.0" description = "Internationalization utilities" optional = false -python-versions = ">=3.6" +python-versions = ">=3.8" groups = ["dev"] files = [ - {file = "Babel-2.11.0-py3-none-any.whl", hash = "sha256:1ad3eca1c885218f6dce2ab67291178944f810a10a9b5f3cb8382a5a232b64fe"}, - {file = "Babel-2.11.0.tar.gz", hash = "sha256:5ef4b3226b0180dedded4229651c8b0e1a3a6a2837d45a073272f313e4cf97f6"}, + {file = "babel-2.17.0-py3-none-any.whl", hash = "sha256:4d0b53093fdfb4b21c92b5213dba5a1b23885afa8383709427046b21c366e5f2"}, + {file = "babel-2.17.0.tar.gz", hash = "sha256:0c54cffb19f690cdcc52a3b50bcbf71e07a808d1c80d549f2459b9d2cf0afb9d"}, ] -[package.dependencies] -pytz = ">=2015.7" +[package.extras] +dev = ["backports.zoneinfo ; python_version < \"3.9\"", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata ; sys_platform == \"win32\""] [[package]] name = "black" @@ -149,14 +149,14 @@ files = [ [[package]] name = "docutils" -version = "0.18.1" +version = "0.21.2" description = "Docutils -- Python Documentation Utilities" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "docutils-0.18.1-py2.py3-none-any.whl", hash = "sha256:23010f129180089fbcd3bc08cfefccb3b890b0050e1ca00c867036e9d161b98c"}, - {file = "docutils-0.18.1.tar.gz", hash = "sha256:679987caf361a7539d76e584cbeddc311e3aee937877c87346f31debc63e9d06"}, + {file = "docutils-0.21.2-py3-none-any.whl", hash = "sha256:dafca5b9e384f0e419294eb4d2ff9fa826435bf15f15b7bd45723e8ad76811b2"}, + {file = "docutils-0.21.2.tar.gz", hash = "sha256:3a6b18732edf182daa3cd12775bbb338cf5691468f91eeeb109deff6ebfa986f"}, ] [[package]] @@ -201,24 +201,28 @@ files = [ [[package]] name = "importlib-metadata" -version = "5.1.0" +version = "8.7.0" description = "Read metadata from Python packages" optional = false -python-versions = ">=3.7" +python-versions = ">=3.9" groups = ["dev"] markers = "python_version == \"3.9\"" files = [ - {file = "importlib_metadata-5.1.0-py3-none-any.whl", hash = "sha256:d84d17e21670ec07990e1044a99efe8d615d860fd176fc29ef5c306068fda313"}, - {file = "importlib_metadata-5.1.0.tar.gz", hash = "sha256:d5059f9f1e8e41f80e9c56c2ee58811450c31984dfa625329ffd7c0dad88a73b"}, + {file = "importlib_metadata-8.7.0-py3-none-any.whl", hash = "sha256:e5dd1551894c77868a30651cef00984d50e1002d06942a7101d34870c5f02afd"}, + {file = "importlib_metadata-8.7.0.tar.gz", hash = "sha256:d13b81ad223b890aa16c5471f2ac3056cf76c5f10f82d6f9292f0b415f389000"}, ] [package.dependencies] -zipp = ">=0.5" +zipp = ">=3.20" [package.extras] -docs = ["furo", "jaraco.packaging (>=9)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)"] +check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1) ; sys_platform != \"cygwin\""] +cover = ["pytest-cov"] +doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] +enabler = ["pytest-enabler (>=2.2)"] perf = ["ipython"] -testing = ["flake8 (<5)", "flufl.flake8", "importlib-resources (>=1.3) ; python_version < \"3.9\"", "packaging", "pyfakefs", "pytest (>=6)", "pytest-black (>=0.3.7) ; platform_python_implementation != \"PyPy\"", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8 ; python_version < \"3.12\"", "pytest-mypy (>=0.9.1) ; platform_python_implementation != \"PyPy\"", "pytest-perf (>=0.9.2)"] +test = ["flufl.flake8", "importlib_resources (>=1.3) ; python_version < \"3.9\"", "jaraco.test (>=5.4)", "packaging", "pyfakefs", "pytest (>=6,!=8.1.*)", "pytest-perf (>=0.9.2)"] +type = ["pytest-mypy"] [[package]] name = "jinja2" @@ -544,18 +548,18 @@ xmltodict = ">=0.11.0" [[package]] name = "pygments" -version = "2.15.0" +version = "2.19.2" description = "Pygments is a syntax highlighting package written in Python." optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" groups = ["dev"] files = [ - {file = "Pygments-2.15.0-py3-none-any.whl", hash = "sha256:77a3299119af881904cd5ecd1ac6a66214b6e9bed1f2db16993b54adede64094"}, - {file = "Pygments-2.15.0.tar.gz", hash = "sha256:f7e36cffc4c517fbc252861b9a6e4644ca0e5abadf9a113c72d1358ad09b9500"}, + {file = "pygments-2.19.2-py3-none-any.whl", hash = "sha256:86540386c03d588bb81d44bc3928634ff26449851e99741617ecb9037ee5ec0b"}, + {file = "pygments-2.19.2.tar.gz", hash = "sha256:636cb2477cec7f8952536970bc533bc43743542f70392ae026374600add5b887"}, ] [package.extras] -plugins = ["importlib-metadata ; python_version < \"3.8\""] +windows-terminal = ["colorama (>=0.4.6)"] [[package]] name = "pyrsistent" @@ -589,18 +593,6 @@ files = [ {file = "pyrsistent-0.19.2.tar.gz", hash = "sha256:bfa0351be89c9fcbcb8c9879b826f4353be10f58f8a677efab0c017bf7137ec2"}, ] -[[package]] -name = "pytz" -version = "2022.6" -description = "World timezone definitions, modern and historical" -optional = false -python-versions = "*" -groups = ["dev"] -files = [ - {file = "pytz-2022.6-py2.py3-none-any.whl", hash = "sha256:222439474e9c98fced559f1709d89e6c9cbf8d79c794ff3eb9f8800064291427"}, - {file = "pytz-2022.6.tar.gz", hash = "sha256:e89512406b793ca39f5971bc999cc538ce125c0e51c27941bef4568b460095e2"}, -] - [[package]] name = "requests" version = "2.32.4" @@ -649,39 +641,40 @@ files = [ [[package]] name = "sphinx" -version = "7.1.2" +version = "7.4.7" description = "Python documentation generator" optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "sphinx-7.1.2-py3-none-any.whl", hash = "sha256:d170a81825b2fcacb6dfd5a0d7f578a053e45d3f2b153fecc948c37344eb4cbe"}, - {file = "sphinx-7.1.2.tar.gz", hash = "sha256:780f4d32f1d7d1126576e0e5ecc19dc32ab76cd24e950228dcf7b1f6d3d9e22f"}, + {file = "sphinx-7.4.7-py3-none-any.whl", hash = "sha256:c2419e2135d11f1951cd994d6eb18a1835bd8fdd8429f9ca375dc1f3281bd239"}, + {file = "sphinx-7.4.7.tar.gz", hash = "sha256:242f92a7ea7e6c5b406fdc2615413890ba9f699114a9c09192d7dfead2ee9cfe"}, ] [package.dependencies] -alabaster = ">=0.7,<0.8" -babel = ">=2.9" -colorama = {version = ">=0.4.5", markers = "sys_platform == \"win32\""} -docutils = ">=0.18.1,<0.21" +alabaster = ">=0.7.14,<0.8.0" +babel = ">=2.13" +colorama = {version = ">=0.4.6", markers = "sys_platform == \"win32\""} +docutils = ">=0.20,<0.22" imagesize = ">=1.3" -importlib-metadata = {version = ">=4.8", markers = "python_version < \"3.10\""} -Jinja2 = ">=3.0" -packaging = ">=21.0" -Pygments = ">=2.13" -requests = ">=2.25.0" -snowballstemmer = ">=2.0" +importlib-metadata = {version = ">=6.0", markers = "python_version < \"3.10\""} +Jinja2 = ">=3.1" +packaging = ">=23.0" +Pygments = ">=2.17" +requests = ">=2.30.0" +snowballstemmer = ">=2.2" sphinxcontrib-applehelp = "*" sphinxcontrib-devhelp = "*" sphinxcontrib-htmlhelp = ">=2.0.0" sphinxcontrib-jsmath = "*" sphinxcontrib-qthelp = "*" -sphinxcontrib-serializinghtml = ">=1.1.5" +sphinxcontrib-serializinghtml = ">=1.1.9" +tomli = {version = ">=2", markers = "python_version < \"3.11\""} [package.extras] docs = ["sphinxcontrib-websupport"] -lint = ["docutils-stubs", "flake8 (>=3.5.0)", "flake8-simplify", "isort", "mypy (>=0.990)", "ruff", "sphinx-lint", "types-requests"] -test = ["cython", "filelock", "html5lib", "pytest (>=4.6)"] +lint = ["flake8 (>=6.0)", "importlib-metadata (>=6.0)", "mypy (==1.10.1)", "pytest (>=6.0)", "ruff (==0.5.2)", "sphinx-lint (>=0.9)", "tomli (>=2)", "types-docutils (==0.21.0.20240711)", "types-requests (>=2.30.0)"] +test = ["cython (>=3.0)", "defusedxml (>=0.7.1)", "pytest (>=8.0)", "setuptools (>=70.0)", "typing_extensions (>=4.9)"] [[package]] name = "sphinx-autodoc-typehints" @@ -819,18 +812,19 @@ test = ["pytest"] [[package]] name = "sphinxcontrib-serializinghtml" -version = "1.1.5" -description = "sphinxcontrib-serializinghtml is a sphinx extension which outputs \"serialized\" HTML files (json and pickle)." +version = "2.0.0" +description = "sphinxcontrib-serializinghtml is a sphinx extension which outputs \"serialized\" HTML files (json and pickle)" optional = false -python-versions = ">=3.5" +python-versions = ">=3.9" groups = ["dev"] files = [ - 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dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 10 +++++----- pyproject.toml | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/poetry.lock b/poetry.lock index 70807c92..75ed4a28 100644 --- a/poetry.lock +++ b/poetry.lock @@ -535,14 +535,14 @@ test = ["appdirs (==1.4.4)", "pytest (>=7.2)", "pytest-cov (>=4)", "pytest-mock [[package]] name = "pook" -version = "2.0.1" +version = "2.1.4" description = "HTTP traffic mocking and expectations made easy" optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "pook-2.0.1-py3-none-any.whl", hash = "sha256:30d73c95e0520f45c1e3889f3bf486e990b6f04b4915aa9daf86cf0d8136b2e1"}, - {file = "pook-2.0.1.tar.gz", hash = "sha256:e04c0e698f256438b4dfbf3ab1b27559f0ec25e42176823167f321f4e8b9c9e4"}, + {file = "pook-2.1.4-py3-none-any.whl", hash = "sha256:3f273ab189874dd775a15c3fa1b1bf89f28b001d2619c5f909e4d3f7df66d36e"}, + {file = "pook-2.1.4.tar.gz", hash = "sha256:2bcbc7d58d1d88b6f2da98c711f5391d5f690292bdd5ff2ccda927576500937a"}, ] [package.dependencies] @@ -1025,4 +1025,4 @@ type = ["pytest-mypy"] [metadata] lock-version = "2.1" python-versions = "^3.9" -content-hash = "8862e5f182dcc8b07b2c3ebff198187fcb1c4d17895071592b83c772ad84b980" +content-hash = "cb904c35dab26d810aa728bd0f813e6a64290bd95915fe9230e8e1c2d7de8251" diff --git a/pyproject.toml b/pyproject.toml index 08c2b4c1..e85f2804 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -39,7 +39,7 @@ sphinx-rtd-theme = "^3.0.2" sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^80.9.0" -pook = "^2.0.1" +pook = "^2.1.4" orjson = "^3.11.3" [build-system] From 3bb3d7b62dae47e2d149a1ff172d59bbab1aebf6 Mon Sep 17 00:00:00 2001 From: Roman Zydyk <31843161+romanzdk@users.noreply.github.com> Date: Thu, 23 Oct 2025 16:12:41 +0200 Subject: [PATCH 289/313] Use logging instead of print (#947) Co-authored-by: Roman Zydyk --- polygon/rest/base.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/polygon/rest/base.py b/polygon/rest/base.py index 76cf1430..7501f5ce 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -113,8 +113,8 @@ def _get( print_headers["Authorization"] = print_headers["Authorization"].replace( self.API_KEY, "REDACTED" ) - print(f"Request URL: {full_url}") - print(f"Request Headers: {print_headers}") + logger.info("Request URL: %s", full_url) + logger.info("Request Headers: %s", print_headers) resp = self.client.request( "GET", @@ -125,7 +125,7 @@ def _get( if self.trace: resp_headers_dict = dict(resp.headers.items()) - print(f"Response Headers: {resp_headers_dict}") + logger.info("Response Headers: %s", resp_headers_dict) if resp.status != 200: raise BadResponse(resp.data.decode("utf-8")) @@ -136,7 +136,7 @@ def _get( try: obj = self._decode(resp) except ValueError as e: - print(f"Error decoding json response: {e}") + logger.error("Error decoding json response: %s", e) return [] if result_key: @@ -222,7 +222,7 @@ def _paginate_iter( try: decoded = self._decode(resp) except ValueError as e: - print(f"Error decoding json response: {e}") + logger.error("Error decoding json response: %s", e) return [] if result_key not in decoded: From d57521c3f05017a8d2658a26a99bc5b2a56f2021 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 23 Oct 2025 08:03:10 -0700 Subject: [PATCH 290/313] Update README.md (#948) --- README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 3ca7b71c..768b5ed1 100644 --- a/README.md +++ b/README.md @@ -135,12 +135,12 @@ Sometimes you may find it useful to see the actual request and response details You can activate the debug mode as follows: ```python -client = RESTClient(trace=True) +client = RESTClient(trace=True, verbose=True) ``` ### What Does Debug Mode Do? -When debug mode is enabled, the client will print out useful debugging information for each API request. This includes: the request URL, the headers sent in the request, and the headers received in the response. +When debug mode is enabled, the client will print out useful debugging information for each API request. You need to enable `verbose=True` too so that you log the trace or already have your own logger configured. This includes: the request URL, the headers sent in the request, and the headers received in the response. ### Example Output From 3691d0bd79fa49f143c173f1ecb34d8c40ea6f37 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 27 Oct 2025 09:46:11 -0700 Subject: [PATCH 291/313] Bump orjson from 3.11.3 to 3.11.4 (#949) Bumps [orjson](https://github.com/ijl/orjson) from 3.11.3 to 3.11.4. - [Release notes](https://github.com/ijl/orjson/releases) - [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md) - [Commits](https://github.com/ijl/orjson/compare/3.11.3...3.11.4) --- updated-dependencies: - dependency-name: orjson dependency-version: 3.11.4 dependency-type: direct:development update-type: version-update:semver-patch ... 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"^3.9" -content-hash = "cb904c35dab26d810aa728bd0f813e6a64290bd95915fe9230e8e1c2d7de8251" +content-hash = "59ac08ceadcebc8c42ba9cd9d0112b64cc6dd7616783e107f0d3e7a510c20f68" diff --git a/pyproject.toml b/pyproject.toml index e85f2804..ce521189 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,7 +40,7 @@ sphinx-autodoc-typehints = "^2.0.1" types-certifi = "^2021.10.8" types-setuptools = "^80.9.0" pook = "^2.1.4" -orjson = "^3.11.3" +orjson = "^3.11.4" [build-system] requires = ["poetry-core>=1.0.0"] From dceb9794607443c7e3fd61d76a4d00e9c2d2ca9e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 27 Oct 2025 09:56:08 -0700 Subject: [PATCH 292/313] Bump sphinx-autodoc-typehints from 2.0.1 to 2.3.0 (#950) Bumps [sphinx-autodoc-typehints](https://github.com/tox-dev/sphinx-autodoc-typehints) from 2.0.1 to 2.3.0. - [Release notes](https://github.com/tox-dev/sphinx-autodoc-typehints/releases) - [Commits](https://github.com/tox-dev/sphinx-autodoc-typehints/compare/2.0.1...2.3.0) --- updated-dependencies: - dependency-name: sphinx-autodoc-typehints dependency-version: 2.3.0 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 14 +++++++------- pyproject.toml | 2 +- 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/poetry.lock b/poetry.lock index c7981022..f2bd9e59 100644 --- a/poetry.lock +++ b/poetry.lock @@ -686,23 +686,23 @@ test = ["cython (>=3.0)", "defusedxml (>=0.7.1)", "pytest (>=8.0)", "setuptools [[package]] name = "sphinx-autodoc-typehints" -version = "2.0.1" +version = "2.3.0" description = "Type hints (PEP 484) support for the Sphinx autodoc extension" optional = false -python-versions = ">=3.8" +python-versions = ">=3.9" groups = ["dev"] files = [ - {file = "sphinx_autodoc_typehints-2.0.1-py3-none-any.whl", hash = "sha256:f73ae89b43a799e587e39266672c1075b2ef783aeb382d3ebed77c38a3fc0149"}, - {file = "sphinx_autodoc_typehints-2.0.1.tar.gz", hash = "sha256:60ed1e3b2c970acc0aa6e877be42d48029a9faec7378a17838716cacd8c10b12"}, + {file = 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a/polygon/rest/base.py b/polygon/rest/base.py index 7501f5ce..4f4b8bc8 100644 --- a/polygon/rest/base.py +++ b/polygon/rest/base.py @@ -125,7 +125,9 @@ def _get( if self.trace: resp_headers_dict = dict(resp.headers.items()) - logger.info("Response Headers: %s", resp_headers_dict) + logger.info( + "Request URL: %s, Response Headers: %s", full_url, resp_headers_dict + ) if resp.status != 200: raise BadResponse(resp.data.decode("utf-8")) From a1a8cd0174a69855c16efa7a4d62ac7821da0685 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Thu, 30 Oct 2025 14:24:55 -0700 Subject: [PATCH 294/313] Rebrand massive (#953) * Rebrand client to massive.com --- .github/workflows/release.yml | 27 +- {.polygon => .massive}/rest.json | 1668 ++++++++--------- {.polygon => .massive}/rest.py | 4 +- {.polygon => .massive}/websocket.json | 362 ++-- Makefile | 8 +- README.md | 39 +- docs/source/Aggs.rst | 40 +- docs/source/Contracts.rst | 8 +- docs/source/Enums.rst | 28 +- docs/source/Exceptions.rst | 4 +- docs/source/Getting-Started.rst | 18 +- docs/source/Models.rst | 86 +- docs/source/Quotes.rst | 20 +- docs/source/Reference.rst | 78 +- docs/source/Snapshot.rst | 46 +- docs/source/Trades.rst | 18 +- docs/source/WebSocket-Enums.rst | 6 +- docs/source/WebSocket.rst | 20 +- docs/source/conf.py | 8 +- docs/source/index.rst | 4 +- docs/source/vX.rst | 4 +- examples/launchpad/README.md | 8 +- examples/launchpad/launchpad.py | 4 +- examples/rest/bulk_aggs_downloader.py | 8 +- examples/rest/crypto-aggregates_bars.py | 14 +- examples/rest/crypto-conditions.py | 8 +- examples/rest/crypto-daily_open_close.py | 8 +- examples/rest/crypto-exchanges.py | 10 +- examples/rest/crypto-grouped_daily_bars.py | 8 +- .../crypto-last_trade_for_a_crypto_pair.py | 8 +- examples/rest/crypto-market_holidays.py | 10 +- examples/rest/crypto-market_status.py | 8 +- examples/rest/crypto-previous_close.py | 8 +- examples/rest/crypto-snapshots_all_tickers.py | 10 +- .../rest/crypto-snapshots_gainers_losers.py | 10 +- examples/rest/crypto-snapshots_ticker.py | 8 +- .../crypto-snapshots_ticker_full_book_l2.py | 8 +- .../rest/crypto-technical_indicators_ema.py | 8 +- .../rest/crypto-technical_indicators_macd.py | 8 +- .../rest/crypto-technical_indicators_rsi.py | 8 +- .../rest/crypto-technical_indicators_sma.py | 8 +- examples/rest/crypto-tickers.py | 8 +- examples/rest/crypto-trades.py | 8 +- examples/rest/custom-json-get.py | 2 +- examples/rest/demo_correlation_matrix.py | 20 +- examples/rest/economy-treasury_yields.py | 6 +- examples/rest/financials.py | 2 +- examples/rest/forex-aggregates_bars.py | 14 +- examples/rest/forex-conditions.py | 8 +- examples/rest/forex-exchanges.py | 10 +- examples/rest/forex-grouped_daily_bars.py | 8 +- .../forex-last_quote_for_a_currency_pair.py | 8 +- examples/rest/forex-market_holidays.py | 10 +- examples/rest/forex-market_status.py | 8 +- examples/rest/forex-previous_close.py | 8 +- examples/rest/forex-quotes.py | 8 +- .../forex-real-time_currency_conversion.py | 8 +- examples/rest/forex-snapshots_all_tickers.py | 10 +- .../rest/forex-snapshots_gainers_losers.py | 10 +- examples/rest/forex-snapshots_ticker.py | 8 +- .../rest/forex-technical_indicators_ema.py | 8 +- .../rest/forex-technical_indicators_macd.py | 8 +- .../rest/forex-technical_indicators_rsi.py | 8 +- .../rest/forex-technical_indicators_sma.py | 8 +- examples/rest/forex-tickers.py | 8 +- examples/rest/indices-aggregates_bars.py | 14 +- examples/rest/indices-daily_open_close.py | 8 +- examples/rest/indices-market_holidays.py | 10 +- examples/rest/indices-market_status.py | 8 +- examples/rest/indices-previous_close.py | 8 +- examples/rest/indices-snapshots.py | 8 +- .../rest/indices-technical_indicators_ema.py | 8 +- .../rest/indices-technical_indicators_macd.py | 8 +- .../rest/indices-technical_indicators_rsi.py | 8 +- .../rest/indices-technical_indicators_sma.py | 8 +- examples/rest/indices-ticker_types.py | 10 +- examples/rest/indices-tickers.py | 8 +- examples/rest/options-aggregates_bars.py | 14 +- examples/rest/options-conditions.py | 8 +- examples/rest/options-contract.py | 8 +- examples/rest/options-contracts.py | 8 +- examples/rest/options-daily_open_close.py | 8 +- examples/rest/options-exchanges.py | 10 +- examples/rest/options-last_trade.py | 8 +- examples/rest/options-market_holidays.py | 10 +- examples/rest/options-market_status.py | 8 +- examples/rest/options-previous_close.py | 8 +- examples/rest/options-quotes.py | 8 +- .../rest/options-snapshots_option_contract.py | 8 +- .../rest/options-snapshots_options_chain.py | 8 +- .../rest/options-technical_indicators_ema.py | 8 +- .../rest/options-technical_indicators_macd.py | 8 +- .../rest/options-technical_indicators_rsi.py | 8 +- .../rest/options-technical_indicators_sma.py | 8 +- examples/rest/options-ticker_details.py | 8 +- examples/rest/options-ticker_news.py | 10 +- examples/rest/options-tickers.py | 8 +- examples/rest/options-trades.py | 8 +- examples/rest/raw-get.py | 4 +- examples/rest/raw-list.py | 4 +- examples/rest/simple-get.py | 4 +- examples/rest/simple-list.py | 2 +- examples/rest/stocks-aggregates_bars.py | 14 +- examples/rest/stocks-aggregates_bars_extra.py | 12 +- .../rest/stocks-aggregates_bars_highcharts.py | 10 +- examples/rest/stocks-conditions.py | 8 +- examples/rest/stocks-daily_open_close.py | 8 +- examples/rest/stocks-dividends.py | 8 +- examples/rest/stocks-exchanges.py | 10 +- examples/rest/stocks-grouped_daily_bars.py | 8 +- examples/rest/stocks-ipos.py | 6 +- examples/rest/stocks-last_quote.py | 8 +- examples/rest/stocks-last_trade.py | 8 +- examples/rest/stocks-market_holidays.py | 10 +- examples/rest/stocks-market_status.py | 8 +- examples/rest/stocks-previous_close.py | 8 +- examples/rest/stocks-quotes.py | 8 +- examples/rest/stocks-related_companies.py | 6 +- examples/rest/stocks-short_interest.py | 6 +- examples/rest/stocks-short_volume.py | 6 +- examples/rest/stocks-snapshots_all.py | 10 +- .../rest/stocks-snapshots_gainers_losers.py | 10 +- examples/rest/stocks-snapshots_ticker.py | 8 +- examples/rest/stocks-stock_financials.py | 8 +- examples/rest/stocks-stock_splits.py | 8 +- .../rest/stocks-technical_indicators_ema.py | 8 +- .../rest/stocks-technical_indicators_macd.py | 8 +- .../rest/stocks-technical_indicators_rsi.py | 8 +- .../rest/stocks-technical_indicators_sma.py | 8 +- examples/rest/stocks-ticker_details.py | 8 +- examples/rest/stocks-ticker_events.py | 8 +- examples/rest/stocks-ticker_news.py | 10 +- examples/rest/stocks-ticker_types.py | 8 +- examples/rest/stocks-tickers.py | 8 +- examples/rest/stocks-trades.py | 8 +- examples/rest/stocks-trades_extra.py | 10 +- examples/rest/universal-snapshot.py | 10 +- .../async_websocket_rest_handler.py | 12 +- .../async_websocket_rest_handler/readme.md | 4 +- examples/tools/docker/Dockerfile | 6 +- examples/tools/docker/app.py | 8 +- examples/tools/docker/readme.md | 18 +- .../exchange-heatmap.py | 2 +- .../flatfiles-stock-trades/exchanges-seen.py | 2 +- .../tools/flatfiles-stock-trades/readme.md | 8 +- .../flatfiles-stock-trades/top-10-tickers.py | 2 +- .../trades-histogram.py | 2 +- examples/tools/hunting-anomalies/README.md | 20 +- .../hunting-anomalies/gui-lookup-table.py | 6 +- examples/tools/related-companies/readme.md | 10 +- .../related-companies-demo.py | 2 +- .../treemap/polygon_sic_code_data_gatherer.py | 6 +- examples/tools/treemap/readme.md | 22 +- examples/tools/treemap/treemap_server.py | 6 +- examples/websocket/aggs.py | 4 +- examples/websocket/async.py | 4 +- examples/websocket/crypto.py | 4 +- examples/websocket/custom-json.py | 4 +- examples/websocket/fmv.py | 4 +- examples/websocket/forex.py | 4 +- examples/websocket/indices.py | 4 +- examples/websocket/latency.py | 4 +- examples/websocket/launchpad-ws.py | 6 +- examples/websocket/options-ws.py | 10 +- examples/websocket/raw.py | 2 +- examples/websocket/simple.py | 4 +- examples/websocket/stocks-ws.py | 10 +- examples/websocket/stocks-ws_extra.py | 12 +- {polygon => massive}/__init__.py | 0 {polygon => massive}/exceptions.py | 0 {polygon => massive}/logging.py | 0 {polygon => massive}/modelclass.py | 0 {polygon => massive}/rest/__init__.py | 4 +- {polygon => massive}/rest/aggs.py | 0 {polygon => massive}/rest/base.py | 6 +- {polygon => massive}/rest/benzinga.py | 0 {polygon => massive}/rest/economy.py | 0 {polygon => massive}/rest/etf_global.py | 0 {polygon => massive}/rest/financials.py | 0 {polygon => massive}/rest/futures.py | 0 {polygon => massive}/rest/indicators.py | 4 +- {polygon => massive}/rest/models/__init__.py | 0 {polygon => massive}/rest/models/aggs.py | 0 {polygon => massive}/rest/models/benzinga.py | 0 {polygon => massive}/rest/models/common.py | 6 +- .../rest/models/conditions.py | 2 +- {polygon => massive}/rest/models/contracts.py | 0 {polygon => massive}/rest/models/dividends.py | 0 {polygon => massive}/rest/models/economy.py | 0 .../rest/models/etf_global.py | 0 {polygon => massive}/rest/models/exchanges.py | 2 +- .../rest/models/financials.py | 0 {polygon => massive}/rest/models/futures.py | 0 .../rest/models/indicators.py | 0 {polygon => massive}/rest/models/markets.py | 0 {polygon => massive}/rest/models/quotes.py | 0 {polygon => massive}/rest/models/request.py | 20 +- {polygon => massive}/rest/models/snapshot.py | 0 {polygon => massive}/rest/models/splits.py | 0 {polygon => massive}/rest/models/summaries.py | 0 {polygon => massive}/rest/models/tickers.py | 0 {polygon => massive}/rest/models/tmx.py | 0 {polygon => massive}/rest/models/trades.py | 0 {polygon => massive}/rest/quotes.py | 2 +- {polygon => massive}/rest/reference.py | 10 +- {polygon => massive}/rest/snapshot.py | 10 +- {polygon => massive}/rest/summaries.py | 4 +- {polygon => massive}/rest/tmx.py | 0 {polygon => massive}/rest/trades.py | 0 {polygon => massive}/rest/vX.py | 0 {polygon => massive}/websocket/__init__.py | 4 +- .../websocket/models/__init__.py | 0 .../websocket/models/common.py | 36 +- .../websocket/models/models.py | 0 pyproject.toml | 18 +- test_rest/base.py | 2 +- ...adjusted=true×tamp.gt=2022-08-18.json | 2 +- ...amp=1483958600&expand_underlying=true.json | 4 +- ...05000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx.json | 8 +- .../mocks/v2/reference/news&ticker=NFLX.json | 4 +- test_rest/mocks/v3/quotes/AAPL.json | 2 +- .../mocks/v3/reference/options/contracts.json | 2 +- test_rest/mocks/v3/reference/tickers.json | 2 +- .../tickers/AAPL&date=2020-10-01.json | 4 +- .../mocks/v3/reference/tickers/AAPL.json | 4 +- test_rest/mocks/vX/reference/financials.json | 4 +- test_rest/models/test_requests.py | 48 +- test_rest/test_aggs.py | 2 +- test_rest/test_conditions.py | 2 +- test_rest/test_contracts.py | 2 +- test_rest/test_dividends.py | 2 +- test_rest/test_exchanges.py | 2 +- test_rest/test_indicators.py | 8 +- test_rest/test_markets.py | 2 +- test_rest/test_modelclass.py | 2 +- test_rest/test_quotes.py | 2 +- test_rest/test_snapshots.py | 2 +- test_rest/test_splits.py | 2 +- test_rest/test_summaries.py | 10 +- test_rest/test_tickers.py | 10 +- test_rest/test_trades.py | 2 +- test_websocket/base_ws.py | 2 +- test_websocket/test_conn.py | 4 +- 243 files changed, 1985 insertions(+), 1965 deletions(-) rename {.polygon => .massive}/rest.json (95%) rename {.polygon => .massive}/rest.py (52%) rename {.polygon => .massive}/websocket.json (93%) rename {polygon => massive}/__init__.py (100%) rename {polygon => massive}/exceptions.py (100%) rename {polygon => massive}/logging.py (100%) rename {polygon => massive}/modelclass.py (100%) rename {polygon => massive}/rest/__init__.py (97%) rename {polygon => massive}/rest/aggs.py (100%) rename {polygon => massive}/rest/base.py (97%) rename {polygon => massive}/rest/benzinga.py (100%) rename {polygon => massive}/rest/economy.py (100%) rename {polygon => massive}/rest/etf_global.py (100%) rename {polygon => massive}/rest/financials.py (100%) rename {polygon => massive}/rest/futures.py (100%) rename {polygon => massive}/rest/indicators.py (99%) rename {polygon => massive}/rest/models/__init__.py (100%) rename {polygon => massive}/rest/models/aggs.py (100%) rename {polygon => massive}/rest/models/benzinga.py (100%) rename {polygon => massive}/rest/models/common.py (89%) rename {polygon => massive}/rest/models/conditions.py (97%) rename {polygon => massive}/rest/models/contracts.py (100%) rename {polygon => massive}/rest/models/dividends.py (100%) rename {polygon => massive}/rest/models/economy.py (100%) rename {polygon => massive}/rest/models/etf_global.py (100%) rename {polygon => massive}/rest/models/exchanges.py (88%) rename {polygon => massive}/rest/models/financials.py (100%) rename {polygon => massive}/rest/models/futures.py (100%) rename {polygon => massive}/rest/models/indicators.py (100%) rename {polygon => massive}/rest/models/markets.py (100%) rename {polygon => massive}/rest/models/quotes.py (100%) rename {polygon => massive}/rest/models/request.py (84%) rename {polygon => massive}/rest/models/snapshot.py (100%) rename {polygon => massive}/rest/models/splits.py (100%) rename {polygon => massive}/rest/models/summaries.py (100%) rename {polygon => massive}/rest/models/tickers.py (100%) rename {polygon => massive}/rest/models/tmx.py (100%) rename {polygon => massive}/rest/models/trades.py (100%) rename {polygon => massive}/rest/quotes.py (99%) rename {polygon => massive}/rest/reference.py (98%) rename {polygon => massive}/rest/snapshot.py (97%) rename {polygon => massive}/rest/summaries.py (88%) rename {polygon => massive}/rest/tmx.py (100%) rename {polygon => massive}/rest/trades.py (100%) rename {polygon => massive}/rest/vX.py (100%) rename {polygon => massive}/websocket/__init__.py (99%) rename {polygon => massive}/websocket/models/__init__.py (100%) rename {polygon => massive}/websocket/models/common.py (52%) rename {polygon => massive}/websocket/models/models.py (100%) diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml index c906b0d3..097bc930 100644 --- a/.github/workflows/release.yml +++ b/.github/workflows/release.yml @@ -6,20 +6,41 @@ on: permissions: contents: read jobs: - test: + release: runs-on: ubuntu-latest name: Release to PyPi steps: - uses: actions/checkout@v3 + - name: Fetch all branches + run: git fetch --prune --unshallow + - name: Check if commit is on allowed branch + run: | + if git branch -r --contains ${{ github.sha }} | grep -Eq 'origin/master|origin/polygon-lts'; then + echo "Allowed branch" + else + echo "Commit not on master or polygon-lts; skipping" + exit 1 + fi - name: Setup Python uses: actions/setup-python@v3 with: python-version: "3.10" - name: Setup Poetry uses: abatilo/actions-poetry@v2 + - name: Get package name + id: package + run: echo "name=$(poetry run python -c 'import toml; print(toml.load(\"pyproject.toml\")[\"tool\"][\"poetry\"][\"name\"])')" >> $GITHUB_OUTPUT - name: Configure Poetry - run: poetry config pypi-token.pypi ${{ secrets.POETRY_HTTP_BASIC_PYPI_PASSWORD }} - - name: Install pypi deps + run: | + if [ "${{ steps.package.outputs.name }}" == "polygon-api-client" ]; then + poetry config pypi-token.pypi ${{ secrets.POETRY_HTTP_BASIC_PYPI_PASSWORD }} + elif [ "${{ steps.package.outputs.name }}" == "massive" ]; then + poetry config pypi-token.pypi ${{ secrets.POETRY_HTTP_BASIC_PYPI_PASSWORD_MASSIVE }} + else + echo "Unknown package name: ${{ steps.package.outputs.name }}; skipping publish" + exit 1 + fi + - name: Install deps run: poetry install - name: Get tag id: tag diff --git a/.polygon/rest.json b/.massive/rest.json similarity index 95% rename from .polygon/rest.json rename to .massive/rest.json index 425d2c2d..3d088556 100644 --- a/.polygon/rest.json +++ b/.massive/rest.json @@ -21,7 +21,7 @@ } }, "AggregateLimitMax50000": { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -285,7 +285,7 @@ "AskExchangeId": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -305,7 +305,7 @@ "BidExchangeId": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -443,7 +443,7 @@ "type": "array" }, "type": { - "description": "The type or class of the security. (Full List of Ticker Types)", + "description": "The type or class of the security. (Full List of Ticker Types)", "type": "string" }, "updated": { @@ -461,7 +461,7 @@ "ConditionTypeMap": { "properties": { "condition": { - "description": "Polygon.io's mapping for condition codes. For more information, see our Trade Conditions Glossary.\n", + "description": "Massive.com's mapping for condition codes. For more information, see our Trade Conditions Glossary.\n", "type": "string" } }, @@ -470,7 +470,7 @@ "Conditions": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -483,7 +483,7 @@ "items": { "properties": { "id": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "market": { @@ -603,7 +603,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -627,7 +627,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -660,13 +660,13 @@ "conditions": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" }, "exchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" }, "price": { @@ -716,7 +716,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -740,7 +740,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -776,7 +776,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -800,7 +800,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -934,7 +934,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -970,7 +970,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -1252,7 +1252,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -1288,7 +1288,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -1443,7 +1443,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -1467,7 +1467,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -1482,7 +1482,7 @@ "type": "object" }, "CryptoTradeExchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" }, "Date": { @@ -1501,7 +1501,7 @@ "items": { "properties": { "code": { - "description": "A unique identifier for the exchange internal to Polygon.io. This is not an industry code or ISO standard.", + "description": "A unique identifier for the exchange internal to Massive.com. This is not an industry code or ISO standard.", "type": "string" }, "id": { @@ -1534,7 +1534,7 @@ "type": "array" }, "ExchangeId": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "Financial": { @@ -2020,7 +2020,7 @@ "type": "object" }, "Fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -2053,7 +2053,7 @@ "type": "number" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "timestamp": { @@ -2083,7 +2083,7 @@ "type": "object" }, "ForexExchangeId": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "ForexGroupedResults": { @@ -2187,7 +2187,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -2226,7 +2226,7 @@ "type": "number" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "timestamp": { @@ -2431,7 +2431,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -2626,7 +2626,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -2876,7 +2876,7 @@ "type": "object" }, "Indicators": { - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "description": "The indicator code.\n", "type": "integer" @@ -3927,7 +3927,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -3994,7 +3994,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -4197,7 +4197,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -4264,7 +4264,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -4560,7 +4560,7 @@ "X": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -4571,13 +4571,13 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" }, "i": { - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "description": "The indicator code.\n", "type": "integer" @@ -4596,7 +4596,7 @@ "x": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -4676,7 +4676,7 @@ "X": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -4687,13 +4687,13 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" }, "i": { - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "description": "The indicator code.\n", "type": "integer" @@ -4712,7 +4712,7 @@ "x": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -4785,7 +4785,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -4813,7 +4813,7 @@ "type": "number" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "z": { @@ -4878,7 +4878,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -4906,7 +4906,7 @@ "type": "number" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "z": { @@ -5180,7 +5180,7 @@ }, "info": { "description": "The future of fintech.", - "title": "Polygon API", + "title": "Massive API", "version": "1.0.0" }, "openapi": "3.0.3", @@ -5272,7 +5272,7 @@ "description": "The amount to convert.", "format": "double", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -5289,15 +5289,15 @@ "type": "number" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "timestamp": { "description": "The Unix millisecond timestamp.", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -5308,7 +5308,7 @@ "bid" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastQuoteCurrencies" } }, @@ -5358,11 +5358,11 @@ "tags": [ "fx:conversion" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -5490,7 +5490,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -5514,7 +5514,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -5554,18 +5554,18 @@ "tags": [ "crypto:trades" ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1654056060000, "replaces": { "name": "Trades v3", "path": "get_v3_trades__cryptoticker" } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -5711,7 +5711,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -5749,18 +5749,18 @@ "tags": [ "fx:trades" ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1654056060000, "replaces": { "name": "Quotes (BBO) v3", "path": "get_v3_quotes__fxticker" } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -5780,7 +5780,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -5789,7 +5789,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -5909,11 +5909,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -5996,9 +5996,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -6017,16 +6017,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -6037,7 +6037,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EMAResults" } }, @@ -6063,16 +6063,16 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/ema/{fxTicker}": { "get": { @@ -6088,7 +6088,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -6097,7 +6097,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -6227,11 +6227,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6314,9 +6314,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -6335,16 +6335,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -6355,7 +6355,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EMAResults" } }, @@ -6381,16 +6381,16 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/ema/{indicesTicker}": { "get": { @@ -6406,7 +6406,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -6415,7 +6415,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -6545,11 +6545,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01MA", + "next_url": "https://api.massive.com/v1/indicators/ema/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01MA", "request_id": "b9201816341441eed663a90443c0623a", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366449650?limit=226&sort=desc" + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366449650?limit=226&sort=desc" }, "values": [ { @@ -6632,9 +6632,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -6653,16 +6653,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -6673,7 +6673,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EMAResults" } }, @@ -6693,17 +6693,17 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/ema/{optionsTicker}": { "get": { @@ -6719,7 +6719,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -6728,7 +6728,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -6858,11 +6858,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -6945,9 +6945,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -6966,16 +6966,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -6986,7 +6986,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EMAResults" } }, @@ -7012,16 +7012,16 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/ema/{stockTicker}": { "get": { @@ -7037,7 +7037,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -7046,7 +7046,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -7176,11 +7176,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7263,9 +7263,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -7284,16 +7284,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -7304,7 +7304,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EMAResults" } }, @@ -7330,11 +7330,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -7354,7 +7354,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -7363,7 +7363,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -7503,11 +7503,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7598,9 +7598,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -7619,7 +7619,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -7627,7 +7627,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -7635,16 +7635,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -7655,7 +7655,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MACDResults" } }, @@ -7681,16 +7681,16 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/macd/{fxTicker}": { "get": { @@ -7706,7 +7706,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -7715,7 +7715,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -7865,11 +7865,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -7960,9 +7960,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -7981,7 +7981,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -7989,7 +7989,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -7997,16 +7997,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -8017,7 +8017,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MACDResults" } }, @@ -8043,16 +8043,16 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/macd/{indicesTicker}": { "get": { @@ -8068,7 +8068,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -8077,7 +8077,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -8227,11 +8227,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MTUwODAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0yJmxvbmdfd2luZG93PTI2Jm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2Umc2hvcnRfd2luZG93PTEyJnNpZ25hbF93aW5kb3c9OSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2ODcyMTkyMDAwMDA", + "next_url": "https://api.massive.com/v1/indicators/macd/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MTUwODAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0yJmxvbmdfd2luZG93PTI2Jm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2Umc2hvcnRfd2luZG93PTEyJnNpZ25hbF93aW5kb3c9OSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2ODcyMTkyMDAwMDA", "request_id": "2eeda0be57e83cbc64cc8d1a74e84dbd", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366537196?limit=121&sort=desc" + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366537196?limit=121&sort=desc" }, "values": [ { @@ -8322,9 +8322,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -8343,7 +8343,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -8351,7 +8351,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -8359,16 +8359,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -8379,7 +8379,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MACDResults" } }, @@ -8399,17 +8399,17 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/macd/{optionsTicker}": { "get": { @@ -8425,7 +8425,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -8434,7 +8434,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -8584,11 +8584,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -8679,9 +8679,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -8700,7 +8700,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -8708,7 +8708,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -8716,16 +8716,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -8736,7 +8736,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MACDResults" } }, @@ -8762,16 +8762,16 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/macd/{stockTicker}": { "get": { @@ -8787,7 +8787,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -8796,7 +8796,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -8946,11 +8946,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9041,9 +9041,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -9062,7 +9062,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -9070,7 +9070,7 @@ "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } }, @@ -9078,16 +9078,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -9098,7 +9098,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MACDResults" } }, @@ -9124,11 +9124,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -9148,7 +9148,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -9157,7 +9157,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -9277,11 +9277,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9364,9 +9364,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -9385,16 +9385,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -9405,7 +9405,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "RSIResults" } }, @@ -9431,16 +9431,16 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/rsi/{fxTicker}": { "get": { @@ -9456,7 +9456,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -9465,7 +9465,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -9595,11 +9595,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -9682,9 +9682,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -9703,16 +9703,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -9723,7 +9723,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "RSIResults" } }, @@ -9749,16 +9749,16 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/rsi/{indicesTicker}": { "get": { @@ -9774,7 +9774,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -9783,7 +9783,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -9913,11 +9913,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz0xNA", + "next_url": "https://api.massive.com/v1/indicators/rsi/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz0xNA", "request_id": "28a8417f521f98e1d08f6ed7d1fbcad3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366658253?limit=66&sort=desc" + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366658253?limit=66&sort=desc" }, "values": [ { @@ -10000,9 +10000,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -10021,16 +10021,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -10041,7 +10041,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "RSIResults" } }, @@ -10061,17 +10061,17 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/rsi/{optionsTicker}": { "get": { @@ -10087,7 +10087,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -10096,7 +10096,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -10226,11 +10226,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10313,9 +10313,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -10334,16 +10334,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -10354,7 +10354,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "RSIResults" } }, @@ -10380,16 +10380,16 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/rsi/{stockTicker}": { "get": { @@ -10405,7 +10405,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -10414,7 +10414,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -10544,11 +10544,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10631,9 +10631,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -10652,16 +10652,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -10672,7 +10672,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "RSIResults" } }, @@ -10698,11 +10698,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -10722,7 +10722,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -10731,7 +10731,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -10851,7 +10851,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -10877,7 +10877,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -10960,9 +10960,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -10981,16 +10981,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -11001,7 +11001,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SMAResults" } }, @@ -11027,16 +11027,16 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/sma/{fxTicker}": { "get": { @@ -11052,7 +11052,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -11061,7 +11061,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -11191,7 +11191,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -11217,7 +11217,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -11300,9 +11300,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -11321,16 +11321,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -11341,7 +11341,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SMAResults" } }, @@ -11367,16 +11367,16 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/sma/{indicesTicker}": { "get": { @@ -11392,7 +11392,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -11401,7 +11401,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -11531,11 +11531,11 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01Mw", + "next_url": "https://api.massive.com/v1/indicators/sma/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01Mw", "request_id": "4cae270008cb3f947e3f92c206e3888a", "results": { "underlying": { - "url": "https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366378997?limit=240&sort=desc" + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366378997?limit=240&sort=desc" }, "values": [ { @@ -11618,9 +11618,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -11639,16 +11639,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -11659,7 +11659,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SMAResults" } }, @@ -11679,17 +11679,17 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/sma/{optionsTicker}": { "get": { @@ -11705,7 +11705,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -11714,7 +11714,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -11844,7 +11844,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -11870,7 +11870,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -11953,9 +11953,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -11974,16 +11974,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -11994,7 +11994,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SMAResults" } }, @@ -12020,16 +12020,16 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v1/indicators/sma/{stockTicker}": { "get": { @@ -12045,7 +12045,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", @@ -12054,7 +12054,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -12184,7 +12184,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": { "underlying": { @@ -12210,7 +12210,7 @@ "vw": 74.7026 } ], - "url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" }, "values": [ { @@ -12293,9 +12293,9 @@ "n" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Aggregate", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -12314,16 +12314,16 @@ "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMicroseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "value": { "description": "The indicator value for this period.", "format": "float", "type": "number", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*float64" } } @@ -12334,7 +12334,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SMAResults" } }, @@ -12360,11 +12360,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -12421,17 +12421,17 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, "exchange": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", "type": "integer" }, "price": { @@ -12447,9 +12447,9 @@ "timestamp": { "description": "The Unix millisecond timestamp.", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -12460,7 +12460,7 @@ "timestamp" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastTradeCrypto" } }, @@ -12502,11 +12502,11 @@ "tags": [ "crypto:last:trade" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -12568,15 +12568,15 @@ "type": "number" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "timestamp": { "description": "The Unix millisecond timestamp.", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -12587,7 +12587,7 @@ "timestamp" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastQuoteCurrencies" } }, @@ -12629,11 +12629,11 @@ "tags": [ "fx:last:quote" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -12667,7 +12667,7 @@ "afterHours": { "description": "Whether or not the market is in post-market hours.", "type": "boolean", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*bool" } }, @@ -12683,14 +12683,14 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Currencies" } }, "earlyHours": { "description": "Whether or not the market is in pre-market hours.", "type": "boolean", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "*bool" } }, @@ -12710,7 +12710,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Exchanges" } }, @@ -12757,7 +12757,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IndicesGroups" } }, @@ -12781,7 +12781,7 @@ "tags": [ "reference:stocks:market" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -12860,7 +12860,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "MarketHoliday" } }, @@ -12875,7 +12875,7 @@ "tags": [ "reference:stocks:market" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -12994,7 +12994,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -13018,7 +13018,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -13054,7 +13054,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -13078,7 +13078,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -13128,11 +13128,11 @@ "tags": [ "crypto:open-close" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -13252,12 +13252,12 @@ "tags": [ "stocks:open-close" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } @@ -13398,11 +13398,11 @@ "tags": [ "options:open-close" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } @@ -13543,11 +13543,11 @@ "tags": [ "stocks:open-close" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -13581,7 +13581,7 @@ "pattern": "^[0-9]{8}$", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -13595,7 +13595,7 @@ "pattern": "^[0-9]{8}$", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -13607,7 +13607,7 @@ "nullable": true, "type": "boolean" }, - "x-polygon-go-id": "HasXBRL" + "x-massive-go-id": "HasXBRL" }, { "description": "Query by entity company name.", @@ -13617,7 +13617,7 @@ "example": "Facebook Inc", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "search": true } }, @@ -13842,9 +13842,9 @@ "sic" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECCompanyData", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "relation": { @@ -13859,9 +13859,9 @@ "relation" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFilingEntity", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -13914,9 +13914,9 @@ "entities" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFiling", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -13942,11 +13942,11 @@ "tags": [ "reference:sec:filings" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "sort": { "default": "filing_date", "enum": [ @@ -13956,7 +13956,7 @@ } } }, - "x-polygon-draft": true + "x-massive-draft": true }, "/v1/reference/sec/filings/{filing_id}": { "get": { @@ -14021,9 +14021,9 @@ "sic" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECCompanyData", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "relation": { @@ -14038,9 +14038,9 @@ "relation" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFilingEntity", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -14093,9 +14093,9 @@ "entities" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFiling", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } } }, @@ -14110,12 +14110,12 @@ "tags": [ "reference:sec:filing" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } }, - "x-polygon-draft": true + "x-massive-draft": true }, "/v1/reference/sec/filings/{filing_id}/files": { "get": { @@ -14142,7 +14142,7 @@ "min": 1, "type": "integer" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -14154,7 +14154,7 @@ "description": "The name for the file.", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -14348,9 +14348,9 @@ "source_url" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFilingFile", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -14376,11 +14376,11 @@ "tags": [ "reference:sec:filing:files" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "sort": { "default": "sequence", "enum": [ @@ -14390,7 +14390,7 @@ } } }, - "x-polygon-draft": true + "x-massive-draft": true }, "/v1/reference/sec/filings/{filing_id}/files/{file_id}": { "get": { @@ -14469,9 +14469,9 @@ "source_url" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SECFilingFile", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } } } @@ -14483,12 +14483,12 @@ "tags": [ "reference:sec:filing:file" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } }, - "x-polygon-draft": true + "x-massive-draft": true }, "/v1/related-companies/{ticker}": { "get": { @@ -14592,7 +14592,7 @@ "tags": [ "reference:related:companies" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -14604,7 +14604,7 @@ "operationId": "SnapshotSummary", "parameters": [ { - "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", + "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", "in": "query", "name": "ticker.any_of", @@ -14622,8 +14622,8 @@ "results": [ { "branding": { - "icon_url": "https://api.polygon.io/icon.png", - "logo_url": "https://api.polygon.io/logo.svg" + "icon_url": "https://api.massive.com/icon.png", + "logo_url": "https://api.massive.com/logo.svg" }, "last_updated": 1679597116344223500, "market_status": "closed", @@ -14695,8 +14695,8 @@ }, { "branding": { - "icon_url": "https://api.polygon.io/icon.png", - "logo_url": "https://api.polygon.io/logo.svg" + "icon_url": "https://api.massive.com/icon.png", + "logo_url": "https://api.massive.com/logo.svg" }, "last_updated": 1679597116344223500, "market_status": "open", @@ -14742,7 +14742,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Branding" } }, @@ -14754,9 +14754,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "market_status": { @@ -14795,9 +14795,9 @@ "description": "The contract's expiration date in YYYY-MM-DD format.", "format": "date", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "shares_per_contract": { @@ -14824,7 +14824,7 @@ "underlying_ticker" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Options" } }, @@ -14921,7 +14921,7 @@ "previous_close" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Session" } }, @@ -14944,7 +14944,7 @@ "ticker" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SummaryResult" } }, @@ -14967,11 +14967,11 @@ } }, "summary": "Summaries", - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -15164,11 +15164,11 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -15361,11 +15361,11 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -15570,11 +15570,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -15758,11 +15758,11 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -15854,7 +15854,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -16022,11 +16022,11 @@ "tags": [ "crypto:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -16211,11 +16211,11 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -16307,7 +16307,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -16465,11 +16465,11 @@ "tags": [ "fx:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -16616,12 +16616,12 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } @@ -16704,7 +16704,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -16845,12 +16845,12 @@ "tags": [ "indices:aggregates" ], - "x-polygon-entitlement-allowed-limited-tickers": true, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-allowed-limited-tickers": true, + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" } @@ -17030,11 +17030,11 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } @@ -17126,7 +17126,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -17295,11 +17295,11 @@ "tags": [ "options:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } @@ -17478,11 +17478,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -17574,7 +17574,7 @@ } }, { - "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", "example": 120, "in": "query", "name": "limit", @@ -17589,7 +17589,7 @@ "application/json": { "example": { "adjusted": true, - "next_url": "https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/1578114000000/2020-01-10?cursor=bGltaXQ9MiZzb3J0PWFzYw", + "next_url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1578114000000/2020-01-10?cursor=bGltaXQ9MiZzb3J0PWFzYw", "queryCount": 2, "request_id": "6a7e466379af0a71039d60cc78e72282", "results": [ @@ -17756,11 +17756,11 @@ "tags": [ "stocks:aggregates" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -17780,7 +17780,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" } ], "responses": { @@ -17826,18 +17826,18 @@ "type": "string" }, "X": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "c": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -17848,12 +17848,12 @@ "i": { "description": "A list of indicator codes.", "items": { - "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).", + "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -17876,7 +17876,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "y": { @@ -17895,7 +17895,7 @@ "q" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastQuoteResult" } }, @@ -17931,7 +17931,7 @@ "tags": [ "stocks:last:quote" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -17941,11 +17941,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -18005,12 +18005,12 @@ "c": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -18050,7 +18050,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "y": { @@ -18072,7 +18072,7 @@ "x" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastTradeResult" } }, @@ -18108,7 +18108,7 @@ "tags": [ "options:last:trade" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -18118,16 +18118,16 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v2/last/trade/{stocksTicker}": { "get": { @@ -18143,7 +18143,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" } ], "responses": { @@ -18185,12 +18185,12 @@ "c": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -18230,7 +18230,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "y": { @@ -18252,7 +18252,7 @@ "x" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastTradeResult" } }, @@ -18288,7 +18288,7 @@ "tags": [ "stocks:last:trade" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -18298,11 +18298,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -18321,7 +18321,7 @@ "description": "The exchange symbol that this item is traded under.", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -18341,7 +18341,7 @@ } ] }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -18494,7 +18494,7 @@ "application/json": { "example": { "count": 1, - "next_url": "https://api.polygon.io:443/v2/reference/news?cursor=eyJsaW1pdCI6MSwic29ydCI6InB1Ymxpc2hlZF91dGMiLCJvcmRlciI6ImFzY2VuZGluZyIsInRpY2tlciI6e30sInB1Ymxpc2hlZF91dGMiOnsiZ3RlIjoiMjAyMS0wNC0yNiJ9LCJzZWFyY2hfYWZ0ZXIiOlsxNjE5NDA0Mzk3MDAwLG51bGxdfQ", + "next_url": "https://api.massive.com:443/v2/reference/news?cursor=eyJsaW1pdCI6MSwic29ydCI6InB1Ymxpc2hlZF91dGMiLCJvcmRlciI6ImFzY2VuZGluZyIsInRpY2tlciI6e30sInB1Ymxpc2hlZF91dGMiOnsiZ3RlIjoiMjAyMS0wNC0yNiJ9LCJzZWFyY2hfYWZ0ZXIiOlsxNjE5NDA0Mzk3MDAwLG51bGxdfQ", "request_id": "831afdb0b8078549fed053476984947a", "results": [ { @@ -18518,9 +18518,9 @@ ], "published_utc": "2024-06-24T18:33:53Z", "publisher": { - "favicon_url": "https://s3.polygon.io/public/assets/news/favicons/investing.ico", + "favicon_url": "https://s3.massive.com/public/assets/news/favicons/investing.ico", "homepage_url": "https://www.investing.com/", - "logo_url": "https://s3.polygon.io/public/assets/news/logos/investing.png", + "logo_url": "https://s3.massive.com/public/assets/news/logos/investing.png", "name": "Investing.com" }, "tickers": [ @@ -18664,13 +18664,13 @@ "tickers" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "NewsArticleMetadata", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "ListNewsArticlesResults" } }, @@ -18683,7 +18683,7 @@ } }, "text/csv": { - "example": "id,publisher_name,publisher_homepage_url,publisher_logo_url,publisher_favicon_url,title,author,published_utc,article_url,ticker,amp_url,image_url,description,keywords,sentiment,sentiment_reasoning\n8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb,Investing.com,https://www.investing.com/,https://s3.polygon.io/public/assets/news/logos/investing.png,https://s3.polygon.io/public/assets/news/favicons/investing.ico,Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK,Sam Boughedda,1719254033000000000,https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968,UBS,https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1,https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg,\"UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.\",\"Federal Reserve,interest rates,economic data\",positive,\"UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.\"\n", + "example": "id,publisher_name,publisher_homepage_url,publisher_logo_url,publisher_favicon_url,title,author,published_utc,article_url,ticker,amp_url,image_url,description,keywords,sentiment,sentiment_reasoning\n8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb,Investing.com,https://www.investing.com/,https://s3.massive.com/public/assets/news/logos/investing.png,https://s3.massive.com/public/assets/news/favicons/investing.ico,Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK,Sam Boughedda,1719254033000000000,https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968,UBS,https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1,https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg,\"UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.\",\"Federal Reserve,interest rates,economic data\",positive,\"UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.\"\n", "schema": { "type": "string" } @@ -18702,11 +18702,11 @@ "tags": [ "reference:news" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "sort": { "default": "published_utc", "enum": [ @@ -18852,7 +18852,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -18888,7 +18888,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -19058,7 +19058,7 @@ "tags": [ "crypto:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -19068,11 +19068,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -19218,7 +19218,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -19254,7 +19254,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -19422,7 +19422,7 @@ "tags": [ "crypto:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -19432,11 +19432,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -19610,10 +19610,10 @@ "tags": [ "crypto:snapshot" ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1719838800000 }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -19623,11 +19623,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -19759,7 +19759,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -19795,7 +19795,7 @@ "type": "integer" }, "x": { - "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", "type": "integer" } }, @@ -19965,7 +19965,7 @@ "tags": [ "crypto:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -19975,11 +19975,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" } @@ -20104,7 +20104,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -20277,7 +20277,7 @@ "tags": [ "fx:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -20287,11 +20287,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -20426,7 +20426,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -20597,7 +20597,7 @@ "tags": [ "fx:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -20607,11 +20607,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -20739,7 +20739,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -20914,7 +20914,7 @@ "tags": [ "fx:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -20924,11 +20924,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" } @@ -21091,7 +21091,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -21158,7 +21158,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -21329,7 +21329,7 @@ "tags": [ "stocks:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -21339,11 +21339,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -21502,7 +21502,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -21569,7 +21569,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -21738,7 +21738,7 @@ "tags": [ "stocks:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -21748,11 +21748,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -21912,7 +21912,7 @@ "type": "object" }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", "format": "double", "type": "number" }, @@ -21979,7 +21979,7 @@ "type": "integer" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" } }, @@ -22150,7 +22150,7 @@ "tags": [ "stocks:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -22160,11 +22160,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -22401,7 +22401,7 @@ "X": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -22412,13 +22412,13 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" }, "i": { - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "description": "The indicator code.\n", "type": "integer" @@ -22437,7 +22437,7 @@ "x": { "allOf": [ { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, { @@ -22484,18 +22484,18 @@ "tags": [ "stocks:quotes" ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1654056060000, "replaces": { "name": "Quotes (NBBO) v3", "path": "get_v3_quotes__stockticker" } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -22721,7 +22721,7 @@ "c": { "description": "A list of condition codes.\n", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/get_v3_reference_conditions)\nfor a mapping to exchange conditions.\n", "type": "integer" }, "type": "array" @@ -22749,7 +22749,7 @@ "type": "number" }, "x": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "z": { @@ -22790,18 +22790,18 @@ "tags": [ "stocks:trades" ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1654056060000, "replaces": { "name": "Trades v3", "path": "get_v3_trades__stockticker" } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" } @@ -22829,7 +22829,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -22910,7 +22910,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/quotes/C:EUR-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/quotes/C:EUR-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -22961,9 +22961,9 @@ "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -22999,15 +22999,15 @@ "tags": [ "fx:quotes" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Forex data", "name": "fx" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -23023,7 +23023,7 @@ ] } }, - "x-polygon-replaces": { + "x-massive-replaces": { "date": 1654056060000, "replaces": { "name": "Historic Forex Ticks", @@ -23031,7 +23031,7 @@ } } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v3/quotes/{optionsTicker}": { "get": { @@ -23047,7 +23047,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", @@ -23056,7 +23056,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -23137,7 +23137,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/quotes/O:SPY241220P00720000?cursor=YXA9NzY5Nzg0NzAxJmFzPSZsaW1pdD0xMCZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5sdGU9MjAyMi0wMi0xN1QxNyUzQTI1JTNBMTMuMDA5MzU2MDMyWg", + "next_url": "https://api.massive.com/v3/quotes/O:SPY241220P00720000?cursor=YXA9NzY5Nzg0NzAxJmFzPSZsaW1pdD0xMCZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5sdGU9MjAyMi0wMi0xN1QxNyUzQTI1JTNBMTMuMDA5MzU2MDMyWg", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -23209,9 +23209,9 @@ "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -23248,15 +23248,15 @@ "tags": [ "options:quotes" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -23273,7 +23273,7 @@ } } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v3/quotes/{stockTicker}": { "get": { @@ -23289,7 +23289,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", @@ -23298,7 +23298,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -23379,7 +23379,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/quotes/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/quotes/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -23455,24 +23455,24 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, "indicators": { "description": "A list of indicator codes.", "items": { - "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).", + "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -23480,9 +23480,9 @@ "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "sequence_number": { @@ -23494,9 +23494,9 @@ "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "tape": { @@ -23508,9 +23508,9 @@ "description": "The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -23520,7 +23520,7 @@ "sip_timestamp" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "CommonQuote" } }, @@ -23551,15 +23551,15 @@ "tags": [ "stocks:quotes" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "NBBO data", "name": "nbbo" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -23575,7 +23575,7 @@ ] } }, - "x-polygon-replaces": { + "x-massive-replaces": { "date": 1654056060000, "replaces": { "name": "Quotes (NBBO)", @@ -23586,7 +23586,7 @@ }, "/v3/reference/conditions": { "get": { - "description": "List all conditions that Polygon.io uses.", + "description": "List all conditions that Massive.com uses.", "operationId": "ListConditions", "parameters": [ { @@ -23625,7 +23625,7 @@ "in": "query", "name": "id", "schema": { - "description": "An identifier used by Polygon.io for this condition. Unique per data type.", + "description": "An identifier used by Massive.com for this condition. Unique per data type.", "example": 1, "type": "integer" } @@ -23780,11 +23780,11 @@ "type": "string" }, "exchange": { - "description": "If present, mapping this condition from a Polygon.io code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "description": "If present, mapping this condition from a Massive.com code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", "type": "integer" }, "id": { - "description": "An identifier used by Polygon.io for this condition. Unique per data type.", + "description": "An identifier used by Massive.com for this condition. Unique per data type.", "example": 1, "type": "integer" }, @@ -23977,11 +23977,11 @@ "type": "string" }, "exchange": { - "description": "If present, mapping this condition from a Polygon.io code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "description": "If present, mapping this condition from a Massive.com code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", "type": "integer" }, "id": { - "description": "An identifier used by Polygon.io for this condition. Unique per data type.", + "description": "An identifier used by Massive.com for this condition. Unique per data type.", "example": 1, "type": "integer" }, @@ -24168,11 +24168,11 @@ "type": "string" }, "exchange": { - "description": "If present, mapping this condition from a Polygon.io code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "description": "If present, mapping this condition from a Massive.com code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", "type": "integer" }, "id": { - "description": "An identifier used by Polygon.io for this condition. Unique per data type.", + "description": "An identifier used by Massive.com for this condition. Unique per data type.", "example": 1, "type": "integer" }, @@ -24306,11 +24306,11 @@ "tags": [ "reference:conditions" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 1000 @@ -24341,7 +24341,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -24354,7 +24354,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -24367,7 +24367,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -24380,7 +24380,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -24393,7 +24393,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -24420,7 +24420,7 @@ "schema": { "type": "number" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "number" } @@ -24438,7 +24438,7 @@ "ST" ], "type": "string", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24707,7 +24707,7 @@ "schema": { "description": "A list of dividends.", "example": { - "next_url": "https://api.polygon.io/v3/reference/dividends/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/reference/dividends/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "results": [ { "cash_amount": 0.22, @@ -24748,7 +24748,7 @@ "cash_amount": { "description": "The cash amount of the dividend per share owned.", "type": "number", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24760,7 +24760,7 @@ "currency": { "description": "The currency in which the dividend is paid.", "type": "string", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24782,7 +24782,7 @@ "ST" ], "type": "string", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24794,7 +24794,7 @@ "ex_dividend_date": { "description": "The date that the stock first trades without the dividend, determined by the exchange.", "type": "string", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24806,7 +24806,7 @@ "frequency": { "description": "The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), and 12 (monthly).", "type": "integer", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24830,7 +24830,7 @@ "ticker": { "description": "The ticker symbol of the dividend.", "type": "string", - "x-polygon-go-field-tags": { + "x-massive-go-field-tags": { "tags": [ { "key": "binding", @@ -24849,7 +24849,7 @@ "id" ], "type": "object", - "x-polygon-go-struct-tags": { + "x-massive-go-struct-tags": { "tags": [ "db" ] @@ -24881,11 +24881,11 @@ "tags": [ "reference:dividends" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 1000 @@ -24906,7 +24906,7 @@ }, "/v3/reference/exchanges": { "get": { - "description": "List all exchanges that Polygon.io knows about.", + "description": "List all exchanges that Massive.com knows about.", "operationId": "ListExchanges", "parameters": [ { @@ -24977,7 +24977,7 @@ "type": "string" }, "id": { - "description": "A unique identifier used by Polygon.io for this exchange.", + "description": "A unique identifier used by Massive.com for this exchange.", "example": 1, "type": "integer" }, @@ -25126,7 +25126,7 @@ "tags": [ "reference:exchanges" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -25138,7 +25138,7 @@ "operationId": "ListOptionsContracts", "parameters": [ { - "description": "This parameter has been deprecated. To search by specific options ticker, use the Options Contract endpoint [here](https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker).", + "description": "This parameter has been deprecated. To search by specific options ticker, use the Options Contract endpoint [here](https://massive.com/docs/options/get_v3_reference_options_contracts__options_ticker).", "in": "query", "name": "ticker", "schema": { @@ -25152,7 +25152,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -25176,7 +25176,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -25195,7 +25195,7 @@ "schema": { "type": "number" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "number" } @@ -25420,12 +25420,12 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "AdditionalUnderlying" } }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "AdditionalUnderlyings" } }, @@ -25453,9 +25453,9 @@ "expiration_date": { "description": "The contract's expiration date in YYYY-MM-DD format.", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "primary_exchange": { @@ -25480,7 +25480,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionsContract" } }, @@ -25507,11 +25507,11 @@ "tags": [ "reference:options:contracts:list" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 1000 @@ -25534,7 +25534,7 @@ "operationId": "GetOptionsContract", "parameters": [ { - "description": "Query for a contract by options ticker. You can learn more about the structure of options tickers [here](https://polygon.io/blog/how-to-read-a-stock-options-ticker/).", + "description": "Query for a contract by options ticker. You can learn more about the structure of options tickers [here](https://massive.com/blog/how-to-read-a-stock-options-ticker/).", "example": "O:SPY251219C00650000", "in": "path", "name": "options_ticker", @@ -25608,12 +25608,12 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "AdditionalUnderlying" } }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "AdditionalUnderlyings" } }, @@ -25641,9 +25641,9 @@ "expiration_date": { "description": "The contract's expiration date in YYYY-MM-DD format.", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "primary_exchange": { @@ -25668,7 +25668,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionsContract" } }, @@ -25693,7 +25693,7 @@ "tags": [ "reference:options:contract" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -25711,7 +25711,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -25724,7 +25724,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -25851,7 +25851,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/splits/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/splits/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "results": [ { "execution_date": "2020-08-31", @@ -25938,11 +25938,11 @@ "tags": [ "reference:stocks" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 1000 @@ -25959,7 +25959,7 @@ }, "/v3/reference/tickers": { "get": { - "description": "Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Indices, Forex, and Crypto.", + "description": "Query all ticker symbols which are supported by Massive.com. This API currently includes Stocks/Equities, Indices, Forex, and Crypto.", "operationId": "ListTickers", "parameters": [ { @@ -25969,12 +25969,12 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, { - "description": "Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).\nDefaults to empty string which queries all types.", + "description": "Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://massive.com/docs/stocks/get_v3_reference_tickers_types).\nDefaults to empty string which queries all types.", "in": "query", "name": "type", "schema": { @@ -26162,7 +26162,7 @@ "application/json": { "example": { "count": 1, - "next_url": "https://api.polygon.io/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "e70013d92930de90e089dc8fa098888e", "results": [ { @@ -26262,7 +26262,7 @@ "type": "string" }, "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/stocks/get_v3_reference_tickers_types).", "type": "string" } }, @@ -26273,9 +26273,9 @@ "locale" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "ReferenceTicker", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "type": "array" @@ -26305,11 +26305,11 @@ "tags": [ "reference:tickers:list" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 100, "max": 1000 @@ -26339,7 +26339,7 @@ }, "/v3/reference/tickers/types": { "get": { - "description": "List all ticker types that Polygon.io has.", + "description": "List all ticker types that Massive.com has.", "operationId": "ListTickerTypes", "parameters": [ { @@ -26407,7 +26407,7 @@ "type": "string" }, "code": { - "description": "A code used by Polygon.io to refer to this ticker type.", + "description": "A code used by Massive.com to refer to this ticker type.", "example": "CS", "type": "string" }, @@ -26525,7 +26525,7 @@ "tags": [ "reference:tickers:types" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -26533,7 +26533,7 @@ }, "/v3/reference/tickers/{ticker}": { "get": { - "description": "Get a single ticker supported by Polygon.io. This response will have detailed information about the ticker and the company behind it.", + "description": "Get a single ticker supported by Massive.com. This response will have detailed information about the ticker and the company behind it.", "operationId": "GetTicker", "parameters": [ { @@ -26571,8 +26571,8 @@ "state": "CA" }, "branding": { - "icon_url": "https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png", - "logo_url": "https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg" + "icon_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png", + "logo_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg" }, "cik": "0000320193", "composite_figi": "BBG000B9XRY4", @@ -26758,7 +26758,7 @@ "type": "number" }, "type": { - "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://polygon.io/docs/stocks/get_v3_reference_tickers_types).", + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/stocks/get_v3_reference_tickers_types).", "type": "string" }, "weighted_shares_outstanding": { @@ -26776,9 +26776,9 @@ "currency_name" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "ReferenceTicker", - "path": "github.com/polygon-io/go-lib-models/v2/globals" + "path": "github.com/massive-com/go-lib-models/v2/globals" } }, "status": { @@ -26790,7 +26790,7 @@ } }, "text/csv": { - "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,address2,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.polygon.io/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,address2,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", "schema": { "type": "string" } @@ -26806,7 +26806,7 @@ "tags": [ "reference:tickers:get" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" } @@ -26823,7 +26823,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "anyOf": { "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", "enabled": true, @@ -27093,9 +27093,9 @@ "description": "The contract's expiration date in YYYY-MM-DD format.", "format": "date", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "shares_per_contract": { @@ -27122,11 +27122,11 @@ "type": "string" }, "fmv": { - "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", "type": "number" }, "greeks": { - "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -27156,7 +27156,7 @@ "vega" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Greeks" } }, @@ -27174,7 +27174,7 @@ "type": "number" }, "ask_exchange": { - "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The ask side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "ask_size": { @@ -27188,7 +27188,7 @@ "type": "number" }, "bid_exchange": { - "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The bid side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "bid_size": { @@ -27200,9 +27200,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "midpoint": { @@ -27226,7 +27226,7 @@ "timeframe" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SnapshotLastQuote" } }, @@ -27236,14 +27236,14 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "id": { @@ -27254,18 +27254,18 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "participant_timestamp": { "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -27297,7 +27297,7 @@ "size" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SnapshotLastTrade" } }, @@ -27406,7 +27406,7 @@ "previous_close" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Session" } }, @@ -27437,9 +27437,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -27470,7 +27470,7 @@ "change_to_break_even" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "UnderlyingAsset" } }, @@ -27483,7 +27483,7 @@ "ticker" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "SnapshotResponseModel" } }, @@ -27506,7 +27506,7 @@ } }, "summary": "Universal Snapshot", - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -27516,15 +27516,15 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Snapshot data", "name": "snapshots" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "All asset classes", "name": "universal" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 250, @@ -27560,7 +27560,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -27694,9 +27694,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "market_status": { @@ -27750,7 +27750,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IndicesSession" } }, @@ -27782,7 +27782,7 @@ "ticker" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IndicesResult" } }, @@ -27808,7 +27808,7 @@ "tags": [ "indices:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -27818,15 +27818,15 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Indices data", "name": "indices" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 250 @@ -27862,7 +27862,7 @@ "schema": { "type": "number" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "number" } @@ -27874,7 +27874,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -28107,9 +28107,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "low": { @@ -28136,7 +28136,7 @@ "description": "The trading volume weighted average price for the contract of the day.", "format": "double", "type": "number", - "x-polygon-go-id": "VWAP" + "x-massive-go-id": "VWAP" } }, "required": [ @@ -28151,7 +28151,7 @@ "change" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Day" } }, @@ -28180,9 +28180,9 @@ "description": "The contract's expiration date in YYYY-MM-DD format.", "format": "date", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "shares_per_contract": { @@ -28208,16 +28208,16 @@ "strike_price" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Details" } }, "fmv": { - "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", "type": "number" }, "greeks": { - "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -28247,7 +28247,7 @@ "vega" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Greeks" } }, @@ -28265,7 +28265,7 @@ "type": "number" }, "ask_exchange": { - "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The ask side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "format": "int32", "type": "number" }, @@ -28280,7 +28280,7 @@ "type": "number" }, "bid_exchange": { - "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The bid side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "format": "int32", "type": "number" }, @@ -28293,9 +28293,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "midpoint": { @@ -28320,7 +28320,7 @@ "midpoint" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastQuote" } }, @@ -28330,14 +28330,14 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "price": { @@ -28371,7 +28371,7 @@ "size" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionsLastTrade" } }, @@ -28392,9 +28392,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -28425,7 +28425,7 @@ "change_to_break_even" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "UnderlyingAsset" } } @@ -28439,7 +28439,7 @@ "open_interest" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionSnapshotResult" } }, @@ -28465,7 +28465,7 @@ "tags": [ "options:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -28475,15 +28475,15 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 250 @@ -28636,9 +28636,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "low": { @@ -28665,7 +28665,7 @@ "description": "The trading volume weighted average price for the contract of the day.", "format": "double", "type": "number", - "x-polygon-go-id": "VWAP" + "x-massive-go-id": "VWAP" } }, "required": [ @@ -28680,7 +28680,7 @@ "change" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Day" } }, @@ -28709,9 +28709,9 @@ "description": "The contract's expiration date in YYYY-MM-DD format.", "format": "date", "type": "string", - "x-polygon-go-type": { - "name": "IDaysPolygonDateString", - "path": "github.com/polygon-io/ptime" + "x-massive-go-type": { + "name": "IDaysMassiveDateString", + "path": "github.com/massive-com/ptime" } }, "shares_per_contract": { @@ -28737,16 +28737,16 @@ "strike_price" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Details" } }, "fmv": { - "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "description": "Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", "type": "number" }, "greeks": { - "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", "properties": { "delta": { "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", @@ -28776,7 +28776,7 @@ "vega" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Greeks" } }, @@ -28794,7 +28794,7 @@ "type": "number" }, "ask_exchange": { - "description": "The ask side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The ask side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "format": "int32", "type": "number" }, @@ -28809,7 +28809,7 @@ "type": "number" }, "bid_exchange": { - "description": "The bid side exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The bid side exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "format": "int32", "type": "number" }, @@ -28822,9 +28822,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "midpoint": { @@ -28849,7 +28849,7 @@ "midpoint" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "LastQuote" } }, @@ -28859,14 +28859,14 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/options/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "price": { @@ -28900,7 +28900,7 @@ "size" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionsLastTrade" } }, @@ -28921,9 +28921,9 @@ "description": "The nanosecond timestamp of when this information was updated.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -28954,7 +28954,7 @@ "change_to_break_even" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "UnderlyingAsset" } } @@ -28968,7 +28968,7 @@ "open_interest" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "OptionSnapshotResult" } }, @@ -28998,7 +28998,7 @@ "tags": [ "options:snapshot" ], - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "description": "Real Time Data", "name": "realtime" @@ -29008,11 +29008,11 @@ "name": "delayed" } ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" } @@ -29040,7 +29040,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -29121,7 +29121,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/trades/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/trades/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -29159,17 +29159,17 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "id": { @@ -29180,9 +29180,9 @@ "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -29231,15 +29231,15 @@ "tags": [ "crypto:trades" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Crypto data", "name": "crypto" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -29255,7 +29255,7 @@ ] } }, - "x-polygon-replaces": { + "x-massive-replaces": { "date": 1654056060000, "replaces": { "name": "Historic Crypto Trades", @@ -29263,7 +29263,7 @@ } } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v3/trades/{optionsTicker}": { "get": { @@ -29279,7 +29279,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", @@ -29288,7 +29288,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -29369,7 +29369,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/trades/O:AZO140621P00530000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/trades/O:AZO140621P00530000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -29404,12 +29404,12 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -29418,16 +29418,16 @@ "type": "integer" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "participant_timestamp": { "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -29439,9 +29439,9 @@ "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "size": { @@ -29485,15 +29485,15 @@ "tags": [ "options:trades" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Options data", "name": "options" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -29510,7 +29510,7 @@ } } }, - "x-polygon-ignore": true + "x-massive-ignore": true }, "/v3/trades/{stockTicker}": { "get": { @@ -29526,7 +29526,7 @@ "schema": { "type": "string" }, - "x-polygon-go-id": "Ticker" + "x-massive-go-id": "Ticker" }, { "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", @@ -29535,7 +29535,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -29616,7 +29616,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/v3/trades/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/v3/trades/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -29662,12 +29662,12 @@ "conditions": { "description": "A list of condition codes.", "items": { - "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://polygon.io/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/stocks/get_v3_reference_conditions)\nfor a mapping to exchange conditions.", "format": "int32", "type": "integer" }, "type": "array", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "Int32Array" } }, @@ -29676,7 +29676,7 @@ "type": "integer" }, "exchange": { - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs.", + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs.", "type": "integer" }, "id": { @@ -29687,9 +29687,9 @@ "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "price": { @@ -29706,9 +29706,9 @@ "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } }, "size": { @@ -29729,9 +29729,9 @@ "description": "The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.", "format": "int64", "type": "integer", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" + "path": "github.com/massive-com/ptime" } } }, @@ -29745,7 +29745,7 @@ "size" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "CommonTrade" } }, @@ -29776,15 +29776,15 @@ "tags": [ "stocks:trades" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Trade data", "name": "trades" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "description": "Stocks data", "name": "stocks" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 1000, "example": 10, @@ -29800,7 +29800,7 @@ ] } }, - "x-polygon-replaces": { + "x-massive-replaces": { "date": 1654056060000, "replaces": { "name": "Trades", @@ -29837,7 +29837,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "search": true } }, @@ -29857,7 +29857,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -29869,7 +29869,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true } }, @@ -30021,7 +30021,7 @@ "application/json": { "example": { "count": 1, - "next_url": "https://api.polygon.io/vX/reference/financials?", + "next_url": "https://api.massive.com/vX/reference/financials?", "request_id": "55eb92ed43b25568ab0cce159830ea34", "results": [ { @@ -30299,8 +30299,8 @@ }, "fiscal_period": "Q1", "fiscal_year": "2022", - "source_filing_file_url": "https://api.polygon.io/v1/reference/sec/filings/0001650729-22-000010/files/site-20220403_htm.xml", - "source_filing_url": "https://api.polygon.io/v1/reference/sec/filings/0001650729-22-000010", + "source_filing_file_url": "https://api.massive.com/v1/reference/sec/filings/0001650729-22-000010/files/site-20220403_htm.xml", + "source_filing_url": "https://api.massive.com/v1/reference/sec/filings/0001650729-22-000010", "start_date": "2022-01-03" } ], @@ -30344,7 +30344,7 @@ "financials": { "properties": { "balance_sheet": { - "description": "Balance sheet.\nThe keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms.", + "description": "Balance sheet.\nThe keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms.", "properties": { "*": { "description": "An individual financial data point.", @@ -30396,15 +30396,15 @@ "type": "object" }, "cash_flow_statement": { - "description": "Cash flow statement.\nThe keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Cash flow statement.\nThe keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" }, "comprehensive_income": { - "description": "Comprehensive income.\nThe keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Comprehensive income.\nThe keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" }, "income_statement": { - "description": "Income statement.\nThe keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "description": "Income statement.\nThe keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", "type": "object" } }, @@ -30449,7 +30449,7 @@ "fiscal_period" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "FinancialReport" } }, @@ -30477,12 +30477,12 @@ "tags": [ "reference:stocks" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-experimental": {}, - "x-polygon-paginate": { + "x-massive-experimental": {}, + "x-massive-paginate": { "limit": { "default": 10, "max": 100 @@ -30534,7 +30534,7 @@ "format": "date", "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "range": true, "type": "string" } @@ -30655,7 +30655,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.polygon.io/vX/reference/ipos?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/vX/reference/ipos?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "6a7e466379af0a71039d60cc78e72282", "results": [ { @@ -30818,7 +30818,7 @@ "ipo_status" ], "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "IPOsResult" } }, @@ -30840,11 +30840,11 @@ "tags": [ "reference:stocks:ipos" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-paginate": { + "x-massive-paginate": { "limit": { "default": 10, "max": 1000 @@ -30890,7 +30890,7 @@ "schema": { "type": "string" }, - "x-polygon-filter-field": { + "x-massive-filter-field": { "anyOf": { "description": "Comma separated list of tickers, up to a maximum of 250.\n\nWarning: The maximum number of characters allowed in a URL are subject to your own technology stack.\n", "enabled": true, @@ -31033,7 +31033,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "TaxonomyClassificationResult" } }, @@ -31059,13 +31059,13 @@ "Internal", "Public" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-experimental": {} + "x-massive-experimental": {} }, - "x-polygon-draft": true + "x-massive-draft": true }, "/vX/reference/tickers/{id}/events": { "get": { @@ -31073,7 +31073,7 @@ "operationId": "GetEvents", "parameters": [ { - "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker)", + "description": "Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.\nWhen given a ticker, we return events for the entity currently represented by that ticker.\nTo find events for entities previously associated with a ticker, find the relevant identifier using the \n[Ticker Details Endpoint](https://massive.com/docs/stocks/get_v3_reference_tickers__ticker)", "example": "META", "in": "path", "name": "id", @@ -31164,7 +31164,7 @@ } }, "type": "object", - "x-polygon-go-type": { + "x-massive-go-type": { "name": "EventsResults" } }, @@ -31187,11 +31187,11 @@ "tags": [ "reference:tickers:get" ], - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "description": "Reference data", "name": "reference" }, - "x-polygon-experimental": {} + "x-massive-experimental": {} } } }, @@ -31202,19 +31202,19 @@ ], "servers": [ { - "description": "Polygon Platform API", - "url": "https://api.polygon.io" + "description": "Massive Platform API", + "url": "https://api.massive.com" }, { - "description": "Polygon Platform API (Staging)", - "url": "https://api.staging.polygon.io" + "description": "Massive Platform API (Staging)", + "url": "https://api.staging.massive.com" } ], "tags": [ { "description": "Reference API", "name": "reference", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "tickers:list", "tickers:types", "tickers:get", @@ -31236,7 +31236,7 @@ { "description": "Stocks API", "name": "stocks", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "trades", "quotes", "last:trade", @@ -31249,7 +31249,7 @@ { "description": "Options API", "name": "options", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "trades", "quotes", "last:trade", @@ -31262,7 +31262,7 @@ { "description": "Forex API", "name": "fx", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "trades", "quotes", "conversion", @@ -31275,7 +31275,7 @@ { "description": "Crypto API", "name": "crypto", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "trades", "last:trade", "open-close", @@ -31286,7 +31286,7 @@ { "description": "Indices API", "name": "indices", - "x-polygon-sub-tags": [ + "x-massive-sub-tags": [ "trades", "last:trade", "open-close", @@ -31295,7 +31295,7 @@ ] } ], - "x-polygon-order": { + "x-massive-order": { "crypto": { "market": [ { diff --git a/.polygon/rest.py b/.massive/rest.py similarity index 52% rename from .polygon/rest.py rename to .massive/rest.py index e4ae124c..4bfcd940 100644 --- a/.polygon/rest.py +++ b/.massive/rest.py @@ -1,8 +1,8 @@ import urllib.request import json -contents = urllib.request.urlopen("https://api.polygon.io/openapi").read() +contents = urllib.request.urlopen("https://api.massive.com/openapi").read() parsed = json.loads(contents) formatted = json.dumps(parsed, indent=2) -with open(".polygon/rest.json", "w") as f: +with open(".massive/rest.json", "w") as f: f.write(formatted) diff --git a/.polygon/websocket.json b/.massive/websocket.json similarity index 93% rename from .polygon/websocket.json rename to .massive/websocket.json index ff09762a..ddaef95e 100644 --- a/.polygon/websocket.json +++ b/.massive/websocket.json @@ -1,21 +1,21 @@ { "openapi": "3.0.3", "info": { - "title": "Polygon Websocket Spec", + "title": "Massive Websocket Spec", "description": "The future of fintech.", "version": "2.0.0" }, "servers": [ { - "url": "wss://socket.polygon.io", + "url": "wss://socket.massive.com", "description": "Real-time" }, { - "url": "wss://delayed.polygon.io", + "url": "wss://delayed.massive.com", "description": "Delayed" } ], - "x-polygon-order": { + "x-massive-order": { "stocks": { "market": [ { @@ -219,7 +219,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -248,7 +248,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "i": { "type": "string", @@ -269,7 +269,7 @@ }, "c": { "type": "array", - "description": "The trade conditions. See Conditions and Indicators for Polygon.io's trade conditions glossary.\n", + "description": "The trade conditions. See Conditions and Indicators for Massive.com's trade conditions glossary.\n", "items": { "type": "integer", "description": "The ID of the condition." @@ -312,15 +312,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "trades", "description": "Trade data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -340,7 +340,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -399,7 +399,7 @@ }, "i": { "type": "array", - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "type": "integer", "description": "The indicator code.\n" @@ -440,15 +440,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "nbbo", "description": "NBBO data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -464,7 +464,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -583,15 +583,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -611,7 +611,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -730,15 +730,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -758,7 +758,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -832,15 +832,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "limit-up-limit-down", "description": "Limit-Up Limit-Down data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -856,7 +856,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -901,7 +901,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "o": { "type": "integer", @@ -934,15 +934,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "imbalances", "description": "Imbalances data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -958,7 +958,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -983,7 +983,7 @@ "description": "The event type." }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" }, "sym": { "description": "The ticker symbol for the given security." @@ -1003,15 +1003,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1031,7 +1031,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -1132,15 +1132,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1160,7 +1160,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -1205,15 +1205,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "stocks", "description": "Stocks data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1233,7 +1233,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1262,7 +1262,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "p": { "type": "number", @@ -1307,15 +1307,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "trades", "description": "Trade data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1335,7 +1335,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1364,11 +1364,11 @@ }, "bx": { "type": "integer", - "description": "The bid exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The bid exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "ax": { "type": "integer", - "description": "The ask exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The ask exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "bp": { "type": "number", @@ -1414,15 +1414,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "nbbo", "description": "NBBO data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -1438,7 +1438,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1553,15 +1553,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1581,7 +1581,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1696,15 +1696,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1724,7 +1724,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1749,7 +1749,7 @@ "description": "The event type." }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" }, "sym": { "description": "The ticker symbol for the given security." @@ -1769,15 +1769,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1797,7 +1797,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1898,15 +1898,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1926,7 +1926,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -1971,15 +1971,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "options", "description": "Options data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -1999,7 +1999,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2028,7 +2028,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "a": { "type": "number", @@ -2070,15 +2070,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "nbbo", "description": "NBBO data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -2094,7 +2094,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2170,15 +2170,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -2194,7 +2194,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2270,15 +2270,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -2294,7 +2294,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2319,7 +2319,7 @@ "description": "The event type." }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" }, "sym": { "description": "The ticker symbol for the given security." @@ -2339,15 +2339,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -2367,7 +2367,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2468,15 +2468,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -2496,7 +2496,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2541,15 +2541,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "fx", "description": "Forex data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -2569,7 +2569,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2625,11 +2625,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -2650,15 +2650,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "trades", "description": "Trade data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -2674,7 +2674,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2728,11 +2728,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -2751,15 +2751,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "nbbo", "description": "NBBO data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -2775,7 +2775,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2833,11 +2833,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -2872,21 +2872,21 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "nbbo", "description": "NBBO data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" } ], - "x-polygon-deprecation": { + "x-massive-deprecation": { "date": 1719838800000 } } @@ -2899,7 +2899,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -2987,15 +2987,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -3011,7 +3011,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3099,15 +3099,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "realtime", "description": "Real Time Data" @@ -3123,7 +3123,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3148,7 +3148,7 @@ "description": "The event type." }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" }, "sym": { "description": "The ticker symbol for the given security." @@ -3168,15 +3168,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3196,7 +3196,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3297,15 +3297,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3325,7 +3325,7 @@ { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3370,15 +3370,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "indicative-price", "description": "Indicative Price" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "crypto", "description": "Crypto data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3398,7 +3398,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/indices/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3486,15 +3486,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "indices", "description": "Indices data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3514,7 +3514,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/indices/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3602,15 +3602,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "aggregates", "description": "Aggregate data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "indices", "description": "Indices data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3630,7 +3630,7 @@ { "name": "ticker", "in": "query", - "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/indices/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -3675,15 +3675,15 @@ } } }, - "x-polygon-entitlement-data-type": { + "x-massive-entitlement-data-type": { "name": "value", "description": "Value data" }, - "x-polygon-entitlement-market-type": { + "x-massive-entitlement-market-type": { "name": "indices", "description": "Indices data" }, - "x-polygon-entitlement-allowed-timeframes": [ + "x-massive-entitlement-allowed-timeframes": [ { "name": "delayed", "description": "15 minute delayed data" @@ -3943,7 +3943,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "i": { "type": "string", @@ -3964,7 +3964,7 @@ }, "c": { "type": "array", - "description": "The trade conditions. See Conditions and Indicators for Polygon.io's trade conditions glossary.\n", + "description": "The trade conditions. See Conditions and Indicators for Massive.com's trade conditions glossary.\n", "items": { "type": "integer", "description": "The ID of the condition." @@ -4033,7 +4033,7 @@ }, "i": { "type": "array", - "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n", + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/us/stocks/conditions-indicators).\n", "items": { "type": "integer", "description": "The indicator code.\n" @@ -4369,7 +4369,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "o": { "type": "integer", @@ -4396,7 +4396,7 @@ }, "StockExchangeID": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "OptionTradeEvent": { "type": "object", @@ -4413,7 +4413,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "p": { "type": "number", @@ -4457,11 +4457,11 @@ }, "bx": { "type": "integer", - "description": "The bid exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The bid exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "ax": { "type": "integer", - "description": "The ask exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The ask exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "bp": { "type": "number", @@ -4737,7 +4737,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "a": { "type": "number", @@ -4770,7 +4770,7 @@ }, "x": { "type": "integer", - "description": "The exchange ID. See Exchanges for Polygon.io's mapping of exchange IDs." + "description": "The exchange ID. See Exchanges for Massive.com's mapping of exchange IDs." }, "a": { "type": "number", @@ -4936,11 +4936,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -4986,11 +4986,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -5152,11 +5152,11 @@ }, "x": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "r": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." } } }, @@ -5166,11 +5166,11 @@ }, "CryptoExchangeID": { "type": "integer", - "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" + "description": "The crypto exchange ID. See Exchanges for a list of exchanges and their IDs.\n" }, "CryptoReceivedTimestamp": { "type": "integer", - "description": "The timestamp that the tick was received by Polygon." + "description": "The timestamp that the tick was received by Massive." }, "IndicesBaseAggregateEvent": { "type": "object", @@ -5455,7 +5455,7 @@ "description": "The event type." }, "fmv": { - "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.\n" }, "sym": { "description": "The ticker symbol for the given security." @@ -5470,7 +5470,7 @@ "StocksTickerParam": { "name": "ticker", "in": "query", - "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n", + "description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://massive.com/docs/stocks/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -5481,7 +5481,7 @@ "OptionsTickerParam": { "name": "ticker", "in": "query", - "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract or use * to subscribe to all option contracts.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -5492,7 +5492,7 @@ "OptionsTickerWithoutWildcardParam": { "name": "ticker", "in": "query", - "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n", + "description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://massive.com/docs/options/get_v3_reference_options_contracts).\n", "required": true, "schema": { "type": "string", @@ -5503,7 +5503,7 @@ "ForexTickerParam": { "name": "ticker", "in": "query", - "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n", + "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://massive.com/docs/forex/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -5514,7 +5514,7 @@ "CryptoTickerParam": { "name": "ticker", "in": "query", - "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n", + "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://massive.com/docs/crypto/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -5525,7 +5525,7 @@ "IndicesIndexParam": { "name": "ticker", "in": "query", - "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/indices/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", @@ -5536,7 +5536,7 @@ "IndicesIndexParamWithoutWildcard": { "name": "ticker", "in": "query", - "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n", + "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://massive.com/docs/indices/get_v3_reference_tickers).\n", "required": true, "schema": { "type": "string", diff --git a/Makefile b/Makefile index 03f609ba..eee12ae1 100644 --- a/Makefile +++ b/Makefile @@ -22,22 +22,22 @@ help: ## Check code style style: - poetry run black $(if $(CI),--check,) polygon test_* examples + poetry run black $(if $(CI),--check,) massive test_* examples ## Check static types static: - poetry run mypy polygon test_* examples + poetry run mypy massive test_* examples ## Check code style and static types lint: style static ## Update the REST API spec rest-spec: - poetry run python .polygon/rest.py + poetry run python .massive/rest.py ## Update the WebSocket API spec ws-spec: - curl https://api.polygon.io/specs/websocket.json > .polygon/websocket.json + curl https://api.massive.io/specs/websocket.json > .massive/websocket.json test_rest: poetry run python -m unittest discover -s test_rest diff --git a/README.md b/README.md index 768b5ed1..65fdc3b3 100644 --- a/README.md +++ b/README.md @@ -1,33 +1,34 @@ -[![PyPI version](https://badge.fury.io/py/polygon-api-client.svg)](https://badge.fury.io/py/polygon-api-client) -[![Docs](https://readthedocs.org/projects/polygon-api-client/badge/?version=latest)](https://polygon-api-client.readthedocs.io/en/latest/) +# Massive (formerly Polygon.io) Python Client - WebSocket & RESTful APIs -# Polygon Python Client - WebSocket & RESTful APIs +Welcome to the official Python client library for the [Massive](https://massive.io/) REST and WebSocket API. To get started, please see the [Getting Started](https://massive.io/docs/stocks/getting-started) section in our documentation, view the [examples](./examples/) directory for code snippets. -Welcome to the official Python client library for the [Polygon](https://polygon.io/) REST and WebSocket API. To get started, please see the [Getting Started](https://polygon.io/docs/stocks/getting-started) section in our documentation, view the [examples](./examples/) directory for code snippets, or the [blog post](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) with video tutorials to learn more. +**Note:** Polygon.io has rebranded as [Massive.com](https://massive.com) on Oct 30, 2025. Existing API keys, accounts, and integrations continue to work exactly as before. The only change in this SDK is that it now defaults to the new API base at `api.massive.com`, while `api.polygon.io` remains supported for an extended period. + +For details, see our [rebrand announcement blog post](https://massive.com/blog/polygon-is-now-massive/) or open an issue / contact [support@massive.com](mailto:support@massive.com) if you have questions. ## Prerequisites -Before installing the Polygon Python client, ensure your environment has Python 3.9 or higher. +Before installing the Massive Python client, ensure your environment has Python 3.9 or higher. ## Install Please use pip to install or update to the latest stable version. ``` -pip install -U polygon-api-client +pip install -U massive ``` ## Getting started -To get started, please see the [Getting Started](https://polygon-api-client.readthedocs.io/en/latest/Getting-Started.html) section in our docs, view the [examples](./examples) directory for code snippets, or view the [blog post with videos](https://polygon.io/blog/polygon-io-with-python-for-stock-market-data/) to learn more. +To get started, please see the [Getting Started](https://massive.io/docs/stocks/getting-started) section in our docs, view the [examples](./examples) directory for code snippets. -The free tier of our API comes with usage limitations, potentially leading to rate limit errors if these are exceeded. For uninterrupted access and to support larger data requirements, we recommend reviewing our [subscription plans](https://polygon.io/pricing), which are tailored for a wide range of needs from development to high-demand applications. Refer to our pricing page for detailed information on limits and features to ensure a seamless experience, especially for real-time data processing. +The free tier of our API comes with usage limitations, potentially leading to rate limit errors if these are exceeded. For uninterrupted access and to support larger data requirements, we recommend reviewing our [subscription plans](https://massive.io/pricing), which are tailored for a wide range of needs from development to high-demand applications. Refer to our pricing page for detailed information on limits and features to ensure a seamless experience, especially for real-time data processing. ## REST API Client Import the RESTClient. ```python -from polygon import RESTClient +from massive import RESTClient ``` -Create a new client with your [API key](https://polygon.io/dashboard/api-keys) +Create a new client with your [API key](https://massive.io/dashboard/api-keys) ```python client = RESTClient(api_key="") ``` @@ -147,8 +148,8 @@ When debug mode is enabled, the client will print out useful debugging informati For instance, if you made a request for `TSLA` data for the date `2023-08-01`, you would see debug output similar to the following: ``` -Request URL: https://api.polygon.io/v2/aggs/ticker/TSLA/range/1/minute/2023-08-01/2023-08-01?limit=50000 -Request Headers: {'Authorization': 'Bearer REDACTED', 'Accept-Encoding': 'gzip', 'User-Agent': 'Polygon.io PythonClient/1.12.4'} +Request URL: https://api.massive.io/v2/aggs/ticker/TSLA/range/1/minute/2023-08-01/2023-08-01?limit=50000 +Request Headers: {'Authorization': 'Bearer REDACTED', 'Accept-Encoding': 'gzip', 'User-Agent': 'Massive.com PythonClient/1.12.4'} Response Headers: {'Server': 'nginx/1.19.2', 'Date': 'Tue, 05 Sep 2023 23:07:02 GMT', 'Content-Type': 'application/json', 'Transfer-Encoding': 'chunked', 'Connection': 'keep-alive', 'Content-Encoding': 'gzip', 'Vary': 'Accept-Encoding', 'X-Request-Id': '727c82feed3790b44084c3f4cae1d7d4', 'Strict-Transport-Security': 'max-age=15724800; includeSubDomains'} ``` @@ -158,12 +159,12 @@ This can be an invaluable tool for debugging issues or understanding how the cli Import classes ```python -from polygon import WebSocketClient -from polygon.websocket.models import WebSocketMessage +from massive import WebSocketClient +from massive.websocket.models import WebSocketMessage from typing import List ``` ### Using the client -Create a new client with your [API key](https://polygon.io/dashboard/api-keys) and subscription options. +Create a new client with your [API key](https://massive.io/dashboard/api-keys) and subscription options. ```python # Note: Multiple subscriptions can be added to the array # For example, if you want to subscribe to AAPL and META, @@ -179,18 +180,16 @@ def handle_msg(msg: List[WebSocketMessage]): ws.run(handle_msg=handle_msg) ``` -Check out more detailed examples [here](https://github.com/polygon-io/client-python/tree/master/examples/websocket). +Check out more detailed examples [here](https://github.com/massive-com/client-python/tree/master/examples/websocket). ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by -[submitting a new issue](https://github.com/polygon-io/client-python/issues/new/choose). +[submitting a new issue](https://github.com/massive-com/client-python/issues/new/choose). We will respond to issues within at most 3 weeks. We're also open to volunteers if you want to submit a PR for any open issues but please discuss it with us beforehand. PRs that aren't linked to an existing issue or -discussed with us ahead of time will generally be declined. If you have more general -feedback or want to discuss using this client with other users, feel free to reach out -on our [Slack channel](https://polygon-io.slack.com/archives/C03FRFN7UF3). +discussed with us ahead of time will generally be declined. ### Development diff --git a/docs/source/Aggs.rst b/docs/source/Aggs.rst index 921166e9..b8e3fcc8 100644 --- a/docs/source/Aggs.rst +++ b/docs/source/Aggs.rst @@ -12,7 +12,7 @@ List aggs - `Forex aggs`_ - `Crypto aggs`_ -.. automethod:: polygon.RESTClient.list_aggs +.. automethod:: massive.RESTClient.list_aggs =========== Get aggs @@ -23,7 +23,7 @@ Get aggs - `Forex aggs`_ - `Crypto aggs`_ -.. automethod:: polygon.RESTClient.get_aggs +.. automethod:: massive.RESTClient.get_aggs ============================ Get grouped daily aggs @@ -33,7 +33,7 @@ Get grouped daily aggs - `Forex grouped daily aggs`_ - `Crypto grouped daily aggs`_ -.. automethod:: polygon.RESTClient.get_grouped_daily_aggs +.. automethod:: massive.RESTClient.get_grouped_daily_aggs ============================ Get daily open close agg @@ -43,7 +43,7 @@ Get daily open close agg - `Options daily open/close agg`_ - `Crypto daily open/close agg`_ -.. automethod:: polygon.RESTClient.get_daily_open_close_agg +.. automethod:: massive.RESTClient.get_daily_open_close_agg ============================ Get previous close agg @@ -54,19 +54,19 @@ Get previous close agg - `Forex previous close agg`_ - `Crypto previous close agg`_ -.. automethod:: polygon.RESTClient.get_previous_close_agg - -.. _Stocks aggs: https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -.. _Options aggs: https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to -.. _Forex aggs: https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to -.. _Crypto aggs: https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to -.. _Stocks grouped daily aggs: https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date -.. _Forex grouped daily aggs: https://polygon.io/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date -.. _Crypto grouped daily aggs: https://polygon.io/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date -.. _Stocks daily open/close agg: https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date -.. _Options daily open/close agg: https://polygon.io/docs/options/get_v1_open-close__optionsticker___date -.. _Crypto daily open/close agg: https://polygon.io/docs/crypto/get_v1_open-close_crypto__from___to___date -.. _Stocks previous close agg: https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev -.. _Options previous close agg: https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__prev -.. _Forex previous close agg: https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__prev -.. _Crypto previous close agg: https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev \ No newline at end of file +.. automethod:: massive.RESTClient.get_previous_close_agg + +.. _Stocks aggs: https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +.. _Options aggs: https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to +.. _Forex aggs: https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to +.. _Crypto aggs: https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to +.. _Stocks grouped daily aggs: https://massive.com/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date +.. _Forex grouped daily aggs: https://massive.com/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date +.. _Crypto grouped daily aggs: https://massive.com/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date +.. _Stocks daily open/close agg: https://massive.com/docs/stocks/get_v1_open-close__stocksticker___date +.. _Options daily open/close agg: https://massive.com/docs/options/get_v1_open-close__optionsticker___date +.. _Crypto daily open/close agg: https://massive.com/docs/crypto/get_v1_open-close_crypto__from___to___date +.. _Stocks previous close agg: https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__prev +.. _Options previous close agg: https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__prev +.. _Forex previous close agg: https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__prev +.. _Crypto previous close agg: https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev \ No newline at end of file diff --git a/docs/source/Contracts.rst b/docs/source/Contracts.rst index 9278168f..c58c11e5 100644 --- a/docs/source/Contracts.rst +++ b/docs/source/Contracts.rst @@ -9,7 +9,7 @@ Get option contract - `Options Contract`_ -.. automethod:: polygon.RESTClient.get_options_contract +.. automethod:: massive.RESTClient.get_options_contract ================================= List Options Contracts @@ -17,8 +17,8 @@ List Options Contracts - `Options Contracts`_ -.. automethod:: polygon.RESTClient.list_options_contracts +.. automethod:: massive.RESTClient.list_options_contracts -.. _Options Contract: https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker -.. _Options Contracts: https://polygon.io/docs/options/get_v3_reference_options_contracts \ No newline at end of file +.. _Options Contract: https://massive.com/docs/options/get_v3_reference_options_contracts__options_ticker +.. _Options Contracts: https://massive.com/docs/options/get_v3_reference_options_contracts \ No newline at end of file diff --git a/docs/source/Enums.rst b/docs/source/Enums.rst index 8f2233a4..47ca8b47 100644 --- a/docs/source/Enums.rst +++ b/docs/source/Enums.rst @@ -6,97 +6,97 @@ Enums ============================================================== Sort ============================================================== -.. autoclass:: polygon.rest.models.Sort +.. autoclass:: massive.rest.models.Sort :members: :undoc-members: ============================================================== Order ============================================================== -.. autoclass:: polygon.rest.models.Order +.. autoclass:: massive.rest.models.Order :members: :undoc-members: ============================================================== Locale ============================================================== -.. autoclass:: polygon.rest.models.Locale +.. autoclass:: massive.rest.models.Locale :members: :undoc-members: ============================================================== Market ============================================================== -.. autoclass:: polygon.rest.models.Market +.. autoclass:: massive.rest.models.Market :members: :undoc-members: ============================================================== AssetClass ============================================================== -.. autoclass:: polygon.rest.models.AssetClass +.. autoclass:: massive.rest.models.AssetClass :members: :undoc-members: ============================================================== DividendType ============================================================== -.. autoclass:: polygon.rest.models.DividendType +.. autoclass:: massive.rest.models.DividendType :members: :undoc-members: ============================================================== Frequency ============================================================== -.. autoclass:: polygon.rest.models.Frequency +.. autoclass:: massive.rest.models.Frequency :members: :undoc-members: ============================================================== DataType ============================================================== -.. autoclass:: polygon.rest.models.DataType +.. autoclass:: massive.rest.models.DataType :members: :undoc-members: ============================================================== SIP ============================================================== -.. autoclass:: polygon.rest.models.SIP +.. autoclass:: massive.rest.models.SIP :members: :undoc-members: ============================================================== ExchangeType ============================================================== -.. autoclass:: polygon.rest.models.ExchangeType +.. autoclass:: massive.rest.models.ExchangeType :members: :undoc-members: ============================================================== Direction ============================================================== -.. autoclass:: polygon.rest.models.Direction +.. autoclass:: massive.rest.models.Direction :members: :undoc-members: ============================================================== SnapshotMarketType ============================================================== -.. autoclass:: polygon.rest.models.SnapshotMarketType +.. autoclass:: massive.rest.models.SnapshotMarketType :members: :undoc-members: ============================================================== Timeframe ============================================================== -.. autoclass:: polygon.rest.models.Timeframe +.. autoclass:: massive.rest.models.Timeframe :members: :undoc-members: ============================================================== Precision ============================================================== -.. autoclass:: polygon.rest.models.Precision +.. autoclass:: massive.rest.models.Precision :members: :undoc-members: diff --git a/docs/source/Exceptions.rst b/docs/source/Exceptions.rst index 554bef82..6a9cc402 100644 --- a/docs/source/Exceptions.rst +++ b/docs/source/Exceptions.rst @@ -6,14 +6,14 @@ Exceptions ============================================================== AuthError ============================================================== -.. autoclass:: polygon.exceptions.AuthError +.. autoclass:: massive.exceptions.AuthError :members: :undoc-members: ============================================================== BadResponse ============================================================== -.. autoclass:: polygon.exceptions.BadResponse +.. autoclass:: massive.exceptions.BadResponse :members: :undoc-members: diff --git a/docs/source/Getting-Started.rst b/docs/source/Getting-Started.rst index a723f93f..120b4b25 100644 --- a/docs/source/Getting-Started.rst +++ b/docs/source/Getting-Started.rst @@ -2,26 +2,26 @@ Getting Started =============== Requirements: - - `Polygon.io API key `_ + - `Massive.com API key `_ - `Python >= 3.8 `_ - - `This package `_ + - `This package `_ .. code-block:: shell - pip install polygon-api-client + pip install massive-api-client HTTP client usage ----------------- -.. automethod:: polygon.RESTClient.__init__ +.. automethod:: massive.RESTClient.__init__ -You can pass your API key via the environment variable :code:`POLYGON_API_KEY` or as the first parameter to the :code:`RESTClient` constructor: +You can pass your API key via the environment variable :code:`MASSIVE_API_KEY` or as the first parameter to the :code:`RESTClient` constructor: .. code-block:: python - from polygon import RESTClient + from massive import RESTClient - client = RESTClient() # POLYGON_API_KEY is used + client = RESTClient() # MASSIVE_API_KEY is used client = RESTClient("api_key") # api_key is used For non-paginated endpoints call :code:`get_*`: @@ -41,7 +41,7 @@ For endpoints that have a set of parameters you can use the provided :doc:`enums .. code-block:: python - from polygon.rest.models import Sort + from massive.rest.models import Sort client.list_trades(..., sort=Sort.ASC) @@ -60,7 +60,7 @@ To provide your own JSON processing library (exposing loads/dumps functions) pas WebSocket client usage ---------------------- -.. automethod:: polygon.WebSocketClient.__init__ +.. automethod:: massive.WebSocketClient.__init__ The simplest way to use the websocket client is to just provide a callback: diff --git a/docs/source/Models.rst b/docs/source/Models.rst index f0eed1c7..393c8d74 100644 --- a/docs/source/Models.rst +++ b/docs/source/Models.rst @@ -6,214 +6,214 @@ Models ============================================================== Universal Snapshot ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshot +.. autoclass:: massive.rest.models.UniversalSnapshot ============================================================== Universal Snapshot Session ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshotSession +.. autoclass:: massive.rest.models.UniversalSnapshotSession ============================================================== Universal Snapshot Last Quote ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshotLastQuote +.. autoclass:: massive.rest.models.UniversalSnapshotLastQuote ============================================================== Universal Snapshot Last Trade ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshotLastTrade +.. autoclass:: massive.rest.models.UniversalSnapshotLastTrade ============================================================== Universal Snapshot Details ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshotDetails +.. autoclass:: massive.rest.models.UniversalSnapshotDetails ============================================================== Universal Snapshot Underlying Asset ============================================================== -.. autoclass:: polygon.rest.models.UniversalSnapshotUnderlyingAsset +.. autoclass:: massive.rest.models.UniversalSnapshotUnderlyingAsset ============================================================== Agg ============================================================== -.. autoclass:: polygon.rest.models.Agg +.. autoclass:: massive.rest.models.Agg ============================================================== Grouped Daily Agg ============================================================== -.. autoclass:: polygon.rest.models.GroupedDailyAgg +.. autoclass:: massive.rest.models.GroupedDailyAgg ============================================================== Daily Open Close Agg ============================================================== -.. autoclass:: polygon.rest.models.DailyOpenCloseAgg +.. autoclass:: massive.rest.models.DailyOpenCloseAgg ============================================================== Previous Close Agg ============================================================== -.. autoclass:: polygon.rest.models.PreviousCloseAgg +.. autoclass:: massive.rest.models.PreviousCloseAgg ============================================================== Trade ============================================================== -.. autoclass:: polygon.rest.models.Trade +.. autoclass:: massive.rest.models.Trade ============================================================== Last Trade ============================================================== -.. autoclass:: polygon.rest.models.LastTrade +.. autoclass:: massive.rest.models.LastTrade ============================================================== Crypto Trade ============================================================== -.. autoclass:: polygon.rest.models.CryptoTrade +.. autoclass:: massive.rest.models.CryptoTrade ============================================================== Quote ============================================================== -.. autoclass:: polygon.rest.models.Quote +.. autoclass:: massive.rest.models.Quote ============================================================== Last Quote ============================================================== -.. autoclass:: polygon.rest.models.LastQuote +.. autoclass:: massive.rest.models.LastQuote ============================================================== Snapshot Min ============================================================== -.. autoclass:: polygon.rest.models.MinuteSnapshot +.. autoclass:: massive.rest.models.MinuteSnapshot ============================================================== Snapshot ============================================================== -.. autoclass:: polygon.rest.models.TickerSnapshot +.. autoclass:: massive.rest.models.TickerSnapshot ============================================================== Day Option Contract Snapshot ============================================================== -.. autoclass:: polygon.rest.models.DayOptionContractSnapshot +.. autoclass:: massive.rest.models.DayOptionContractSnapshot ============================================================== Option Details ============================================================== -.. autoclass:: polygon.rest.models.OptionDetails +.. autoclass:: massive.rest.models.OptionDetails ============================================================== Option Greeks ============================================================== -.. autoclass:: polygon.rest.models.Greeks +.. autoclass:: massive.rest.models.Greeks ============================================================== Underlying Asset ============================================================== -.. autoclass:: polygon.rest.models.UnderlyingAsset +.. autoclass:: massive.rest.models.UnderlyingAsset ============================================================== Option Contract Snapshot ============================================================== -.. autoclass:: polygon.rest.models.OptionContractSnapshot +.. autoclass:: massive.rest.models.OptionContractSnapshot ============================================================== Order Book Quote ============================================================== -.. autoclass:: polygon.rest.models.OrderBookQuote +.. autoclass:: massive.rest.models.OrderBookQuote ============================================================== Snapshot Ticker Full Book ============================================================== -.. autoclass:: polygon.rest.models.SnapshotTickerFullBook +.. autoclass:: massive.rest.models.SnapshotTickerFullBook ============================================================== Ticker ============================================================== -.. autoclass:: polygon.rest.models.Ticker +.. autoclass:: massive.rest.models.Ticker ============================================================== Address ============================================================== -.. autoclass:: polygon.rest.models.CompanyAddress +.. autoclass:: massive.rest.models.CompanyAddress ============================================================== Branding ============================================================== -.. autoclass:: polygon.rest.models.Branding +.. autoclass:: massive.rest.models.Branding ============================================================== Publisher ============================================================== -.. autoclass:: polygon.rest.models.Publisher +.. autoclass:: massive.rest.models.Publisher ============================================================== Ticker Details ============================================================== -.. autoclass:: polygon.rest.models.TickerDetails +.. autoclass:: massive.rest.models.TickerDetails ============================================================== Ticker News ============================================================== -.. autoclass:: polygon.rest.models.TickerNews +.. autoclass:: massive.rest.models.TickerNews ============================================================== Ticker Types ============================================================== -.. autoclass:: polygon.rest.models.TickerTypes +.. autoclass:: massive.rest.models.TickerTypes ============================================================== Market Holiday ============================================================== -.. autoclass:: polygon.rest.models.MarketHoliday +.. autoclass:: massive.rest.models.MarketHoliday ============================================================== Market Currencies ============================================================== -.. autoclass:: polygon.rest.models.MarketCurrencies +.. autoclass:: massive.rest.models.MarketCurrencies ============================================================== Market Exchanges ============================================================== -.. autoclass:: polygon.rest.models.MarketExchanges +.. autoclass:: massive.rest.models.MarketExchanges ============================================================== Market Status ============================================================== -.. autoclass:: polygon.rest.models.MarketStatus +.. autoclass:: massive.rest.models.MarketStatus ============================================================== Split ============================================================== -.. autoclass:: polygon.rest.models.Split +.. autoclass:: massive.rest.models.Split ============================================================== Dividend ============================================================== -.. autoclass:: polygon.rest.models.Dividend +.. autoclass:: massive.rest.models.Dividend ============================================================== Sip Mapping ============================================================== -.. autoclass:: polygon.rest.models.SipMapping +.. autoclass:: massive.rest.models.SipMapping ============================================================== Consolidated ============================================================== -.. autoclass:: polygon.rest.models.Consolidated +.. autoclass:: massive.rest.models.Consolidated ============================================================== Market Center ============================================================== -.. autoclass:: polygon.rest.models.MarketCenter +.. autoclass:: massive.rest.models.MarketCenter ============================================================== Update Rules ============================================================== -.. autoclass:: polygon.rest.models.UpdateRules +.. autoclass:: massive.rest.models.UpdateRules ============================================================== Condition ============================================================== -.. autoclass:: polygon.rest.models.Condition +.. autoclass:: massive.rest.models.Condition ============================================================== Exchange ============================================================== -.. autoclass:: polygon.rest.models.Exchange +.. autoclass:: massive.rest.models.Exchange diff --git a/docs/source/Quotes.rst b/docs/source/Quotes.rst index 2ef22574..92fbf128 100644 --- a/docs/source/Quotes.rst +++ b/docs/source/Quotes.rst @@ -11,7 +11,7 @@ List quotes - `Options quotes`_ - `Forex quotes`_ -.. automethod:: polygon.RESTClient.list_quotes +.. automethod:: massive.RESTClient.list_quotes ================================= Get last quote @@ -19,7 +19,7 @@ Get last quote - `Stocks last quote`_ -.. automethod:: polygon.RESTClient.get_last_quote +.. automethod:: massive.RESTClient.get_last_quote ================================= Get last forex quote @@ -27,7 +27,7 @@ Get last forex quote - `Forex last quote for a currency pair`_ -.. automethod:: polygon.RESTClient.get_last_forex_quote +.. automethod:: massive.RESTClient.get_last_forex_quote ================================= Get real-time currency conversion @@ -35,11 +35,11 @@ Get real-time currency conversion - `Forex real-time currency conversion`_ -.. automethod:: polygon.RESTClient.get_real_time_currency_conversion +.. automethod:: massive.RESTClient.get_real_time_currency_conversion -.. _Stocks quotes: https://polygon.io/docs/stocks/get_v3_quotes__stockticker -.. _Options quotes: https://polygon.io/docs/options/get_v3_quotes__optionsticker -.. _Forex quotes: https://polygon.io/docs/forex/get_v3_quotes__fxticker -.. _Stocks last quote: https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker -.. _Forex last quote for a currency pair: https://polygon.io/docs/forex/get_v1_last_quote_currencies__from___to -.. _Forex real-time currency conversion: https://polygon.io/docs/forex/get_v1_conversion__from___to +.. _Stocks quotes: https://massive.com/docs/stocks/get_v3_quotes__stockticker +.. _Options quotes: https://massive.com/docs/options/get_v3_quotes__optionsticker +.. _Forex quotes: https://massive.com/docs/forex/get_v3_quotes__fxticker +.. _Stocks last quote: https://massive.com/docs/stocks/get_v2_last_nbbo__stocksticker +.. _Forex last quote for a currency pair: https://massive.com/docs/forex/get_v1_last_quote_currencies__from___to +.. _Forex real-time currency conversion: https://massive.com/docs/forex/get_v1_conversion__from___to diff --git a/docs/source/Reference.rst b/docs/source/Reference.rst index 3b7bd3d3..a497ece4 100644 --- a/docs/source/Reference.rst +++ b/docs/source/Reference.rst @@ -12,7 +12,7 @@ Get market holidays - `Forex market holidays`_ - `Crypto market holidays`_ -.. automethod:: polygon.RESTClient.get_market_holidays +.. automethod:: massive.RESTClient.get_market_holidays ==================== Get market status @@ -23,7 +23,7 @@ Get market status - `Forex market status`_ - `Crypto market status`_ -.. automethod:: polygon.RESTClient.get_market_status +.. automethod:: massive.RESTClient.get_market_status ==================== List tickers @@ -34,7 +34,7 @@ List tickers - `Forex tickers`_ - `Crypto tickers`_ -.. automethod:: polygon.RESTClient.list_tickers +.. automethod:: massive.RESTClient.list_tickers ==================== Get ticker details @@ -43,7 +43,7 @@ Get ticker details - `Stocks ticker details`_ - `Options ticker details`_ -.. automethod:: polygon.RESTClient.get_ticker_details +.. automethod:: massive.RESTClient.get_ticker_details ==================== List ticker news @@ -52,7 +52,7 @@ List ticker news - `Stocks ticker news`_ - `Options ticker news`_ -.. automethod:: polygon.RESTClient.list_ticker_news +.. automethod:: massive.RESTClient.list_ticker_news ==================== Get ticker types @@ -61,7 +61,7 @@ Get ticker types - `Stocks ticker types`_ - `Options ticker types`_ -.. automethod:: polygon.RESTClient.get_ticker_types +.. automethod:: massive.RESTClient.get_ticker_types ==================== List splits @@ -69,7 +69,7 @@ List splits - `Stocks splits`_ -.. automethod:: polygon.RESTClient.list_splits +.. automethod:: massive.RESTClient.list_splits ==================== List dividends @@ -77,7 +77,7 @@ List dividends - `Stocks dividends`_ -.. automethod:: polygon.RESTClient.list_dividends +.. automethod:: massive.RESTClient.list_dividends ==================== List conditions @@ -88,7 +88,7 @@ List conditions - `Forex conditions`_ - `Crypto conditions`_ -.. automethod:: polygon.RESTClient.list_conditions +.. automethod:: massive.RESTClient.list_conditions ==================== Get exchanges @@ -99,33 +99,33 @@ Get exchanges - `Forex exchanges`_ - `Crypto exchanges`_ -.. automethod:: polygon.RESTClient.get_exchanges - -.. _Stocks market holidays: https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming -.. _Options market holidays: https://polygon.io/docs/options/get_v1_marketstatus_upcoming -.. _Forex market holidays: https://polygon.io/docs/forex/get_v1_marketstatus_upcoming -.. _Crypto market holidays: https://polygon.io/docs/crypto/get_v1_marketstatus_upcoming -.. _Stocks market status: https://polygon.io/docs/stocks/get_v1_marketstatus_now -.. _Options market status: https://polygon.io/docs/options/get_v1_marketstatus_now -.. _Forex market status: https://polygon.io/docs/forex/get_v1_marketstatus_now -.. _Crypto market status: https://polygon.io/docs/crypto/get_v1_marketstatus_now -.. _Stocks tickers: https://polygon.io/docs/stocks/get_v3_reference_tickers -.. _Options tickers: https://polygon.io/docs/options/get_v3_reference_tickers -.. _Forex tickers: https://polygon.io/docs/forex/get_v3_reference_tickers -.. _Crypto tickers: https://polygon.io/docs/crypto/get_v3_reference_tickers -.. _Stocks ticker details: https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker -.. _Options ticker details: https://polygon.io/docs/options/get_v3_reference_tickers__ticker -.. _Stocks ticker news: https://polygon.io/docs/stocks/get_v2_reference_news -.. _Options ticker news: https://polygon.io/docs/options/get_v2_reference_news -.. _Stocks ticker types: https://polygon.io/docs/stocks/get_v3_reference_tickers_types -.. _Options ticker types: https://polygon.io/docs/options/get_v3_reference_tickers_types -.. _Stocks splits: https://polygon.io/docs/stocks/get_v3_reference_splits -.. _Stocks dividends: https://polygon.io/docs/stocks/get_v3_reference_dividends -.. _Stocks conditions: https://polygon.io/docs/stocks/get_v3_reference_conditions -.. _Options conditions: https://polygon.io/docs/options/get_v3_reference_conditions -.. _Forex conditions: https://polygon.io/docs/forex/get_v3_reference_conditions -.. _Crypto conditions: https://polygon.io/docs/crypto/get_v3_reference_conditions -.. _Stocks exchanges: https://polygon.io/docs/stocks/get_v3_reference_exchanges -.. _Options exchanges: https://polygon.io/docs/options/get_v3_reference_exchanges -.. _Forex exchanges: https://polygon.io/docs/forex/get_v3_reference_exchanges -.. _Crypto exchanges: https://polygon.io/docs/crypto/get_v3_reference_exchanges \ No newline at end of file +.. automethod:: massive.RESTClient.get_exchanges + +.. _Stocks market holidays: https://massive.com/docs/stocks/get_v1_marketstatus_upcoming +.. _Options market holidays: https://massive.com/docs/options/get_v1_marketstatus_upcoming +.. _Forex market holidays: https://massive.com/docs/forex/get_v1_marketstatus_upcoming +.. _Crypto market holidays: https://massive.com/docs/crypto/get_v1_marketstatus_upcoming +.. _Stocks market status: https://massive.com/docs/stocks/get_v1_marketstatus_now +.. _Options market status: https://massive.com/docs/options/get_v1_marketstatus_now +.. _Forex market status: https://massive.com/docs/forex/get_v1_marketstatus_now +.. _Crypto market status: https://massive.com/docs/crypto/get_v1_marketstatus_now +.. _Stocks tickers: https://massive.com/docs/stocks/get_v3_reference_tickers +.. _Options tickers: https://massive.com/docs/options/get_v3_reference_tickers +.. _Forex tickers: https://massive.com/docs/forex/get_v3_reference_tickers +.. _Crypto tickers: https://massive.com/docs/crypto/get_v3_reference_tickers +.. _Stocks ticker details: https://massive.com/docs/stocks/get_v3_reference_tickers__ticker +.. _Options ticker details: https://massive.com/docs/options/get_v3_reference_tickers__ticker +.. _Stocks ticker news: https://massive.com/docs/stocks/get_v2_reference_news +.. _Options ticker news: https://massive.com/docs/options/get_v2_reference_news +.. _Stocks ticker types: https://massive.com/docs/stocks/get_v3_reference_tickers_types +.. _Options ticker types: https://massive.com/docs/options/get_v3_reference_tickers_types +.. _Stocks splits: https://massive.com/docs/stocks/get_v3_reference_splits +.. _Stocks dividends: https://massive.com/docs/stocks/get_v3_reference_dividends +.. _Stocks conditions: https://massive.com/docs/stocks/get_v3_reference_conditions +.. _Options conditions: https://massive.com/docs/options/get_v3_reference_conditions +.. _Forex conditions: https://massive.com/docs/forex/get_v3_reference_conditions +.. _Crypto conditions: https://massive.com/docs/crypto/get_v3_reference_conditions +.. _Stocks exchanges: https://massive.com/docs/stocks/get_v3_reference_exchanges +.. _Options exchanges: https://massive.com/docs/options/get_v3_reference_exchanges +.. _Forex exchanges: https://massive.com/docs/forex/get_v3_reference_exchanges +.. _Crypto exchanges: https://massive.com/docs/crypto/get_v3_reference_exchanges \ No newline at end of file diff --git a/docs/source/Snapshot.rst b/docs/source/Snapshot.rst index 7744ba1c..7268e209 100644 --- a/docs/source/Snapshot.rst +++ b/docs/source/Snapshot.rst @@ -12,7 +12,7 @@ Get snapshots for all asset types - `Forex snapshot all tickers`_ - `Crypto snapshot all tickers`_ -.. automethod:: polygon.RESTClient.list_universal_snapshots +.. automethod:: massive.RESTClient.list_universal_snapshots ================================= Get all snapshots @@ -22,7 +22,7 @@ Get all snapshots - `Forex snapshot all tickers (deprecated)`_ - `Crypto snapshot all tickers (deprecated)`_ -.. automethod:: polygon.RESTClient.get_snapshot_all +.. automethod:: massive.RESTClient.get_snapshot_all ================================= Get gainers/losers snapshot @@ -32,7 +32,7 @@ Get gainers/losers snapshot - `Forex snapshot gainers/losers`_ - `Crypto snapshot gainers/losers`_ -.. automethod:: polygon.RESTClient.get_snapshot_direction +.. automethod:: massive.RESTClient.get_snapshot_direction ================================= Get ticker snapshot @@ -42,7 +42,7 @@ Get ticker snapshot - `Forex snapshot ticker`_ - `Crypto snapshot ticker`_ -.. automethod:: polygon.RESTClient.get_snapshot_ticker +.. automethod:: massive.RESTClient.get_snapshot_ticker ================================= Get options snapshot @@ -50,7 +50,7 @@ Get options snapshot - `Options snapshot option contract`_ -.. automethod:: polygon.RESTClient.get_snapshot_option +.. automethod:: massive.RESTClient.get_snapshot_option ================================= Get crypto L2 book snapshot @@ -58,21 +58,21 @@ Get crypto L2 book snapshot - `Crypto snapshot ticker full book (L2)`_ -.. automethod:: polygon.RESTClient.get_snapshot_crypto_book - -.. _Stocks snapshot all tickers: https://polygon.io/docs/stocks/get_v3_snapshot -.. _Options snapshot all tickers: https://polygon.io/docs/options/get_v3_snapshot -.. _Forex snapshot all tickers: https://polygon.io/docs/forex/get_v3_snapshot -.. _Crypto snapshot all tickers:: https://polygon.io/docs/crypto/get_v3_snapshot -.. _Stocks snapshot all tickers (deprecated): https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers -.. _Options snapshot all tickers (deprecated): https://polygon.io/docs/options/get_v2_snapshot_locale_us_markets_stocks_tickers -.. _Forex snapshot all tickers (deprecated): https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers -.. _Crypto snapshot all tickers (deprecated):: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers -.. _Stocks snapshot gainers/losers: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction -.. _Forex snapshot gainers/losers: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction -.. _Crypto snapshot gainers/losers: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction -.. _Stocks snapshot ticker: https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker -.. _Forex snapshot ticker: https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker -.. _Crypto snapshot ticker: https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker -.. _Options snapshot option contract: https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract -.. _Crypto snapshot ticker full book (L2): https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book \ No newline at end of file +.. automethod:: massive.RESTClient.get_snapshot_crypto_book + +.. _Stocks snapshot all tickers: https://massive.com/docs/stocks/get_v3_snapshot +.. _Options snapshot all tickers: https://massive.com/docs/options/get_v3_snapshot +.. _Forex snapshot all tickers: https://massive.com/docs/forex/get_v3_snapshot +.. _Crypto snapshot all tickers:: https://massive.com/docs/crypto/get_v3_snapshot +.. _Stocks snapshot all tickers (deprecated): https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers +.. _Options snapshot all tickers (deprecated): https://massive.com/docs/options/get_v2_snapshot_locale_us_markets_stocks_tickers +.. _Forex snapshot all tickers (deprecated): https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers +.. _Crypto snapshot all tickers (deprecated):: https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers +.. _Stocks snapshot gainers/losers: https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction +.. _Forex snapshot gainers/losers: https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction +.. _Crypto snapshot gainers/losers: https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction +.. _Stocks snapshot ticker: https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker +.. _Forex snapshot ticker: https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker +.. _Crypto snapshot ticker: https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker +.. _Options snapshot option contract: https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract +.. _Crypto snapshot ticker full book (L2): https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book \ No newline at end of file diff --git a/docs/source/Trades.rst b/docs/source/Trades.rst index 5d6e6992..817b97a3 100644 --- a/docs/source/Trades.rst +++ b/docs/source/Trades.rst @@ -11,7 +11,7 @@ List trades - `Options trades`_ - `Crypto trades`_ -.. automethod:: polygon.RESTClient.list_trades +.. automethod:: massive.RESTClient.list_trades ================================================================== Get last trade @@ -20,7 +20,7 @@ Get last trade - `Stocks last trade`_ - `Options last trade`_ -.. automethod:: polygon.RESTClient.get_last_trade +.. automethod:: massive.RESTClient.get_last_trade ================================================================== Get last crypto trade @@ -28,11 +28,11 @@ Get last crypto trade - `Crypto last trade for crypto pair`_ -.. automethod:: polygon.RESTClient.get_last_crypto_trade +.. automethod:: massive.RESTClient.get_last_crypto_trade -.. _Stocks trades: https://polygon.io/docs/stocks/get_v3_trades__stockticker -.. _Options trades: https://polygon.io/docs/options/get_v3_trades__optionsticker -.. _Crypto trades: https://polygon.io/docs/crypto/get_v3_trades__cryptoticker -.. _Stocks last trade: https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker -.. _Options last trade: https://polygon.io/docs/options/get_v2_last_trade__optionsticker -.. _Crypto last trade for crypto pair: https://polygon.io/docs/crypto/get_v1_last_crypto__from___to \ No newline at end of file +.. _Stocks trades: https://massive.com/docs/stocks/get_v3_trades__stockticker +.. _Options trades: https://massive.com/docs/options/get_v3_trades__optionsticker +.. _Crypto trades: https://massive.com/docs/crypto/get_v3_trades__cryptoticker +.. _Stocks last trade: https://massive.com/docs/stocks/get_v2_last_trade__stocksticker +.. _Options last trade: https://massive.com/docs/options/get_v2_last_trade__optionsticker +.. _Crypto last trade for crypto pair: https://massive.com/docs/crypto/get_v1_last_crypto__from___to \ No newline at end of file diff --git a/docs/source/WebSocket-Enums.rst b/docs/source/WebSocket-Enums.rst index dc2fd199..7e4b5f93 100644 --- a/docs/source/WebSocket-Enums.rst +++ b/docs/source/WebSocket-Enums.rst @@ -6,20 +6,20 @@ WebSocket Enums ============================================================== Feed ============================================================== -.. autoclass:: polygon.websocket.models.Feed +.. autoclass:: massive.websocket.models.Feed :members: :undoc-members: ============================================================== Market ============================================================== -.. autoclass:: polygon.websocket.models.Market +.. autoclass:: massive.websocket.models.Market :members: :undoc-members: ============================================================== EventType ============================================================== -.. autoclass:: polygon.websocket.models.EventType +.. autoclass:: massive.websocket.models.EventType :members: :undoc-members: \ No newline at end of file diff --git a/docs/source/WebSocket.rst b/docs/source/WebSocket.rst index 5f508122..c624d9d2 100644 --- a/docs/source/WebSocket.rst +++ b/docs/source/WebSocket.rst @@ -11,35 +11,35 @@ WebSocket =========== Init client =========== -.. automethod:: polygon.WebSocketClient.__init__ +.. automethod:: massive.WebSocketClient.__init__ :noindex: ============================ Connect ============================ -.. automethod:: polygon.WebSocketClient.connect +.. automethod:: massive.WebSocketClient.connect ============================ Run ============================ -.. automethod:: polygon.WebSocketClient.run +.. automethod:: massive.WebSocketClient.run ============================ Subscribe ============================ -.. automethod:: polygon.WebSocketClient.subscribe +.. automethod:: massive.WebSocketClient.subscribe ============================ Unsubscribe ============================ -.. automethod:: polygon.WebSocketClient.unsubscribe +.. automethod:: massive.WebSocketClient.unsubscribe ============================ Close ============================ -.. automethod:: polygon.WebSocketClient.close +.. automethod:: massive.WebSocketClient.close -.. _Stocks getting started: https://polygon.io/docs/stocks/ws_getting-started -.. _Options getting started: https://polygon.io/docs/options/ws_getting-started -.. _Forex getting started: https://polygon.io/docs/forex/ws_getting-started -.. _Crypto getting started: https://polygon.io/docs/crypto/ws_getting-started \ No newline at end of file +.. _Stocks getting started: https://massive.com/docs/stocks/ws_getting-started +.. _Options getting started: https://massive.com/docs/options/ws_getting-started +.. _Forex getting started: https://massive.com/docs/forex/ws_getting-started +.. _Crypto getting started: https://massive.com/docs/crypto/ws_getting-started \ No newline at end of file diff --git a/docs/source/conf.py b/docs/source/conf.py index 235ee004..4ebf65d2 100644 --- a/docs/source/conf.py +++ b/docs/source/conf.py @@ -14,13 +14,13 @@ import sys sys.path.insert(0, os.path.abspath('../..')) print('docs path', sys.path[0]) -os.environ['POLYGON_API_KEY'] = 'POLYGON_API_KEY' +os.environ['MASSIVE_API_KEY'] = 'MASSIVE_API_KEY' # -- Project information ----------------------------------------------------- -project = 'polygon-api-client' -copyright = '2022, Polygon.io' -author = 'Polygon.io' +project = 'massive-api-client' +copyright = '2022, Massive.com' +author = 'Massive.com' # The full version, including alpha/beta/rc tags release = '0.3.0' diff --git a/docs/source/index.rst b/docs/source/index.rst index b445b803..7bb2b316 100644 --- a/docs/source/index.rst +++ b/docs/source/index.rst @@ -1,7 +1,7 @@ -Welcome to polygon-api-client's documentation! +Welcome to massive-api-client's documentation! ============================================== -This documentation is for the Python client only. For details about the responses see `the official docs `_. +This documentation is for the Python client only. For details about the responses see `the official docs `_. .. toctree:: :maxdepth: 1 diff --git a/docs/source/vX.rst b/docs/source/vX.rst index 69a25311..f6a9125b 100644 --- a/docs/source/vX.rst +++ b/docs/source/vX.rst @@ -14,6 +14,6 @@ List stock financials - `Stocks financials vX`_ -.. automethod:: polygon.rest.VXClient.list_stock_financials +.. automethod:: massive.rest.VXClient.list_stock_financials -.. _Stocks financials vX: https://polygon.io/docs/stocks/get_vx_reference_financials +.. _Stocks financials vX: https://massive.com/docs/stocks/get_vx_reference_financials diff --git a/examples/launchpad/README.md b/examples/launchpad/README.md index 53301593..5a0c3bd3 100644 --- a/examples/launchpad/README.md +++ b/examples/launchpad/README.md @@ -5,8 +5,8 @@ Users of the Launchpad product will need to pass in certain headers in order to ```python # import RESTClient -from polygon import RESTClient -from polygon.rest.models.request import RequestOptionBuilder +from massive import RESTClient +from massive.rest.models.request import RequestOptionBuilder # create client c = RESTClient(api_key="API_KEY") @@ -27,8 +27,8 @@ Launchpad users can also provide the optional User Agent value describing their ```python # import RESTClient -from polygon import RESTClient -from polygon.rest.models.request import RequestOptionBuilder +from massive import RESTClient +from massive.rest.models.request import RequestOptionBuilder # create client c = RESTClient(api_key="API_KEY") diff --git a/examples/launchpad/launchpad.py b/examples/launchpad/launchpad.py index 6c6fbe35..6bd2306c 100644 --- a/examples/launchpad/launchpad.py +++ b/examples/launchpad/launchpad.py @@ -1,5 +1,5 @@ -from polygon import RESTClient -from polygon.rest.models.request import RequestOptionBuilder +from massive import RESTClient +from massive.rest.models.request import RequestOptionBuilder def get_list_trades_launchpad(): diff --git a/examples/rest/bulk_aggs_downloader.py b/examples/rest/bulk_aggs_downloader.py index c5c6099e..89df0765 100644 --- a/examples/rest/bulk_aggs_downloader.py +++ b/examples/rest/bulk_aggs_downloader.py @@ -1,7 +1,7 @@ import datetime import concurrent.futures import logging -from polygon import RESTClient +from massive import RESTClient import signal import sys import pickle @@ -10,7 +10,7 @@ """ This script performs the following tasks: -1. Downloads aggregated market data (referred to as 'aggs') for specific stock symbols using the Polygon API. +1. Downloads aggregated market data (referred to as 'aggs') for specific stock symbols using the Massive API. 2. Handles data for multiple dates and performs these operations in parallel to improve efficiency. 3. Saves the downloaded data in a compressed format (LZ4) using Python's pickle serialization. 4. Utilizes logging to track its progress and any potential errors. @@ -18,7 +18,7 @@ Usage: 1. pip install lz4 -2. Set your Polygon API key in the environment variable 'POLYGON_API_KEY'. +2. Set your Massive API key in the environment variable 'MASSIVE_API_KEY'. 3. Specify the date range and stock symbols you are interested in within the script. 4. Run the script. @@ -43,7 +43,7 @@ def get_aggs_for_symbol_and_date(symbol_date_pair): """Retrieve aggs for a given symbol and date""" symbol, date = symbol_date_pair aggs = [] - client = RESTClient(trace=True) # Uses POLYGON_API_KEY environment variable + client = RESTClient(trace=True) # Uses MASSIVE_API_KEY environment variable for a in client.list_aggs( symbol, diff --git a/examples/rest/crypto-aggregates_bars.py b/examples/rest/crypto-aggregates_bars.py index a3831aeb..443ce21d 100644 --- a/examples/rest/crypto-aggregates_bars.py +++ b/examples/rest/crypto-aggregates_bars.py @@ -1,20 +1,20 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt -# to use the environment variable "POLYGON_API_KEY". +# to use the environment variable "MASSIVE_API_KEY". # -# setx POLYGON_API_KEY "" <- windows -# export POLYGON_API_KEY="" <- mac/linux +# setx MASSIVE_API_KEY "" <- windows +# export MASSIVE_API_KEY="" <- mac/linux # # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/crypto-conditions.py b/examples/rest/crypto-conditions.py index 93e3feda..339d53f0 100644 --- a/examples/rest/crypto-conditions.py +++ b/examples/rest/crypto-conditions.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v3_reference_conditions -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions +# https://massive.com/docs/crypto/get_v3_reference_conditions +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-conditions # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used conditions = [] for c in client.list_conditions("crypto", limit=1000): diff --git a/examples/rest/crypto-daily_open_close.py b/examples/rest/crypto-daily_open_close.py index 8ff3ad41..5c29db0c 100644 --- a/examples/rest/crypto-daily_open_close.py +++ b/examples/rest/crypto-daily_open_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_open-close_crypto__from___to___date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg +# https://massive.com/docs/crypto/get_v1_open-close_crypto__from___to___date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # make request request = client.get_daily_open_close_agg( diff --git a/examples/rest/crypto-exchanges.py b/examples/rest/crypto-exchanges.py index cf0a46d0..8a592d55 100644 --- a/examples/rest/crypto-exchanges.py +++ b/examples/rest/crypto-exchanges.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Exchange, ) # docs -# https://polygon.io/docs/crypto/get_v3_reference_exchanges -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges +# https://massive.com/docs/crypto/get_v3_reference_exchanges +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used exchanges = client.get_exchanges("crypto") print(exchanges) diff --git a/examples/rest/crypto-grouped_daily_bars.py b/examples/rest/crypto-grouped_daily_bars.py index ec1bdb81..4ebd3d36 100644 --- a/examples/rest/crypto-grouped_daily_bars.py +++ b/examples/rest/crypto-grouped_daily_bars.py @@ -1,12 +1,12 @@ -from polygon import RESTClient +from massive import RESTClient import pprint # docs -# https://polygon.io/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs +# https://massive.com/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used grouped = client.get_grouped_daily_aggs( "2023-01-09", locale="global", market_type="crypto" diff --git a/examples/rest/crypto-last_trade_for_a_crypto_pair.py b/examples/rest/crypto-last_trade_for_a_crypto_pair.py index 850bd98a..ef75efaa 100644 --- a/examples/rest/crypto-last_trade_for_a_crypto_pair.py +++ b/examples/rest/crypto-last_trade_for_a_crypto_pair.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_last_crypto__from___to -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-crypto-trade +# https://massive.com/docs/crypto/get_v1_last_crypto__from___to +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#get-last-crypto-trade # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trade = client.get_last_crypto_trade("BTC", "USD") diff --git a/examples/rest/crypto-market_holidays.py b/examples/rest/crypto-market_holidays.py index 6d1df168..740bbc71 100644 --- a/examples/rest/crypto-market_holidays.py +++ b/examples/rest/crypto-market_holidays.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( MarketHoliday, ) # docs -# https://polygon.io/docs/crypto/get_v1_marketstatus_upcoming -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# https://massive.com/docs/crypto/get_v1_marketstatus_upcoming +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used holidays = client.get_market_holidays() # print(holidays) diff --git a/examples/rest/crypto-market_status.py b/examples/rest/crypto-market_status.py index 4265997c..d58d6180 100644 --- a/examples/rest/crypto-market_status.py +++ b/examples/rest/crypto-market_status.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_marketstatus_now -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# https://massive.com/docs/crypto/get_v1_marketstatus_now +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-status # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used result = client.get_market_status() print(result) diff --git a/examples/rest/crypto-previous_close.py b/examples/rest/crypto-previous_close.py index bf309fed..b4fd4cea 100644 --- a/examples/rest/crypto-previous_close.py +++ b/examples/rest/crypto-previous_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = client.get_previous_close_agg( "X:BTCUSD", diff --git a/examples/rest/crypto-snapshots_all_tickers.py b/examples/rest/crypto-snapshots_all_tickers.py index 9bb06621..5c5c8e70 100644 --- a/examples/rest/crypto-snapshots_all_tickers.py +++ b/examples/rest/crypto-snapshots_all_tickers.py @@ -1,15 +1,15 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, Agg, ) # docs -# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used snapshot = client.get_snapshot_all("crypto") # all tickers diff --git a/examples/rest/crypto-snapshots_gainers_losers.py b/examples/rest/crypto-snapshots_gainers_losers.py index 34db190b..5ced0e6d 100644 --- a/examples/rest/crypto-snapshots_gainers_losers.py +++ b/examples/rest/crypto-snapshots_gainers_losers.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, ) # docs -# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot +# https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # get gainers gainers = client.get_snapshot_direction("crypto", "gainers") diff --git a/examples/rest/crypto-snapshots_ticker.py b/examples/rest/crypto-snapshots_ticker.py index 31a48ebd..36e639d2 100644 --- a/examples/rest/crypto-snapshots_ticker.py +++ b/examples/rest/crypto-snapshots_ticker.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot +# https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ticker = client.get_snapshot_ticker("crypto", "X:BTCUSD") print(ticker) diff --git a/examples/rest/crypto-snapshots_ticker_full_book_l2.py b/examples/rest/crypto-snapshots_ticker_full_book_l2.py index 38d239cf..b8b9157c 100644 --- a/examples/rest/crypto-snapshots_ticker_full_book_l2.py +++ b/examples/rest/crypto-snapshots_ticker_full_book_l2.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-crypto-l2-book-snapshot +# https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-crypto-l2-book-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used snapshot = client.get_snapshot_crypto_book("X:BTCUSD") diff --git a/examples/rest/crypto-technical_indicators_ema.py b/examples/rest/crypto-technical_indicators_ema.py index 49958006..1eb50c20 100644 --- a/examples/rest/crypto-technical_indicators_ema.py +++ b/examples/rest/crypto-technical_indicators_ema.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_indicators_ema__cryptoticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/crypto/get_v1_indicators_ema__cryptoticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ema = client.get_ema( ticker="X:BTCUSD", diff --git a/examples/rest/crypto-technical_indicators_macd.py b/examples/rest/crypto-technical_indicators_macd.py index ee168d0f..17c25bb7 100644 --- a/examples/rest/crypto-technical_indicators_macd.py +++ b/examples/rest/crypto-technical_indicators_macd.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_indicators_macd__cryptoticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/crypto/get_v1_indicators_macd__cryptoticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used macd = client.get_macd( ticker="X:BTCUSD", diff --git a/examples/rest/crypto-technical_indicators_rsi.py b/examples/rest/crypto-technical_indicators_rsi.py index 1eb3c01f..d490d879 100644 --- a/examples/rest/crypto-technical_indicators_rsi.py +++ b/examples/rest/crypto-technical_indicators_rsi.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_indicators_rsi__cryptoticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/crypto/get_v1_indicators_rsi__cryptoticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rsi = client.get_rsi( ticker="X:BTCUSD", diff --git a/examples/rest/crypto-technical_indicators_sma.py b/examples/rest/crypto-technical_indicators_sma.py index e8d503fc..255291c0 100644 --- a/examples/rest/crypto-technical_indicators_sma.py +++ b/examples/rest/crypto-technical_indicators_sma.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v1_indicators_sma__cryptoticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/crypto/get_v1_indicators_sma__cryptoticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used sma = client.get_sma( ticker="X:BTCUSD", diff --git a/examples/rest/crypto-tickers.py b/examples/rest/crypto-tickers.py index 8eb07170..9052e487 100644 --- a/examples/rest/crypto-tickers.py +++ b/examples/rest/crypto-tickers.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v3_reference_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# https://massive.com/docs/crypto/get_v3_reference_tickers +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-tickers # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = [] for t in client.list_tickers(market="crypto", limit=1000): diff --git a/examples/rest/crypto-trades.py b/examples/rest/crypto-trades.py index 7cafd989..d76182af 100644 --- a/examples/rest/crypto-trades.py +++ b/examples/rest/crypto-trades.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/crypto/get_v3_trades__cryptoticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades +# https://massive.com/docs/crypto/get_v3_trades__cryptoticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#massive.RESTClient.list_trades # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trades = [] for t in client.list_trades("X:BTC-USD", "2023-02-01", limit=50000): diff --git a/examples/rest/custom-json-get.py b/examples/rest/custom-json-get.py index c10d0a03..5ea5c400 100644 --- a/examples/rest/custom-json-get.py +++ b/examples/rest/custom-json-get.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient # type: ignore import orjson diff --git a/examples/rest/demo_correlation_matrix.py b/examples/rest/demo_correlation_matrix.py index df939590..f3ae4298 100644 --- a/examples/rest/demo_correlation_matrix.py +++ b/examples/rest/demo_correlation_matrix.py @@ -1,11 +1,11 @@ """ This script computes and visualizes the correlation matrix of a selected set of -stocks using Polygon's API. This script is for educational purposes only and is +stocks using Massive's API. This script is for educational purposes only and is not intended to provide investment advice. The examples provided analyze the correlation between different stocks from diverse sectors, as well as within specific sectors. -Blog: https://polygon.io/blog/finding-correlation-between-stocks/ +Blog: https://massive.com/blog/finding-correlation-between-stocks/ Video: https://www.youtube.com/watch?v=q0TgaUGWPFc Before running this script, there are 4 prerequisites: @@ -16,17 +16,17 @@ - numpy - seaborn - matplotlib.pyplot - - polygon's python-client library + - massive's python-client library You can likely run: - pip install pandas numpy seaborn matplotlib polygon-api-client + pip install pandas numpy seaborn matplotlib massive-api-client -2) API Key: You will need a Polygon API key to fetch the stock data. This can +2) API Key: You will need a Massive API key to fetch the stock data. This can be set manually in the script below, or you can set an environment variable - 'POLYGON_API_KEY'. + 'MASSIVE_API_KEY'. - setx POLYGON_API_KEY "" <- windows - export POLYGON_API_KEY="" <- mac/linux + setx MASSIVE_API_KEY "" <- windows + export MASSIVE_API_KEY="" <- mac/linux 3) Select Stocks: You need to select the stocks you're interested in analyzing. Update the 'symbols' variable in this script with your chosen stock symbols. @@ -45,7 +45,7 @@ import numpy as np # type: ignore import seaborn as sns # type: ignore import matplotlib.pyplot as plt # type: ignore -from polygon import RESTClient +from massive import RESTClient # Less likely to be correlated due to being in different sectors and are # exposed to different market forces, economic trends, and price risks. @@ -69,7 +69,7 @@ def fetch_stock_data(symbols, start_date, end_date): stocks = [] # client = RESTClient("XXXXXX") # hardcoded api_key is used - client = RESTClient() # POLYGON_API_KEY environment variable is used + client = RESTClient() # MASSIVE_API_KEY environment variable is used try: for symbol in symbols: diff --git a/examples/rest/economy-treasury_yields.py b/examples/rest/economy-treasury_yields.py index 7be77fcf..fe4d79f7 100644 --- a/examples/rest/economy-treasury_yields.py +++ b/examples/rest/economy-treasury_yields.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/rest/economy/treasury-yields +# https://massive.com/docs/rest/economy/treasury-yields # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used yields = [] for date in client.list_treasury_yields(): diff --git a/examples/rest/financials.py b/examples/rest/financials.py index f9e6dad5..4dc21668 100644 --- a/examples/rest/financials.py +++ b/examples/rest/financials.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient client = RESTClient() diff --git a/examples/rest/forex-aggregates_bars.py b/examples/rest/forex-aggregates_bars.py index b7ab233d..7e9c770f 100644 --- a/examples/rest/forex-aggregates_bars.py +++ b/examples/rest/forex-aggregates_bars.py @@ -1,20 +1,20 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt -# to use the environment variable "POLYGON_API_KEY". +# to use the environment variable "MASSIVE_API_KEY". # -# setx POLYGON_API_KEY "" <- windows -# export POLYGON_API_KEY="" <- mac/linux +# setx MASSIVE_API_KEY "" <- windows +# export MASSIVE_API_KEY="" <- mac/linux # # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/forex-conditions.py b/examples/rest/forex-conditions.py index fca1e887..9fed0838 100644 --- a/examples/rest/forex-conditions.py +++ b/examples/rest/forex-conditions.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v3_reference_conditions -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions +# https://massive.com/docs/forex/get_v3_reference_conditions +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-conditions # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used conditions = [] for c in client.list_conditions("fx", limit=1000): diff --git a/examples/rest/forex-exchanges.py b/examples/rest/forex-exchanges.py index e85b3425..a816a053 100644 --- a/examples/rest/forex-exchanges.py +++ b/examples/rest/forex-exchanges.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Exchange, ) # docs -# https://polygon.io/docs/options/get_v3_reference_exchanges -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges +# https://massive.com/docs/options/get_v3_reference_exchanges +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used exchanges = client.get_exchanges("fx") print(exchanges) diff --git a/examples/rest/forex-grouped_daily_bars.py b/examples/rest/forex-grouped_daily_bars.py index f8130877..452faa4b 100644 --- a/examples/rest/forex-grouped_daily_bars.py +++ b/examples/rest/forex-grouped_daily_bars.py @@ -1,12 +1,12 @@ -from polygon import RESTClient +from massive import RESTClient import pprint # docs -# https://polygon.io/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs +# https://massive.com/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used grouped = client.get_grouped_daily_aggs( "2023-03-27", diff --git a/examples/rest/forex-last_quote_for_a_currency_pair.py b/examples/rest/forex-last_quote_for_a_currency_pair.py index 8b3c78b1..bf349732 100644 --- a/examples/rest/forex-last_quote_for_a_currency_pair.py +++ b/examples/rest/forex-last_quote_for_a_currency_pair.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_last_quote_currencies__from___to -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-forex-quote +# https://massive.com/docs/forex/get_v1_last_quote_currencies__from___to +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#get-last-forex-quote # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used quote = client.get_last_forex_quote( "AUD", diff --git a/examples/rest/forex-market_holidays.py b/examples/rest/forex-market_holidays.py index 70c03f44..df3b8bb4 100644 --- a/examples/rest/forex-market_holidays.py +++ b/examples/rest/forex-market_holidays.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( MarketHoliday, ) # docs -# https://polygon.io/docs/forex/get_v1_marketstatus_upcoming -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# https://massive.com/docs/forex/get_v1_marketstatus_upcoming +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used holidays = client.get_market_holidays() # print(holidays) diff --git a/examples/rest/forex-market_status.py b/examples/rest/forex-market_status.py index 06f544cc..f5d6a451 100644 --- a/examples/rest/forex-market_status.py +++ b/examples/rest/forex-market_status.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_marketstatus_now -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# https://massive.com/docs/forex/get_v1_marketstatus_now +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-status # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used result = client.get_market_status() print(result) diff --git a/examples/rest/forex-previous_close.py b/examples/rest/forex-previous_close.py index 0de11709..e6896afe 100644 --- a/examples/rest/forex-previous_close.py +++ b/examples/rest/forex-previous_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__prev -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__prev +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = client.get_previous_close_agg( "C:EURUSD", diff --git a/examples/rest/forex-quotes.py b/examples/rest/forex-quotes.py index 880ebca8..36e8a7de 100644 --- a/examples/rest/forex-quotes.py +++ b/examples/rest/forex-quotes.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v3_quotes__fxticker -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes +# https://massive.com/docs/forex/get_v3_quotes__fxticker +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used quotes = [] for t in client.list_quotes("C:EUR-USD", "2023-02-01", limit=50000): diff --git a/examples/rest/forex-real-time_currency_conversion.py b/examples/rest/forex-real-time_currency_conversion.py index b50099c9..77590dac 100644 --- a/examples/rest/forex-real-time_currency_conversion.py +++ b/examples/rest/forex-real-time_currency_conversion.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_conversion__from___to -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-real-time-currency-conversion +# https://massive.com/docs/forex/get_v1_conversion__from___to +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#get-real-time-currency-conversion # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rate = client.get_real_time_currency_conversion( "AUD", diff --git a/examples/rest/forex-snapshots_all_tickers.py b/examples/rest/forex-snapshots_all_tickers.py index 8e0ec6bd..b61f5eda 100644 --- a/examples/rest/forex-snapshots_all_tickers.py +++ b/examples/rest/forex-snapshots_all_tickers.py @@ -1,15 +1,15 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, Agg, ) # docs -# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used snapshot = client.get_snapshot_all("forex") # all tickers diff --git a/examples/rest/forex-snapshots_gainers_losers.py b/examples/rest/forex-snapshots_gainers_losers.py index dd064e63..9fc7e36a 100644 --- a/examples/rest/forex-snapshots_gainers_losers.py +++ b/examples/rest/forex-snapshots_gainers_losers.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, ) # docs -# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot +# https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # get gainers gainers = client.get_snapshot_direction("forex", "gainers") diff --git a/examples/rest/forex-snapshots_ticker.py b/examples/rest/forex-snapshots_ticker.py index 9dbfc0ff..f8cb5562 100644 --- a/examples/rest/forex-snapshots_ticker.py +++ b/examples/rest/forex-snapshots_ticker.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot +# https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ticker = client.get_snapshot_ticker("forex", "C:EURUSD") print(ticker) diff --git a/examples/rest/forex-technical_indicators_ema.py b/examples/rest/forex-technical_indicators_ema.py index ba67ee87..2521e36d 100644 --- a/examples/rest/forex-technical_indicators_ema.py +++ b/examples/rest/forex-technical_indicators_ema.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_indicators_ema__fxticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/forex/get_v1_indicators_ema__fxticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ema = client.get_ema( ticker="C:EURUSD", diff --git a/examples/rest/forex-technical_indicators_macd.py b/examples/rest/forex-technical_indicators_macd.py index ee32c4b1..8c07521c 100644 --- a/examples/rest/forex-technical_indicators_macd.py +++ b/examples/rest/forex-technical_indicators_macd.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_indicators_macd__fxticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/forex/get_v1_indicators_macd__fxticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used macd = client.get_macd( ticker="C:EURUSD", diff --git a/examples/rest/forex-technical_indicators_rsi.py b/examples/rest/forex-technical_indicators_rsi.py index a63185d4..5ec4d6f2 100644 --- a/examples/rest/forex-technical_indicators_rsi.py +++ b/examples/rest/forex-technical_indicators_rsi.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_indicators_rsi__fxticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/forex/get_v1_indicators_rsi__fxticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rsi = client.get_rsi( ticker="C:EURUSD", diff --git a/examples/rest/forex-technical_indicators_sma.py b/examples/rest/forex-technical_indicators_sma.py index cd4aab2f..51ede4d2 100644 --- a/examples/rest/forex-technical_indicators_sma.py +++ b/examples/rest/forex-technical_indicators_sma.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v1_indicators_sma__fxticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/forex/get_v1_indicators_sma__fxticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used sma = client.get_sma( ticker="C:EURUSD", diff --git a/examples/rest/forex-tickers.py b/examples/rest/forex-tickers.py index c1736721..10c49b6f 100644 --- a/examples/rest/forex-tickers.py +++ b/examples/rest/forex-tickers.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/forex/get_v3_reference_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# https://massive.com/docs/forex/get_v3_reference_tickers +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-tickers # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = [] for t in client.list_tickers(market="fx", limit=1000): diff --git a/examples/rest/indices-aggregates_bars.py b/examples/rest/indices-aggregates_bars.py index b2b561ad..ddb9f9cd 100644 --- a/examples/rest/indices-aggregates_bars.py +++ b/examples/rest/indices-aggregates_bars.py @@ -1,20 +1,20 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt -# to use the environment variable "POLYGON_API_KEY". +# to use the environment variable "MASSIVE_API_KEY". # -# setx POLYGON_API_KEY "" <- windows -# export POLYGON_API_KEY="" <- mac/linux +# setx MASSIVE_API_KEY "" <- windows +# export MASSIVE_API_KEY="" <- mac/linux # # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/indices-daily_open_close.py b/examples/rest/indices-daily_open_close.py index f84a51ab..85c0d405 100644 --- a/examples/rest/indices-daily_open_close.py +++ b/examples/rest/indices-daily_open_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_open-close__indicesticker___date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg +# https://massive.com/docs/indices/get_v1_open-close__indicesticker___date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # make request request = client.get_daily_open_close_agg( diff --git a/examples/rest/indices-market_holidays.py b/examples/rest/indices-market_holidays.py index 0bf112d4..49fe6fd2 100644 --- a/examples/rest/indices-market_holidays.py +++ b/examples/rest/indices-market_holidays.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( MarketHoliday, ) # docs -# https://polygon.io/docs/indices/get_v1_marketstatus_upcoming -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# https://massive.com/docs/indices/get_v1_marketstatus_upcoming +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used holidays = client.get_market_holidays() # print(holidays) diff --git a/examples/rest/indices-market_status.py b/examples/rest/indices-market_status.py index 6c74dee3..10296a94 100644 --- a/examples/rest/indices-market_status.py +++ b/examples/rest/indices-market_status.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_marketstatus_now -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# https://massive.com/docs/indices/get_v1_marketstatus_now +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-status # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used result = client.get_market_status() print(result) diff --git a/examples/rest/indices-previous_close.py b/examples/rest/indices-previous_close.py index 8774bd6e..18d7ceb5 100644 --- a/examples/rest/indices-previous_close.py +++ b/examples/rest/indices-previous_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v2_aggs_ticker__indicesticker__prev -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# https://massive.com/docs/indices/get_v2_aggs_ticker__indicesticker__prev +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = client.get_previous_close_agg( "I:SPX", diff --git a/examples/rest/indices-snapshots.py b/examples/rest/indices-snapshots.py index 407d2de1..5e85343f 100644 --- a/examples/rest/indices-snapshots.py +++ b/examples/rest/indices-snapshots.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v3_snapshot_indices -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/snapshot.py# +# https://massive.com/docs/indices/get_v3_snapshot_indices +# https://github.com/massive-com/client-python/blob/master/massive/rest/snapshot.py# # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = ["I:SPX", "I:DJI", "I:VIX"] snapshot = client.get_snapshot_indices(tickers) diff --git a/examples/rest/indices-technical_indicators_ema.py b/examples/rest/indices-technical_indicators_ema.py index bacf9e85..35bc82ce 100644 --- a/examples/rest/indices-technical_indicators_ema.py +++ b/examples/rest/indices-technical_indicators_ema.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_indicators_ema__indicesticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/indices/get_v1_indicators_ema__indicesticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ema = client.get_ema( ticker="I:SPX", diff --git a/examples/rest/indices-technical_indicators_macd.py b/examples/rest/indices-technical_indicators_macd.py index bb3950d1..c64524b7 100644 --- a/examples/rest/indices-technical_indicators_macd.py +++ b/examples/rest/indices-technical_indicators_macd.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_indicators_macd__indicesticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/indices/get_v1_indicators_macd__indicesticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used macd = client.get_macd( ticker="I:SPX", diff --git a/examples/rest/indices-technical_indicators_rsi.py b/examples/rest/indices-technical_indicators_rsi.py index ec5ca4d6..c8e3bce1 100644 --- a/examples/rest/indices-technical_indicators_rsi.py +++ b/examples/rest/indices-technical_indicators_rsi.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_indicators_rsi__indicesticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/indices/get_v1_indicators_rsi__indicesticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rsi = client.get_rsi( ticker="I:SPX", diff --git a/examples/rest/indices-technical_indicators_sma.py b/examples/rest/indices-technical_indicators_sma.py index 1dfa7b7f..709ec54b 100644 --- a/examples/rest/indices-technical_indicators_sma.py +++ b/examples/rest/indices-technical_indicators_sma.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v1_indicators_sma__indicesticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/indices/get_v1_indicators_sma__indicesticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used sma = client.get_sma( ticker="I:SPX", diff --git a/examples/rest/indices-ticker_types.py b/examples/rest/indices-ticker_types.py index ec3277e9..dfe62a1b 100644 --- a/examples/rest/indices-ticker_types.py +++ b/examples/rest/indices-ticker_types.py @@ -1,16 +1,16 @@ from typing import Optional, Union, List from urllib3 import HTTPResponse -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerTypes, ) # docs -# https://polygon.io/docs/indices/get_v3_reference_tickers_types -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types +# https://massive.com/docs/indices/get_v3_reference_tickers_types +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used types: Optional[Union[List[TickerTypes], HTTPResponse]] = None diff --git a/examples/rest/indices-tickers.py b/examples/rest/indices-tickers.py index a0786f19..0270a9be 100644 --- a/examples/rest/indices-tickers.py +++ b/examples/rest/indices-tickers.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/indices/get_v3_reference_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# https://massive.com/docs/indices/get_v3_reference_tickers +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-tickers # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = [] for t in client.list_tickers(market="indices", limit=1000): diff --git a/examples/rest/options-aggregates_bars.py b/examples/rest/options-aggregates_bars.py index 62e3297b..71c5343f 100644 --- a/examples/rest/options-aggregates_bars.py +++ b/examples/rest/options-aggregates_bars.py @@ -1,20 +1,20 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt -# to use the environment variable "POLYGON_API_KEY". +# to use the environment variable "MASSIVE_API_KEY". # -# setx POLYGON_API_KEY "" <- windows -# export POLYGON_API_KEY="" <- mac/linux +# setx MASSIVE_API_KEY "" <- windows +# export MASSIVE_API_KEY="" <- mac/linux # # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/options-conditions.py b/examples/rest/options-conditions.py index 3d72e3e7..30e40905 100644 --- a/examples/rest/options-conditions.py +++ b/examples/rest/options-conditions.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_reference_conditions -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions +# https://massive.com/docs/options/get_v3_reference_conditions +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-conditions # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used conditions = [] for c in client.list_conditions("options", limit=1000): diff --git a/examples/rest/options-contract.py b/examples/rest/options-contract.py index f87c161e..84093aa1 100644 --- a/examples/rest/options-contract.py +++ b/examples/rest/options-contract.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_reference_options_contracts__options_ticker -# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html +# https://massive.com/docs/options/get_v3_reference_options_contracts__options_ticker +# https://massive-api-client.readthedocs.io/en/latest/Contracts.html # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used contract = client.get_options_contract("O:EVRI240119C00002500") diff --git a/examples/rest/options-contracts.py b/examples/rest/options-contracts.py index 34d7327b..08995c10 100644 --- a/examples/rest/options-contracts.py +++ b/examples/rest/options-contracts.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_reference_options_contracts -# https://polygon-api-client.readthedocs.io/en/latest/Contracts.html#list-options-contracts +# https://massive.com/docs/options/get_v3_reference_options_contracts +# https://massive-api-client.readthedocs.io/en/latest/Contracts.html#list-options-contracts # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used contracts = [] for c in client.list_options_contracts("HCP"): diff --git a/examples/rest/options-daily_open_close.py b/examples/rest/options-daily_open_close.py index 54a700ce..7a756613 100644 --- a/examples/rest/options-daily_open_close.py +++ b/examples/rest/options-daily_open_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_open-close__optionsticker___date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg +# https://massive.com/docs/options/get_v1_open-close__optionsticker___date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # make request request = client.get_daily_open_close_agg( diff --git a/examples/rest/options-exchanges.py b/examples/rest/options-exchanges.py index 881eed3a..9678e19a 100644 --- a/examples/rest/options-exchanges.py +++ b/examples/rest/options-exchanges.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Exchange, ) # docs -# https://polygon.io/docs/options/get_v3_reference_exchanges -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges +# https://massive.com/docs/options/get_v3_reference_exchanges +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used exchanges = client.get_exchanges("options") print(exchanges) diff --git a/examples/rest/options-last_trade.py b/examples/rest/options-last_trade.py index bf3e7662..d24cc79d 100644 --- a/examples/rest/options-last_trade.py +++ b/examples/rest/options-last_trade.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v2_last_trade__optionsticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade +# https://massive.com/docs/options/get_v2_last_trade__optionsticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trade = client.get_last_trade( "O:TSLA210903C00700000", diff --git a/examples/rest/options-market_holidays.py b/examples/rest/options-market_holidays.py index d6b03ab2..134aff86 100644 --- a/examples/rest/options-market_holidays.py +++ b/examples/rest/options-market_holidays.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( MarketHoliday, ) # docs -# https://polygon.io/docs/options/get_v1_marketstatus_upcoming -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# https://massive.com/docs/options/get_v1_marketstatus_upcoming +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used holidays = client.get_market_holidays() # print(holidays) diff --git a/examples/rest/options-market_status.py b/examples/rest/options-market_status.py index fb8e5ccd..8a8e7bfc 100644 --- a/examples/rest/options-market_status.py +++ b/examples/rest/options-market_status.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_marketstatus_now -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# https://massive.com/docs/options/get_v1_marketstatus_now +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-status # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used result = client.get_market_status() print(result) diff --git a/examples/rest/options-previous_close.py b/examples/rest/options-previous_close.py index f7b9d06b..720dc9d0 100644 --- a/examples/rest/options-previous_close.py +++ b/examples/rest/options-previous_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v2_aggs_ticker__optionsticker__prev -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__prev +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = client.get_previous_close_agg( "O:SPY251219C00650000", diff --git a/examples/rest/options-quotes.py b/examples/rest/options-quotes.py index 71d2577a..1cdf9b8a 100644 --- a/examples/rest/options-quotes.py +++ b/examples/rest/options-quotes.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_quotes__optionsticker -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes +# https://massive.com/docs/options/get_v3_quotes__optionsticker +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used quotes = [] for t in client.list_quotes("O:SPY241220P00720000", limit=50000): diff --git a/examples/rest/options-snapshots_option_contract.py b/examples/rest/options-snapshots_option_contract.py index 280e3315..bffc9ff4 100644 --- a/examples/rest/options-snapshots_option_contract.py +++ b/examples/rest/options-snapshots_option_contract.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html +# https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used snapshot = client.get_snapshot_option("AAPL", "O:AAPL230616C00150000") diff --git a/examples/rest/options-snapshots_options_chain.py b/examples/rest/options-snapshots_options_chain.py index de890884..8b0c5f02 100644 --- a/examples/rest/options-snapshots_options_chain.py +++ b/examples/rest/options-snapshots_options_chain.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_snapshot_options__underlyingasset -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used options_chain = [] for o in client.list_snapshot_options_chain( diff --git a/examples/rest/options-technical_indicators_ema.py b/examples/rest/options-technical_indicators_ema.py index ff04ff76..82dd99d7 100644 --- a/examples/rest/options-technical_indicators_ema.py +++ b/examples/rest/options-technical_indicators_ema.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_indicators_ema__optionsticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/options/get_v1_indicators_ema__optionsticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ema = client.get_ema( ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close" diff --git a/examples/rest/options-technical_indicators_macd.py b/examples/rest/options-technical_indicators_macd.py index e7961c8f..a49f78a1 100644 --- a/examples/rest/options-technical_indicators_macd.py +++ b/examples/rest/options-technical_indicators_macd.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_indicators_macd__optionsticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/options/get_v1_indicators_macd__optionsticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used macd = client.get_macd( ticker="O:SPY241220P00720000", diff --git a/examples/rest/options-technical_indicators_rsi.py b/examples/rest/options-technical_indicators_rsi.py index 4bf9ebde..0a92caec 100644 --- a/examples/rest/options-technical_indicators_rsi.py +++ b/examples/rest/options-technical_indicators_rsi.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_indicators_rsi__optionsticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/options/get_v1_indicators_rsi__optionsticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rsi = client.get_rsi( ticker="O:SPY241220P00720000", timespan="day", window=14, series_type="close" diff --git a/examples/rest/options-technical_indicators_sma.py b/examples/rest/options-technical_indicators_sma.py index ce6f3d0c..a6f0870e 100644 --- a/examples/rest/options-technical_indicators_sma.py +++ b/examples/rest/options-technical_indicators_sma.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v1_indicators_sma__optionsticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/options/get_v1_indicators_sma__optionsticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used sma = client.get_sma( ticker="O:SPY241220P00720000", timespan="day", window=50, series_type="close" diff --git a/examples/rest/options-ticker_details.py b/examples/rest/options-ticker_details.py index 43d59156..fe742286 100644 --- a/examples/rest/options-ticker_details.py +++ b/examples/rest/options-ticker_details.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_reference_tickers__ticker -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details +# https://massive.com/docs/options/get_v3_reference_tickers__ticker +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used details = client.get_ticker_details("TSLA") print(details) diff --git a/examples/rest/options-ticker_news.py b/examples/rest/options-ticker_news.py index be9497d7..76b36c03 100644 --- a/examples/rest/options-ticker_news.py +++ b/examples/rest/options-ticker_news.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerNews, ) # docs -# https://polygon.io/docs/options/get_v2_reference_news -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news +# https://massive.com/docs/options/get_v2_reference_news +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used news = [] for n in client.list_ticker_news("AAPL", order="desc", limit=1000): diff --git a/examples/rest/options-tickers.py b/examples/rest/options-tickers.py index d77ef641..4a5e1104 100644 --- a/examples/rest/options-tickers.py +++ b/examples/rest/options-tickers.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_reference_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# https://massive.com/docs/options/get_v3_reference_tickers +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-tickers # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = [] for t in client.list_tickers(limit=1000): diff --git a/examples/rest/options-trades.py b/examples/rest/options-trades.py index 210362d5..8ff559ec 100644 --- a/examples/rest/options-trades.py +++ b/examples/rest/options-trades.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/options/get_v3_trades__optionsticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades +# https://massive.com/docs/options/get_v3_trades__optionsticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#massive.RESTClient.list_trades # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trades = [] for t in client.list_trades("O:TSLA210903C00700000", limit=50000): diff --git a/examples/rest/raw-get.py b/examples/rest/raw-get.py index 89800015..8eab428b 100644 --- a/examples/rest/raw-get.py +++ b/examples/rest/raw-get.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient from typing import cast from urllib3 import HTTPResponse @@ -16,7 +16,7 @@ ), ) print(aggs.geturl()) -# https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2022-04-01/2022-04-04 +# https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2022-04-01/2022-04-04 print(aggs.status) # 200 print(aggs.data) diff --git a/examples/rest/raw-list.py b/examples/rest/raw-list.py index 9dd0020e..05455a1f 100644 --- a/examples/rest/raw-list.py +++ b/examples/rest/raw-list.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient from typing import cast from urllib3 import HTTPResponse @@ -79,5 +79,5 @@ # ], # "status": "OK", # "request_id": "618bb99e7a632ed9f55454a541404b44", -# "next_url": "https://api.polygon.io/v3/trades/AAA?cursor=YXA9NSZhcz0mbGltaXQ9NSZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5ndGU9MjAyMi0wNC0yMFQwNCUzQTAwJTNBMDBaJnRpbWVzdGFtcC5sdGU9MjAyMi0wNC0yMFQyMCUzQTEwJTNBMDAuMDAzODY5OTUyWg" +# "next_url": "https://api.massive.com/v3/trades/AAA?cursor=YXA9NSZhcz0mbGltaXQ9NSZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5ndGU9MjAyMi0wNC0yMFQwNCUzQTAwJTNBMDBaJnRpbWVzdGFtcC5sdGU9MjAyMi0wNC0yMFQyMCUzQTEwJTNBMDAuMDAzODY5OTUyWg" # }' diff --git a/examples/rest/simple-get.py b/examples/rest/simple-get.py index 8a9586ad..377943cc 100644 --- a/examples/rest/simple-get.py +++ b/examples/rest/simple-get.py @@ -1,5 +1,5 @@ -from polygon import RESTClient -from polygon.rest import models +from massive import RESTClient +from massive.rest import models client = RESTClient() diff --git a/examples/rest/simple-list.py b/examples/rest/simple-list.py index dc93f315..c83d3a89 100644 --- a/examples/rest/simple-list.py +++ b/examples/rest/simple-list.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient client = RESTClient() diff --git a/examples/rest/stocks-aggregates_bars.py b/examples/rest/stocks-aggregates_bars.py index c553b00e..3f2d0e59 100644 --- a/examples/rest/stocks-aggregates_bars.py +++ b/examples/rest/stocks-aggregates_bars.py @@ -1,20 +1,20 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # API key injected below for easy use. If not provided, the script will attempt -# to use the environment variable "POLYGON_API_KEY". +# to use the environment variable "MASSIVE_API_KEY". # -# setx POLYGON_API_KEY "" <- windows -# export POLYGON_API_KEY="" <- mac/linux +# setx MASSIVE_API_KEY "" <- windows +# export MASSIVE_API_KEY="" <- mac/linux # # Note: To persist the environment variable you need to add the above command # to the shell startup script (e.g. .bashrc or .bash_profile. # # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/stocks-aggregates_bars_extra.py b/examples/rest/stocks-aggregates_bars_extra.py index 4fd76c37..feeb3218 100644 --- a/examples/rest/stocks-aggregates_bars_extra.py +++ b/examples/rest/stocks-aggregates_bars_extra.py @@ -1,13 +1,13 @@ # This code retrieves stock market data for a specific stock using the -# Polygon REST API and writes it to a CSV file. It uses the "polygon" +# Massive REST API and writes it to a CSV file. It uses the "massive" # library to communicate with the API and the "csv" library to write # the data to a CSV file. The script retrieves data for the stock "AAPL" # for the dates "2023-01-30" to "2023-02-03" in 1 hour intervals. The # resulting data includes the open, high, low, close, volume, vwap, # timestamp, transactions, and otc values for each hour. The output is # then printed to the console. -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Agg, ) import csv @@ -15,11 +15,11 @@ import io # docs -# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/stocks-aggregates_bars_highcharts.py b/examples/rest/stocks-aggregates_bars_highcharts.py index b2529972..4695ed9d 100644 --- a/examples/rest/stocks-aggregates_bars_highcharts.py +++ b/examples/rest/stocks-aggregates_bars_highcharts.py @@ -1,5 +1,5 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Agg, ) import datetime @@ -8,13 +8,13 @@ import traceback import json -# This program retrieves stock price data for the AAPL stock from the Polygon +# This program retrieves stock price data for the AAPL stock from the Massive # API using a REST client, and formats the data in a format expected by the # Highcharts JavaScript library. The program creates a web server that serves # an HTML page that includes a candlestick chart of the AAPL stock prices using # Highcharts. The chart displays data for the time range from January 1, 2019, # to February 16, 2023. The chart data is updated by retrieving the latest data -# from the Polygon API every time the HTML page is loaded or refreshed. The +# from the Massive API every time the HTML page is loaded or refreshed. The # server listens on port 8888 and exits gracefully when a KeyboardInterrupt is # received. # @@ -68,7 +68,7 @@ """ -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/rest/stocks-conditions.py b/examples/rest/stocks-conditions.py index 1be9b483..99740665 100644 --- a/examples/rest/stocks-conditions.py +++ b/examples/rest/stocks-conditions.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_conditions -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-conditions +# https://massive.com/docs/stocks/get_v3_reference_conditions +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-conditions # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used conditions = [] for c in client.list_conditions(limit=1000): diff --git a/examples/rest/stocks-daily_open_close.py b/examples/rest/stocks-daily_open_close.py index 65c96265..0e811597 100644 --- a/examples/rest/stocks-daily_open_close.py +++ b/examples/rest/stocks-daily_open_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_open-close__stocksticker___date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg +# https://massive.com/docs/stocks/get_v1_open-close__stocksticker___date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-daily-open-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # make request request = client.get_daily_open_close_agg( diff --git a/examples/rest/stocks-dividends.py b/examples/rest/stocks-dividends.py index 75cd795c..0c312195 100644 --- a/examples/rest/stocks-dividends.py +++ b/examples/rest/stocks-dividends.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_dividends -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-dividends +# https://massive.com/docs/stocks/get_v3_reference_dividends +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-dividends # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used dividends = [] for d in client.list_dividends("MSFT", limit=1000): diff --git a/examples/rest/stocks-exchanges.py b/examples/rest/stocks-exchanges.py index 20c9477a..a8208163 100644 --- a/examples/rest/stocks-exchanges.py +++ b/examples/rest/stocks-exchanges.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Exchange, ) # docs -# https://polygon.io/docs/stocks/get_v3_reference_exchanges -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges +# https://massive.com/docs/stocks/get_v3_reference_exchanges +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-exchanges # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used exchanges = client.get_exchanges() print(exchanges) diff --git a/examples/rest/stocks-grouped_daily_bars.py b/examples/rest/stocks-grouped_daily_bars.py index ea0ff1cd..e5e75722 100644 --- a/examples/rest/stocks-grouped_daily_bars.py +++ b/examples/rest/stocks-grouped_daily_bars.py @@ -1,12 +1,12 @@ -from polygon import RESTClient +from massive import RESTClient import pprint # docs -# https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs +# https://massive.com/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-grouped-daily-aggs # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used grouped = client.get_grouped_daily_aggs( "2023-02-16", diff --git a/examples/rest/stocks-ipos.py b/examples/rest/stocks-ipos.py index cc09f61b..abaf8b04 100644 --- a/examples/rest/stocks-ipos.py +++ b/examples/rest/stocks-ipos.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/rest/stocks/corporate-actions/ipos +# https://massive.com/docs/rest/stocks/corporate-actions/ipos # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ipos = [] for ipo in client.vx.list_ipos(ticker="RDDT"): diff --git a/examples/rest/stocks-last_quote.py b/examples/rest/stocks-last_quote.py index 15b83e55..78da1600 100644 --- a/examples/rest/stocks-last_quote.py +++ b/examples/rest/stocks-last_quote.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_last_nbbo__stocksticker -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote +# https://massive.com/docs/stocks/get_v2_last_nbbo__stocksticker +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#get-last-quote # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used quote = client.get_last_quote( "AAPL", diff --git a/examples/rest/stocks-last_trade.py b/examples/rest/stocks-last_trade.py index 42278ba0..77f19451 100644 --- a/examples/rest/stocks-last_trade.py +++ b/examples/rest/stocks-last_trade.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_last_trade__stocksticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade +# https://massive.com/docs/stocks/get_v2_last_trade__stocksticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#get-last-trade # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trade = client.get_last_trade( "AAPL", diff --git a/examples/rest/stocks-market_holidays.py b/examples/rest/stocks-market_holidays.py index 054bfa87..8e55248d 100644 --- a/examples/rest/stocks-market_holidays.py +++ b/examples/rest/stocks-market_holidays.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( MarketHoliday, ) # docs -# https://polygon.io/docs/stocks/get_v1_marketstatus_upcoming -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays +# https://massive.com/docs/stocks/get_v1_marketstatus_upcoming +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-holidays # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used holidays = client.get_market_holidays() # print(holidays) diff --git a/examples/rest/stocks-market_status.py b/examples/rest/stocks-market_status.py index bd4362b3..dc143f57 100644 --- a/examples/rest/stocks-market_status.py +++ b/examples/rest/stocks-market_status.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_marketstatus_now -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-market-status +# https://massive.com/docs/stocks/get_v1_marketstatus_now +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-market-status # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used result = client.get_market_status() print(result) diff --git a/examples/rest/stocks-previous_close.py b/examples/rest/stocks-previous_close.py index 9785ab2e..a1d0fab0 100644 --- a/examples/rest/stocks-previous_close.py +++ b/examples/rest/stocks-previous_close.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__prev -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg +# https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__prev +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#get-previous-close-agg # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = client.get_previous_close_agg( "AAPL", diff --git a/examples/rest/stocks-quotes.py b/examples/rest/stocks-quotes.py index 4d615dab..80f61c2b 100644 --- a/examples/rest/stocks-quotes.py +++ b/examples/rest/stocks-quotes.py @@ -1,8 +1,8 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_quotes__stockticker -# https://polygon-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes +# https://massive.com/docs/stocks/get_v3_quotes__stockticker +# https://massive-api-client.readthedocs.io/en/latest/Quotes.html#list-quotes # NBBO (National Best Bid and Offer) is a term used in the financial industry # to describe the best bid and offer prices for a particular stock or security @@ -13,7 +13,7 @@ # investment decisions and execute trades at the best available price. # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used quotes = [] for t in client.list_quotes("IBIO", "2023-02-01", limit=50000): diff --git a/examples/rest/stocks-related_companies.py b/examples/rest/stocks-related_companies.py index 84b3a405..f0dc6fea 100644 --- a/examples/rest/stocks-related_companies.py +++ b/examples/rest/stocks-related_companies.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_related-companies__ticker +# https://massive.com/docs/stocks/get_v1_related-companies__ticker # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used related_companies = client.get_related_companies("AAPL") print(related_companies) diff --git a/examples/rest/stocks-short_interest.py b/examples/rest/stocks-short_interest.py index 6a9f7ea1..075f079c 100644 --- a/examples/rest/stocks-short_interest.py +++ b/examples/rest/stocks-short_interest.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/rest/stocks/fundamentals/short-interest +# https://massive.com/docs/rest/stocks/fundamentals/short-interest # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used items = [] for item in client.list_short_interest(ticker="RDDT"): diff --git a/examples/rest/stocks-short_volume.py b/examples/rest/stocks-short_volume.py index c127867a..31aa03ae 100644 --- a/examples/rest/stocks-short_volume.py +++ b/examples/rest/stocks-short_volume.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/rest/stocks/fundamentals/short-volume +# https://massive.com/docs/rest/stocks/fundamentals/short-volume # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used items = [] for item in client.list_short_volume(ticker="RDDT"): diff --git a/examples/rest/stocks-snapshots_all.py b/examples/rest/stocks-snapshots_all.py index d1682983..f351f918 100644 --- a/examples/rest/stocks-snapshots_all.py +++ b/examples/rest/stocks-snapshots_all.py @@ -1,15 +1,15 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, Agg, ) # docs -# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots +# https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-all-snapshots # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # tickers we are interested in tickers = ["TSLA", "AAPL", "MSFT", "META"] diff --git a/examples/rest/stocks-snapshots_gainers_losers.py b/examples/rest/stocks-snapshots_gainers_losers.py index d0a0e365..80fadc14 100644 --- a/examples/rest/stocks-snapshots_gainers_losers.py +++ b/examples/rest/stocks-snapshots_gainers_losers.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerSnapshot, ) # docs -# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot +# https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-gainers-losers-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # get gainers gainers = client.get_snapshot_direction("stocks", "gainers") diff --git a/examples/rest/stocks-snapshots_ticker.py b/examples/rest/stocks-snapshots_ticker.py index 2b264338..f12107ec 100644 --- a/examples/rest/stocks-snapshots_ticker.py +++ b/examples/rest/stocks-snapshots_ticker.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot +# https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html#get-ticker-snapshot # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ticker = client.get_snapshot_ticker("stocks", "AAPL") print(ticker) diff --git a/examples/rest/stocks-stock_financials.py b/examples/rest/stocks-stock_financials.py index a75087e7..2eb0c957 100644 --- a/examples/rest/stocks-stock_financials.py +++ b/examples/rest/stocks-stock_financials.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_vx_reference_financials -# https://polygon-api-client.readthedocs.io/en/latest/vX.html#list-stock-financials +# https://massive.com/docs/stocks/get_vx_reference_financials +# https://massive-api-client.readthedocs.io/en/latest/vX.html#list-stock-financials # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used financials = [] for f in client.vx.list_stock_financials("AAPL", filing_date="2024-11-01"): diff --git a/examples/rest/stocks-stock_splits.py b/examples/rest/stocks-stock_splits.py index 55980973..4a43cad2 100644 --- a/examples/rest/stocks-stock_splits.py +++ b/examples/rest/stocks-stock_splits.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_splits -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-splits +# https://massive.com/docs/stocks/get_v3_reference_splits +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-splits # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used splits = [] for s in client.list_splits("TSLA", limit=1000): diff --git a/examples/rest/stocks-technical_indicators_ema.py b/examples/rest/stocks-technical_indicators_ema.py index 20092d7e..b71abe46 100644 --- a/examples/rest/stocks-technical_indicators_ema.py +++ b/examples/rest/stocks-technical_indicators_ema.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_indicators_ema__stockticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/stocks/get_v1_indicators_ema__stockticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used ema = client.get_ema( ticker="AAPL", diff --git a/examples/rest/stocks-technical_indicators_macd.py b/examples/rest/stocks-technical_indicators_macd.py index 187e8ae6..4b9bd323 100644 --- a/examples/rest/stocks-technical_indicators_macd.py +++ b/examples/rest/stocks-technical_indicators_macd.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/stocks/get_v1_indicators_macd__stockticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used macd = client.get_macd( ticker="AAPL", diff --git a/examples/rest/stocks-technical_indicators_rsi.py b/examples/rest/stocks-technical_indicators_rsi.py index a69d6ae3..20ac8758 100644 --- a/examples/rest/stocks-technical_indicators_rsi.py +++ b/examples/rest/stocks-technical_indicators_rsi.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_indicators_rsi__stockticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/stocks/get_v1_indicators_rsi__stockticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used rsi = client.get_rsi( ticker="AAPL", diff --git a/examples/rest/stocks-technical_indicators_sma.py b/examples/rest/stocks-technical_indicators_sma.py index 41a9c7c4..a08fec13 100644 --- a/examples/rest/stocks-technical_indicators_sma.py +++ b/examples/rest/stocks-technical_indicators_sma.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/indicators.py +# https://massive.com/docs/stocks/get_v1_indicators_sma__stockticker +# https://github.com/massive-com/client-python/blob/master/massive/rest/indicators.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used sma = client.get_sma( ticker="AAPL", diff --git a/examples/rest/stocks-ticker_details.py b/examples/rest/stocks-ticker_details.py index 5f81b4bc..ac3b6b1e 100644 --- a/examples/rest/stocks-ticker_details.py +++ b/examples/rest/stocks-ticker_details.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_tickers__ticker -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details +# https://massive.com/docs/stocks/get_v3_reference_tickers__ticker +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-details # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used details = client.get_ticker_details("AAPL") print(details) diff --git a/examples/rest/stocks-ticker_events.py b/examples/rest/stocks-ticker_events.py index 09b13432..b8337f43 100644 --- a/examples/rest/stocks-ticker_events.py +++ b/examples/rest/stocks-ticker_events.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_vx_reference_tickers__id__events -# https://github.com/polygon-io/client-python/blob/master/polygon/rest/reference.py +# https://massive.com/docs/stocks/get_vx_reference_tickers__id__events +# https://github.com/massive-com/client-python/blob/master/massive/rest/reference.py # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used events = client.get_ticker_events("META") print(events) diff --git a/examples/rest/stocks-ticker_news.py b/examples/rest/stocks-ticker_news.py index fa834891..cea11857 100644 --- a/examples/rest/stocks-ticker_news.py +++ b/examples/rest/stocks-ticker_news.py @@ -1,14 +1,14 @@ -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( TickerNews, ) # docs -# https://polygon.io/docs/stocks/get_v2_reference_news -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news +# https://massive.com/docs/stocks/get_v2_reference_news +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-ticker-news # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used news = [] for n in client.list_ticker_news("BBBY", order="desc", limit=1000): diff --git a/examples/rest/stocks-ticker_types.py b/examples/rest/stocks-ticker_types.py index fa09338d..7748868c 100644 --- a/examples/rest/stocks-ticker_types.py +++ b/examples/rest/stocks-ticker_types.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_tickers_types -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types +# https://massive.com/docs/stocks/get_v3_reference_tickers_types +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#get-ticker-types # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used types = client.get_ticker_types() print(types) diff --git a/examples/rest/stocks-tickers.py b/examples/rest/stocks-tickers.py index 7fc09230..c441fab2 100644 --- a/examples/rest/stocks-tickers.py +++ b/examples/rest/stocks-tickers.py @@ -1,11 +1,11 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_reference_tickers -# https://polygon-api-client.readthedocs.io/en/latest/Reference.html#list-tickers +# https://massive.com/docs/stocks/get_v3_reference_tickers +# https://massive-api-client.readthedocs.io/en/latest/Reference.html#list-tickers # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used tickers = [] for t in client.list_tickers(market="stocks", type="CS", active=True, limit=1000): diff --git a/examples/rest/stocks-trades.py b/examples/rest/stocks-trades.py index 8f2f147b..9d1de07c 100644 --- a/examples/rest/stocks-trades.py +++ b/examples/rest/stocks-trades.py @@ -1,8 +1,8 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v3_trades__stockticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades +# https://massive.com/docs/stocks/get_v3_trades__stockticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#massive.RESTClient.list_trades # Trade data refers to the tick records of individual transactions that have # taken place in a financial market, such as the price, size, and time of @@ -11,7 +11,7 @@ # market behavior and inform their investment decisions. # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used trades = [] for t in client.list_trades("IBIO", "2023-02-01", limit=50000): diff --git a/examples/rest/stocks-trades_extra.py b/examples/rest/stocks-trades_extra.py index 1fcf566d..0aa27142 100644 --- a/examples/rest/stocks-trades_extra.py +++ b/examples/rest/stocks-trades_extra.py @@ -1,15 +1,15 @@ # This code retrieves trade records and counts the amount of money that changes hands. -from polygon import RESTClient -from polygon.rest.models import ( +from massive import RESTClient +from massive.rest.models import ( Trade, ) # docs -# https://polygon.io/docs/stocks/get_v3_trades__stockticker -# https://polygon-api-client.readthedocs.io/en/latest/Trades.html#polygon.RESTClient.list_trades +# https://massive.com/docs/stocks/get_v3_trades__stockticker +# https://massive-api-client.readthedocs.io/en/latest/Trades.html#massive.RESTClient.list_trades # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used # used to track money across trades money = float(0) diff --git a/examples/rest/universal-snapshot.py b/examples/rest/universal-snapshot.py index 1ab5e804..ba37c62d 100644 --- a/examples/rest/universal-snapshot.py +++ b/examples/rest/universal-snapshot.py @@ -1,14 +1,14 @@ from typing import cast, Iterator, Union from urllib3 import HTTPResponse -from polygon import RESTClient -from polygon.rest.models import UniversalSnapshot, SnapshotMarketType +from massive import RESTClient +from massive.rest.models import UniversalSnapshot, SnapshotMarketType # docs -# https://polygon.io/docs/stocks/get_v3_snapshot -# https://polygon-api-client.readthedocs.io/en/latest/Snapshot.html +# https://massive.com/docs/stocks/get_v3_snapshot +# https://massive-api-client.readthedocs.io/en/latest/Snapshot.html # client = RESTClient("XXXXXX") # hardcoded api_key is used -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used def print_snapshots(iterator: Union[Iterator[UniversalSnapshot], HTTPResponse]): diff --git a/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py index d60a257c..c19975f1 100644 --- a/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py +++ b/examples/tools/async_websocket_rest_handler/async_websocket_rest_handler.py @@ -4,15 +4,15 @@ import re from concurrent.futures import ThreadPoolExecutor from typing import Optional, Union -from polygon import RESTClient, WebSocketClient -from polygon.websocket.models import Market, Feed +from massive import RESTClient, WebSocketClient +from massive.websocket.models import Market, Feed class ApiCallHandler: def __init__(self): self.api_call_queue = asyncio.Queue() self.executor = ThreadPoolExecutor() # Thread pool for running synchronous code - self.client = RESTClient() # Assumes POLYGON_API_KEY is set in the environment + self.client = RESTClient() # Assumes MASSIVE_API_KEY is set in the environment async def enqueue_api_call(self, options_ticker): await self.api_call_queue.put(options_ticker) @@ -75,8 +75,8 @@ def extract_symbol(self, input_string): class MyClient: def __init__(self, feed, market, subscriptions): - api_key = os.getenv("POLYGON_API_KEY") - self.polygon_websocket_client = WebSocketClient( + api_key = os.getenv("MASSIVE_API_KEY") + self.massive_websocket_client = WebSocketClient( api_key=api_key, feed=feed, market=market, @@ -89,7 +89,7 @@ def __init__(self, feed, market, subscriptions): async def start_event_stream(self): try: await asyncio.gather( - self.polygon_websocket_client.connect(self.message_handler.add), + self.massive_websocket_client.connect(self.message_handler.add), self.message_handler.start_handling(), self.api_call_handler.start_processing_api_calls(), ) diff --git a/examples/tools/async_websocket_rest_handler/readme.md b/examples/tools/async_websocket_rest_handler/readme.md index a4482ff3..f68f535f 100644 --- a/examples/tools/async_websocket_rest_handler/readme.md +++ b/examples/tools/async_websocket_rest_handler/readme.md @@ -2,12 +2,12 @@ This script demonstrates a non-blocking pattern for handling WebSocket streams and REST API calls in Python using asyncio. It focuses on efficient, concurrent processing of real-time financial data and asynchronous fetching of additional information, ensuring that real-time data streams are managed without delays or blockages. The tutorial provides both theoretical insights and a practical, adaptable example, ideal for applications in financial data processing and similar real-time data handling scenarios. -Please see the [tutorial](https://polygon.io/blog/pattern-for-non-blocking-websocket-and-rest-calls-in-python) for more details. +Please see the [tutorial](https://massive.com/blog/pattern-for-non-blocking-websocket-and-rest-calls-in-python) for more details. ### Prerequisites - Python 3.x -- Polygon.io account and Options API key +- Massive.com account and Options API key ### Running the Example diff --git a/examples/tools/docker/Dockerfile b/examples/tools/docker/Dockerfile index 253c1fc1..b79a7af1 100644 --- a/examples/tools/docker/Dockerfile +++ b/examples/tools/docker/Dockerfile @@ -8,12 +8,12 @@ WORKDIR /usr/src/app COPY . . # Install any needed packages specified in requirements.txt -RUN pip install --no-cache-dir polygon-api-client +RUN pip install --no-cache-dir massive -# Set the environment variable for the Polygon API key +# Set the environment variable for the Massive API key # Note: Replace "" with your actual API key or use Docker's --env flag when running the container to set it dynamically # Warning: Not recommended for production or shared environments -ENV POLYGON_API_KEY= +ENV MASSIVE_API_KEY= # Run the script when the container launches CMD ["python", "./app.py"] diff --git a/examples/tools/docker/app.py b/examples/tools/docker/app.py index 8e5c0223..321bb4b9 100644 --- a/examples/tools/docker/app.py +++ b/examples/tools/docker/app.py @@ -1,10 +1,10 @@ -from polygon import RESTClient +from massive import RESTClient # docs -# https://polygon.io/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -# https://polygon-api-client.readthedocs.io/en/latest/Aggs.html#polygon.RESTClient.list_aggs +# https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to +# https://massive-api-client.readthedocs.io/en/latest/Aggs.html#massive.RESTClient.list_aggs -client = RESTClient() # POLYGON_API_KEY environment variable is used +client = RESTClient() # MASSIVE_API_KEY environment variable is used aggs = [] for a in client.list_aggs( diff --git a/examples/tools/docker/readme.md b/examples/tools/docker/readme.md index 776fd70c..ff3f24e4 100644 --- a/examples/tools/docker/readme.md +++ b/examples/tools/docker/readme.md @@ -1,16 +1,16 @@ -# Dockerized Python Application with Polygon API Client +# Dockerized Python Application with Massive API Client -This Docker setup provides a ready-to-use environment for running Python scripts that utilize the `polygon-api-client` for financial data processing. It encapsulates the Python environment and the `polygon-api-client` library in a Docker container, making it easy to deploy and run the application consistently across any system with Docker installed. This approach is particularly useful for developers looking to integrate Polygon's financial data APIs into their applications without worrying about environment inconsistencies. +This Docker setup provides a ready-to-use environment for running Python scripts that utilize the `massive-api-client` for financial data processing. It encapsulates the Python environment and the `massive-api-client` library in a Docker container, making it easy to deploy and run the application consistently across any system with Docker installed. This approach is particularly useful for developers looking to integrate Massive's financial data APIs into their applications without worrying about environment inconsistencies. ### Prerequisites - [Docker](https://www.docker.com/) installed on your machine -- [Polygon.io](https://polygon.io/) account and API key +- [Massive.com](https://massive.com/) account and API key ### Setup and Configuration 1. Clone the repository or download the Dockerfile and your Python script into a directory. -2. Use Docker's `--env` flag when running the container to set the `POLYGON_API_KEY` environment variable dynamically, or replace `` in the Dockerfile with your Polygon API key (not recommended for production or shared environments). +2. Use Docker's `--env` flag when running the container to set the `MASSIVE_API_KEY` environment variable dynamically, or replace `` in the Dockerfile with your Massive API key (not recommended for production or shared environments). 3. Ensure your Python script (e.g., `app.py`) is in the same directory as the Dockerfile. ### Building the Docker Image @@ -20,22 +20,22 @@ Any modifications to the Python script will require rebuilding the Docker image Navigate to the directory containing your Dockerfile and execute the following command to build your Docker image: ``` -docker build -t polygon-client-app . +docker build -t massive-client-app . ``` -This command creates a Docker image named `polygon-client-app` based on the instructions in your Dockerfile. +This command creates a Docker image named `massive-client-app` based on the instructions in your Dockerfile. ### Running the Docker Container Run your Docker container using the following command: ``` -docker run --env POLYGON_API_KEY="" polygon-client-app +docker run --env MASSIVE_API_KEY="" massive-client-app ``` -Replace `` with your actual Polygon API key. This command starts a Docker container based on the `polygon-client-app` image, sets the `POLYGON_API_KEY` environment variable to your provided API key, and runs your Python script inside the container. +Replace `` with your actual Massive API key. This command starts a Docker container based on the `massive-client-app` image, sets the `MASSIVE_API_KEY` environment variable to your provided API key, and runs your Python script inside the container. ### Additional Notes - The Docker setup provided here is a very basic example. Depending on your specific requirements, you might need to customize the Dockerfile, such as adding volume mounts for persistent data or exposing ports for network communication. -- For more details on using the Polygon API and the `polygon-api-client` library, please refer to the [Polygon documentation](https://polygon.io/docs), the [polygon-io/client-python](https://github.com/polygon-io/client-python) repo, or the [polygon-api-client documentation](https://polygon-api-client.readthedocs.io/en/latest/). \ No newline at end of file +- For more details on using the Massive API and the `massive-api-client` library, please refer to the [Massive documentation](https://massive.com/docs), the [massive-com/client-python](https://github.com/massive-com/client-python) repo, or the [massive-api-client documentation](https://massive-api-client.readthedocs.io/en/latest/). \ No newline at end of file diff --git a/examples/tools/flatfiles-stock-trades/exchange-heatmap.py b/examples/tools/flatfiles-stock-trades/exchange-heatmap.py index 060b6350..0ea4ce4f 100644 --- a/examples/tools/flatfiles-stock-trades/exchange-heatmap.py +++ b/examples/tools/flatfiles-stock-trades/exchange-heatmap.py @@ -1,7 +1,7 @@ # We can use a Python script that aggregates trades by exchange into 30-minute # chunks, setting the stage for a visual analysis. This approach will highlight # trade flows, including opening hours and peak activity times, across the -# exchanges. Please see https://polygon.io/blog/insights-from-trade-level-data +# exchanges. Please see https://massive.com/blog/insights-from-trade-level-data # import pandas as pd # type: ignore import seaborn as sns # type: ignore diff --git a/examples/tools/flatfiles-stock-trades/exchanges-seen.py b/examples/tools/flatfiles-stock-trades/exchanges-seen.py index 70fb5081..fcb42572 100644 --- a/examples/tools/flatfiles-stock-trades/exchanges-seen.py +++ b/examples/tools/flatfiles-stock-trades/exchanges-seen.py @@ -1,7 +1,7 @@ # Here's a Python script for analyzing the dataset, that identifies the # distribution of trades across different exchanges and calculates their # respective percentages of the total trades. Please see -# https://polygon.io/blog/insights-from-trade-level-data +# https://massive.com/blog/insights-from-trade-level-data # import pandas as pd # type: ignore diff --git a/examples/tools/flatfiles-stock-trades/readme.md b/examples/tools/flatfiles-stock-trades/readme.md index c794b3ba..5465e29f 100644 --- a/examples/tools/flatfiles-stock-trades/readme.md +++ b/examples/tools/flatfiles-stock-trades/readme.md @@ -1,8 +1,8 @@ -# Polygon.io Flat Files Stock Trades Analysis Scripts +# Massive.com Flat Files Stock Trades Analysis Scripts -This repository contains Python scripts for analyzing stock market trading data using Flat Files from Polygon.io. These scripts demonstrate various ways to dissect and visualize trade data for comprehensive market analysis. +This repository contains Python scripts for analyzing stock market trading data using Flat Files from Massive.com. These scripts demonstrate various ways to dissect and visualize trade data for comprehensive market analysis. -Please see the tutorial: [Deep Dive into Trade-Level Data with Flat Files](https://polygon.io/blog/insights-from-trade-level-data) +Please see the tutorial: [Deep Dive into Trade-Level Data with Flat Files](https://massive.com/blog/insights-from-trade-level-data) ## Scripts Overview @@ -58,7 +58,7 @@ Creates a histogram that aggregates trades into 30-minute intervals throughout t ## Download the Data -First, let's download an actual file and explore the data and see what we can learn. We start by downloading the trades for 2024-04-05 via the [File Browser](https://polygon.io/flat-files/stocks-trades/2024/04). The `us_stocks_sip/trades_v1/2024/04/2024-04-05.csv.gz` file is about 1.35GB and is in a compressed gzip format. +First, let's download an actual file and explore the data and see what we can learn. We start by downloading the trades for 2024-04-05 via the [File Browser](https://massive.com/flat-files/stocks-trades/2024/04). The `us_stocks_sip/trades_v1/2024/04/2024-04-05.csv.gz` file is about 1.35GB and is in a compressed gzip format. ``` gunzip 2024-04-05.csv.gz diff --git a/examples/tools/flatfiles-stock-trades/top-10-tickers.py b/examples/tools/flatfiles-stock-trades/top-10-tickers.py index ec046e0b..35d59a4e 100644 --- a/examples/tools/flatfiles-stock-trades/top-10-tickers.py +++ b/examples/tools/flatfiles-stock-trades/top-10-tickers.py @@ -1,6 +1,6 @@ # Here's a Python script for analyzing the dataset, that identifies the top 10 # most traded stocks and calculates their respective percentages of the total -# trades. Please see https://polygon.io/blog/insights-from-trade-level-data +# trades. Please see https://massive.com/blog/insights-from-trade-level-data # import pandas as pd # type: ignore diff --git a/examples/tools/flatfiles-stock-trades/trades-histogram.py b/examples/tools/flatfiles-stock-trades/trades-histogram.py index 6651978d..3e89cdfc 100644 --- a/examples/tools/flatfiles-stock-trades/trades-histogram.py +++ b/examples/tools/flatfiles-stock-trades/trades-histogram.py @@ -2,7 +2,7 @@ # aggregating trades into 30-minute intervals, providing a clear view of when # trading activity concentrates during the day. This analysis aims to highlight # the distribution of trading volume across the day, from pre-market to after- -# hours. Please see https://polygon.io/blog/insights-from-trade-level-data +# hours. Please see https://massive.com/blog/insights-from-trade-level-data # import pandas as pd # type: ignore import matplotlib.pyplot as plt # type: ignore diff --git a/examples/tools/hunting-anomalies/README.md b/examples/tools/hunting-anomalies/README.md index 4b36f1b5..874ad568 100644 --- a/examples/tools/hunting-anomalies/README.md +++ b/examples/tools/hunting-anomalies/README.md @@ -1,12 +1,12 @@ # Hunting Anomalies in the Stock Market -This repository contains all the necessary scripts and data directories used in the [Hunting Anomalies in the Stock Market](https://polygon.io/blog/hunting-anomalies-in-stock-market/) tutorial, hosted on Polygon.io's blog. The tutorial demonstrates how to detect statistical anomalies in historical US stock market data through a comprehensive workflow that involves downloading data, building a lookup table, querying for anomalies, and visualizing them through a web interface. +This repository contains all the necessary scripts and data directories used in the [Hunting Anomalies in the Stock Market](https://massive.com/blog/hunting-anomalies-in-stock-market/) tutorial, hosted on Massive.com's blog. The tutorial demonstrates how to detect statistical anomalies in historical US stock market data through a comprehensive workflow that involves downloading data, building a lookup table, querying for anomalies, and visualizing them through a web interface. ### Prerequisites - Python 3.8+ -- Access to Polygon.io's historical data via Flat Files -- An active Polygon.io API key, obtainable by signing up for a Stocks paid plan +- Access to Massive.com's historical data via Flat Files +- An active Massive.com API key, obtainable by signing up for a Stocks paid plan ### Repository Contents @@ -18,16 +18,16 @@ This repository contains all the necessary scripts and data directories used in ### Running the Tutorial -1. **Ensure Python 3.8+ is installed:** Check your Python version and ensure all required libraries (polygon-api-client, pandas, pickle, and argparse) are installed. +1. **Ensure Python 3.8+ is installed:** Check your Python version and ensure all required libraries (massive-api-client, pandas, pickle, and argparse) are installed. -2. **Set up your API key:** Make sure you have an active paid Polygon.io Stock subscription for accessing Flat Files. Set up your API key in your environment or directly in the scripts where required. +2. **Set up your API key:** Make sure you have an active paid Massive.com Stock subscription for accessing Flat Files. Set up your API key in your environment or directly in the scripts where required. 3. **Download Historical Data:** Use the MinIO client to download historical stock market data. Adjust the commands and paths based on the data you are interested in. ```bash - mc alias set s3polygon https://files.polygon.io YOUR_ACCESS_KEY YOUR_SECRET_KEY - mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/08/ ./aggregates_day/ - mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/09/ ./aggregates_day/ - mc cp --recursive s3polygon/flatfiles/us_stocks_sip/day_aggs_v1/2024/10/ ./aggregates_day/ + mc alias set s3massive https://files.massive.com YOUR_ACCESS_KEY YOUR_SECRET_KEY + mc cp --recursive s3massive/flatfiles/us_stocks_sip/day_aggs_v1/2024/08/ ./aggregates_day/ + mc cp --recursive s3massive/flatfiles/us_stocks_sip/day_aggs_v1/2024/09/ ./aggregates_day/ + mc cp --recursive s3massive/flatfiles/us_stocks_sip/day_aggs_v1/2024/10/ ./aggregates_day/ gunzip ./aggregates_day/*.gz ``` @@ -46,4 +46,4 @@ This repository contains all the necessary scripts and data directories used in python gui-lookup-table.py ``` -For a complete step-by-step guide on each phase of the anomaly detection process, including additional configurations and troubleshooting, refer to the detailed [tutorial on our blog](https://polygon.io/blog/hunting-anomalies-in-stock-market/). +For a complete step-by-step guide on each phase of the anomaly detection process, including additional configurations and troubleshooting, refer to the detailed [tutorial on our blog](https://massive.com/blog/hunting-anomalies-in-stock-market/). diff --git a/examples/tools/hunting-anomalies/gui-lookup-table.py b/examples/tools/hunting-anomalies/gui-lookup-table.py index df58746c..8d8e49c2 100644 --- a/examples/tools/hunting-anomalies/gui-lookup-table.py +++ b/examples/tools/hunting-anomalies/gui-lookup-table.py @@ -2,8 +2,8 @@ import pickle import json from datetime import datetime -from polygon import RESTClient -from polygon.rest.models import Agg +from massive import RESTClient +from massive.rest.models import Agg import http.server import socketserver import traceback @@ -166,7 +166,7 @@ def do_GET(self): # Fetch minute aggregates for the ticker and date client = RESTClient( trace=True - ) # POLYGON_API_KEY environment variable is used + ) # MASSIVE_API_KEY environment variable is used try: aggs = [] date_from = date diff --git a/examples/tools/related-companies/readme.md b/examples/tools/related-companies/readme.md index 9f107550..75327a35 100644 --- a/examples/tools/related-companies/readme.md +++ b/examples/tools/related-companies/readme.md @@ -1,16 +1,16 @@ # See Connections with the Related Companies API -This repository contains the Python script and HTML file used in our tutorial to demonstrate how to identify and visualize relationships between companies using Polygon.io's Related Companies API. The tutorial showcases how to fetch related company data and create a dynamic network graph using Python and vis.js, providing insights into the interconnected corporate landscape. +This repository contains the Python script and HTML file used in our tutorial to demonstrate how to identify and visualize relationships between companies using Massive.com's Related Companies API. The tutorial showcases how to fetch related company data and create a dynamic network graph using Python and vis.js, providing insights into the interconnected corporate landscape. ![Related Companies](./related-companies.png) -Please see the [tutorial](https://polygon.io/blog/related-companies-api) for more details. +Please see the [tutorial](https://massive.com/blog/related-companies-api) for more details. ### Prerequisites - Python 3.8+ -- Have Polygon.io's [python client](https://github.com/polygon-io/client-python) installed -- An active Polygon.io account with an API key +- Have Massive.com's [python client](https://github.com/massive-com/client-python) installed +- An active Massive.com account with an API key ### Repository Contents @@ -33,4 +33,4 @@ To visualize the relationships: 2. Open `index.html` in your web browser. 3. The web page should display the network graph. -For a complete step-by-step guide on setting up and exploring the capabilities of the Related Companies API, refer to our detailed [tutorial](https://polygon.io/blog/related-companies-api). \ No newline at end of file +For a complete step-by-step guide on setting up and exploring the capabilities of the Related Companies API, refer to our detailed [tutorial](https://massive.com/blog/related-companies-api). \ No newline at end of file diff --git a/examples/tools/related-companies/related-companies-demo.py b/examples/tools/related-companies/related-companies-demo.py index 221d5f0f..774bb353 100644 --- a/examples/tools/related-companies/related-companies-demo.py +++ b/examples/tools/related-companies/related-companies-demo.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient import json diff --git a/examples/tools/treemap/polygon_sic_code_data_gatherer.py b/examples/tools/treemap/polygon_sic_code_data_gatherer.py index bb1a2611..04307e3c 100644 --- a/examples/tools/treemap/polygon_sic_code_data_gatherer.py +++ b/examples/tools/treemap/polygon_sic_code_data_gatherer.py @@ -1,11 +1,11 @@ import json import concurrent.futures -from polygon import RESTClient +from massive import RESTClient -# Initialize Polygon API client +# Initialize Massive API client client = RESTClient( trace=True -) # Assuming you have POLYGON_API_KEY environment variable set up +) # Assuming you have MASSIVE_API_KEY environment variable set up # Initialize the data structure to hold SIC code groups sic_code_groups = {} diff --git a/examples/tools/treemap/readme.md b/examples/tools/treemap/readme.md index f0512051..8c55ec3f 100644 --- a/examples/tools/treemap/readme.md +++ b/examples/tools/treemap/readme.md @@ -1,47 +1,47 @@ -# Mapping Market Movements with Polygon.io and D3.js Treemap +# Mapping Market Movements with Massive.com and D3.js Treemap -This repository offers a tutorial on how to create a Treemap visualization of the current stock market conditions. Using D3.js Treemap, Polygon.io's [Snapshot API](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers), and the [python-client library](https://github.com/polygon-io/client-python), we'll guide you through building an interactive visualization. The Snapshot API allows us to fetch the most recent market data for all US-traded stocks, transforming them into color-coded nested rectangles within the Treemap. This presents an insightful and interactive snapshot of the market's current status. +This repository offers a tutorial on how to create a Treemap visualization of the current stock market conditions. Using D3.js Treemap, Massive.com's [Snapshot API](https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers), and the [python-client library](https://github.com/massive-com/client-python), we'll guide you through building an interactive visualization. The Snapshot API allows us to fetch the most recent market data for all US-traded stocks, transforming them into color-coded nested rectangles within the Treemap. This presents an insightful and interactive snapshot of the market's current status. ![Treemap Visualization](./market-wide-treemap.png) -Please see the [tutorial](https://polygon.io/blog/market-movements-with-treemap) for more details. +Please see the [tutorial](https://massive.com/blog/market-movements-with-treemap) for more details. ## Structure The repo consists of: -- `polygon_sic_code_data_gatherer.py`: Builds ticker to SIC code mapping for treemap groups. +- `massive_sic_code_data_gatherer.py`: Builds ticker to SIC code mapping for treemap groups. - `sic_code_groups.json`: Pre-built JSON file containing grouped ticker to SIC code data. - `treemap_server.py`: Simple server to host the treemap visualization (requires sic_code_groups.json). -For those interested in the underlying mechanics, the `polygon_sic_code_data_gatherer.py` script retrieves a snapshot of all ticker symbols, processes each one to obtain its SIC code via the Ticker Details API, and then saves these classifications into the file named `sic_code_groups.json`. +For those interested in the underlying mechanics, the `massive_sic_code_data_gatherer.py` script retrieves a snapshot of all ticker symbols, processes each one to obtain its SIC code via the Ticker Details API, and then saves these classifications into the file named `sic_code_groups.json`. The logic of this SIC code-to-group enables us to transform a large dataset into a neatly structured visualization. This structured approach facilitates easy identification of market conditions, providing a snapshot of the market's overall health. You don't need to do anything since it is pre-built but we added the script if you wanted to modify anything. ## Getting Started -Setting up and visualizing the stock market's current conditions is straightforward. All you'll need to do is clone the repository, secure an API key from Polygon.io, install the required Python library, launch the visualization server example, and then dive into the visualization through your web browser. +Setting up and visualizing the stock market's current conditions is straightforward. All you'll need to do is clone the repository, secure an API key from Massive.com, install the required Python library, launch the visualization server example, and then dive into the visualization through your web browser. ### Prerequisites - Python 3.x -- Polygon.io account and API key +- Massive.com account and API key ### Setup 1. Clone the repository: ``` - git clone https://github.com/polygon-io/client-python.git + git clone https://github.com/massive-com/client-python.git ``` 2. Install the necessary Python packages. ``` - pip install -U polygon-api-client + pip install -U massive-api-client ``` -3. Store your Polygon.io API key securely, or set it as an environment variable: +3. Store your Massive.com API key securely, or set it as an environment variable: ``` - export POLYGON_API_KEY=YOUR_API_KEY_HERE + export MASSIVE_API_KEY=YOUR_API_KEY_HERE ``` ### Running the Treemap Server diff --git a/examples/tools/treemap/treemap_server.py b/examples/tools/treemap/treemap_server.py index 67267fc5..fca539e5 100644 --- a/examples/tools/treemap/treemap_server.py +++ b/examples/tools/treemap/treemap_server.py @@ -1,4 +1,4 @@ -from polygon import RESTClient +from massive import RESTClient from collections import defaultdict import http.server import socketserver @@ -14,7 +14,7 @@ - Polygon.io Snapshot + D3.js Treemap + Massive.com Snapshot + D3.js Treemap