massive 2.0.2__tar.gz → 2.1.0__tar.gz

{massive-2.0.2 → massive-2.1.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.0.2
+Version: 2.1.0
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE
@@ -15,7 +15,7 @@ Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Programming Language :: Python :: 3.14
-Requires-Dist: certifi (>=2022.5.18,<2026.0.0)
+Requires-Dist: certifi (>=2022.5.18,<2027.0.0)
 Requires-Dist: urllib3 (>=1.26.9)
 Requires-Dist: websockets (>=14.0)
 Project-URL: Documentation, https://massive.com/docs

{massive-2.0.2 → massive-2.1.0}/massive/rest/benzinga.py

@@ -12,6 +12,7 @@ from .models.benzinga import (
     BenzingaGuidance,
     BenzingaNews,
     BenzingaRating,
+    BenzingaBullsBearsSay,
 )
 from .models.common import Sort
 from .models.request import RequestOptionBuilder
@@ -479,3 +480,42 @@ class BenzingaClient(BaseClient):
             deserializer=BenzingaRating.from_dict,
             options=options,
         )
+
+    def list_benzinga_bulls_bears_say(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        benzinga_id: Optional[str] = None,
+        benzinga_id_any_of: Optional[str] = None,
+        benzinga_id_gt: Optional[str] = None,
+        benzinga_id_gte: Optional[str] = None,
+        benzinga_id_lt: Optional[str] = None,
+        benzinga_id_lte: Optional[str] = None,
+        last_updated: Optional[str] = None,
+        last_updated_gt: Optional[str] = None,
+        last_updated_gte: Optional[str] = None,
+        last_updated_lt: Optional[str] = None,
+        last_updated_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[BenzingaBullsBearsSay], HTTPResponse]:
+        """
+        Endpoint: GET /benzinga/v1/bulls-bears-say
+
+        A comprehensive database of analyst bull and bear case summaries for publicly traded companies, providing concise summaries of both bullish and bearish investment arguments to help investors see both sides of the story before making investment decisions.
+        """
+        url = "/benzinga/v1/bulls-bears-say"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_benzinga_bulls_bears_say, locals()),
+            raw=raw,
+            deserializer=BenzingaBullsBearsSay.from_dict,
+            options=options,
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/economy.py

@@ -7,6 +7,7 @@ from .models.economy import (
     FedInflation,
     TreasuryYield,
     FedInflationExpectations,
+    FedLaborMarket,
 )
 from .models.common import Sort, Order
 from .models.request import RequestOptionBuilder
@@ -127,3 +128,43 @@ class EconomyClient(BaseClient):
             result_key="results",
             options=options,
         )
+
+    def list_labor_market_indicators(
+        self,
+        date: Optional[str] = None,
+        date_any_of: Optional[str] = None,
+        date_gt: Optional[str] = None,
+        date_gte: Optional[str] = None,
+        date_lt: Optional[str] = None,
+        date_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[str] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FedLaborMarket], HTTPResponse]:
+        """
+        Labor market indicators from the Federal Reserve, including unemployment rate, labor force participation, average hourly earnings, and job openings data.
+
+        :param date: Calendar date of the observation (YYYY-MM-DD).
+        :param date_any_of: Filter equal to any of the values. Multiple values can be specified by using a comma separated list.
+        :param date_gt: Filter greater than the value.
+        :param date_gte: Filter greater than or equal to the value.
+        :param date_lt: Filter less than the value.
+        :param date_lte: Filter less than or equal to the value.
+        :param limit: Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.
+        :param sort: A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return Iterator[FedLaborMarket].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: An iterator of FedLaborMarket objects or HTTPResponse if raw=True.
+        """
+        url = "/fed/v1/labor-market"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_labor_market_indicators, locals()),
+            deserializer=FedLaborMarket.from_dict,
+            raw=raw,
+            options=options,
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/financials.py

@@ -9,6 +9,7 @@ from .models.financials import (
     FinancialCashFlowStatement,
     FinancialIncomeStatement,
     FinancialRatio,
+    FinancialFloat,
 )
 from .models.common import Sort
 from .models.request import RequestOptionBuilder
@@ -318,3 +319,34 @@ class FinancialsClient(BaseClient):
             deserializer=FinancialRatio.from_dict,
             options=options,
         )
+
+    def list_stocks_floats(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        free_float_percent: Optional[float] = None,
+        free_float_percent_gt: Optional[float] = None,
+        free_float_percent_gte: Optional[float] = None,
+        free_float_percent_lt: Optional[float] = None,
+        free_float_percent_lte: Optional[float] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FinancialFloat], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/vX/float
+        """
+        url = "/stocks/vX/float"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_floats, locals()),
+            raw=raw,
+            deserializer=FinancialFloat.from_dict,
+            options=options,
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/futures.py

@@ -59,14 +59,38 @@ class FuturesClient(BaseClient):
 
     def list_futures_contracts(
         self,
+        date: Optional[str] = None,
+        date_gt: Optional[str] = None,
+        date_gte: Optional[str] = None,
+        date_lt: Optional[str] = None,
+        date_lte: Optional[str] = None,
         product_code: Optional[str] = None,
-        first_trade_date: Optional[Union[str, date]] = None,
-        last_trade_date: Optional[Union[str, date]] = None,
-        as_of: Optional[Union[str, date]] = None,
-        active: Optional[str] = None,
+        product_code_any_of: Optional[str] = None,
+        product_code_gt: Optional[str] = None,
+        product_code_gte: Optional[str] = None,
+        product_code_lt: Optional[str] = None,
+        product_code_lte: Optional[str] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        active: Optional[bool] = None,
         type: Optional[str] = None,
+        type_any_of: Optional[str] = None,
+        first_trade_date: Optional[str] = None,
+        first_trade_date_gt: Optional[str] = None,
+        first_trade_date_gte: Optional[str] = None,
+        first_trade_date_lt: Optional[str] = None,
+        first_trade_date_lte: Optional[str] = None,
+        last_trade_date: Optional[str] = None,
+        last_trade_date_gt: Optional[str] = None,
+        last_trade_date_gte: Optional[str] = None,
+        last_trade_date_lt: Optional[str] = None,
+        last_trade_date_lte: Optional[str] = None,
         limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        sort: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
@@ -85,43 +109,43 @@ class FuturesClient(BaseClient):
             options=options,
         )
 
-    def get_futures_contract_details(
-        self,
-        ticker: str,
-        as_of: Optional[Union[str, date]] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-        options: Optional[RequestOptionBuilder] = None,
-    ) -> Union[FuturesContract, HTTPResponse]:
-        """
-        Endpoint: GET /futures/vX/contracts/{ticker}
-
-        Returns details for a single contract at a specified point in time.
-        (No next_url in the response -> just a single get).
-        """
-        url = f"/futures/vX/contracts/{ticker}"
-        return self._get(
-            path=url,
-            params=self._get_params(self.get_futures_contract_details, locals()),
-            deserializer=FuturesContract.from_dict,
-            raw=raw,
-            result_key="results",
-            options=options,
-        )
-
     def list_futures_products(
         self,
         name: Optional[str] = None,
-        name_search: Optional[str] = None,
-        as_of: Optional[Union[str, date]] = None,
+        name_any_of: Optional[str] = None,
+        name_gt: Optional[str] = None,
+        name_gte: Optional[str] = None,
+        name_lt: Optional[str] = None,
+        name_lte: Optional[str] = None,
+        product_code: Optional[str] = None,
+        product_code_any_of: Optional[str] = None,
+        product_code_gt: Optional[str] = None,
+        product_code_gte: Optional[str] = None,
+        product_code_lt: Optional[str] = None,
+        product_code_lte: Optional[str] = None,
+        date: Optional[str] = None,
+        date_gt: Optional[str] = None,
+        date_gte: Optional[str] = None,
+        date_lt: Optional[str] = None,
+        date_lte: Optional[str] = None,
         trading_venue: Optional[str] = None,
+        trading_venue_any_of: Optional[str] = None,
+        trading_venue_gt: Optional[str] = None,
+        trading_venue_gte: Optional[str] = None,
+        trading_venue_lt: Optional[str] = None,
+        trading_venue_lte: Optional[str] = None,
         sector: Optional[str] = None,
+        sector_any_of: Optional[str] = None,
         sub_sector: Optional[str] = None,
+        sub_sector_any_of: Optional[str] = None,
         asset_class: Optional[str] = None,
+        asset_class_any_of: Optional[str] = None,
         asset_sub_class: Optional[str] = None,
+        asset_sub_class_any_of: Optional[str] = None,
         type: Optional[str] = None,
+        type_any_of: Optional[str] = None,
         limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        sort: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
@@ -140,31 +164,6 @@ class FuturesClient(BaseClient):
             options=options,
         )
 
-    def get_futures_product_details(
-        self,
-        product_code: str,
-        type: Optional[str] = None,
-        as_of: Optional[Union[str, date]] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-        options: Optional[RequestOptionBuilder] = None,
-    ) -> Union[FuturesProduct, HTTPResponse]:
-        """
-        Endpoint: GET /futures/vX/products/{product_code}
-
-        Returns the details for a single product as it was at a specific day.
-        (No next_url -> single get).
-        """
-        url = f"/futures/vX/products/{product_code}"
-        return self._get(
-            path=url,
-            params=self._get_params(self.get_futures_product_details, locals()),
-            deserializer=FuturesProduct.from_dict,
-            raw=raw,
-            result_key="results",
-            options=options,
-        )
-
     def list_futures_quotes(
         self,
         ticker: str,
@@ -233,10 +232,26 @@ class FuturesClient(BaseClient):
 
     def list_futures_schedules(
         self,
+        product_code: Optional[str] = None,
+        product_code_any_of: Optional[str] = None,
+        product_code_gt: Optional[str] = None,
+        product_code_gte: Optional[str] = None,
+        product_code_lt: Optional[str] = None,
+        product_code_lte: Optional[str] = None,
         session_end_date: Optional[str] = None,
+        session_end_date_any_of: Optional[str] = None,
+        session_end_date_gt: Optional[str] = None,
+        session_end_date_gte: Optional[str] = None,
+        session_end_date_lt: Optional[str] = None,
+        session_end_date_lte: Optional[str] = None,
         trading_venue: Optional[str] = None,
+        trading_venue_any_of: Optional[str] = None,
+        trading_venue_gt: Optional[str] = None,
+        trading_venue_gte: Optional[str] = None,
+        trading_venue_lt: Optional[str] = None,
+        trading_venue_lte: Optional[str] = None,
         limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        sort: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
@@ -256,42 +271,15 @@ class FuturesClient(BaseClient):
             options=options,
         )
 
-    def list_futures_schedules_by_product_code(
-        self,
-        product_code: str,
-        session_end_date: Optional[str] = None,
-        session_end_date_lt: Optional[str] = None,
-        session_end_date_lte: Optional[str] = None,
-        session_end_date_gt: Optional[str] = None,
-        session_end_date_gte: Optional[str] = None,
-        limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-        options: Optional[RequestOptionBuilder] = None,
-    ) -> Union[Iterator[FuturesSchedule], HTTPResponse]:
-        """
-        Endpoint: GET /futures/vX/products/{product_code}/schedules
-
-        Returns schedule data for a single product across (potentially) many trading dates.
-        """
-        url = f"/futures/vX/products/{product_code}/schedules"
-        return self._paginate(
-            path=url,
-            params=self._get_params(
-                self.list_futures_schedules_by_product_code, locals()
-            ),
-            raw=raw,
-            deserializer=FuturesSchedule.from_dict,
-            options=options,
-        )
-
     def list_futures_market_statuses(
         self,
-        product_code_any_of: Optional[str] = None,
         product_code: Optional[str] = None,
+        product_code_any_of: Optional[str] = None,
+        product_code_gt: Optional[str] = None,
+        product_code_gte: Optional[str] = None,
+        product_code_lt: Optional[str] = None,
+        product_code_lte: Optional[str] = None,
         limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
@@ -320,7 +308,7 @@ class FuturesClient(BaseClient):
         product_code_lt: Optional[str] = None,
         product_code_lte: Optional[str] = None,
         limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
+        sort: Optional[str] = None,
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,

{massive-2.0.2 → massive-2.1.0}/massive/rest/models/benzinga.py

@@ -322,3 +322,22 @@ class BenzingaRating:
             ticker=d.get("ticker"),
             time=d.get("time"),
         )
+
+
+@modelclass
+class BenzingaBullsBearsSay:
+    bear_case: Optional[str] = None
+    benzinga_id: Optional[str] = None
+    bull_case: Optional[str] = None
+    last_updated: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return BenzingaBullsBearsSay(
+            bear_case=d.get("bear_case"),
+            benzinga_id=d.get("benzinga_id"),
+            bull_case=d.get("bull_case"),
+            last_updated=d.get("last_updated"),
+            ticker=d.get("ticker"),
+        )

massive-2.1.0/massive/rest/models/dividends.py

@@ -0,0 +1,54 @@
+from typing import Optional
+from ...modelclass import modelclass
+
+
+@modelclass
+class Dividend:
+    "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount."
+    id: Optional[int] = None
+    cash_amount: Optional[float] = None
+    currency: Optional[str] = None
+    declaration_date: Optional[str] = None
+    dividend_type: Optional[str] = None
+    ex_dividend_date: Optional[str] = None
+    frequency: Optional[int] = None
+    pay_date: Optional[str] = None
+    record_date: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Dividend(**d)
+
+
+@modelclass
+class StockDividend:
+    cash_amount: Optional[float] = None
+    currency: Optional[str] = None
+    declaration_date: Optional[str] = None
+    distribution_type: Optional[str] = None
+    ex_dividend_date: Optional[str] = None
+    frequency: Optional[int] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    pay_date: Optional[str] = None
+    record_date: Optional[str] = None
+    split_adjusted_cash_amount: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockDividend(
+            cash_amount=d.get("cash_amount"),
+            currency=d.get("currency"),
+            declaration_date=d.get("declaration_date"),
+            distribution_type=d.get("distribution_type"),
+            ex_dividend_date=d.get("ex_dividend_date"),
+            frequency=d.get("frequency"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            pay_date=d.get("pay_date"),
+            record_date=d.get("record_date"),
+            split_adjusted_cash_amount=d.get("split_adjusted_cash_amount"),
+            ticker=d.get("ticker"),
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/models/economy.py

@@ -85,3 +85,22 @@ class FedInflationExpectations:
             model_30_year=d.get("model_30_year"),
             model_5_year=d.get("model_5_year"),
         )
+
+
+@modelclass
+class FedLaborMarket:
+    avg_hourly_earnings: Optional[float] = None
+    date: Optional[str] = None
+    job_openings: Optional[float] = None
+    labor_force_participation_rate: Optional[float] = None
+    unemployment_rate: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FedLaborMarket(
+            avg_hourly_earnings=d.get("avg_hourly_earnings"),
+            date=d.get("date"),
+            job_openings=d.get("job_openings"),
+            labor_force_participation_rate=d.get("labor_force_participation_rate"),
+            unemployment_rate=d.get("unemployment_rate"),
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/models/financials.py

@@ -861,3 +861,62 @@ class FinancialRatio:
             return_on_equity=d.get("return_on_equity"),
             ticker=d.get("ticker"),
         )
+
+
+@modelclass
+class FinancialFloat:
+    effective_date: Optional[str] = None
+    free_float: Optional[int] = None
+    free_float_percent: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FinancialFloat(
+            effective_date=d.get("effective_date"),
+            free_float=d.get("free_float"),
+            free_float_percent=d.get("free_float_percent"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactor:
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    supporting_text: Optional[str] = None
+    tertiary_category: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactor(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            supporting_text=d.get("supporting_text"),
+            tertiary_category=d.get("tertiary_category"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactorTaxonomy:
+    description: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    taxonomy: Optional[float] = None
+    tertiary_category: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactorTaxonomy(
+            description=d.get("description"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            taxonomy=d.get("taxonomy"),
+            tertiary_category=d.get("tertiary_category"),
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/models/futures.py

@@ -50,7 +50,7 @@ class FuturesContract:
     trading_venue: Optional[str] = None
     name: Optional[str] = None
     type: Optional[str] = None
-    as_of: Optional[str] = None
+    date: Optional[str] = None
     active: Optional[bool] = None
     first_trade_date: Optional[str] = None
     last_trade_date: Optional[str] = None
@@ -61,7 +61,7 @@ class FuturesContract:
     settlement_tick_size: Optional[float] = None
     spread_tick_size: Optional[float] = None
     trade_tick_size: Optional[float] = None
-    maturity: Optional[str] = None
+    group_code: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -71,7 +71,7 @@ class FuturesContract:
             trading_venue=d.get("trading_venue"),
             name=d.get("name"),
             type=d.get("type"),
-            as_of=d.get("as_of"),
+            date=d.get("date"),
             active=d.get("active"),
             first_trade_date=d.get("first_trade_date"),
             last_trade_date=d.get("last_trade_date"),
@@ -82,7 +82,7 @@ class FuturesContract:
             settlement_tick_size=d.get("settlement_tick_size"),
             spread_tick_size=d.get("spread_tick_size"),
             trade_tick_size=d.get("trade_tick_size"),
-            maturity=d.get("maturity"),
+            group_code=d.get("group_code"),
         )
 
 
@@ -95,11 +95,10 @@ class FuturesProduct:
 
     product_code: Optional[str] = None
     name: Optional[str] = None
-    as_of: Optional[str] = None
+    date: Optional[str] = None
     trading_venue: Optional[str] = None
     asset_class: Optional[str] = None
     asset_sub_class: Optional[str] = None
-    clearing_channel: Optional[str] = None
     sector: Optional[str] = None
     sub_sector: Optional[str] = None
     type: Optional[str] = None
@@ -110,17 +109,16 @@ class FuturesProduct:
     settlement_type: Optional[str] = None
     trade_currency_code: Optional[str] = None
     unit_of_measure: Optional[str] = None
-    unit_of_measure_quantity: Optional[float] = None
+    unit_of_measure_qty: Optional[float] = None
 
     @staticmethod
     def from_dict(d):
         return FuturesProduct(
             product_code=d.get("product_code"),
             name=d.get("name"),
-            as_of=d.get("as_of"),
+            date=d.get("date"),
             trading_venue=d.get("trading_venue"),
             asset_class=d.get("asset_class"),
-            clearing_channel=d.get("clearing_channel"),
             asset_sub_class=d.get("asset_sub_class"),
             sector=d.get("sector"),
             sub_sector=d.get("sub_sector"),
@@ -132,7 +130,7 @@ class FuturesProduct:
             settlement_type=d.get("settlement_type"),
             trade_currency_code=d.get("trade_currency_code"),
             unit_of_measure=d.get("unit_of_measure"),
-            unit_of_measure_quantity=d.get("unit_of_measure_quantity"),
+            unit_of_measure_qty=d.get("unit_of_measure_qty"),
         )
 
 
@@ -193,62 +191,49 @@ class FuturesTrade:
 
 
 @modelclass
-class FuturesScheduleEvent:
+class FuturesSchedule:
     """
-    Represents a single market event for a schedule (preopen, open, closed, etc.).
+    Represents a single schedule event for a given session_end_date and product.
+    Corresponds to /futures/vX/schedules
     """
 
     event: Optional[str] = None
     timestamp: Optional[str] = None
-
-    @staticmethod
-    def from_dict(d):
-        return FuturesScheduleEvent(
-            event=d.get("event"),
-            timestamp=d.get("timestamp"),
-        )
-
-
-@modelclass
-class FuturesSchedule:
-    """
-    Represents a single schedule for a given session_end_date, with events.
-    Corresponds to /futures/vX/schedules, /futures/vX/schedules/{product_code}
-    """
-
     session_end_date: Optional[str] = None
     product_code: Optional[str] = None
     trading_venue: Optional[str] = None
     product_name: Optional[str] = None
-    schedule: Optional[List[FuturesScheduleEvent]] = None
 
     @staticmethod
     def from_dict(d):
         return FuturesSchedule(
+            event=d.get("event"),
+            timestamp=d.get("timestamp"),
             session_end_date=d.get("session_end_date"),
             product_code=d.get("product_code"),
             trading_venue=d.get("trading_venue"),
             product_name=d.get("product_name"),
-            schedule=[
-                FuturesScheduleEvent.from_dict(ev) for ev in d.get("schedule", [])
-            ],
         )
 
 
 @modelclass
 class FuturesMarketStatus:
-    trading_venue: Optional[str] = None
-    market_status: Optional[str] = (
-        None  # Enum: pre_open, open, close, pause, post_close_pre_open
-    )
+    market_event: Optional[str] = None
+    name: Optional[str] = None
     product_code: Optional[str] = None
+    session_end_date: Optional[str] = None
+    timestamp: Optional[str] = None
+    trading_venue: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return FuturesMarketStatus(
-            trading_venue=d.get("trading_venue"),
-            market_status=d.get("market_status"),
+            market_event=d.get("market_event"),
+            name=d.get("name"),
             product_code=d.get("product_code"),
+            session_end_date=d.get("session_end_date"),
+            timestamp=d.get("timestamp"),
+            trading_venue=d.get("trading_venue"),
         )
 
 
@@ -257,6 +242,13 @@ class FuturesSnapshotDetails:
     open_interest: Optional[int] = None
     settlement_date: Optional[int] = None
 
+    @staticmethod
+    def from_dict(d):
+        return FuturesSnapshotDetails(
+            open_interest=d.get("open_interest"),
+            settlement_date=d.get("settlement_date"),
+        )
+
 
 @modelclass
 class FuturesSnapshotMinute:

massive-2.1.0/massive/rest/models/splits.py

@@ -0,0 +1,39 @@
+from typing import Optional
+from ...modelclass import modelclass
+
+
+@modelclass
+class Split:
+    "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio."
+    id: Optional[int] = None
+    execution_date: Optional[str] = None
+    split_from: Optional[int] = None
+    split_to: Optional[int] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Split(**d)
+
+
+@modelclass
+class StockSplit:
+    adjustment_type: Optional[str] = None
+    execution_date: Optional[str] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    split_from: Optional[float] = None
+    split_to: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockSplit(
+            adjustment_type=d.get("adjustment_type"),
+            execution_date=d.get("execution_date"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            split_from=d.get("split_from"),
+            split_to=d.get("split_to"),
+            ticker=d.get("ticker"),
+        )

{massive-2.0.2 → massive-2.1.0}/massive/rest/reference.py

@@ -14,7 +14,9 @@ from .models import (
     AssetClass,
     Locale,
     Split,
+    StockSplit,
     Dividend,
+    StockDividend,
     DividendType,
     Frequency,
     Condition,
@@ -24,6 +26,8 @@ from .models import (
     OptionsContract,
     ShortInterest,
     ShortVolume,
+    RiskFactor,
+    RiskFactorTaxonomy,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -695,3 +699,157 @@ class ContractsClient(BaseClient):
             result_key="results",
             options=options,
         )
+
+    # Add these functions to financials.py in the FinancialsClient class
+
+    def list_stocks_splits(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        execution_date: Optional[Union[str, date]] = None,
+        execution_date_gt: Optional[Union[str, date]] = None,
+        execution_date_gte: Optional[Union[str, date]] = None,
+        execution_date_lt: Optional[Union[str, date]] = None,
+        execution_date_lte: Optional[Union[str, date]] = None,
+        adjustment_type: Optional[str] = None,
+        adjustment_type_any_of: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[StockSplit], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/splits
+        """
+        url = "/stocks/v1/splits"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_splits, locals()),
+            raw=raw,
+            deserializer=StockSplit.from_dict,
+            options=options,
+        )
+
+    def list_stocks_dividends(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        ex_dividend_date: Optional[Union[str, date]] = None,
+        ex_dividend_date_gt: Optional[Union[str, date]] = None,
+        ex_dividend_date_gte: Optional[Union[str, date]] = None,
+        ex_dividend_date_lt: Optional[Union[str, date]] = None,
+        ex_dividend_date_lte: Optional[Union[str, date]] = None,
+        frequency: Optional[int] = None,
+        frequency_gt: Optional[int] = None,
+        frequency_gte: Optional[int] = None,
+        frequency_lt: Optional[int] = None,
+        frequency_lte: Optional[int] = None,
+        distribution_type: Optional[str] = None,
+        distribution_type_any_of: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[StockDividend], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/dividends
+        """
+        url = "/stocks/v1/dividends"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_dividends, locals()),
+            raw=raw,
+            deserializer=StockDividend.from_dict,
+            options=options,
+        )
+
+    def list_stocks_filings_risk_factors(
+        self,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_any_of: Optional[str] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[RiskFactor], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/filings/vX/risk-factors
+        """
+        url = "/stocks/filings/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactor.from_dict,
+            options=options,
+        )
+
+    def list_stocks_taxonomies_risk_factors(
+        self,
+        taxonomy: Optional[float] = None,
+        taxonomy_gt: Optional[float] = None,
+        taxonomy_gte: Optional[float] = None,
+        taxonomy_lt: Optional[float] = None,
+        taxonomy_lte: Optional[float] = None,
+        primary_category: Optional[str] = None,
+        primary_category_any_of: Optional[str] = None,
+        primary_category_gt: Optional[str] = None,
+        primary_category_gte: Optional[str] = None,
+        primary_category_lt: Optional[str] = None,
+        primary_category_lte: Optional[str] = None,
+        secondary_category: Optional[str] = None,
+        secondary_category_any_of: Optional[str] = None,
+        secondary_category_gt: Optional[str] = None,
+        secondary_category_gte: Optional[str] = None,
+        secondary_category_lt: Optional[str] = None,
+        secondary_category_lte: Optional[str] = None,
+        tertiary_category: Optional[str] = None,
+        tertiary_category_any_of: Optional[str] = None,
+        tertiary_category_gt: Optional[str] = None,
+        tertiary_category_gte: Optional[str] = None,
+        tertiary_category_lt: Optional[str] = None,
+        tertiary_category_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[RiskFactorTaxonomy], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        """
+        url = "/stocks/taxonomies/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactorTaxonomy.from_dict,
+            options=options,
+        )

{massive-2.0.2 → massive-2.1.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "v2.0.2"
+version = "2.1.0"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"
@@ -27,20 +27,20 @@ packages = [
 python = "^3.9"
 urllib3 = ">=1.26.9"
 websockets = ">=14.0"
-certifi = ">=2022.5.18,<2026.0.0"
+certifi = ">=2022.5.18,<2027.0.0"
 
 [tool.poetry.dev-dependencies]
 black = "^24.8.0"
-mypy = "^1.18"
+mypy = "^1.19"
 types-urllib3 = "^1.26.25"
 Sphinx = "^7.4.7"
-sphinx-rtd-theme = "^3.0.2"
+sphinx-rtd-theme = "^3.1.0"
 # keep this in sync with docs/requirements.txt for readthedocs.org
 sphinx-autodoc-typehints = "^2.3.0"
 types-certifi = "^2021.10.8"
 types-setuptools = "^80.9.0"
 pook = "^2.1.4"
-orjson = "^3.11.4"
+orjson = "^3.11.5"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]

massive-2.0.2/massive/rest/models/dividends.py

@@ -1,21 +0,0 @@
-from typing import Optional
-from ...modelclass import modelclass
-
-
-@modelclass
-class Dividend:
-    "Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount."
-    id: Optional[int] = None
-    cash_amount: Optional[float] = None
-    currency: Optional[str] = None
-    declaration_date: Optional[str] = None
-    dividend_type: Optional[str] = None
-    ex_dividend_date: Optional[str] = None
-    frequency: Optional[int] = None
-    pay_date: Optional[str] = None
-    record_date: Optional[str] = None
-    ticker: Optional[str] = None
-
-    @staticmethod
-    def from_dict(d):
-        return Dividend(**d)

massive-2.0.2/massive/rest/models/splits.py

@@ -1,16 +0,0 @@
-from typing import Optional
-from ...modelclass import modelclass
-
-
-@modelclass
-class Split:
-    "Split contains data for a historical stock split, including the ticker symbol, the execution date, and the factors of the split ratio."
-    id: Optional[int] = None
-    execution_date: Optional[str] = None
-    split_from: Optional[int] = None
-    split_to: Optional[int] = None
-    ticker: Optional[str] = None
-
-    @staticmethod
-    def from_dict(d):
-        return Split(**d)