8000 Add Missing Fields for Universal Snapshots by HunterL · Pull Request #201 · polygon-io/client-js · GitHub
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Add Missing Fields for Universal Snapshots #201

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Merged
merged 2 commits into from
Oct 3, 2024
Merged

Add Missing Fields for Universal Snapshots #201

merged 2 commits into from
Oct 3, 2024

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HunterL
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@HunterL HunterL commented Sep 10, 2024 •
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First commit Closes #200
Issue:
The universal snapshot endpoint returns a last_quote field, which subsequently should have ask_exchange and bid_exchange fields for asset classes like Forex. See example api call:
https://api.polygon.io/v3/snapshot?ticker.any_of=C:USDJPY&limit=1&apiKey=...

{
    "results": [
        {
            "market_status": "open",
            "name": "United States dollar - Japanese yen",
            "ticker": "C:USDJPY",
            "type": "fx",
            "session": {
                "change": -1.35,
                "change_percent": -0.929,
                "close": 144.004,
                "high": 145.551,
                "low": 143.994,
                "open": 145.361,
                "volume": 172978,
                "previous_close": 145.36
            },
            "last_quote": {
                "last_updated": 1725469522000000000,
                "timeframe": "REAL-TIME",
                "ask": 144.02,
                "ask_exchange": 48,
                "bid": 144.01,
                "bid_exchange": 48,
                "exchange": 48
            }
        }
    ]
}

Second commit closes #191
Using an API key that has FMV we can see the fmv field in the results, at the very bottom

{
    "results": [
        {
            "market_status": "open",
            "name": "SPDR S&P 500 ETF Trust",
            "ticker": "SPY",
            "type": "stocks",
            "session": {
                "change": 0.6,
                "change_percent": 0.11,
                "early_trading_change": 0,
                "early_trading_change_percent": 0,
                "close": 546.853,
                "high": 548.627,
                "low": 543.482,
                "open": 548.36,
                "volume": 20235687,
                "previous_close": 546.41,
                "price": 547.01
            },
            "last_quote": {
                "last_updated": 1725990045418145300,
                "timeframe": "REAL-TIME",
                "ask": 547.03,
                "ask_size": 1,
                "ask_exchange": 15,
                "bid": 546.99,
                "bid_size": 1,
                "bid_exchange": 15
            },
            "last_trade": {
                "last_updated": 1725990044387059500,
                "timeframe": "REAL-TIME",
                "id": "56385696856377",
                "price": 547.01,
                "size": 10,
                "exchange": 15,
                "conditions": [
                    37
                ]
            },
            "fmv": 546.987
        }
    ],
}

@HunterL HunterL marked this pull request as ready for review September 10, 2024 17:28
@HunterL HunterL changed the title add ask and bid exchange fields to last quote for universal snapshots Add Missing Fields for Universal Snapshots Sep 10, 2024
justinpolygon
justinpolygon approved these changes Oct 3, 2024
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LGTM

@justinpolygon justinpolygon merged commit 24ee29e into master Oct 3, 2024
@justinpolygon justinpolygon deleted the hunter.ask-bid-exchange branch October 3, 2024 17:14
@gledi-alb gledi-alb mentioned this pull request Dec 11, 2024
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@justinpolygon justinpolygon justinpolygon approved these changes

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