finance_dev 0.9.0__py3-none-any.whl

finance_dev/models/stocklastquoteresponse.py

@@ -0,0 +1,175 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 74ef0fe52962
+
+from __future__ import annotations
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import model_serializer
+from typing import List, Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class StockLastQuoteResponseResultsTypedDict(TypedDict):
+    r"""Last NBBO quote object"""
+
+    ask_exchange: NotRequired[int]
+    r"""Ask exchange ID"""
+    ask_price: NotRequired[float]
+    r"""Ask price"""
+    ask_size: NotRequired[int]
+    r"""Ask size"""
+    bid_exchange: NotRequired[int]
+    r"""Bid exchange ID"""
+    bid_price: NotRequired[float]
+    r"""Bid price"""
+    bid_size: NotRequired[int]
+    r"""Bid size"""
+    conditions: NotRequired[List[int]]
+    r"""Quote conditions"""
+    indicators: NotRequired[List[int]]
+    r"""Quote indicators"""
+    participant_timestamp: NotRequired[int]
+    r"""Participant timestamp"""
+    sequence_number: NotRequired[int]
+    r"""Sequence number"""
+    sip_timestamp: NotRequired[int]
+    r"""SIP timestamp"""
+    tape: NotRequired[int]
+    r"""Tape"""
+    ticker: NotRequired[str]
+    r"""Ticker symbol"""
+    trf_timestamp: NotRequired[int]
+    r"""TRF timestamp"""
+
+
+class StockLastQuoteResponseResults(BaseModel):
+    r"""Last NBBO quote object"""
+
+    ask_exchange: Annotated[Optional[int], pydantic.Field(alias="askExchange")] = None
+    r"""Ask exchange ID"""
+
+    ask_price: Annotated[Optional[float], pydantic.Field(alias="askPrice")] = None
+    r"""Ask price"""
+
+    ask_size: Annotated[Optional[int], pydantic.Field(alias="askSize")] = None
+    r"""Ask size"""
+
+    bid_exchange: Annotated[Optional[int], pydantic.Field(alias="bidExchange")] = None
+    r"""Bid exchange ID"""
+
+    bid_price: Annotated[Optional[float], pydantic.Field(alias="bidPrice")] = None
+    r"""Bid price"""
+
+    bid_size: Annotated[Optional[int], pydantic.Field(alias="bidSize")] = None
+    r"""Bid size"""
+
+    conditions: Optional[List[int]] = None
+    r"""Quote conditions"""
+
+    indicators: Optional[List[int]] = None
+    r"""Quote indicators"""
+
+    participant_timestamp: Annotated[
+        Optional[int], pydantic.Field(alias="participantTimestamp")
+    ] = None
+    r"""Participant timestamp"""
+
+    sequence_number: Annotated[
+        Optional[int], pydantic.Field(alias="sequenceNumber")
+    ] = None
+    r"""Sequence number"""
+
+    sip_timestamp: Annotated[Optional[int], pydantic.Field(alias="sipTimestamp")] = None
+    r"""SIP timestamp"""
+
+    tape: Optional[int] = None
+    r"""Tape"""
+
+    ticker: Optional[str] = None
+    r"""Ticker symbol"""
+
+    trf_timestamp: Annotated[Optional[int], pydantic.Field(alias="trfTimestamp")] = None
+    r"""TRF timestamp"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "askExchange",
+                "askPrice",
+                "askSize",
+                "bidExchange",
+                "bidPrice",
+                "bidSize",
+                "conditions",
+                "indicators",
+                "participantTimestamp",
+                "sequenceNumber",
+                "sipTimestamp",
+                "tape",
+                "ticker",
+                "trfTimestamp",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class StockLastQuoteResponseTypedDict(TypedDict):
+    r"""Most recent NBBO quote for a stock ticker."""
+
+    request_id: NotRequired[str]
+    r"""Unique request ID"""
+    results: NotRequired[StockLastQuoteResponseResultsTypedDict]
+    r"""Last NBBO quote object"""
+    status: NotRequired[str]
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+
+class StockLastQuoteResponse(BaseModel):
+    r"""Most recent NBBO quote for a stock ticker."""
+
+    request_id: Annotated[Optional[str], pydantic.Field(alias="requestId")] = None
+    r"""Unique request ID"""
+
+    results: Optional[StockLastQuoteResponseResults] = None
+    r"""Last NBBO quote object"""
+
+    status: Optional[str] = None
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["requestId", "results", "status"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    StockLastQuoteResponseResults.model_rebuild()
+except NameError:
+    pass
+try:
+    StockLastQuoteResponse.model_rebuild()
+except NameError:
+    pass

finance_dev/models/stocklasttraderesponse.py

@@ -0,0 +1,169 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: c63a830a5896
+
+from __future__ import annotations
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import model_serializer
+from typing import List, Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class StockLastTradeResponseResultsTypedDict(TypedDict):
+    r"""Last trade object"""
+
+    conditions: NotRequired[List[int]]
+    r"""Trade conditions"""
+    correction: NotRequired[int]
+    r"""Correction indicator"""
+    exchange: NotRequired[int]
+    r"""Numeric exchange identifier supplied by the market data provider."""
+    id: NotRequired[str]
+    r"""Trade ID"""
+    participant_timestamp: NotRequired[int]
+    r"""Participant timestamp"""
+    price: NotRequired[float]
+    r"""Trade price"""
+    sequence_number: NotRequired[int]
+    r"""Sequence number"""
+    sip_timestamp: NotRequired[int]
+    r"""SIP timestamp"""
+    size: NotRequired[float]
+    r"""Trade size (shares)"""
+    tape: NotRequired[int]
+    r"""Tape"""
+    ticker: NotRequired[str]
+    r"""Ticker symbol"""
+    trf_id: NotRequired[int]
+    r"""TRF ID"""
+    trf_timestamp: NotRequired[int]
+    r"""TRF timestamp"""
+
+
+class StockLastTradeResponseResults(BaseModel):
+    r"""Last trade object"""
+
+    conditions: Optional[List[int]] = None
+    r"""Trade conditions"""
+
+    correction: Optional[int] = None
+    r"""Correction indicator"""
+
+    exchange: Optional[int] = None
+    r"""Numeric exchange identifier supplied by the market data provider."""
+
+    id: Optional[str] = None
+    r"""Trade ID"""
+
+    participant_timestamp: Annotated[
+        Optional[int], pydantic.Field(alias="participantTimestamp")
+    ] = None
+    r"""Participant timestamp"""
+
+    price: Optional[float] = None
+    r"""Trade price"""
+
+    sequence_number: Annotated[
+        Optional[int], pydantic.Field(alias="sequenceNumber")
+    ] = None
+    r"""Sequence number"""
+
+    sip_timestamp: Annotated[Optional[int], pydantic.Field(alias="sipTimestamp")] = None
+    r"""SIP timestamp"""
+
+    size: Optional[float] = None
+    r"""Trade size (shares)"""
+
+    tape: Optional[int] = None
+    r"""Tape"""
+
+    ticker: Optional[str] = None
+    r"""Ticker symbol"""
+
+    trf_id: Annotated[Optional[int], pydantic.Field(alias="trfId")] = None
+    r"""TRF ID"""
+
+    trf_timestamp: Annotated[Optional[int], pydantic.Field(alias="trfTimestamp")] = None
+    r"""TRF timestamp"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "conditions",
+                "correction",
+                "exchange",
+                "id",
+                "participantTimestamp",
+                "price",
+                "sequenceNumber",
+                "sipTimestamp",
+                "size",
+                "tape",
+                "ticker",
+                "trfId",
+                "trfTimestamp",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class StockLastTradeResponseTypedDict(TypedDict):
+    r"""Most recent trade for a stock ticker."""
+
+    request_id: NotRequired[str]
+    r"""Unique request ID"""
+    results: NotRequired[StockLastTradeResponseResultsTypedDict]
+    r"""Last trade object"""
+    status: NotRequired[str]
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+
+class StockLastTradeResponse(BaseModel):
+    r"""Most recent trade for a stock ticker."""
+
+    request_id: Annotated[Optional[str], pydantic.Field(alias="requestId")] = None
+    r"""Unique request ID"""
+
+    results: Optional[StockLastTradeResponseResults] = None
+    r"""Last trade object"""
+
+    status: Optional[str] = None
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["requestId", "results", "status"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    StockLastTradeResponseResults.model_rebuild()
+except NameError:
+    pass
+try:
+    StockLastTradeResponse.model_rebuild()
+except NameError:
+    pass

finance_dev/models/stockohlcbar.py

@@ -0,0 +1,85 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 4dfa3143cbd3
+
+from __future__ import annotations
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class StockOhlcBarTypedDict(TypedDict):
+    r"""OHLCV bar for stock price history. Use values at each bar to render candles or historical price charts."""
+
+    ticker_symbol: NotRequired[str]
+    r"""Ticker symbol (optional, e.g. for grouped/prev)"""
+    c: NotRequired[float]
+    r"""Close price for the bar interval. Use it as the final price in a candle."""
+    h: NotRequired[float]
+    r"""Highest traded price during the bar interval. Use it for the candle's upper wick."""
+    l: NotRequired[float]
+    r"""Lowest traded price during the bar interval. Use it for the candle's lower wick."""
+    n: NotRequired[int]
+    r"""Number of trades included in the bar. Use it as an activity indicator when available."""
+    o: NotRequired[float]
+    r"""Opening price for the bar interval. Use it as the first price in a candle."""
+    t: NotRequired[int]
+    r"""Bar timestamp in Unix milliseconds. Use it as the x-axis time value."""
+    v: NotRequired[float]
+    r"""Shares or contracts traded during the bar interval. Use it for volume charts."""
+    vw: NotRequired[float]
+    r"""Volume weighted average price"""
+
+
+class StockOhlcBar(BaseModel):
+    r"""OHLCV bar for stock price history. Use values at each bar to render candles or historical price charts."""
+
+    ticker_symbol: Annotated[Optional[str], pydantic.Field(alias="T")] = None
+    r"""Ticker symbol (optional, e.g. for grouped/prev)"""
+
+    c: Optional[float] = None
+    r"""Close price for the bar interval. Use it as the final price in a candle."""
+
+    h: Optional[float] = None
+    r"""Highest traded price during the bar interval. Use it for the candle's upper wick."""
+
+    l: Optional[float] = None
+    r"""Lowest traded price during the bar interval. Use it for the candle's lower wick."""
+
+    n: Optional[int] = None
+    r"""Number of trades included in the bar. Use it as an activity indicator when available."""
+
+    o: Optional[float] = None
+    r"""Opening price for the bar interval. Use it as the first price in a candle."""
+
+    t: Optional[int] = None
+    r"""Bar timestamp in Unix milliseconds. Use it as the x-axis time value."""
+
+    v: Optional[float] = None
+    r"""Shares or contracts traded during the bar interval. Use it for volume charts."""
+
+    vw: Optional[float] = None
+    r"""Volume weighted average price"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["TickerSymbol", "c", "h", "l", "n", "o", "t", "v", "vw"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    StockOhlcBar.model_rebuild()
+except NameError:
+    pass

finance_dev/models/stockopencloseresponse.py

@@ -0,0 +1,109 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 56db4f689fb1
+
+from __future__ import annotations
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class StockOpenCloseResponseTypedDict(TypedDict):
+    r"""Open, high, low, close, volume and extended-hours prices for a stock on a given date, as returned by the upstream data provider."""
+
+    after_hours: NotRequired[float]
+    r"""After hours price"""
+    close: NotRequired[float]
+    r"""Closing price"""
+    from_: NotRequired[str]
+    r"""Date in YYYY-MM-DD format. Enter the specific calendar date you want to query."""
+    high: NotRequired[float]
+    r"""High price"""
+    low: NotRequired[float]
+    r"""Low price"""
+    open: NotRequired[float]
+    r"""Opening price"""
+    otc: NotRequired[bool]
+    r"""Whether the security is OTC"""
+    pre_market: NotRequired[float]
+    r"""Pre-market price"""
+    status: NotRequired[str]
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+    symbol: NotRequired[str]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+    volume: NotRequired[float]
+    r"""Trading volume"""
+
+
+class StockOpenCloseResponse(BaseModel):
+    r"""Open, high, low, close, volume and extended-hours prices for a stock on a given date, as returned by the upstream data provider."""
+
+    after_hours: Annotated[Optional[float], pydantic.Field(alias="afterHours")] = None
+    r"""After hours price"""
+
+    close: Optional[float] = None
+    r"""Closing price"""
+
+    from_: Annotated[Optional[str], pydantic.Field(alias="from")] = None
+    r"""Date in YYYY-MM-DD format. Enter the specific calendar date you want to query."""
+
+    high: Optional[float] = None
+    r"""High price"""
+
+    low: Optional[float] = None
+    r"""Low price"""
+
+    open: Optional[float] = None
+    r"""Opening price"""
+
+    otc: Optional[bool] = None
+    r"""Whether the security is OTC"""
+
+    pre_market: Annotated[Optional[float], pydantic.Field(alias="preMarket")] = None
+    r"""Pre-market price"""
+
+    status: Optional[str] = None
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+    symbol: Optional[str] = None
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    volume: Optional[float] = None
+    r"""Trading volume"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "afterHours",
+                "close",
+                "from",
+                "high",
+                "low",
+                "open",
+                "otc",
+                "preMarket",
+                "status",
+                "symbol",
+                "volume",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    StockOpenCloseResponse.model_rebuild()
+except NameError:
+    pass

finance_dev/models/stockpreviousdayresponse.py

@@ -0,0 +1,86 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 4fd1640f450e
+
+from __future__ import annotations
+from .stockohlcbar import StockOhlcBar, StockOhlcBarTypedDict
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import model_serializer
+from typing import List, Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class StockPreviousDayResponseTypedDict(TypedDict):
+    r"""Previous trading day's aggregate bar for a stock ticker, from the Polygon aggregates data."""
+
+    adjusted: NotRequired[bool]
+    r"""Whether or not the results are adjusted for splits"""
+    query_count: NotRequired[int]
+    r"""Number of results returned"""
+    request_id: NotRequired[str]
+    r"""Unique request ID"""
+    results: NotRequired[List[StockOhlcBarTypedDict]]
+    r"""Array containing previous day bar"""
+    results_count: NotRequired[int]
+    r"""Total number of results"""
+    status: NotRequired[str]
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+    ticker: NotRequired[str]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+
+class StockPreviousDayResponse(BaseModel):
+    r"""Previous trading day's aggregate bar for a stock ticker, from the Polygon aggregates data."""
+
+    adjusted: Optional[bool] = None
+    r"""Whether or not the results are adjusted for splits"""
+
+    query_count: Annotated[Optional[int], pydantic.Field(alias="queryCount")] = None
+    r"""Number of results returned"""
+
+    request_id: Annotated[Optional[str], pydantic.Field(alias="requestId")] = None
+    r"""Unique request ID"""
+
+    results: Optional[List[StockOhlcBar]] = None
+    r"""Array containing previous day bar"""
+
+    results_count: Annotated[Optional[int], pydantic.Field(alias="resultsCount")] = None
+    r"""Total number of results"""
+
+    status: Optional[str] = None
+    r"""Status string from the upstream data provider — typically `OK` for a successful response. Treat any other value as an error indicator alongside the HTTP status code."""
+
+    ticker: Optional[str] = None
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "adjusted",
+                "queryCount",
+                "requestId",
+                "results",
+                "resultsCount",
+                "status",
+                "ticker",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    StockPreviousDayResponse.model_rebuild()
+except NameError:
+    pass