massive 2.3.2__tar.gz → 2.5.0__tar.gz

{massive-2.3.2 → massive-2.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.3.2
+Version: 2.5.0
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE

{massive-2.3.2 → massive-2.5.0}/massive/rest/economy.py

@@ -8,6 +8,8 @@ from .models.economy import (
     TreasuryYield,
     FedInflationExpectations,
     FedLaborMarket,
+    EUMerchantAggregate,
+    EUMerchantHierarchy,
 )
 from .models.common import Sort, Order
 from .models.request import RequestOptionBuilder
@@ -168,3 +170,103 @@ class EconomyClient(BaseClient):
             raw=raw,
             options=options,
         )
+
+    def list_eu_merchant_aggregates(
+        self,
+        transaction_date: Optional[Union[str, date]] = None,
+        transaction_date_gt: Optional[Union[str, date]] = None,
+        transaction_date_gte: Optional[Union[str, date]] = None,
+        transaction_date_lt: Optional[Union[str, date]] = None,
+        transaction_date_lte: Optional[Union[str, date]] = None,
+        name: Optional[str] = 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,
+        user_country: Optional[str] = None,
+        user_country_any_of: Optional[str] = None,
+        channel: Optional[str] = None,
+        channel_any_of: Optional[str] = None,
+        consumer_type: Optional[str] = None,
+        consumer_type_any_of: Optional[str] = None,
+        parent_name: Optional[str] = None,
+        parent_name_any_of: Optional[str] = None,
+        parent_name_gt: Optional[str] = None,
+        parent_name_gte: Optional[str] = None,
+        parent_name_lt: Optional[str] = None,
+        parent_name_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[EUMerchantAggregate], HTTPResponse]:
+        """
+        Aggregated consumer transactions from European credit card panels (UK, DE, FR, IT, ES, AT).
+        Each row represents daily credit card, debit card, or open banking transactions
+        (7-day lag from transaction date) at a tagged merchant or payment processor.
+
+        Includes ticker (Bloomberg) and industry mapping for ~250 US public companies.
+        User counts provided across 8- and 28-day windows for normalization.
+        """
+        url = "/consumer-spending/eu/v1/merchant-aggregates"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_eu_merchant_aggregates, locals()),
+            deserializer=EUMerchantAggregate.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_eu_merchant_hierarchy(
+        self,
+        lookup_name: Optional[str] = None,
+        lookup_name_any_of: Optional[str] = None,
+        lookup_name_gt: Optional[str] = None,
+        lookup_name_gte: Optional[str] = None,
+        lookup_name_lt: Optional[str] = None,
+        lookup_name_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,
+        listing_status: Optional[str] = None,
+        listing_status_any_of: Optional[str] = None,
+        active_from: Optional[Union[str, date]] = None,
+        active_from_gt: Optional[Union[str, date]] = None,
+        active_from_gte: Optional[Union[str, date]] = None,
+        active_from_lt: Optional[Union[str, date]] = None,
+        active_from_lte: Optional[Union[str, date]] = None,
+        active_to: Optional[Union[str, date]] = None,
+        active_to_gt: Optional[Union[str, date]] = None,
+        active_to_gte: Optional[Union[str, date]] = None,
+        active_to_lt: Optional[Union[str, date]] = None,
+        active_to_lte: Optional[Union[str, date]] = 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[EUMerchantHierarchy], HTTPResponse]:
+        """
+        Reference data mapping merchants to parent companies, tickers, sectors,
+        and industries across Fable's European consumer transaction panel.
+
+        Use lookup_name + active_from/active_to to join with merchant-aggregates
+        for point-in-time queries.
+        """
+        url = "/consumer-spending/eu/v1/merchant-hierarchy"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_eu_merchant_hierarchy, locals()),
+            deserializer=EUMerchantHierarchy.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )

massive-2.5.0/massive/rest/models/economy.py

@@ -0,0 +1,229 @@
+from typing import Optional
+from ...modelclass import modelclass
+
+
+@modelclass
+class TreasuryYield:
+    """
+    Treasury yield data for a specific date.
+    """
+
+    date: Optional[str] = None
+    yield_1_month: Optional[float] = None
+    yield_3_month: Optional[float] = None
+    yield_6_month: Optional[float] = None
+    yield_1_year: Optional[float] = None
+    yield_2_year: Optional[float] = None
+    yield_3_year: Optional[float] = None
+    yield_5_year: Optional[float] = None
+    yield_7_year: Optional[float] = None
+    yield_10_year: Optional[float] = None
+    yield_20_year: Optional[float] = None
+    yield_30_year: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return TreasuryYield(
+            date=d.get("date"),
+            yield_1_month=d.get("yield_1_month"),
+            yield_3_month=d.get("yield_3_month"),
+            yield_6_month=d.get("yield_6_month"),
+            yield_1_year=d.get("yield_1_year"),
+            yield_2_year=d.get("yield_2_year"),
+            yield_3_year=d.get("yield_3_year"),
+            yield_5_year=d.get("yield_5_year"),
+            yield_7_year=d.get("yield_7_year"),
+            yield_10_year=d.get("yield_10_year"),
+            yield_20_year=d.get("yield_20_year"),
+            yield_30_year=d.get("yield_30_year"),
+        )
+
+
+@modelclass
+class FedInflation:
+    cpi: Optional[float] = None
+    cpi_core: Optional[float] = None
+    cpi_year_over_year: Optional[float] = None
+    date: Optional[str] = None
+    pce: Optional[float] = None
+    pce_core: Optional[float] = None
+    pce_spending: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FedInflation(
+            cpi=d.get("cpi"),
+            cpi_core=d.get("cpi_core"),
+            cpi_year_over_year=d.get("cpi_year_over_year"),
+            date=d.get("date"),
+            pce=d.get("pce"),
+            pce_core=d.get("pce_core"),
+            pce_spending=d.get("pce_spending"),
+        )
+
+
+@modelclass
+class FedInflationExpectations:
+    date: Optional[str] = None
+    forward_years_5_to_10: Optional[float] = None
+    market_10_year: Optional[float] = None
+    market_5_year: Optional[float] = None
+    model_10_year: Optional[float] = None
+    model_1_year: Optional[float] = None
+    model_30_year: Optional[float] = None
+    model_5_year: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FedInflationExpectations(
+            date=d.get("date"),
+            forward_years_5_to_10=d.get("forward_years_5_to_10"),
+            market_10_year=d.get("market_10_year"),
+            market_5_year=d.get("market_5_year"),
+            model_10_year=d.get("model_10_year"),
+            model_1_year=d.get("model_1_year"),
+            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"),
+        )
+
+
+@modelclass
+class EUMerchantAggregate:
+    """
+    Aggregated consumer transactions from European credit card panels.
+    Each row represents daily credit card, debit card, or open banking transactions
+    (7-day lag) at a tagged merchant or payment processor.
+    """
+
+    channel: Optional[str] = None
+    consumer_type: Optional[str] = None
+    eight_day_rolling_category_accounts: Optional[int] = None
+    eight_day_rolling_total_accounts: Optional[int] = None
+    mcc_group: Optional[str] = None
+    merchant_industry: Optional[str] = None
+    merchant_ticker: Optional[str] = None
+    name: Optional[str] = None
+    parent_name: Optional[str] = None
+    published_date: Optional[str] = None
+    spend_in_distinct_account_key_count: Optional[int] = None
+    spend_in_spend: Optional[float] = None
+    spend_in_transaction_count: Optional[int] = None
+    spend_out_distinct_account_key_count: Optional[int] = None
+    spend_out_spend: Optional[float] = None
+    spend_out_transaction_count: Optional[int] = None
+    total_accounts: Optional[int] = None
+    total_spend: Optional[float] = None
+    total_transactions: Optional[int] = None
+    transaction_currency: Optional[str] = None
+    transaction_date: Optional[str] = None
+    twenty_eight_day_rolling_category_accounts: Optional[int] = None
+    twenty_eight_day_rolling_total_accounts: Optional[int] = None
+    type: Optional[str] = None
+    user_country: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return EUMerchantAggregate(
+            channel=d.get("channel"),
+            consumer_type=d.get("consumer_type"),
+            eight_day_rolling_category_accounts=d.get(
+                "eight_day_rolling_category_accounts"
+            ),
+            eight_day_rolling_total_accounts=d.get("eight_day_rolling_total_accounts"),
+            mcc_group=d.get("mcc_group"),
+            merchant_industry=d.get("merchant_industry"),
+            merchant_ticker=d.get("merchant_ticker"),
+            name=d.get("name"),
+            parent_name=d.get("parent_name"),
+            published_date=d.get("published_date"),
+            spend_in_distinct_account_key_count=d.get(
+                "spend_in_distinct_account_key_count"
+            ),
+            spend_in_spend=d.get("spend_in_spend"),
+            spend_in_transaction_count=d.get("spend_in_transaction_count"),
+            spend_out_distinct_account_key_count=d.get(
+                "spend_out_distinct_account_key_count"
+            ),
+            spend_out_spend=d.get("spend_out_spend"),
+            spend_out_transaction_count=d.get("spend_out_transaction_count"),
+            total_accounts=d.get("total_accounts"),
+            total_spend=d.get("total_spend"),
+            total_transactions=d.get("total_transactions"),
+            transaction_currency=d.get("transaction_currency"),
+            transaction_date=d.get("transaction_date"),
+            twenty_eight_day_rolling_category_accounts=d.get(
+                "twenty_eight_day_rolling_category_accounts"
+            ),
+            twenty_eight_day_rolling_total_accounts=d.get(
+                "twenty_eight_day_rolling_total_accounts"
+            ),
+            type=d.get("type"),
+            user_country=d.get("user_country"),
+        )
+
+
+@modelclass
+class EUMerchantHierarchy:
+    """
+    Reference data mapping merchants to parent companies, tickers, sectors,
+    and industries across Fable's European consumer transaction panel.
+    """
+
+    active_from: Optional[str] = None
+    active_to: Optional[str] = None
+    category: Optional[str] = None
+    grandparent_name: Optional[str] = None
+    grandparent_ticker: Optional[str] = None
+    great_grandparent_name: Optional[str] = None
+    great_grandparent_ticker: Optional[str] = None
+    industry: Optional[str] = None
+    industry_group: Optional[str] = None
+    listing_status: Optional[str] = None
+    lookup_name: Optional[str] = None
+    normalized_name: Optional[str] = None
+    parent_name: Optional[str] = None
+    parent_ticker: Optional[str] = None
+    sector: Optional[str] = None
+    sub_industry: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return EUMerchantHierarchy(
+            active_from=d.get("active_from"),
+            active_to=d.get("active_to"),
+            category=d.get("category"),
+            grandparent_name=d.get("grandparent_name"),
+            grandparent_ticker=d.get("grandparent_ticker"),
+            great_grandparent_name=d.get("great_grandparent_name"),
+            great_grandparent_ticker=d.get("great_grandparent_ticker"),
+            industry=d.get("industry"),
+            industry_group=d.get("industry_group"),
+            listing_status=d.get("listing_status"),
+            lookup_name=d.get("lookup_name"),
+            normalized_name=d.get("normalized_name"),
+            parent_name=d.get("parent_name"),
+            parent_ticker=d.get("parent_ticker"),
+            sector=d.get("sector"),
+            sub_industry=d.get("sub_industry"),
+            ticker=d.get("ticker"),
+        )

{massive-2.3.2 → massive-2.5.0}/massive/rest/models/financials.py

@@ -920,3 +920,78 @@ class RiskFactorTaxonomy:
             taxonomy=d.get("taxonomy"),
             tertiary_category=d.get("tertiary_category"),
         )
+
+
+@modelclass
+class FilingSection:
+    """SEC document text section from a 10-K/10-Q (raw text content)."""
+
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    period_end: Optional[str] = None
+    section: Optional[str] = None
+    text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingSection(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            period_end=d.get("period_end"),
+            section=d.get("section"),
+            text=d.get("text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class Filing8K:
+    """Parsed 8-K filing with item-level text content."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    items_text: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return Filing8K(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            items_text=d.get("items_text"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class FilingIndex:
+    """Master index entry for any SEC filing (10-K, 8-K, 10-Q, etc.)."""
+
+    accession_number: Optional[str] = None
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    form_type: Optional[str] = None
+    issuer_name: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FilingIndex(
+            accession_number=d.get("accession_number"),
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            form_type=d.get("form_type"),
+            issuer_name=d.get("issuer_name"),
+            ticker=d.get("ticker"),
+        )

{massive-2.3.2 → massive-2.5.0}/massive/rest/models/snapshot.py

@@ -7,7 +7,8 @@ from ...modelclass import modelclass
 
 @modelclass
 class MinuteSnapshot:
-    "Most recent minute bar."
+    """Most recent minute bar."""
+
     accumulated_volume: Optional[float] = None
     open: Optional[float] = None
     high: Optional[float] = None
@@ -18,20 +19,24 @@ class MinuteSnapshot:
     otc: Optional[bool] = None
     timestamp: Optional[int] = None
     transactions: Optional[int] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return MinuteSnapshot(
-            d.get("av", None),
-            d.get("o", None),
-            d.get("h", None),
-            d.get("l", None),
-            d.get("c", None),
-            d.get("v", None),
-            d.get("vw", None),
-            d.get("otc", None),
-            d.get("t", None),
-            d.get("n", None),
+            accumulated_volume=d.get("av"),
+            open=d.get("o"),
+            high=d.get("h"),
+            low=d.get("l"),
+            close=d.get("c"),
+            volume=d.get("v"),
+            vwap=d.get("vw"),
+            otc=d.get("otc"),
+            timestamp=d.get("t"),
+            transactions=d.get("n"),
+            fractional_volume=d.get("dv"),
+            fractional_accumulated_volume=d.get("dav"),
         )
 
 
@@ -318,10 +323,32 @@ class UniversalSnapshotSession:
     low: Optional[float] = None
     previous_close: Optional[float] = None
     volume: Optional[float] = None
+    vwap: Optional[float] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotSession(**d)
+        return UniversalSnapshotSession(
+            price=d.get("price"),
+            change=d.get("change"),
+            change_percent=d.get("change_percent"),
+            early_trading_change=d.get("early_trading_change"),
+            early_trading_change_percent=d.get("early_trading_change_percent"),
+            regular_trading_change=d.get("regular_trading_change"),
+            regular_trading_change_percent=d.get("regular_trading_change_percent"),
+            late_trading_change=d.get("late_trading_change"),
+            late_trading_change_percent=d.get("late_trading_change_percent"),
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            previous_close=d.get("previous_close"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -330,8 +357,10 @@ class UniversalSnapshotLastQuote:
 
     ask: Optional[float] = None
     ask_size: Optional[float] = None
+    ask_exchange: Optional[int] = None
     bid: Optional[float] = None
     bid_size: Optional[float] = None
+    bid_exchange: Optional[int] = None
     midpoint: Optional[float] = None
     exchange: Optional[int] = None
     timeframe: Optional[str] = None
@@ -339,7 +368,18 @@ class UniversalSnapshotLastQuote:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastQuote(**d)
+        return UniversalSnapshotLastQuote(
+            ask=d.get("ask"),
+            ask_size=d.get("ask_size"),
+            ask_exchange=d.get("ask_exchange"),
+            bid=d.get("bid"),
+            bid_size=d.get("bid_size"),
+            bid_exchange=d.get("bid_exchange"),
+            midpoint=d.get("midpoint"),
+            exchange=d.get("exchange"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -355,10 +395,51 @@ class UniversalSnapshotLastTrade:
     last_updated: Optional[int] = None
     participant_timestamp: Optional[int] = None
     sip_timestamp: Optional[int] = None
+    fractional_size: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return UniversalSnapshotLastTrade(
+            id=d.get("id"),
+            price=d.get("price"),
+            size=d.get("size"),
+            exchange=d.get("exchange"),
+            conditions=d.get("conditions"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+            participant_timestamp=d.get("participant_timestamp"),
+            sip_timestamp=d.get("sip_timestamp"),
+            fractional_size=d.get("decimal_size"),
+        )
+
+
+@modelclass
+class UniversalSnapshotLastMinute:
+    """Contains the most recent minute-level aggregate for the asset."""
+
+    open: Optional[float] = None
+    close: Optional[float] = None
+    high: Optional[float] = None
+    low: Optional[float] = None
+    volume: Optional[float] = None
+    vwap: Optional[float] = None
+    transactions: Optional[int] = None
+    last_updated: Optional[int] = None
+    fractional_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotLastTrade(**d)
+        return UniversalSnapshotLastMinute(
+            open=d.get("open"),
+            close=d.get("close"),
+            high=d.get("high"),
+            low=d.get("low"),
+            volume=d.get("volume"),
+            vwap=d.get("vwap"),
+            transactions=d.get("transactions"),
+            last_updated=d.get("last_updated"),
+            fractional_volume=d.get("decimal_volume"),
+        )
 
 
 @modelclass
@@ -374,7 +455,14 @@ class UniversalSnapshotUnderlyingAsset:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotUnderlyingAsset(**d)
+        return UniversalSnapshotUnderlyingAsset(
+            ticker=d.get("ticker"),
+            price=d.get("price"),
+            value=d.get("value"),
+            change_to_break_even=d.get("change_to_break_even"),
+            timeframe=d.get("timeframe"),
+            last_updated=d.get("last_updated"),
+        )
 
 
 @modelclass
@@ -389,18 +477,25 @@ class UniversalSnapshotDetails:
 
     @staticmethod
     def from_dict(d):
-        return UniversalSnapshotDetails(**d)
+        return UniversalSnapshotDetails(
+            contract_type=d.get("contract_type"),
+            exercise_style=d.get("exercise_style"),
+            expiration_date=d.get("expiration_date"),
+            shares_per_contract=d.get("shares_per_contract"),
+            strike_price=d.get("strike_price"),
+        )
 
 
 @modelclass
 class UniversalSnapshot:
-    """Contains snapshot data for an asset."""
+    """Contains snapshot data for an asset (stocks, options, indices, fx, crypto)."""
 
     ticker: Optional[str] = None
     type: Optional[str] = None
     session: Optional[UniversalSnapshotSession] = None
     last_quote: Optional[UniversalSnapshotLastQuote] = None
     last_trade: Optional[UniversalSnapshotLastTrade] = None
+    last_minute: Optional[UniversalSnapshotLastMinute] = None
     greeks: Optional[Greeks] = None
     underlying_asset: Optional[UniversalSnapshotUnderlyingAsset] = None
     details: Optional[UniversalSnapshotDetails] = None
@@ -412,12 +507,15 @@ class UniversalSnapshot:
     fair_market_value: Optional[float] = None
     error: Optional[str] = None
     message: Optional[str] = None
+    value: Optional[float] = None
+    last_updated: Optional[int] = None
+    timeframe: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return UniversalSnapshot(
-            ticker=d.get("ticker", None),
-            type=d.get("type", None),
+            ticker=d.get("ticker"),
+            type=d.get("type"),
             session=(
                 None
                 if "session" not in d
@@ -433,7 +531,12 @@ class UniversalSnapshot:
                 if "last_trade" not in d
                 else UniversalSnapshotLastTrade.from_dict(d["last_trade"])
             ),
-            greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
+            last_minute=(
+                None
+                if "last_minute" not in d
+                else UniversalSnapshotLastMinute.from_dict(d["last_minute"])
+            ),
+            greeks=(None if "greeks" not in d else Greeks.from_dict(d["greeks"])),
             underlying_asset=(
                 None
                 if "underlying_asset" not in d
@@ -444,12 +547,15 @@ class UniversalSnapshot:
                 if "details" not in d
                 else UniversalSnapshotDetails.from_dict(d["details"])
             ),
-            break_even_price=d.get("break_even_price", None),
-            implied_volatility=d.get("implied_volatility", None),
-            open_interest=d.get("open_interest", None),
-            market_status=d.get("market_status", None),
-            name=d.get("name", None),
-            fair_market_value=d.get("fmv", None),
-            error=d.get("error", None),
-            message=d.get("message", None),
+            break_even_price=d.get("break_even_price"),
+            implied_volatility=d.get("implied_volatility"),
+            open_interest=d.get("open_interest"),
+            market_status=d.get("market_status"),
+            name=d.get("name"),
+            fair_market_value=d.get("fmv"),
+            error=d.get("error"),
+            message=d.get("message"),
+            value=d.get("value"),
+            last_updated=d.get("last_updated"),
+            timeframe=d.get("timeframe"),
         )

{massive-2.3.2 → massive-2.5.0}/massive/rest/models/trades.py

@@ -26,7 +26,8 @@ class Trade:
 
 @modelclass
 class LastTrade:
-    "Contains data for the most recent trade for a given ticker symbol."
+    """Contains data for the most recent trade for a given ticker symbol."""
+
     ticker: Optional[str] = None
     trf_timestamp: Optional[int] = None
     sequence_number: Optional[float] = None
@@ -40,25 +41,25 @@ class LastTrade:
     size: Optional[float] = None
     exchange: Optional[int] = None
     tape: Optional[int] = None
-    fractional_shares: Optional[str] = None
+    fractional_size: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
         return LastTrade(
-            d.get("T", None),
-            d.get("f", None),
-            d.get("q", None),
-            d.get("t", None),
-            d.get("y", None),
-            d.get("c", None),
-            d.get("e", None),
-            d.get("i", None),
-            d.get("p", None),
-            d.get("r", None),
-            d.get("s", None),
-            d.get("x", None),
-            d.get("z", None),
-            d.get("ds", None),
+            ticker=d.get("T"),
+            trf_timestamp=d.get("f"),
+            sequence_number=d.get("q"),
+            sip_timestamp=d.get("t"),
+            participant_timestamp=d.get("y"),
+            conditions=d.get("c"),
+            correction=d.get("e"),
+            id=d.get("i"),
+            price=d.get("p"),
+            trf_id=d.get("r"),
+            size=d.get("s"),
+            exchange=d.get("x"),
+            tape=d.get("z"),
+            fractional_size=d.get("ds"),
         )
 
 

{massive-2.3.2 → massive-2.5.0}/massive/rest/reference.py

@@ -28,6 +28,9 @@ from .models import (
     ShortVolume,
     RiskFactor,
     RiskFactorTaxonomy,
+    FilingSection,
+    Filing8K,
+    FilingIndex,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -793,21 +796,22 @@ class ContractsClient(BaseClient):
         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,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactor], HTTPResponse]:
         """
-        Endpoint: GET /stocks/filings/vX/risk-factors
+        Get categorized risk factors extracted from 10-K filings (with supporting_text).
         """
         url = "/stocks/filings/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactor.from_dict,
+            raw=raw,
             options=options,
         )
 
@@ -836,20 +840,154 @@ class ContractsClient(BaseClient):
         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,
+        limit: Optional[int] = 200,
+        sort: Optional[Union[str, Sort]] = "taxonomy.desc",
         params: Optional[Dict[str, Any]] = None,
         raw: bool = False,
         options: Optional[RequestOptionBuilder] = None,
     ) -> Union[Iterator[RiskFactorTaxonomy], HTTPResponse]:
         """
-        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        Get the taxonomy/categories used to classify risk factors (kept old name for backward compatibility).
         """
         url = "/stocks/taxonomies/vX/risk-factors"
         return self._paginate(
             path=url,
             params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
-            raw=raw,
+            result_key="results",
             deserializer=RiskFactorTaxonomy.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_10k_sections(
+        self,
+        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,
+        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,
+        section: Optional[str] = None,
+        section_any_of: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        period_end: Optional[Union[str, date]] = None,
+        period_end_gt: Optional[Union[str, date]] = None,
+        period_end_gte: Optional[Union[str, date]] = None,
+        period_end_lt: Optional[Union[str, date]] = None,
+        period_end_lte: Optional[Union[str, date]] = None,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "period_end.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingSection], HTTPResponse]:
+        """
+        Get raw text sections from 10-K/10-Q filings (business, risk_factors, etc.).
+        """
+        url = "/stocks/filings/10-K/vX/sections"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_10k_sections, locals()),
+            result_key="results",
+            deserializer=FilingSection.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_8k_text(
+        self,
+        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,
+        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,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        limit: Optional[int] = 100,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[Filing8K], HTTPResponse]:
+        """
+        Get parsed 8-K filings (earnings, acquisitions, executive changes, etc.).
+        """
+        url = "/stocks/filings/8-K/vX/text"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_8k_text, locals()),
+            result_key="results",
+            deserializer=Filing8K.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_index(
+        self,
+        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,
+        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,
+        form_type: Optional[str] = None,
+        form_type_any_of: Optional[str] = None,
+        form_type_gt: Optional[str] = None,
+        form_type_gte: Optional[str] = None,
+        form_type_lt: Optional[str] = None,
+        form_type_lte: Optional[str] = None,
+        filing_date: Optional[Union[str, date]] = 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,
+        limit: Optional[int] = 1000,
+        sort: Optional[Union[str, Sort]] = "filing_date.desc",
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FilingIndex], HTTPResponse]:
+        """
+        Get the master index of all SEC filings (10-K, 8-K, 10-Q, S-1, 4, etc.).
+        """
+        url = "/stocks/filings/vX/index"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_index, locals()),
+            result_key="results",
+            deserializer=FilingIndex.from_dict,
+            raw=raw,
             options=options,
         )

{massive-2.3.2 → massive-2.5.0}/massive/websocket/models/models.py

@@ -22,6 +22,8 @@ class EquityAgg:
     start_timestamp: Optional[int] = None
     end_timestamp: Optional[int] = None
     otc: Optional[bool] = None
+    fractional_volume: Optional[str] = None
+    fractional_accumulated_volume: Optional[str] = None
 
     @staticmethod
     def from_dict(d):
@@ -41,6 +43,8 @@ class EquityAgg:
             d.get("s", None),
             d.get("e", None),
             d.get("otc", None),
+            d.get("dv", None),
+            d.get("dav", None),
         )
 
 

{massive-2.3.2 → massive-2.5.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "2.3.2"
+version = "2.5.0"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"

massive-2.3.2/massive/rest/models/economy.py

@@ -1,106 +0,0 @@
-from typing import Optional
-from ...modelclass import modelclass
-
-
-@modelclass
-class TreasuryYield:
-    """
-    Treasury yield data for a specific date.
-    """
-
-    date: Optional[str] = None
-    yield_1_month: Optional[float] = None
-    yield_3_month: Optional[float] = None
-    yield_6_month: Optional[float] = None
-    yield_1_year: Optional[float] = None
-    yield_2_year: Optional[float] = None
-    yield_3_year: Optional[float] = None
-    yield_5_year: Optional[float] = None
-    yield_7_year: Optional[float] = None
-    yield_10_year: Optional[float] = None
-    yield_20_year: Optional[float] = None
-    yield_30_year: Optional[float] = None
-
-    @staticmethod
-    def from_dict(d):
-        return TreasuryYield(
-            date=d.get("date"),
-            yield_1_month=d.get("yield_1_month"),
-            yield_3_month=d.get("yield_3_month"),
-            yield_6_month=d.get("yield_6_month"),
-            yield_1_year=d.get("yield_1_year"),
-            yield_2_year=d.get("yield_2_year"),
-            yield_3_year=d.get("yield_3_year"),
-            yield_5_year=d.get("yield_5_year"),
-            yield_7_year=d.get("yield_7_year"),
-            yield_10_year=d.get("yield_10_year"),
-            yield_20_year=d.get("yield_20_year"),
-            yield_30_year=d.get("yield_30_year"),
-        )
-
-
-@modelclass
-class FedInflation:
-    cpi: Optional[float] = None
-    cpi_core: Optional[float] = None
-    cpi_year_over_year: Optional[float] = None
-    date: Optional[str] = None
-    pce: Optional[float] = None
-    pce_core: Optional[float] = None
-    pce_spending: Optional[float] = None
-
-    @staticmethod
-    def from_dict(d):
-        return FedInflation(
-            cpi=d.get("cpi"),
-            cpi_core=d.get("cpi_core"),
-            cpi_year_over_year=d.get("cpi_year_over_year"),
-            date=d.get("date"),
-            pce=d.get("pce"),
-            pce_core=d.get("pce_core"),
-            pce_spending=d.get("pce_spending"),
-        )
-
-
-@modelclass
-class FedInflationExpectations:
-    date: Optional[str] = None
-    forward_years_5_to_10: Optional[float] = None
-    market_10_year: Optional[float] = None
-    market_5_year: Optional[float] = None
-    model_10_year: Optional[float] = None
-    model_1_year: Optional[float] = None
-    model_30_year: Optional[float] = None
-    model_5_year: Optional[float] = None
-
-    @staticmethod
-    def from_dict(d):
-        return FedInflationExpectations(
-            date=d.get("date"),
-            forward_years_5_to_10=d.get("forward_years_5_to_10"),
-            market_10_year=d.get("market_10_year"),
-            market_5_year=d.get("market_5_year"),
-            model_10_year=d.get("model_10_year"),
-            model_1_year=d.get("model_1_year"),
-            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"),
-        )