polygon-io · justinpolygon · Oct 9, 2024 · Oct 9, 2024 · Oct 9, 2024 · Oct 11, 2024
@@ -0,0 +1,13 @@
+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v1_reference_ipos
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+ipos = []
+for ipo in client.list_ipos(ticker="RDDT"):
+    ipos.append(ipo)
+
+print(ipos)
@@ -0,0 +1,21 @@
+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/stocks/get_v1_reference_short-interest__identifierType___identifier
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+short_interest = []
+for si in client.list_short_interest(
+    identifier="AMD",
+    identifier_type="ticker",
+    params={
+        "date.gte": "2024-10-07",
+        "date.lte": "2024-10-07",
+    },
+    limit=100,
+):
+    short_interest.append(si)
+
+print(short_interest)
@@ -253,3 +253,91 @@ class TickerChangeResults:
     @staticmethod
     def from_dict(d):
         return TickerChangeResults(**d)
+
+
+@modelclass
+class ShortInterest:
+    """
+    Short Interest data for a specific identifier.
+    """
+
+    currency_code: Optional[str] = None
+    date: Optional[str] = None
+    isin: Optional[str] = None
+    name: Optional[str] = None
+    security_description: Optional[str] = None
+    short_volume: Optional[int] = None
+    short_volume_exempt: Optional[int] = None
+    ticker: Optional[str] = None
+    us_code: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return ShortInterest(
+            currency_code=d.get("currency_code"),
+            date=d.get("date"),
+            isin=d.get("isin"),
+            name=d.get("name"),
+            security_description=d.get("security_description"),
+            short_volume=d.get("short_volume"),
+            short_volume_exempt=d.get("short_volume_exempt"),
+            ticker=d.get("ticker"),
+            us_code=d.get("us_code"),
+        )
+
+
+@modelclass
+class IPOListing:
+    """
+    IPO Listing data.
+    """
+
+    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
+    issue_end_date: Optional[str] = None
+    issue_start_date: Optional[str] = None
+    issuer_name: Optional[str] = None
+    last_updated: Optional[str] = None
+    listing_date: Optional[str] = None
+    listing_price: Optional[float] = 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(
+            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"),
+            issue_end_date=d.get("issue_end_date"),
+            issue_start_date=d.get("issue_start_date"),
+            issuer_name=d.get("issuer_name"),
+            last_updated=d.get("last_updated"),
+            listing_date=d.get("listing_date"),
+            listing_price=d.get("listing_price"),
+            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"),
+        )
@@ -22,6 +22,8 @@
     SIP,
     Exchange,
     OptionsContract,
+    ShortInterest,
+    IPOListing,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -567,3 +569,73 @@ def list_options_contracts(
             deserializer=OptionsContract.from_dict,
             options=options,
         )
+
+    def list_short_interest(
+        self,
+        identifier: str,
+        identifier_type: str = "ticker",
+        date: 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]:
+        """
+        Query for short interest data by Identifier and Date.
+
+        :param identifier: The case-sensitive identifier (e.g., "AAPL").
+        :param identifier_type: The type of identifier ("ticker", "us_code", "isin").
+        :param date: Either a date with the format YYYY-MM-DD or a nanosecond timestamp.
+        :param params: Additional query parameters (e.g., date, order, limit, sort).
+        :param raw: Return raw HTTPResponse instead of parsed data.
+        :return: List of ShortInterest objects or HTTPResponse.
+        """
+        url = f"/vX/reference/short-interest/{identifier_type}/{identifier}"
+
+        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_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: Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.
+        :param us_code: 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.
+        :param isin: Specify an International Securities Identification Number (ISIN). This is a unique twelve-digit code that is assigned to every security issuance in the world.
+        :param listing_date: Specify a listing date. This is the first trading date for the newly listed entity.
+        :param ipo_status: Specify an IPO status.
+        :param params: Query parameters (e.g., ticker, us_code, isin, listing_date, order, limit, sort).
+        :param raw: Return raw HTTPResponse instead of parsed data.
+        :return: List of IPOListing objects or HTTPResponse.
+        """
+        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,
+        )