btgsolutions-dataservices-python-client 3.2.11__tar.gz → 3.2.12__tar.gz

{btgsolutions_dataservices_python_client-3.2.11/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: 3.2.11
+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
@@ -510,23 +510,33 @@ import btgsolutions_dataservices as btg
 book_scope = btg.BookScope(api_key='YOUR_API_KEY')
 
 result = book_scope.get(
-    symbol='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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-3.2.11 → 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
@@ -487,23 +495,33 @@ import btgsolutions_dataservices as btg
 book_scope = btg.BookScope(api_key='YOUR_API_KEY')
 
 result = book_scope.get(
-    symbol='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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-3.2.11 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "3.2.11" 
+__version__ = "3.2.12" 
 
 from .websocket import *
 from .rest import *

{btgsolutions_dataservices_python_client-3.2.11 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/rest/__init__.py

@@ -15,3 +15,4 @@ 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-3.2.11 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices/rest/book_scope.py

@@ -9,6 +9,7 @@ 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
 
@@ -25,10 +26,10 @@ class BookScope:
     >>>     api_key='YOUR_API_KEY',
     >>> )
     >>> book_scope.get(
-    >>>     symbol='PETR4',
-    >>>     market_type='Equities',
-    >>>     start_time='2026-05-22T12:00:00Z',
-    >>>     end_time='2026-05-22T12:10:00Z',
+    >>>     symbol='DOLM26',
+    >>>     market_type='derivatives',
+    >>>     start_time='2026-05-28T14:12:00Z',
+    >>>     end_time='2026-05-28T14:15:00Z',
     >>> )
 
     Parameters
@@ -55,8 +56,8 @@ class BookScope:
             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)
+            
+            response = requests.get(endpoint_url, params=page_params, headers=self.headers, timeout=50)
             if response.status_code != 200:
                 try:
                     error_body = response.json()
@@ -134,7 +135,7 @@ class BookScope:
         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 parquet file per dataset.
+        complete DataFrame per dataset.
 
         Parameters
         ----------------
@@ -143,29 +144,36 @@ class BookScope:
             Field is required. Example: 'PETR4', 'DOLM26'.
         market_type: str
             Market type.
-            Field is required. Allowed values: 'Equities', 'Derivatives'.
+            Field is required. Allowed values: 'derivatives', 'options', 'stocks'.
         start_time: str
-            Start of the analysis window in ISO-8601 format.
-            Field is required. Example: '2026-05-22T15:50:00Z'.
+            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 format.
-            Field is required. Example: '2026-05-22T12:10:00Z'.
+            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 parquet file containing the selected datasets.
+            When True, returns a single pandas.DataFrame containing the selected datasets.
             Field is optional. Default: False.
 
         Returns
         ----------------
-        dict
-            Dictionary with the selected keys, each containing:
-            - 'data': raw parquet bytes with all rows for the requested time window
-            When aggregate_info is True, returns a single key:
-            - 'data': raw parquet bytes with all selected datasets combined into one parquet file
+        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}")
@@ -184,9 +192,9 @@ class BookScope:
         scope = self._resolve_scope(parsed_end_time)
 
         endpoint_map = {
-            "trades": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{market_type}/trades",
-            "book_snapshot": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{market_type}/book-snapshot",
-            "book_incremental": f"{self.base_url}/marketdata/br/b3/book-scope/{scope}/{market_type}/book-incremental",
+            "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 = {}
@@ -196,9 +204,9 @@ class BookScope:
             if aggregate_info:
                 parquet_payloads.append(data)
             else:
-                result[key] = {"data": data}
+                result[key] = pq.read_table(BytesIO(data)).to_pandas()
 
         if aggregate_info:
-            result["data"] = self._combine_parquets(parquet_payloads)
+            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-3.2.11 → 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-3.2.11 → 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: 3.2.11
+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
@@ -510,23 +510,33 @@ import btgsolutions_dataservices as btg
 book_scope = btg.BookScope(api_key='YOUR_API_KEY')
 
 result = book_scope.get(
-    symbol='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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='PETR4',
-    market_type='Equities',
-    start_time='2026-05-22T15:50:00Z',
-    end_time='2026-05-22T16:00:00Z',
+    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-3.2.11 → btgsolutions_dataservices_python_client-3.2.12}/btgsolutions_dataservices_python_client.egg-info/SOURCES.txt

@@ -10,6 +10,7 @@ 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