btgsolutions-dataservices-python-client 3.2.10__tar.gz → 3.2.12__tar.gz

{btgsolutions_dataservices_python_client-3.2.10/btgsolutions_dataservices_python_client.egg-info → btgsolutions_dataservices_python_client-3.2.12}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.1
 Name: btgsolutions_dataservices_python_client
-Version: 3.2.10
+Version: 3.2.12
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
@@ -12,14 +12,6 @@ Requires-Dist: websocket-client>=1.8.0
 Requires-Dist: PyJWT>=2.8.0
 Requires-Dist: requests>=2.32.3
 Requires-Dist: pyarrow>=17.0.0
-Dynamic: author
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license-file
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
 
 # BTG Solutions - Data Services
 
@@ -280,6 +272,14 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
+##### Interday Batch
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
+hist_candles.get_interday_history_candles_batch(market_type='stocks', tickers=['PETR4', 'VALE3'], start_date='2023-10-01', end_date='2023-10-13', corporate_events_adj=True, rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
+```
+
 ##### Available Tickers
 
 ```python
@@ -503,6 +503,40 @@ broker_reference = btg.BrokerReference(api_key='YOUR_API_KEY')
 broker_reference.get()
 ```
 
+#### Book Scope
+
+```python
+import btgsolutions_dataservices as btg
+book_scope = btg.BookScope(api_key='YOUR_API_KEY')
+
+result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],  # choose one, two, or all three
+)
+
+single_file_result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],
+    aggregate_info=True,
+)
+```
+
+#### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+broker_analytics = btg.BrokerAnalytics(api_key='YOUR_API_KEY', market_type='stocks')
+summary = broker_analytics.get_summary(brokers=['85', '3'], tickers=['PETR4', 'ABCB4'])
+top_brokers = broker_analytics.get_top_brokers(n=10)
+top_tickers = broker_analytics.get_top_tickers(n=10, brokers=['85', '3'])
+```
+
 #### Ticker Reference Data
 
 ```python

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12}/README.md

@@ -257,6 +257,14 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
+##### Interday Batch
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
+hist_candles.get_interday_history_candles_batch(market_type='stocks', tickers=['PETR4', 'VALE3'], start_date='2023-10-01', end_date='2023-10-13', corporate_events_adj=True, rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
+```
+
 ##### Available Tickers
 
 ```python
@@ -480,6 +488,40 @@ broker_reference = btg.BrokerReference(api_key='YOUR_API_KEY')
 broker_reference.get()
 ```
 
+#### Book Scope
+
+```python
+import btgsolutions_dataservices as btg
+book_scope = btg.BookScope(api_key='YOUR_API_KEY')
+
+result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],  # choose one, two, or all three
+)
+
+single_file_result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],
+    aggregate_info=True,
+)
+```
+
+#### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+broker_analytics = btg.BrokerAnalytics(api_key='YOUR_API_KEY', market_type='stocks')
+summary = broker_analytics.get_summary(brokers=['85', '3'], tickers=['PETR4', 'ABCB4'])
+top_brokers = broker_analytics.get_top_brokers(n=10)
+top_tickers = broker_analytics.get_top_tickers(n=10, brokers=['85', '3'])
+```
+
 #### Ticker Reference Data
 
 ```python

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "3.2.10" 
+__version__ = "3.2.12" 
 
 from .websocket import *
 from .rest import *

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/rest/__init__.py

@@ -14,3 +14,5 @@ from .reference_data import ReferenceData
 from .stock_loan import StockLoan
 from .ticker_last_event_polling import TickerLastEventPolling
 from .broker_reference import BrokerReference
+from .book_scope import BookScope
+from .broker_analytics import BrokerAnalytics

btgsolutions_dataservices_python_client-3.2.12/btgsolutions_dataservices/rest/book_scope.py

@@ -0,0 +1,212 @@
+from datetime import datetime, timedelta, timezone
+from typing import Optional, List
+from ..exceptions import BadResponse
+import requests
+from ..config import url_api_v1
+from .authenticator import Authenticator
+from io import BytesIO
+import pyarrow as pa
+import pyarrow.parquet as pq
+
+VALID_SELECT_OPTIONS = {"trades", "book_snapshot", "book_incremental"}
+VALID_MARKET_TYPES = {"derivatives", "options", "stocks"}
+MAX_MARKET_SCOPE_WINDOW = timedelta(minutes=10)
+ROW_LIMIT = 10000
+
+
+class BookScope:
+    """
+    This class provides market scope data (trades, book snapshots, book incremental)
+    for a given symbol and time window.
+
+    * Main use case:
+
+    >>> from btgsolutions_dataservices import BookScope
+    >>> book_scope = BookScope(
+    >>>     api_key='YOUR_API_KEY',
+    >>> )
+    >>> book_scope.get(
+    >>>     symbol='DOLM26',
+    >>>     market_type='derivatives',
+    >>>     start_time='2026-05-28T14:12:00Z',
+    >>>     end_time='2026-05-28T14:15:00Z',
+    >>> )
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+    """
+    def __init__(
+        self,
+        api_key: Optional[str],
+    ):
+        self.api_key = api_key
+        self.token = Authenticator(self.api_key).token
+        self.headers = {"authorization": f"authorization {self.token}"}
+        self.base_url = url_api_v1
+
+    def _fetch_all_pages(self, endpoint_url: str, params: dict) -> bytes:
+        """Fetches all pages via rpt_seq cursor and returns a single combined parquet."""
+        tables = []
+        rpt_seq = None
+
+        while True:
+            page_params = {**params}
+            if rpt_seq is not None:
+                page_params["rpt_seq"] = rpt_seq
+            
+            response = requests.get(endpoint_url, params=page_params, headers=self.headers, timeout=50)
+            if response.status_code != 200:
+                try:
+                    error_body = response.json()
+                    detail = error_body.get("detail", error_body.get("error", response.text))
+                except Exception:
+                    detail = response.text
+                raise BadResponse(f"Error: {detail}")
+
+            table = pq.read_table(BytesIO(response.content))
+            tables.append(table)
+
+            if table.num_rows < ROW_LIMIT:
+                break
+            rpt_seq = table.column("rpt_seq")[-1].as_py()
+
+        combined = pa.concat_tables(tables)
+        buffer = BytesIO()
+        pq.write_table(combined, buffer)
+        return buffer.getvalue()
+
+    @staticmethod
+    def _combine_parquets(parquet_payloads: List[bytes]) -> bytes:
+        """Combines multiple parquet payloads into a single parquet file."""
+        tables = [BookScope._normalize_timestamps(pq.read_table(BytesIO(payload))) for payload in parquet_payloads]
+        combined = pa.concat_tables(tables, promote_options="default")
+        buffer = BytesIO()
+        pq.write_table(combined, buffer)
+        return buffer.getvalue()
+
+    @staticmethod
+    def _normalize_timestamps(table: pa.Table) -> pa.Table:
+        """Normalizes timestamp columns so tables can be concatenated safely."""
+        normalized = table
+
+        for field in table.schema:
+            if pa.types.is_timestamp(field.type):
+                target_type = pa.timestamp("us", tz=field.type.tz)
+                column_index = normalized.schema.get_field_index(field.name)
+                normalized = normalized.set_column(
+                    column_index,
+                    field.name,
+                    normalized[field.name].cast(target_type),
+                )
+
+        return normalized
+
+    @staticmethod
+    def _parse_iso8601(value: str, field_name: str) -> datetime:
+        try:
+            return datetime.fromisoformat(value.replace("Z", "+00:00"))
+        except ValueError as exc:
+            raise ValueError(f"{field_name} must be a valid ISO-8601 datetime string.") from exc
+
+    @staticmethod
+    def _resolve_scope(end_time: datetime) -> str:
+        """Determines whether the request is 'intraday' or 'historical' based on end_time."""
+        now = datetime.now(timezone.utc)
+        today_start = now.replace(hour=0, minute=0, second=0, microsecond=0)
+        if end_time >= today_start:
+            return "intraday"
+        return "historical"
+
+    def get(
+        self,
+        symbol: str,
+        market_type: str,
+        start_time: str,
+        end_time: str,
+        select: List[str] = ["trades", "book_snapshot", "book_incremental"],
+        aggregate_info: bool = False,
+    ):
+        """
+        Returns trades, book snapshot and book incremental data for the given symbol and time window.
+
+        Pagination is handled automatically: if the API returns the maximum number of rows
+        (10 000), additional pages are fetched using the rpt_seq cursor until all events
+        in the requested horizon are retrieved. The caller always receives a single,
+        complete DataFrame per dataset.
+
+        Parameters
+        ----------------
+        symbol: str
+            The ticker symbol to query.
+            Field is required. Example: 'PETR4', 'DOLM26'.
+        market_type: str
+            Market type.
+            Field is required. Allowed values: 'derivatives', 'options', 'stocks'.
+        start_time: str
+            Start of the analysis window in ISO-8601 UTC format.
+            Field is required. Example: '2026-05-28T14:12:00Z'.
+        end_time: str
+            End of the analysis window in ISO-8601 UTC format.
+            Field is required. Example: '2026-05-28T14:15:00Z'.
+        select: list of str
+            Which datasets to return.
+            Field is optional. Default: ['trades', 'book_snapshot', 'book_incremental'].
+            Allowed values: 'trades', 'book_snapshot', 'book_incremental'.
+        aggregate_info: bool
+            When True, returns a single pandas.DataFrame containing the selected datasets.
+            Field is optional. Default: False.
+
+        Returns
+        ----------------
+        dict or pandas.DataFrame
+            When aggregate_info is False (default): dictionary with the selected keys
+            ('trades', 'book_snapshot', 'book_incremental'), each mapping directly to
+            a pandas.DataFrame with all rows for the requested time window.
+            When aggregate_info is True: returns a single pandas.DataFrame with all
+            selected datasets combined.
+        """
+        normalized_market_type = market_type.lower()
+        if normalized_market_type not in VALID_MARKET_TYPES:
+            raise ValueError(
+                f"Invalid market_type: {market_type}. Valid options are: {VALID_MARKET_TYPES}"
+            )
+
+        invalid = set(select) - VALID_SELECT_OPTIONS
+        if invalid:
+            raise ValueError(f"Invalid select options: {invalid}. Valid options are: {VALID_SELECT_OPTIONS}")
+
+        parsed_start_time = self._parse_iso8601(start_time, "start_time")
+        parsed_end_time = self._parse_iso8601(end_time, "end_time")
+
+        if parsed_start_time >= parsed_end_time:
+            raise ValueError("start_time must be earlier than end_time.")
+
+        if parsed_end_time - parsed_start_time > MAX_MARKET_SCOPE_WINDOW:
+            raise ValueError("The maximum allowed range between start_time and end_time is 10 minutes.")
+
+        base_params = dict(symbol=symbol, start_time=start_time, end_time=end_time, limit=ROW_LIMIT)
+
+        scope = self._resolve_scope(parsed_end_time)
+
+        endpoint_map = {
+            "trades": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{normalized_market_type}/trades",
+            "book_snapshot": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{normalized_market_type}/book-snapshot",
+            "book_incremental": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{normalized_market_type}/book-incremental",
+        }
+
+        result = {}
+        parquet_payloads = []
+        for key in select:
+            data = self._fetch_all_pages(endpoint_map[key], base_params)
+            if aggregate_info:
+                parquet_payloads.append(data)
+            else:
+                result[key] = pq.read_table(BytesIO(data)).to_pandas()
+
+        if aggregate_info:
+            return pq.read_table(BytesIO(self._combine_parquets(parquet_payloads))).to_pandas()
+
+        return result

btgsolutions_dataservices_python_client-3.2.12/btgsolutions_dataservices/rest/broker_analytics.py

@@ -0,0 +1,173 @@
+from typing import Optional, List
+from ..exceptions import BadResponse
+import requests
+from ..config import url_api_v1
+from .authenticator import Authenticator
+
+VALID_MARKET_TYPES = {"derivatives", "stocks", "options"}
+
+class BrokerAnalytics:
+    """
+    This class provides broker analytics data (summary, top brokers, top tickers)
+    for a given market type.
+
+    * Main use case:
+
+    >>> from btgsolutions_dataservices import BrokerAnalytics
+    >>> broker_analytics = BrokerAnalytics(
+    >>>     api_key='YOUR_API_KEY',
+    >>>     market_type='stocks',
+    >>> )
+    >>> broker_analytics.get_summary(
+    >>>     brokers=['85', '3'],
+    >>>     tickers=['ABCB4', 'PETR4'],
+    >>> )
+    >>> broker_analytics.get_top_brokers(n=10, tickers=['ABCB4'])
+    >>> broker_analytics.get_top_tickers(n=10, brokers=['85', '3'])
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+    market_type: str
+        Market type to query. One of: 'derivatives', 'stocks', 'options'.
+        Field is required.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        market_type: str,
+    ):
+        self.api_key = api_key
+        self.token = Authenticator(self.api_key).token
+        self.headers = {"authorization": f"authorization {self.token}"}
+
+        market_type = market_type.strip().lower()
+        if market_type not in VALID_MARKET_TYPES:
+            raise ValueError(
+                f"Invalid market_type '{market_type}'. Must be one of: {sorted(VALID_MARKET_TYPES)}"
+            )
+        self.market_type = market_type
+
+    def _build_url(self, suffix: str) -> str:
+        return f"{url_api_v1}/marketdata/br/b3/realtime/broker-analytics/{self.market_type}/{suffix}"
+
+    def get_summary(
+        self,
+        brokers: List[str],
+        tickers: List[str],
+        side: Optional[str] = None,
+    ) -> dict:
+        """
+        Get day analytics summary for specific brokers and tickers.
+
+        Parameters
+        ----------
+        brokers : List[str]
+            List of broker names to filter. Required.
+        tickers : List[str]
+            List of ticker symbols to filter. Required.
+        side : str, optional
+            Filter by side ('buy' or 'sell'). If None, both sides are returned.
+
+        Returns
+        -------
+        dict
+            JSON response with broker analytics summary data.
+        """
+        params = {
+            "brokers": ",".join(brokers),
+            "tickers": ",".join(tickers),
+        }
+        if side is not None: params["side"] = side
+
+        url = self._build_url("summary")
+        response = requests.get(url, params=params, headers=self.headers, timeout=30)
+
+        if response.status_code != 200:
+            self._raise_error(response)
+
+        return response.json()
+
+    def get_top_brokers(
+        self,
+        n: int,
+        tickers: Optional[List[str]] = None,
+        side: Optional[str] = None,
+    ) -> dict:
+        """
+        Get top N brokers ranked by financial volume, with ticker breakdown.
+
+        Parameters
+        ----------
+        n : int
+            Number of top brokers to return. Required.
+        tickers : List[str], optional
+            List of ticker symbols to filter.
+        side : str, optional
+            Filter by side ('buy' or 'sell').
+
+        Returns
+        -------
+        dict
+            JSON response with top brokers and their top assets breakdown.
+        """
+        params = {"n": str(n)}
+
+        if tickers: params["tickers"] = ",".join(tickers)
+        if side is not None: params["side"] = side
+
+        url = self._build_url("top-brokers")
+        response = requests.get(url, params=params, headers=self.headers, timeout=30)
+
+        if response.status_code != 200:
+            self._raise_error(response)
+
+        return response.json()
+
+    def get_top_tickers(
+        self,
+        n: int,
+        brokers: Optional[List[str]] = None,
+        side: Optional[str] = None,
+    ) -> dict:
+        """
+        Get top N tickers ranked by financial volume, with broker breakdown.
+
+        Parameters
+        ----------
+        n : int
+            Number of top tickers to return. Required.
+        brokers : List[str], optional
+            List of broker names to filter.
+        side : str, optional
+            Filter by side ('buy' or 'sell').
+
+        Returns
+        -------
+        dict
+            JSON response with top tickers and their top brokers breakdown.
+        """
+        params = {"n": str(n)}
+
+        if brokers: params["brokers"] = ",".join(brokers)
+        if side is not None: params["side"] = side
+
+        url = self._build_url("top-tickers")
+        response = requests.get(url, params=params, headers=self.headers, timeout=30)
+
+        if response.status_code != 200:
+            self._raise_error(response)
+
+        return response.json()
+
+    @staticmethod
+    def _raise_error(response):
+        try:
+            error_body = response.json()
+            detail = error_body.get("detail", error_body.get("error", response.text))
+        except Exception:
+            detail = response.text
+        raise BadResponse(f"Error {response.status_code}: {detail}")

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/rest/historical_candles.py

@@ -74,7 +74,7 @@ class HistoricalCandles:
         Parameters
         ----------------
         market_type: str
-            Field is required. Allowed values: 'stocks' or 'derivatives'.
+            Field is required. Allowed values: 'stocks', 'derivatives' or 'indices'.
         ticker: str
             Ticker that needs to be returned.
             Field is required. Example: 'PETR4'.
@@ -103,8 +103,8 @@ class HistoricalCandles:
             Field is not required. Default: True.
         """     
         
-        if market_type not in ['stocks', 'derivatives']:
-            raise MarketTypeError(f'Allowed values: "stocks" or "derivatives". Input value: "{market_type}".')
+        if market_type not in ['stocks', 'derivatives', 'indices']:
+            raise MarketTypeError(f'Allowed values: "stocks", "derivatives" or "indices". Input value: "{market_type}".')
         
         url = f"{url_apis_v3}/marketdata/history/candles/intraday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&date={date}&candle={candle}&round={round}"
         response = requests.request("GET", url,  headers=self.headers)
@@ -133,7 +133,7 @@ class HistoricalCandles:
         Parameters
         ----------------
         market_type: str
-            Field is required. Allowed values: 'stocks' or 'derivatives'.
+            Field is required. Allowed values: 'stocks', 'derivatives' or 'indices'.
         ticker: str
             Ticker that needs to be returned.
             Field is required. Example: 'PETR4'.
@@ -162,8 +162,8 @@ class HistoricalCandles:
             Field is not required. Default: True.
         """     
         
-        if market_type not in ['stocks', 'derivatives']:
-            raise MarketTypeError(f'Allowed values: "stocks" or "derivatives". Input value: "{market_type}".')
+        if market_type not in ['stocks', 'derivatives', 'indices']:
+            raise MarketTypeError(f'Allowed values: "stocks", "derivatives" or "indices". Input value: "{market_type}".')
         
         url = f"{url_apis_v3}/marketdata/history/candles/interday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&start_date={start_date}&end_date={end_date}&round={round}"
         response = requests.request("GET", url,  headers=self.headers)
@@ -174,6 +174,66 @@ class HistoricalCandles:
         response = json.loads(response.text)
         raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
 
+    def get_interday_history_candles_batch(
+        self,
+        market_type:str,
+        tickers:list,
+        start_date:str,
+        end_date:str,
+        corporate_events_adj:bool,
+        rmv_after_market:bool,
+        timezone:str,
+        raw_data:bool=False,
+        round:bool=True
+    ):
+        """
+        This method provides historical candles for a batch of tickers in determined period.
+
+        Parameters
+        ----------------
+        market_type: str
+            Field is required. Allowed values: 'stocks' or 'derivatives'.
+        tickers: list
+            Tickers that need to be returned.
+            Field is required. Example: ['PETR4', 'VALE3'].
+        start_date: string<date>
+            Start date of analysis. Format: "YYYY-MM-DD".
+            Field is required. Example: '2022-10-06'.
+        end_date: string<date>
+            End date of analysis. Format: "YYYY-MM-DD".
+            Field is required. Example: '2023-01-22'.
+        corporate_events_adj: bool
+            Corporate events adjustment.
+            Field is required. Allowed values: 'true' or 'false'.
+        rmv_after_market: bool
+            Remove trades after market close.
+            Field is required. Allowed values: 'true' or 'false'.
+        timezone: str
+            Timezone of the datetime.
+            Field is required. Allowed values: 'America/Sao_Paulo' or 'UTC'.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        round: bool
+            Apply rounding to prices.
+            Useful when corporate_events_adj=True, since price adjustment factors
+            may generate values with many decimal places.
+            Field is not required. Default: True.
+        """
+
+        if market_type not in ['stocks', 'derivatives']:
+            raise MarketTypeError(f'Allowed values: "stocks" or "derivatives". Input value: "{market_type}".')
+
+        url = f"{url_apis_v3}/marketdata/history/candles/interday/{market_type}/batch?corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&start_date={start_date}&end_date={end_date}&round={round}"
+        payload = {"tickers": tickers}
+        response = requests.request("POST", url, headers=self.headers, json=payload)
+        if response.status_code == 200:
+            response_data = json.loads(response.text)
+            return response_data if raw_data else pd.DataFrame(pd.concat([pd.DataFrame(v) for v in response_data.values()], ignore_index=True))
+
+        response = json.loads(response.text)
+        raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
+
     def get_available_tickers(
         self,
         market_type:str,

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12/btgsolutions_dataservices_python_client.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.1
 Name: btgsolutions_dataservices_python_client
-Version: 3.2.10
+Version: 3.2.12
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
@@ -12,14 +12,6 @@ Requires-Dist: websocket-client>=1.8.0
 Requires-Dist: PyJWT>=2.8.0
 Requires-Dist: requests>=2.32.3
 Requires-Dist: pyarrow>=17.0.0
-Dynamic: author
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license-file
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
 
 # BTG Solutions - Data Services
 
@@ -280,6 +272,14 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
+##### Interday Batch
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
+hist_candles.get_interday_history_candles_batch(market_type='stocks', tickers=['PETR4', 'VALE3'], start_date='2023-10-01', end_date='2023-10-13', corporate_events_adj=True, rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
+```
+
 ##### Available Tickers
 
 ```python
@@ -503,6 +503,40 @@ broker_reference = btg.BrokerReference(api_key='YOUR_API_KEY')
 broker_reference.get()
 ```
 
+#### Book Scope
+
+```python
+import btgsolutions_dataservices as btg
+book_scope = btg.BookScope(api_key='YOUR_API_KEY')
+
+result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],  # choose one, two, or all three
+)
+
+single_file_result = book_scope.get(
+    symbol='DOLM26',
+    market_type='derivatives',
+    start_time='2026-05-28T14:12:00Z',
+    end_time='2026-05-28T14:15:00Z',
+    select=['trades', 'book_snapshot', 'book_incremental'],
+    aggregate_info=True,
+)
+```
+
+#### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+broker_analytics = btg.BrokerAnalytics(api_key='YOUR_API_KEY', market_type='stocks')
+summary = broker_analytics.get_summary(brokers=['85', '3'], tickers=['PETR4', 'ABCB4'])
+top_brokers = broker_analytics.get_top_brokers(n=10)
+top_tickers = broker_analytics.get_top_tickers(n=10, brokers=['85', '3'])
+```
+
 #### Ticker Reference Data
 
 ```python

{btgsolutions_dataservices_python_client-3.2.10 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices_python_client.egg-info/SOURCES.txt

@@ -9,6 +9,8 @@ btgsolutions_dataservices/config.py
 btgsolutions_dataservices/exceptions.py
 btgsolutions_dataservices/rest/__init__.py
 btgsolutions_dataservices/rest/authenticator.py
+btgsolutions_dataservices/rest/book_scope.py
+btgsolutions_dataservices/rest/broker_analytics.py
 btgsolutions_dataservices/rest/broker_reference.py
 btgsolutions_dataservices/rest/bulk_data.py
 btgsolutions_dataservices/rest/company_data.py