lusid-sdk 2.1.771__py3-none-any.whl → 2.1.773__py3-none-any.whl

lusid/configuration.py

@@ -445,7 +445,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.7708\n"\
+               "Version of the API: 0.11.7711\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/quote_access_metadata_rule_id.py

@@ -30,7 +30,7 @@ class QuoteAccessMetadataRuleId(BaseModel):
     instrument_id:  Optional[StrictStr] = Field(None,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.") 
     instrument_id_type:  Optional[StrictStr] = Field(None,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'.") 
     quote_type:  Optional[StrictStr] = Field(None,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used.") 
-    field:  Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
+    field:  Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
     __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
 
     class Config:

lusid/models/quote_series_id.py

@@ -30,7 +30,7 @@ class QuoteSeriesId(BaseModel):
     instrument_id:  StrictStr = Field(...,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.") 
     instrument_id_type:  StrictStr = Field(...,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip") 
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall") 
-    field:  StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
+    field:  StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
     __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
 
     @validator('instrument_id_type')

{lusid_sdk-2.1.771.dist-info → lusid_sdk-2.1.773.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.771
+Version: 2.1.773
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT

{lusid_sdk-2.1.771.dist-info → lusid_sdk-2.1.773.dist-info}/RECORD

@@ -74,7 +74,7 @@ lusid/api/translation_api.py,sha256=xpRuTfwQvYBlWe6r_L2EI_uVpXqHFnEOim-i-kVQ85E,
 lusid/api/workspace_api.py,sha256=QmcywrL34lbVo4CbSwyyJDh0kRG7Gt91xrQB0ShqQQQ,106017
 lusid/api_client.py,sha256=ewMTmf9SRurY8pYnUx9jy24RdldPCOa4US38pnrVxjA,31140
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=mdiCL1jfrbrM0BeKmqjPIz7dGjC8GCQbQ3I4yAwQC94,17972
+lusid/configuration.py,sha256=zpjOfI2oPhuoaotPHx_pRtbPNF3Kc_LaSpLvR9LJ62M,17972
 lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=GzygWg_h603QK1QS2HvAijuE2R1TnvoF6-Yg0CeM3ug,30943
@@ -906,11 +906,11 @@ lusid/models/query_trade_tickets_request.py,sha256=L_ewkx18rkMhzVBKbhYAsJBtOvku2
 lusid/models/queryable_key.py,sha256=J2k4FMn34zWg9M8ttfS4EH1TOHFN-0U_4hlgy3rYup4,8451
 lusid/models/quote.py,sha256=CHugRXD9w1Dvn_QVX5WnY3MUx-tVqFBWhYckQrZ2U_E,4707
 lusid/models/quote_access_metadata_rule.py,sha256=0dWPOxmpEzTznMSWjqgXKf506A-VF_10-qt6dFqYatY,3411
-lusid/models/quote_access_metadata_rule_id.py,sha256=SYJUdolpVUWx9hC2VzVCUld5fmcZkUl8tix9RB3FmCE,5918
+lusid/models/quote_access_metadata_rule_id.py,sha256=P0qZPdCTH1O8ZKwFIVG_lqV_xM-p1AIiU3x9nqQugTE,5925
 lusid/models/quote_dependency.py,sha256=OM9lo-nq1ytDmafBJ9P5d8TSPc3Z9A5FIdJA0nq08rg,7802
 lusid/models/quote_id.py,sha256=w0SLJOhCtOB9GM2eFKdjeYerX3efm017Q_0UkhMSHh4,2628
 lusid/models/quote_instrument_id_type.py,sha256=xLx1GjV_zFUIJcpw2JmCyWmzd9QR6S7ORFajcjtAHBw,886
-lusid/models/quote_series_id.py,sha256=1qlgV46WPNxO8QZTDSnjvShqhAV2cPvAd2rlQlcTdYY,12334
+lusid/models/quote_series_id.py,sha256=y8anTghiWPqkgsMMbbqKXl-kw_SLOwRM13pkswIOnEo,12341
 lusid/models/quote_type.py,sha256=18LUYnfqUvhGJ0utX4QZIDjmZGXxHT1_3dooUPVi5OI,1088
 lusid/models/raw_vendor_event.py,sha256=M4OQiSQprv8mVecSlrSx2k04UKsVbE_o_qJJqYBwXms,11178
 lusid/models/re_open_period_diary_entry_request.py,sha256=cbx4lBx2lCXSe2eaVTSMaDhWcPmBCg5WchApthismAc,2620
@@ -1298,6 +1298,6 @@ lusid/models/year_month_day.py,sha256=gwSoxFwlD_wffKdddo1wfvAcLq3Cht3FHQidiaHzAA
 lusid/models/yield_curve_data.py,sha256=I1ZSWxHMgUxj9OQt6i9a4S91KB4_XtmrfFxpN_PV3YQ,9561
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
-lusid_sdk-2.1.771.dist-info/METADATA,sha256=6pLrsadrp-vLVuq_VkO-bdG0SklrJf3UpFnk6gO1uh0,217812
-lusid_sdk-2.1.771.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
-lusid_sdk-2.1.771.dist-info/RECORD,,
+lusid_sdk-2.1.773.dist-info/METADATA,sha256=FS1iCtwMKmeb3ze79a58SjlK9SW0bCDbIPi1hz_-Y9U,217812
+lusid_sdk-2.1.773.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+lusid_sdk-2.1.773.dist-info/RECORD,,