itmatrix 1.0.0__py3-none-any.whl

itmatrix/__init__.py

@@ -0,0 +1,53 @@
+"""The ITMatrixHQ API, for people and agents."""
+
+from ._core.config import DEFAULT_BASE_URL
+from ._core.errors import ITMError
+from ._core.models import Transport
+from ._core.stream import Stream, Subscription
+from .analytics import GexAnalysis, GexLevel, analyze_gex
+from .client import AsyncClient, AsyncITMClient, Client, ITMClient
+from .models import (
+    Bar,
+    Bars,
+    GexGrid,
+    GexStrike,
+    OptionChain,
+    OptionContract,
+    OptionQuote,
+    Replay,
+    Result,
+    Symbol,
+    SymbolIdentity,
+    Tick,
+)
+from .periods import BarPeriod, BarWindow, resolve_bar_window
+
+__all__ = [
+    "DEFAULT_BASE_URL",
+    "AsyncClient",
+    "AsyncITMClient",
+    "Bar",
+    "BarPeriod",
+    "BarWindow",
+    "Bars",
+    "Client",
+    "GexAnalysis",
+    "GexGrid",
+    "GexLevel",
+    "GexStrike",
+    "ITMClient",
+    "ITMError",
+    "OptionChain",
+    "OptionContract",
+    "OptionQuote",
+    "Replay",
+    "Result",
+    "Stream",
+    "Subscription",
+    "Symbol",
+    "SymbolIdentity",
+    "Tick",
+    "Transport",
+    "analyze_gex",
+    "resolve_bar_window",
+]

itmatrix/_core/__init__.py

@@ -0,0 +1,9 @@
+"""Thin client for the ITMatrixHQ /v2 API."""
+
+from .client import ITMClient
+from .config import DEFAULT_BASE_URL
+from .errors import ITMError
+from .models import Result, Transport
+from .stream import Stream, Subscription
+
+__all__ = ["DEFAULT_BASE_URL", "ITMClient", "ITMError", "Result", "Stream", "Subscription", "Transport"]

itmatrix/_core/_wire/__init__.py

@@ -0,0 +1 @@
+"""Generated public protobuf bindings. Prefer the high-level client."""

itmatrix/_core/_wire/rest_pb2.py

@@ -0,0 +1,65 @@
+# -*- coding: utf-8 -*-
+# Generated by the protocol buffer compiler.  DO NOT EDIT!
+# NO CHECKED-IN PROTOBUF GENCODE
+# source: itmatrixhq/rest/v1/wire.proto
+# Protobuf Python Version: 7.35.1
+"""Generated protocol buffer code."""
+
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import descriptor_pool as _descriptor_pool
+from google.protobuf import runtime_version as _runtime_version
+from google.protobuf import symbol_database as _symbol_database
+from google.protobuf.internal import builder as _builder
+
+_runtime_version.ValidateProtobufRuntimeVersion(
+    _runtime_version.Domain.PUBLIC, 7, 35, 1, "", "itmatrixhq/rest/v1/wire.proto"
+)
+# @@protoc_insertion_point(imports)
+
+_sym_db = _symbol_database.Default()
+
+
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(
+    b'\n\x1ditmatrixhq/rest/v1/wire.proto\x12\x12itmatrixhq.rest.v1"\xcc\x01\n\x0c\x42\x61rsResponse\x12\x13\n\x0bprice_scale\x18\x01 \x01(\r\x12 \n\x13\x63omplete_through_ms\x18\x02 \x01(\x04H\x00\x88\x01\x01\x12\x1f\n\x12prior_close_scaled\x18\x03 \x01(\x11H\x01\x88\x01\x01\x12%\n\x04\x62\x61rs\x18\x04 \x03(\x0b\x32\x17.itmatrixhq.rest.v1.Bar\x12\x0e\n\x06\x63ursor\x18\x05 \x01(\tB\x16\n\x14_complete_through_msB\x15\n\x13_prior_close_scaled"\x88\x01\n\x03\x42\x61r\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\t\n\x01o\x18\x02 \x01(\x11\x12\t\n\x01h\x18\x03 \x01(\x11\x12\t\n\x01l\x18\x04 \x01(\x11\x12\t\n\x01\x63\x18\x05 \x01(\x11\x12\x0e\n\x01v\x18\x06 \x01(\rH\x00\x88\x01\x01\x12\x11\n\x04vwap\x18\x07 \x01(\x11H\x01\x88\x01\x01\x12\x0e\n\x01n\x18\x08 \x01(\rH\x02\x88\x01\x01\x42\x04\n\x02_vB\x07\n\x05_vwapB\x04\n\x02_n"\xaa\x01\n\x0eReplayResponse\x12\x13\n\x0bprice_scale\x18\x01 \x01(\r\x12\x10\n\x08\x66idelity\x18\x02 \x01(\r\x12\x10\n\x08\x63omplete\x18\x03 \x01(\x08\x12\x0f\n\x07sources\x18\x04 \x03(\t\x12\'\n\x05ticks\x18\x05 \x03(\x0b\x32\x18.itmatrixhq.rest.v1.Tick\x12%\n\x04\x62\x61rs\x18\x06 \x03(\x0b\x32\x17.itmatrixhq.rest.v1.Bar"K\n\x04Tick\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x14\n\x0cprice_scaled\x18\x02 \x01(\x11\x12\x11\n\tsource_id\x18\x03 \x01(\r\x12\x0b\n\x03seq\x18\x04 \x01(\x04"\x84\x03\n\x0fGexGridResponse\x12\x1b\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04H\x00\x88\x01\x01\x12\x11\n\x04spot\x18\x02 \x01(\x01H\x01\x88\x01\x01\x12\x1d\n\x10prior_close_spot\x18\x03 \x01(\x01H\x02\x88\x01\x01\x12\x0f\n\x07net_gex\x18\x04 \x01(\x01\x12\x1b\n\x0enet_gex_shares\x18\t \x01(\x01H\x03\x88\x01\x01\x12\x17\n\nflip_point\x18\x05 \x01(\x01H\x04\x88\x01\x01\x12\x13\n\x0bmax_abs_gex\x18\x06 \x01(\x01\x12\x1f\n\x12max_abs_gex_shares\x18\n \x01(\x01H\x05\x88\x01\x01\x12\r\n\x05\x61\x64hoc\x18\x07 \x01(\x08\x12,\n\x04rows\x18\x08 \x03(\x0b\x32\x1e.itmatrixhq.rest.v1.GexGridRowB\x11\n\x0f_captured_at_msB\x07\n\x05_spotB\x13\n\x11_prior_close_spotB\x11\n\x0f_net_gex_sharesB\r\n\x0b_flip_pointB\x15\n\x13_max_abs_gex_shares"\x83\x03\n\nGexGridRow\x12\x1a\n\x12strike_thousandths\x18\x01 \x01(\x03\x12\x0b\n\x03gex\x18\x02 \x01(\x01\x12\x17\n\ngex_shares\x18\x08 \x01(\x01H\x00\x88\x01\x01\x12\x15\n\x08gex_0dte\x18\x03 \x01(\x01H\x01\x88\x01\x01\x12\x1c\n\x0fgex_0dte_shares\x18\t \x01(\x01H\x02\x88\x01\x01\x12\x14\n\x07\x63\x61ll_oi\x18\x04 \x01(\x05H\x03\x88\x01\x01\x12\x13\n\x06put_oi\x18\x05 \x01(\x05H\x04\x88\x01\x01\x12\x16\n\tdelta_adj\x18\x06 \x01(\x01H\x05\x88\x01\x01\x12\x1d\n\x10\x64\x65lta_adj_shares\x18\n \x01(\x01H\x06\x88\x01\x01\x12\x1d\n\x10\x65xpiry_epoch_day\x18\x07 \x01(\x05H\x07\x88\x01\x01\x42\r\n\x0b_gex_sharesB\x0b\n\t_gex_0dteB\x12\n\x10_gex_0dte_sharesB\n\n\x08_call_oiB\t\n\x07_put_oiB\x0c\n\n_delta_adjB\x13\n\x11_delta_adj_sharesB\x13\n\x11_expiry_epoch_day"\x98\x01\n\rChainResponse\x12\x1b\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04H\x00\x88\x01\x01\x12\x11\n\x04spot\x18\x02 \x01(\x01H\x01\x88\x01\x01\x12\x0f\n\x07partial\x18\x03 \x01(\x08\x12*\n\x04rows\x18\x04 \x03(\x0b\x32\x1c.itmatrixhq.rest.v1.ChainRowB\x11\n\x0f_captured_at_msB\x07\n\x05_spot"\x9c\x03\n\x08\x43hainRow\x12\x18\n\x10\x65xpiry_epoch_day\x18\x01 \x01(\x05\x12\r\n\x05right\x18\x02 \x01(\r\x12\x1a\n\x12strike_thousandths\x18\x03 \x01(\x03\x12\x0f\n\x02oi\x18\x04 \x01(\x03H\x00\x88\x01\x01\x12\x13\n\x06volume\x18\x05 \x01(\x03H\x01\x88\x01\x01\x12\x10\n\x03\x62id\x18\x06 \x01(\x01H\x02\x88\x01\x01\x12\x10\n\x03\x61sk\x18\x07 \x01(\x01H\x03\x88\x01\x01\x12\x11\n\x04last\x18\x08 \x01(\x01H\x04\x88\x01\x01\x12\x10\n\x03\x66mv\x18\t \x01(\x01H\x05\x88\x01\x01\x12\x0f\n\x02iv\x18\n \x01(\x01H\x06\x88\x01\x01\x12\x12\n\x05\x64\x65lta\x18\x0b \x01(\x01H\x07\x88\x01\x01\x12\x12\n\x05gamma\x18\x0c \x01(\x01H\x08\x88\x01\x01\x12\x12\n\x05theta\x18\r \x01(\x01H\t\x88\x01\x01\x12\x11\n\x04vega\x18\x0e \x01(\x01H\n\x88\x01\x01\x12\x1b\n\x13shares_per_contract\x18\x0f \x01(\rB\x05\n\x03_oiB\t\n\x07_volumeB\x06\n\x04_bidB\x06\n\x04_askB\x07\n\x05_lastB\x06\n\x04_fmvB\x05\n\x03_ivB\x08\n\x06_deltaB\x08\n\x06_gammaB\x08\n\x06_thetaB\x07\n\x05_vega"W\n\x1bOffExchangeActivityResponse\x12\x38\n\x04rows\x18\x01 \x03(\x0b\x32*.itmatrixhq.rest.v1.OffExchangeActivityRow"\xbe\x02\n\x16OffExchangeActivityRow\x12\x0c\n\x04\x64\x61te\x18\x01 \x01(\t\x12\x1b\n\x13off_exchange_volume\x18\x02 \x01(\x01\x12\x10\n\x08notional\x18\x03 \x01(\x01\x12\x13\n\x0btrade_count\x18\x04 \x01(\x04\x12\x14\n\x0c\x61verage_size\x18\x05 \x01(\x01\x12\x0c\n\x04vwap\x18\x06 \x01(\x01\x12\x1f\n\x12off_exchange_share\x18\x07 \x01(\x01H\x00\x88\x01\x01\x12 \n\x13\x63onsolidated_volume\x18\x08 \x01(\x01H\x01\x88\x01\x01\x12"\n\x15\x63onsolidated_notional\x18\t \x01(\x01H\x02\x88\x01\x01\x42\x15\n\x13_off_exchange_shareB\x16\n\x14_consolidated_volumeB\x18\n\x16_consolidated_notional"a\n OffExchangeConcentrationResponse\x12=\n\x04rows\x18\x01 \x03(\x0b\x32/.itmatrixhq.rest.v1.OffExchangeConcentrationRow"\xab\x02\n\x1bOffExchangeConcentrationRow\x12\x0c\n\x04\x64\x61te\x18\x01 \x01(\t\x12\x17\n\x0f\x62ucket_midpoint\x18\x02 \x01(\x01\x12\x14\n\x0c\x62ucket_width\x18\x03 \x01(\x01\x12\x0e\n\x06volume\x18\x04 \x01(\x01\x12\x10\n\x08notional\x18\x05 \x01(\x01\x12\x13\n\x0btrade_count\x18\x06 \x01(\x04\x12\x19\n\x11\x64istinct_sessions\x18\x07 \x01(\r\x12\x12\n\nrank_score\x18\x08 \x01(\x01\x12\x0c\n\x04rank\x18\t \x01(\r\x12\x14\n\x0c\x62ucket_count\x18\n \x01(\r\x12\x19\n\x0c\x64istance_bps\x18\x0b \x01(\x01H\x00\x88\x01\x01\x12\x19\n\x11lookback_sessions\x18\x0c \x01(\rB\x0f\n\r_distance_bps"U\n\x1aOffExchangeProfileResponse\x12\x37\n\x04rows\x18\x01 \x03(\x0b\x32).itmatrixhq.rest.v1.OffExchangeProfileRow"w\n\x15OffExchangeProfileRow\x12\x0c\n\x04\x64\x61te\x18\x01 \x01(\t\x12\x19\n\x11price_thousandths\x18\x02 \x01(\x03\x12\x0e\n\x06volume\x18\x03 \x01(\x01\x12\x10\n\x08notional\x18\x04 \x01(\x01\x12\x13\n\x0btrade_count\x18\x05 \x01(\x04"]\n\x1eOffExchangeCompositionResponse\x12;\n\x04rows\x18\x01 \x03(\x0b\x32-.itmatrixhq.rest.v1.OffExchangeCompositionRow"\x9a\x01\n\x19OffExchangeCompositionRow\x12\x0c\n\x04\x64\x61te\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\x0e\n\x06volume\x18\x03 \x01(\x01\x12\x10\n\x08notional\x18\x04 \x01(\x01\x12\x13\n\x0btrade_count\x18\x05 \x01(\x04\x12&\n\x1eshare_of_off_exchange_notional\x18\x06 \x01(\x01\x62\x06proto3'
+)
+
+_globals = globals()
+_builder.BuildMessageAndEnumDescriptors(DESCRIPTOR, _globals)
+_builder.BuildTopDescriptorsAndMessages(
+    DESCRIPTOR, "itmatrixhq.rest.v1.wire_pb2", _globals
+)
+if not _descriptor._USE_C_DESCRIPTORS:
+    DESCRIPTOR._loaded_options = None
+    _globals["_BARSRESPONSE"]._serialized_start = 54
+    _globals["_BARSRESPONSE"]._serialized_end = 258
+    _globals["_BAR"]._serialized_start = 261
+    _globals["_BAR"]._serialized_end = 397
+    _globals["_REPLAYRESPONSE"]._serialized_start = 400
+    _globals["_REPLAYRESPONSE"]._serialized_end = 570
+    _globals["_TICK"]._serialized_start = 572
+    _globals["_TICK"]._serialized_end = 647
+    _globals["_GEXGRIDRESPONSE"]._serialized_start = 650
+    _globals["_GEXGRIDRESPONSE"]._serialized_end = 1038
+    _globals["_GEXGRIDROW"]._serialized_start = 1041
+    _globals["_GEXGRIDROW"]._serialized_end = 1428
+    _globals["_CHAINRESPONSE"]._serialized_start = 1431
+    _globals["_CHAINRESPONSE"]._serialized_end = 1583
+    _globals["_CHAINROW"]._serialized_start = 1586
+    _globals["_CHAINROW"]._serialized_end = 1998
+    _globals["_OFFEXCHANGEACTIVITYRESPONSE"]._serialized_start = 2000
+    _globals["_OFFEXCHANGEACTIVITYRESPONSE"]._serialized_end = 2087
+    _globals["_OFFEXCHANGEACTIVITYROW"]._serialized_start = 2090
+    _globals["_OFFEXCHANGEACTIVITYROW"]._serialized_end = 2408
+    _globals["_OFFEXCHANGECONCENTRATIONRESPONSE"]._serialized_start = 2410
+    _globals["_OFFEXCHANGECONCENTRATIONRESPONSE"]._serialized_end = 2507
+    _globals["_OFFEXCHANGECONCENTRATIONROW"]._serialized_start = 2510
+    _globals["_OFFEXCHANGECONCENTRATIONROW"]._serialized_end = 2809
+    _globals["_OFFEXCHANGEPROFILERESPONSE"]._serialized_start = 2811
+    _globals["_OFFEXCHANGEPROFILERESPONSE"]._serialized_end = 2896
+    _globals["_OFFEXCHANGEPROFILEROW"]._serialized_start = 2898
+    _globals["_OFFEXCHANGEPROFILEROW"]._serialized_end = 3017
+    _globals["_OFFEXCHANGECOMPOSITIONRESPONSE"]._serialized_start = 3019
+    _globals["_OFFEXCHANGECOMPOSITIONRESPONSE"]._serialized_end = 3112
+    _globals["_OFFEXCHANGECOMPOSITIONROW"]._serialized_start = 3115
+    _globals["_OFFEXCHANGECOMPOSITIONROW"]._serialized_end = 3269
+# @@protoc_insertion_point(module_scope)

itmatrix/_core/_wire/ws_pb2.py

@@ -0,0 +1,63 @@
+# -*- coding: utf-8 -*-
+# Generated by the protocol buffer compiler.  DO NOT EDIT!
+# NO CHECKED-IN PROTOBUF GENCODE
+# source: itmatrixhq/ws/v1/wire.proto
+# Protobuf Python Version: 7.35.1
+"""Generated protocol buffer code."""
+
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import descriptor_pool as _descriptor_pool
+from google.protobuf import runtime_version as _runtime_version
+from google.protobuf import symbol_database as _symbol_database
+from google.protobuf.internal import builder as _builder
+
+_runtime_version.ValidateProtobufRuntimeVersion(
+    _runtime_version.Domain.PUBLIC, 7, 35, 1, "", "itmatrixhq/ws/v1/wire.proto"
+)
+# @@protoc_insertion_point(imports)
+
+_sym_db = _symbol_database.Default()
+
+
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(
+    b'\n\x1bitmatrixhq/ws/v1/wire.proto\x12\x10itmatrixhq.ws.v1"\xa1\x04\n\x05\x46rame\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12(\n\x05trade\x18\n \x01(\x0b\x32\x17.itmatrixhq.ws.v1.TradeH\x00\x12$\n\x03mid\x18\x0b \x01(\x0b\x32\x15.itmatrixhq.ws.v1.MidH\x00\x12-\n\x08\x62\x61r_open\x18\x0c \x01(\x0b\x32\x19.itmatrixhq.ws.v1.BarOpenH\x00\x12/\n\tbar_close\x18\r \x01(\x0b\x32\x1a.itmatrixhq.ws.v1.BarCloseH\x00\x12(\n\x05quote\x18\x0e \x01(\x0b\x32\x17.itmatrixhq.ws.v1.QuoteH\x00\x12&\n\x04spot\x18\x0f \x01(\x0b\x32\x16.itmatrixhq.ws.v1.SpotH\x00\x12\x33\n\x0bindex_value\x18\x10 \x01(\x0b\x32\x1c.itmatrixhq.ws.v1.IndexValueH\x00\x12-\n\x08gex_snap\x18\x11 \x01(\x0b\x32\x19.itmatrixhq.ws.v1.GexSnapH\x00\x12/\n\tgex_delta\x18\x12 \x01(\x0b\x32\x1a.itmatrixhq.ws.v1.GexDeltaH\x00\x12\x31\n\nchain_snap\x18\x13 \x01(\x0b\x32\x1b.itmatrixhq.ws.v1.ChainSnapH\x00\x12\x33\n\x0b\x63hain_delta\x18\x14 \x01(\x0b\x32\x1c.itmatrixhq.ws.v1.ChainDeltaH\x00\x42\t\n\x07payload":\n\x05Trade\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x14\n\x0cprice_scaled\x18\x02 \x01(\x11\x12\x0c\n\x04size\x18\x03 \x01(\r"(\n\x03Mid\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x12\n\nmid_scaled\x18\x02 \x01(\x11"-\n\x07\x42\x61rOpen\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x13\n\x0bopen_scaled\x18\x02 \x01(\x11"}\n\x08\x42\x61rClose\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x13\n\x0bopen_scaled\x18\x02 \x01(\x11\x12\x13\n\x0bhigh_scaled\x18\x03 \x01(\x11\x12\x12\n\nlow_scaled\x18\x04 \x01(\x11\x12\x14\n\x0c\x63lose_scaled\x18\x05 \x01(\x11\x12\x0e\n\x06volume\x18\x06 \x01(\r"b\n\x05Quote\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x12\n\nbid_scaled\x18\x02 \x01(\x11\x12\x10\n\x08\x62id_size\x18\x03 \x01(\r\x12\x12\n\nask_scaled\x18\x04 \x01(\x11\x12\x10\n\x08\x61sk_size\x18\x05 \x01(\r"+\n\x04Spot\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x14\n\x0cprice_scaled\x18\x02 \x01(\x11"1\n\nIndexValue\x12\r\n\x05ts_ms\x18\x01 \x01(\x04\x12\x14\n\x0cvalue_scaled\x18\x02 \x01(\x11"n\n\x07GexSnap\x12\x16\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04\x12\x0c\n\x04spot\x18\x02 \x01(\x01\x12\x0f\n\x07net_gex\x18\x03 \x01(\x01\x12,\n\x07strikes\x18\x04 \x03(\x0b\x32\x1b.itmatrixhq.ws.v1.GexStrike"v\n\tGexStrike\x12\x1a\n\x12strike_thousandths\x18\x01 \x01(\x03\x12\x0b\n\x03gex\x18\x02 \x01(\x01\x12\x14\n\x07\x63\x61ll_oi\x18\x03 \x01(\x05H\x00\x88\x01\x01\x12\x13\n\x06put_oi\x18\x04 \x01(\x05H\x01\x88\x01\x01\x42\n\n\x08_call_oiB\t\n\x07_put_oi"U\n\x08GexDelta\x12\x16\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04\x12\x31\n\x07strikes\x18\x02 \x03(\x0b\x32 .itmatrixhq.ws.v1.GexDeltaStrike"9\n\x0eGexDeltaStrike\x12\x1a\n\x12strike_thousandths\x18\x01 \x01(\x03\x12\x0b\n\x03gex\x18\x02 \x01(\x01"[\n\tChainSnap\x12\x16\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04\x12\x0c\n\x04spot\x18\x02 \x01(\x01\x12(\n\x04rows\x18\x03 \x03(\x0b\x32\x1a.itmatrixhq.ws.v1.ChainRow"N\n\nChainDelta\x12\x16\n\x0e\x63\x61ptured_at_ms\x18\x01 \x01(\x04\x12(\n\x04rows\x18\x02 \x03(\x0b\x32\x1a.itmatrixhq.ws.v1.ChainRow"\xb3\x01\n\x08\x43hainRow\x12\x18\n\x10\x65xpiry_epoch_day\x18\x01 \x01(\x05\x12\r\n\x05right\x18\x02 \x01(\r\x12\x1a\n\x12strike_thousandths\x18\x03 \x01(\x03\x12\x10\n\x03\x62id\x18\x04 \x01(\x01H\x00\x88\x01\x01\x12\x10\n\x03\x61sk\x18\x05 \x01(\x01H\x01\x88\x01\x01\x12\x0f\n\x02iv\x18\x06 \x01(\x01H\x02\x88\x01\x01\x12\x0f\n\x02oi\x18\x07 \x01(\x05H\x03\x88\x01\x01\x42\x06\n\x04_bidB\x06\n\x04_askB\x05\n\x03_ivB\x05\n\x03_oib\x06proto3'
+)
+
+_globals = globals()
+_builder.BuildMessageAndEnumDescriptors(DESCRIPTOR, _globals)
+_builder.BuildTopDescriptorsAndMessages(
+    DESCRIPTOR, "itmatrixhq.ws.v1.wire_pb2", _globals
+)
+if not _descriptor._USE_C_DESCRIPTORS:
+    DESCRIPTOR._loaded_options = None
+    _globals["_FRAME"]._serialized_start = 50
+    _globals["_FRAME"]._serialized_end = 595
+    _globals["_TRADE"]._serialized_start = 597
+    _globals["_TRADE"]._serialized_end = 655
+    _globals["_MID"]._serialized_start = 657
+    _globals["_MID"]._serialized_end = 697
+    _globals["_BAROPEN"]._serialized_start = 699
+    _globals["_BAROPEN"]._serialized_end = 744
+    _globals["_BARCLOSE"]._serialized_start = 746
+    _globals["_BARCLOSE"]._serialized_end = 871
+    _globals["_QUOTE"]._serialized_start = 873
+    _globals["_QUOTE"]._serialized_end = 971
+    _globals["_SPOT"]._serialized_start = 973
+    _globals["_SPOT"]._serialized_end = 1016
+    _globals["_INDEXVALUE"]._serialized_start = 1018
+    _globals["_INDEXVALUE"]._serialized_end = 1067
+    _globals["_GEXSNAP"]._serialized_start = 1069
+    _globals["_GEXSNAP"]._serialized_end = 1179
+    _globals["_GEXSTRIKE"]._serialized_start = 1181
+    _globals["_GEXSTRIKE"]._serialized_end = 1299
+    _globals["_GEXDELTA"]._serialized_start = 1301
+    _globals["_GEXDELTA"]._serialized_end = 1386
+    _globals["_GEXDELTASTRIKE"]._serialized_start = 1388
+    _globals["_GEXDELTASTRIKE"]._serialized_end = 1445
+    _globals["_CHAINSNAP"]._serialized_start = 1447
+    _globals["_CHAINSNAP"]._serialized_end = 1538
+    _globals["_CHAINDELTA"]._serialized_start = 1540
+    _globals["_CHAINDELTA"]._serialized_end = 1618
+    _globals["_CHAINROW"]._serialized_start = 1621
+    _globals["_CHAINROW"]._serialized_end = 1800
+# @@protoc_insertion_point(module_scope)