diff --git a/.polygon/rest.json b/.polygon/rest.json index 1925b814..d45fa83b 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" }, @@ -966,11 +977,19 @@ "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 +1007,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -1269,11 +1290,19 @@ "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 +1320,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -2410,24 +2441,25 @@ "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": { @@ -2599,24 +2631,25 @@ "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 +3306,44 @@ "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 +3728,19 @@ "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 +3759,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -3705,6 +3786,10 @@ "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 +3799,10 @@ "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 +3821,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -3887,6 +3978,10 @@ "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 +3991,10 @@ "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 +4013,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -4142,6 +4243,10 @@ "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 +4256,10 @@ "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 +4278,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -5047,9 +5158,8 @@ "example": 100, "in": "query", "name": "amount", - "required": true, "schema": { - "default": 100, + "default": 1, "type": "number" } }, @@ -5085,7 +5195,9 @@ "exchange": 48, "timestamp": 1605555313000 }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", "status": "success", + "symbol": "AUD/USD", "to": "USD" }, "schema": { @@ -5132,6 +5244,12 @@ } } }, + "required": [ + "exchange", + "timestamp", + "ask", + "bid" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteCurrencies" @@ -5154,6 +5272,15 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "from", + "to", + "symbol", + "initialAmount", + "converted" + ], "type": "object" } }, @@ -5688,7 +5815,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -5696,7 +5823,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -5704,7 +5831,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -5712,7 +5839,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -5897,7 +6024,7 @@ "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 +6133,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6014,7 +6141,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6022,7 +6149,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6030,7 +6157,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6215,7 +6342,7 @@ "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 +6451,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6332,7 +6459,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6340,7 +6467,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6348,7 +6475,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6361,16 +6488,16 @@ "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 +6636,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -6636,7 +6764,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6644,7 +6772,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6652,7 +6780,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6660,7 +6788,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -6954,7 +7082,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -6962,7 +7090,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -6970,7 +7098,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -6978,7 +7106,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7281,7 +7409,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -7289,7 +7417,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -7297,7 +7425,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -7305,7 +7433,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7514,7 +7642,7 @@ "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 +7771,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -7651,7 +7779,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -7659,7 +7787,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -7667,7 +7795,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -7876,7 +8004,7 @@ "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 +8133,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8013,7 +8141,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8021,7 +8149,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8029,7 +8157,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -8042,24 +8170,24 @@ "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 +8342,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -8361,7 +8490,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8369,7 +8498,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8377,7 +8506,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8385,7 +8514,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -8723,7 +8852,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -8731,7 +8860,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -8739,7 +8868,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -8747,7 +8876,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9054,7 +9183,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9062,7 +9191,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9070,7 +9199,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9078,7 +9207,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9100,7 +9229,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -9263,7 +9392,7 @@ "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 +9501,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9380,7 +9509,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9388,7 +9517,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9396,7 +9525,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9418,7 +9547,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -9581,7 +9710,7 @@ "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 +9819,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -9698,7 +9827,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -9706,7 +9835,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -9714,7 +9843,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -9727,16 +9856,16 @@ "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 +10004,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -10002,7 +10132,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10010,7 +10140,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10018,7 +10148,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10026,7 +10156,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10048,7 +10178,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -10320,7 +10450,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10328,7 +10458,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10336,7 +10466,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10344,7 +10474,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10366,7 +10496,7 @@ "values": [ { "timestamp": 1517562000016, - "value": 140.139 + "value": 82.19 } ] }, @@ -10627,7 +10757,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10635,7 +10765,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10643,7 +10773,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10651,7 +10781,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -10858,7 +10988,7 @@ "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 +11097,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -10975,7 +11105,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -10983,7 +11113,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -10991,7 +11121,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11198,7 +11328,7 @@ "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 +11437,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11315,7 +11445,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11323,7 +11453,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11331,7 +11461,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11344,16 +11474,16 @@ "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 +11622,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -11619,7 +11750,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11627,7 +11758,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11635,7 +11766,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11643,7 +11774,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -11959,7 +12090,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -11967,7 +12098,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -11975,7 +12106,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -11983,7 +12114,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -12265,6 +12396,12 @@ } } }, + "required": [ + "exchange", + "price", + "size", + "timestamp" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeCrypto" @@ -12283,6 +12420,11 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "symbol" + ], "type": "object" } }, @@ -12381,6 +12523,12 @@ } } }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteCurrencies" @@ -12399,6 +12547,11 @@ "type": "string" } }, + "required": [ + "status", + "request_id", + "symbol" + ], "type": "object" } }, @@ -12892,7 +13045,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -12907,7 +13060,6 @@ "name": "date", "required": true, "schema": { - "format": "date", "type": "string" } } @@ -12917,15 +13069,15 @@ "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 +13135,12 @@ ], "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 +13153,7 @@ "tags": [ "stocks:open-close" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -14256,6 +14415,7 @@ "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 +14437,7 @@ "type": "stock" }, { + "last_updated": 1679597116344223500, "market_status": "closed", "name": "NCLH $5 Call", "options": { @@ -14306,6 +14467,7 @@ "type": "options" }, { + "last_updated": 1679597116344223500, "market_status": "open", "name": "Euro - United States Dollar", "price": 0.97989, @@ -14326,6 +14488,7 @@ "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 +14540,15 @@ "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 +14596,7 @@ "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 +14641,12 @@ "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 +14656,12 @@ "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 +14680,11 @@ "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 +14728,8 @@ "market_status", "type", "session", - "options" + "options", + "last_updated" ], "type": "object", "x-polygon-go-type": { @@ -15410,6 +15588,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -15862,6 +16041,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -16089,7 +16269,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -16107,17 +16287,17 @@ "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 +16386,12 @@ } ] } + }, + "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 +16404,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -16234,7 +16421,7 @@ "parameters": [ { "description": "The ticker symbol of Index.", - "example": "I:DJI", + "example": "I:NDX", "in": "path", "name": "indicesTicker", "required": true, @@ -16260,6 +16447,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -16323,22 +16511,22 @@ "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 +16615,12 @@ } ] } + }, + "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 +16633,7 @@ "tags": [ "indices:aggregates" ], + "x-polygon-entitlement-allowed-limited-tickers": true, "x-polygon-entitlement-data-type": { "description": "Aggregate data", "name": "aggregates" @@ -16665,6 +16860,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -17112,6 +17308,7 @@ "required": true, "schema": { "enum": [ + "second", "minute", "hour", "day", @@ -17479,6 +17676,12 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q" + ], "type": "object", "x-polygon-go-type": { "name": "LastQuoteResult" @@ -17489,6 +17692,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -17566,7 +17773,8 @@ "r": 202, "s": 25, "t": 1617901342969834000, - "x": 312 + "x": 312, + "y": 1617901342969834000 }, "status": "OK" }, @@ -17642,6 +17850,15 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeResult" @@ -17652,6 +17869,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -17809,6 +18030,15 @@ "type": "integer" } }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x" + ], "type": "object", "x-polygon-go-type": { "name": "LastTradeResult" @@ -17819,6 +18049,10 @@ "type": "string" } }, + "required": [ + "status", + "request_id" + ], "type": "object" } }, @@ -18307,7 +18541,9 @@ "c": 0.296, "h": 0.296, "l": 0.294, + "n": 2, "o": 0.296, + "t": 1684427880000, "v": 123.4866, "vw": 0 }, @@ -18455,11 +18691,19 @@ "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 +18721,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -18646,7 +18892,9 @@ "c": 16235.1, "h": 16264.29, "l": 16129.3, + "n": 558, "o": 16257.51, + "t": 1684428960000, "v": 19.30791925, "vw": 0 }, @@ -18804,11 +19052,19 @@ "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 +19082,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -19185,7 +19443,9 @@ "c": 0.062377, "h": 0.062377, "l": 0.062377, + "n": 2, "o": 0.062377, + "t": 1684426740000, "v": 35420, "vw": 0 }, @@ -19325,11 +19585,19 @@ "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 +19615,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -19512,7 +19782,9 @@ "c": 0.117769, "h": 0.11779633, "l": 0.11773698, + "n": 1, "o": 0.11778, + "t": 1684422000000, "v": 202 }, "prevDay": { @@ -19635,24 +19907,25 @@ "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 +20089,9 @@ "c": 1.18396, "h": 1.18423, "l": 1.1838, + "n": 85, "o": 1.18404, + "t": 1684422000000, "v": 41 }, "prevDay": { @@ -19949,24 +20224,25 @@ "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 +20407,9 @@ "c": 0.886156, "h": 0.886156, "l": 0.886156, + "n": 1, "o": 0.886156, + "t": 1684422000000, "v": 1 }, "prevDay": { @@ -20254,24 +20532,25 @@ "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 +20739,9 @@ "c": 20.506, "h": 20.506, "l": 20.506, + "n": 1, "o": 20.506, + "t": 1684428600000, "v": 5000, "vw": 20.5105 }, @@ -20649,6 +20930,10 @@ "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 +20943,10 @@ "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 +20965,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -20848,7 +21139,9 @@ "c": 120.4201, "h": 120.468, "l": 120.37, + "n": 762, "o": 120.435, + "t": 1684428720000, "v": 270796, "vw": 120.4129 }, @@ -21043,6 +21336,10 @@ "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 +21349,10 @@ "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 +21371,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -21251,7 +21554,9 @@ "c": 14.2284, "h": 14.325, "l": 14.2, + "n": 5, "o": 14.28, + "t": 1684428600000, "v": 6108, "vw": 14.2426 }, @@ -21436,6 +21741,10 @@ "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 +21754,10 @@ "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 +21776,9 @@ "l", "c", "v", - "vw" + "vw", + "t", + "n" ], "type": "object" }, @@ -22245,7 +22560,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22253,7 +22568,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22261,7 +22576,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22269,7 +22584,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22325,17 +22640,17 @@ "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 +22693,9 @@ } } }, + "required": [ + "participant_timestamp" + ], "type": "object" }, "type": "array" @@ -22387,6 +22705,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -22464,7 +22785,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22472,7 +22793,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22480,7 +22801,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22488,7 +22809,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22618,6 +22939,10 @@ } } }, + "required": [ + "sip_timestamp", + "sequence_number" + ], "type": "object" }, "type": "array" @@ -22627,6 +22952,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -22697,7 +23025,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -22705,7 +23033,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -22713,7 +23041,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -22721,7 +23049,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -22908,7 +23236,15 @@ } } }, - "type": "object" + "required": [ + "participant_timestamp", + "sequence_number", + "sip_timestamp" + ], + "type": "object", + "x-polygon-go-type": { + "name": "CommonQuote" + } }, "type": "array" }, @@ -22917,6 +23253,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -23830,7 +24169,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gte", "schema": { @@ -23838,7 +24177,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gt", "schema": { @@ -23846,7 +24185,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lte", "schema": { @@ -23854,7 +24193,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lt", "schema": { @@ -23862,7 +24201,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.gte", "schema": { @@ -23871,7 +24210,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.gt", "schema": { @@ -23880,7 +24219,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.lte", "schema": { @@ -23889,7 +24228,7 @@ } }, { - "description": "Search by ex_dividend_date.", + "description": "Range by ex_dividend_date.", "in": "query", "name": "ex_dividend_date.lt", "schema": { @@ -23898,7 +24237,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.gte", "schema": { @@ -23907,7 +24246,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.gt", "schema": { @@ -23916,7 +24255,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.lte", "schema": { @@ -23925,7 +24264,7 @@ } }, { - "description": "Search by record_date.", + "description": "Range by record_date.", "in": "query", "name": "record_date.lt", "schema": { @@ -23934,7 +24273,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.gte", "schema": { @@ -23943,7 +24282,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.gt", "schema": { @@ -23952,7 +24291,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.lte", "schema": { @@ -23961,7 +24300,7 @@ } }, { - "description": "Search by declaration_date.", + "description": "Range by declaration_date.", "in": "query", "name": "declaration_date.lt", "schema": { @@ -23970,7 +24309,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.gte", "schema": { @@ -23979,7 +24318,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.gt", "schema": { @@ -23988,7 +24327,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.lte", "schema": { @@ -23997,7 +24336,7 @@ } }, { - "description": "Search by pay_date.", + "description": "Range by pay_date.", "in": "query", "name": "pay_date.lt", "schema": { @@ -24006,7 +24345,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.gte", "schema": { @@ -24014,7 +24353,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.gt", "schema": { @@ -24022,7 +24361,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.lte", "schema": { @@ -24030,7 +24369,7 @@ } }, { - "description": "Search by cash_amount.", + "description": "Range by cash_amount.", "in": "query", "name": "cash_amount.lt", "schema": { @@ -24276,471 +24615,128 @@ ] } } - }, - "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": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", "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", - "type": "string" - }, - "results": { - "items": { - "description": "An entity that reports trades.", - "properties": { - "acronym": { - "description": "A commonly used abbreviation for this exchange.", - "example": "AMEX", - "type": "string" - }, - "asset_class": { - "description": "An identifier for a group of similar financial instruments.", - "enum": [ - "stocks", - "options", - "crypto", - "fx" - ], - "example": "stocks", - "type": "string" - }, - "id": { - "description": "A unique identifier used by Polygon.io for this exchange.", - "example": 1, - "type": "integer" - }, - "locale": { - "description": "An identifier for a geographical location.", - "enum": [ - "us", - "global" - ], - "example": "us", - "type": "string" - }, - "mic": { - "description": "The Market Identifer Code of this exchange (see ISO 10383).", - "example": "XASE", - "type": "string" - }, - "name": { - "description": "Name of this exchange.", - "example": "NYSE American, LLC", - "type": "string" - }, - "operating_mic": { - "description": "The MIC of the entity that operates this exchange.", - "example": "XNYS", - "type": "string" - }, - "participant_id": { - "description": "The ID used by SIP's to represent this exchange.", - "example": "A", - "type": "string" - }, - "type": { - "description": "Represents the type of exchange.", - "enum": [ - "exchange", - "TRF", - "SIP" - ], - "example": "exchange", - "type": "string" - }, - "url": { - "description": "A link to this exchange's website, if one exists.", - "example": "https://www.nyse.com/markets/nyse-american", - "type": "string" + "items": { + "description": "An entity that reports trades.", + "properties": { + "acronym": { + "description": "A commonly used abbreviation for this exchange.", + "example": "AMEX", + "type": "string" + }, + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + }, + "id": { + "description": "A unique identifier used by Polygon.io for this exchange.", + "example": 1, + "type": "integer" + }, + "locale": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" + }, + "mic": { + "description": "The Market Identifer Code of this exchange (see ISO 10383).", + "example": "XASE", + "type": "string" + }, + "name": { + "description": "Name of this exchange.", + "example": "NYSE American, LLC", + "type": "string" + }, + "operating_mic": { + "description": "The MIC of the entity that operates this exchange.", + "example": "XNYS", + "type": "string" + }, + "participant_id": { + "description": "The ID used by SIP's to represent this exchange.", + "example": "A", + "type": "string" + }, + "type": { + "description": "Represents the type of exchange.", + "enum": [ + "exchange", + "TRF", + "SIP" + ], + "example": "exchange", + "type": "string" + }, + "url": { + "description": "A link to this exchange's website, if one exists.", + "example": "https://www.nyse.com/markets/nyse-american", + "type": "string" } }, "required": [ @@ -24926,7 +24922,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.gte", "schema": { @@ -24934,7 +24930,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.gt", "schema": { @@ -24942,7 +24938,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.lte", "schema": { @@ -24950,7 +24946,7 @@ } }, { - "description": "Search by underlying_ticker.", + "description": "Range by underlying_ticker.", "in": "query", "name": "underlying_ticker.lt", "schema": { @@ -24958,7 +24954,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gte", "schema": { @@ -24966,7 +24962,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gt", "schema": { @@ -24974,7 +24970,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lte", "schema": { @@ -24982,7 +24978,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lt", "schema": { @@ -24990,7 +24986,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gte", "schema": { @@ -24998,7 +24994,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gt", "schema": { @@ -25006,7 +25002,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lte", "schema": { @@ -25014,7 +25010,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lt", "schema": { @@ -25667,7 +25663,7 @@ }, "/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 +25776,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gte", "schema": { @@ -25788,7 +25784,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.gt", "schema": { @@ -25796,7 +25792,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lte", "schema": { @@ -25804,7 +25800,7 @@ } }, { - "description": "Search by ticker.", + "description": "Range by ticker.", "in": "query", "name": "ticker.lt", "schema": { @@ -26465,54 +26461,771 @@ "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 +27236,94 @@ "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 +27334,9 @@ "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 +27346,7 @@ "open": 3827.38, "previous_close": 3812.19 }, - "ticker": "I:SPX", + "ticker": "I:DJI", "timeframe": "REAL-TIME", "type": "indices", "value": 3822.39 @@ -26570,6 +27366,10 @@ }, "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 +27380,15 @@ "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 +27448,14 @@ "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 +27469,9 @@ } }, "required": [ - "ticker" + "ticker", + "timeframe", + "last_updated" ], "type": "object", "x-polygon-go-type": { @@ -26698,6 +27517,18 @@ "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 +27539,7 @@ "parameters": [ { "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", + "example": "EVRI", "in": "path", "name": "underlyingAsset", "required": true, @@ -26752,7 +27583,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gte", "schema": { @@ -26760,7 +27591,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.gt", "schema": { @@ -26768,7 +27599,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lte", "schema": { @@ -26776,7 +27607,7 @@ } }, { - "description": "Search by strike_price.", + "description": "Range by strike_price.", "in": "query", "name": "strike_price.lt", "schema": { @@ -26784,7 +27615,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gte", "schema": { @@ -26792,7 +27623,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.gt", "schema": { @@ -26800,7 +27631,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lte", "schema": { @@ -26808,7 +27639,7 @@ } }, { - "description": "Search by expiration_date.", + "description": "Range by expiration_date.", "in": "query", "name": "expiration_date.lt", "schema": { @@ -26935,7 +27766,7 @@ "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 +27847,7 @@ } }, "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 +27886,7 @@ "type": "number" }, "ticker": { - "description": "The ticker for the option contract.", + "description": "The ticker symbol for the asset.", "type": "string" } }, @@ -27072,7 +27904,7 @@ } }, "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 +27927,12 @@ "type": "number" } }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], "type": "object", "x-polygon-go-type": { "name": "Greeks" @@ -27113,6 +27951,11 @@ "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 +27966,11 @@ "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 +28127,8 @@ "last_quote", "underlying_asset", "details", + "cha", "break_even_price", - "implied_volatility", "open_interest" ], "type": "object", @@ -27351,7 +28199,7 @@ "parameters": [ { "description": "The underlying ticker symbol of the option contract.", - "example": "AAPL", + "example": "EVRI", "in": "path", "name": "underlyingAsset", "required": true, @@ -27361,7 +28209,7 @@ }, { "description": "The option contract identifier.", - "example": "O:AAPL230616C00150000", + "example": "O:EVRI240119C00002500", "in": "path", "name": "optionContract", "required": true, @@ -27407,8 +28255,10 @@ "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 +28297,7 @@ "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 +28378,7 @@ } }, "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 +28417,7 @@ "type": "number" }, "ticker": { - "description": "The ticker for the option contract.", + "description": "The ticker symbol for the asset.", "type": "string" } }, @@ -27584,7 +28435,7 @@ } }, "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 +28458,12 @@ "type": "number" } }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], "type": "object", "x-polygon-go-type": { "name": "Greeks" @@ -27625,6 +28482,11 @@ "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 +28497,11 @@ "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 +28658,8 @@ "last_quote", "underlying_asset", "details", + "cha", "break_even_price", - "implied_volatility", "open_interest" ], "type": "object", @@ -27873,7 +28740,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -27881,7 +28748,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -27889,7 +28756,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -27897,7 +28764,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28024,6 +28891,12 @@ "type": "number" } }, + "required": [ + "exchange", + "price", + "size", + "id" + ], "type": "object" }, "type": "array" @@ -28033,6 +28906,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -28110,7 +28986,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -28118,7 +28994,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -28126,7 +29002,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -28134,7 +29010,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28267,6 +29143,12 @@ "type": "number" } }, + "required": [ + "exchange", + "price", + "sip_timestamp", + "size" + ], "type": "object" }, "type": "array" @@ -28276,6 +29158,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -28346,7 +29231,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gte", "schema": { @@ -28354,7 +29239,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.gt", "schema": { @@ -28362,7 +29247,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lte", "schema": { @@ -28370,7 +29255,7 @@ } }, { - "description": "Search by timestamp.", + "description": "Range by timestamp.", "in": "query", "name": "timestamp.lt", "schema": { @@ -28541,7 +29426,19 @@ } } }, - "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 +29447,9 @@ "type": "string" } }, + "required": [ + "status" + ], "type": "object" } }, @@ -29565,7 +30465,8 @@ "/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 +30556,8 @@ "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 +30628,8 @@ { "group": "Snapshots", "paths": [ - "/v3/snapshot/indices" + "/v3/snapshot/indices", + "/v3/snapshot" ] } ], @@ -29796,7 +30699,8 @@ "group": "Snapshots", "paths": [ "/v3/snapshot/options/{underlyingAsset}/{optionContract}", - "/v3/snapshot/options/{underlyingAsset}" + "/v3/snapshot/options/{underlyingAsset}", + "/v3/snapshot" ] }, { @@ -29931,7 +30835,8 @@ "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" ] }, { 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..0bc44ce1 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -9,6 +9,12 @@ class Feed(Enum): PolyFeedPlus = "polyfeedplus.polygon.io" StarterFeed = "starterfeed.polygon.io" Launchpad = "launchpad.polygon.io" + BusinessFeed = "business.polygon.io" + EdgxBusinessFeed = "edgx-business.polygon.io" + DelayedBusinessFeed = "delayed-business.polygon.io" + FullMarketBusinessFeed = "fullmarket-business.polygon.io" + NasdaqfeedLastSaleBusinessFeed = "nasdaqfeed-last-sale-business.polygon.io" + NasdaqfeedBasicBusinessFeed = "nasdaqfeed-basic-business.polygon.io" class Market(Enum): @@ -40,3 +46,7 @@ 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..a2c170c9 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 @@ -47,6 +47,7 @@ "ticker": "AAPL", "todaysChange": -3.65, "todaysChangePerc": -2.231, - "updated": 1651251948294080343 + "updated": 1651251948294080343, + "fair_market_value": 160.315 } } \ No newline at end of file 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..5bf57102 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=20.5, 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=29.2, greeks=Greeks( delta=0.6436614934293701, gamma=0.0061735291012820675,