massive 2.4.0__tar.gz → 2.6.0__tar.gz

{massive-2.4.0 → massive-2.6.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: massive
-Version: 2.4.0
+Version: 2.6.0
 Summary: Official Massive (formerly Polygon.io) REST and Websocket client.
 License: MIT
 License-File: LICENSE

{massive-2.4.0 → massive-2.6.0}/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-2.6.0/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-2.4.0 → massive-2.6.0}/massive/rest/models/financials.py

@@ -922,6 +922,60 @@ class RiskFactorTaxonomy:
         )
 
 
+@modelclass
+@dataclass
+class Filing13F:
+    """SEC Form 13F filings data showing institutional investment manager holdings."""
+
+    accession_number: Optional[str] = None
+    cusip: Optional[str] = None
+    file_number: Optional[str] = None
+    filer_cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    film_number: Optional[str] = None
+    form_type: Optional[str] = None
+    investment_discretion: Optional[str] = None
+    issuer_name: Optional[str] = None
+    market_value: Optional[int] = None
+    other_managers: Optional[List[str]] = None
+    period: Optional[str] = None
+    put_call: Optional[str] = None
+    shares_or_principal_amount: Optional[int] = None
+    shares_or_principal_type: Optional[str] = None
+    title_of_class: Optional[str] = None
+    voting_authority_none: Optional[int] = None
+    voting_authority_shared: Optional[int] = None
+    voting_authority_sole: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "Filing13F":
+        if not d:
+            return Filing13F()
+        return Filing13F(
+            accession_number=d.get("accession_number"),
+            cusip=d.get("cusip"),
+            file_number=d.get("file_number"),
+            filer_cik=d.get("filer_cik"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            film_number=d.get("film_number"),
+            form_type=d.get("form_type"),
+            investment_discretion=d.get("investment_discretion"),
+            issuer_name=d.get("issuer_name"),
+            market_value=d.get("market_value"),
+            other_managers=d.get("other_managers"),
+            period=d.get("period"),
+            put_call=d.get("put_call"),
+            shares_or_principal_amount=d.get("shares_or_principal_amount"),
+            shares_or_principal_type=d.get("shares_or_principal_type"),
+            title_of_class=d.get("title_of_class"),
+            voting_authority_none=d.get("voting_authority_none"),
+            voting_authority_shared=d.get("voting_authority_shared"),
+            voting_authority_sole=d.get("voting_authority_sole"),
+        )
+
+
 @modelclass
 class FilingSection:
     """SEC document text section from a 10-K/10-Q (raw text content)."""
@@ -947,6 +1001,206 @@ class FilingSection:
         )
 
 
+@modelclass
+@dataclass
+class FilingFootnote:
+    """Footnote from SEC Form 3/4 filings."""
+
+    id: Optional[str] = None
+    description: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingFootnote":
+        if not d:
+            return FilingFootnote()
+        return FilingFootnote(
+            id=d.get("id"),
+            description=d.get("description"),
+        )
+
+
+@modelclass
+@dataclass
+class FilingForm3:
+    """SEC Form 3 filings reporting initial statements of beneficial ownership of securities.
+    Filed by corporate insiders (directors, officers, and 10%+ shareholders) when they first acquire a position.
+    """
+
+    accession_number: Optional[str] = None
+    aff_10b5_one: Optional[bool] = None
+    date_of_original_submission: Optional[str] = None
+    direct_or_indirect: Optional[str] = None
+    exercise_date: Optional[str] = None
+    exercise_price: Optional[float] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    footnotes: Optional[List[FilingFootnote]] = None
+    form_type: Optional[str] = None
+    is_director: Optional[bool] = None
+    is_officer: Optional[bool] = None
+    is_other: Optional[bool] = None
+    is_ten_percent_owner: Optional[bool] = None
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    nature_of_ownership: Optional[str] = None
+    not_subject_to_section_16: Optional[bool] = None
+    officer_title: Optional[str] = None
+    owner_cik: Optional[str] = None
+    owner_name: Optional[str] = None
+    period_of_report: Optional[str] = None
+    remarks: Optional[str] = None
+    security_title: Optional[str] = None
+    security_type: Optional[str] = None
+    shares_owned: Optional[float] = None
+    tickers: Optional[List[str]] = None
+    underlying_security_shares: Optional[float] = None
+    underlying_security_title: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingForm3":
+        if not d:
+            return FilingForm3()
+        footnotes = d.get("footnotes")
+        return FilingForm3(
+            accession_number=d.get("accession_number"),
+            aff_10b5_one=d.get("aff_10b5_one"),
+            date_of_original_submission=d.get("date_of_original_submission"),
+            direct_or_indirect=d.get("direct_or_indirect"),
+            exercise_date=d.get("exercise_date"),
+            exercise_price=d.get("exercise_price"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            footnotes=(
+                [FilingFootnote.from_dict(f) for f in footnotes]
+                if footnotes is not None
+                else None
+            ),
+            form_type=d.get("form_type"),
+            is_director=d.get("is_director"),
+            is_officer=d.get("is_officer"),
+            is_other=d.get("is_other"),
+            is_ten_percent_owner=d.get("is_ten_percent_owner"),
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            nature_of_ownership=d.get("nature_of_ownership"),
+            not_subject_to_section_16=d.get("not_subject_to_section_16"),
+            officer_title=d.get("officer_title"),
+            owner_cik=d.get("owner_cik"),
+            owner_name=d.get("owner_name"),
+            period_of_report=d.get("period_of_report"),
+            remarks=d.get("remarks"),
+            security_title=d.get("security_title"),
+            security_type=d.get("security_type"),
+            shares_owned=d.get("shares_owned"),
+            tickers=d.get("tickers"),
+            underlying_security_shares=d.get("underlying_security_shares"),
+            underlying_security_title=d.get("underlying_security_title"),
+        )
+
+
+@modelclass
+@dataclass
+class FilingForm4:
+    """SEC Form 4 filings reporting changes in beneficial ownership of securities.
+    Filed by corporate insiders (directors, officers, and 10%+ shareholders) within two business days of a transaction.
+    """
+
+    accession_number: Optional[str] = None
+    aff_10b5_one: Optional[bool] = None
+    date_of_original_submission: Optional[str] = None
+    deemed_execution_date: Optional[str] = None
+    direct_or_indirect: Optional[str] = None
+    equity_swap_involved: Optional[bool] = None
+    exercise_date: Optional[str] = None
+    exercise_price: Optional[float] = None
+    expiration_date: Optional[str] = None
+    filing_date: Optional[str] = None
+    filing_url: Optional[str] = None
+    footnotes: Optional[List[FilingFootnote]] = None
+    form_type: Optional[str] = None
+    is_director: Optional[bool] = None
+    is_officer: Optional[bool] = None
+    is_other: Optional[bool] = None
+    is_ten_percent_owner: Optional[bool] = None
+    issuer_cik: Optional[str] = None
+    issuer_name: Optional[str] = None
+    nature_of_ownership: Optional[str] = None
+    not_subject_to_section_16: Optional[bool] = None
+    officer_title: Optional[str] = None
+    owner_cik: Optional[str] = None
+    owner_name: Optional[str] = None
+    period_of_report: Optional[str] = None
+    record_type: Optional[str] = None
+    remarks: Optional[str] = None
+    security_title: Optional[str] = None
+    security_type: Optional[str] = None
+    shares_owned_following_transaction: Optional[float] = None
+    tickers: Optional[List[str]] = None
+    transaction_acquired_disposed: Optional[str] = None
+    transaction_code: Optional[str] = None
+    transaction_date: Optional[str] = None
+    transaction_price_per_share: Optional[float] = None
+    transaction_shares: Optional[float] = None
+    transaction_timeliness: Optional[str] = None
+    transaction_value: Optional[float] = None
+    underlying_security_shares: Optional[float] = None
+    underlying_security_title: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d: Optional[Dict[str, Any]]) -> "FilingForm4":
+        if not d:
+            return FilingForm4()
+        footnotes = d.get("footnotes")
+        return FilingForm4(
+            accession_number=d.get("accession_number"),
+            aff_10b5_one=d.get("aff_10b5_one"),
+            date_of_original_submission=d.get("date_of_original_submission"),
+            deemed_execution_date=d.get("deemed_execution_date"),
+            direct_or_indirect=d.get("direct_or_indirect"),
+            equity_swap_involved=d.get("equity_swap_involved"),
+            exercise_date=d.get("exercise_date"),
+            exercise_price=d.get("exercise_price"),
+            expiration_date=d.get("expiration_date"),
+            filing_date=d.get("filing_date"),
+            filing_url=d.get("filing_url"),
+            footnotes=(
+                [FilingFootnote.from_dict(f) for f in footnotes]
+                if footnotes is not None
+                else None
+            ),
+            form_type=d.get("form_type"),
+            is_director=d.get("is_director"),
+            is_officer=d.get("is_officer"),
+            is_other=d.get("is_other"),
+            is_ten_percent_owner=d.get("is_ten_percent_owner"),
+            issuer_cik=d.get("issuer_cik"),
+            issuer_name=d.get("issuer_name"),
+            nature_of_ownership=d.get("nature_of_ownership"),
+            not_subject_to_section_16=d.get("not_subject_to_section_16"),
+            officer_title=d.get("officer_title"),
+            owner_cik=d.get("owner_cik"),
+            owner_name=d.get("owner_name"),
+            period_of_report=d.get("period_of_report"),
+            record_type=d.get("record_type"),
+            remarks=d.get("remarks"),
+            security_title=d.get("security_title"),
+            security_type=d.get("security_type"),
+            shares_owned_following_transaction=d.get(
+                "shares_owned_following_transaction"
+            ),
+            tickers=d.get("tickers"),
+            transaction_acquired_disposed=d.get("transaction_acquired_disposed"),
+            transaction_code=d.get("transaction_code"),
+            transaction_date=d.get("transaction_date"),
+            transaction_price_per_share=d.get("transaction_price_per_share"),
+            transaction_shares=d.get("transaction_shares"),
+            transaction_timeliness=d.get("transaction_timeliness"),
+            transaction_value=d.get("transaction_value"),
+            underlying_security_shares=d.get("underlying_security_shares"),
+            underlying_security_title=d.get("underlying_security_title"),
+        )
+
+
 @modelclass
 class Filing8K:
     """Parsed 8-K filing with item-level text content."""

{massive-2.4.0 → massive-2.6.0}/massive/rest/reference.py

@@ -30,6 +30,9 @@ from .models import (
     RiskFactorTaxonomy,
     FilingSection,
     Filing8K,
+    Filing13F,
+    FilingForm3,
+    FilingForm4,
     FilingIndex,
 )
 from urllib3 import HTTPResponse
@@ -991,3 +994,131 @@ class ContractsClient(BaseClient):
             raw=raw,
             options=options,
         )
+
+    def list_stocks_filings_13f(
+        self,
+        filer_cik: Optional[str] = None,
+        filer_cik_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,
+        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[Filing13F], HTTPResponse]:
+        """
+        SEC Form 13F filings data showing institutional investment manager holdings.
+        Form 13F is required to be filed quarterly by institutional investment managers
+        with at least $100 million in qualifying assets under management.
+        """
+        url = "/stocks/filings/vX/13-F"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_13f, locals()),
+            result_key="results",
+            deserializer=Filing13F.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_form_3(
+        self,
+        issuer_cik: Optional[str] = None,
+        issuer_cik_any_of: Optional[str] = None,
+        owner_cik: Optional[str] = None,
+        owner_cik_any_of: Optional[str] = None,
+        tickers: Optional[str] = None,
+        tickers_all_of: Optional[str] = None,
+        tickers_any_of: Optional[str] = None,
+        form_type: 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,
+        max_ticker: Optional[str] = None,
+        max_ticker_any_of: Optional[str] = None,
+        max_ticker_gt: Optional[str] = None,
+        max_ticker_gte: Optional[str] = None,
+        max_ticker_lt: Optional[str] = None,
+        max_ticker_lte: Optional[str] = None,
+        min_ticker: Optional[str] = None,
+        min_ticker_any_of: Optional[str] = None,
+        min_ticker_gt: Optional[str] = None,
+        min_ticker_gte: Optional[str] = None,
+        min_ticker_lt: Optional[str] = None,
+        min_ticker_lte: Optional[str] = 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[FilingForm3], HTTPResponse]:
+        """
+        SEC Form 3 filings reporting initial statements of beneficial ownership of securities.
+        Filed by corporate insiders (directors, officers, and 10%+ shareholders) when they first acquire a position.
+        """
+        url = "/stocks/filings/vX/form-3"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_form_3, locals()),
+            result_key="results",
+            deserializer=FilingForm3.from_dict,
+            raw=raw,
+            options=options,
+        )
+
+    def list_stocks_filings_form_4(
+        self,
+        issuer_cik: Optional[str] = None,
+        issuer_cik_any_of: Optional[str] = None,
+        owner_cik: Optional[str] = None,
+        owner_cik_any_of: Optional[str] = None,
+        tickers: Optional[str] = None,
+        tickers_all_of: Optional[str] = None,
+        tickers_any_of: Optional[str] = None,
+        form_type: Optional[str] = None,
+        transaction_code: 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,
+        max_ticker: Optional[str] = None,
+        max_ticker_any_of: Optional[str] = None,
+        max_ticker_gt: Optional[str] = None,
+        max_ticker_gte: Optional[str] = None,
+        max_ticker_lt: Optional[str] = None,
+        max_ticker_lte: Optional[str] = None,
+        min_ticker: Optional[str] = None,
+        min_ticker_any_of: Optional[str] = None,
+        min_ticker_gt: Optional[str] = None,
+        min_ticker_gte: Optional[str] = None,
+        min_ticker_lt: Optional[str] = None,
+        min_ticker_lte: Optional[str] = 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[FilingForm4], HTTPResponse]:
+        """
+        SEC Form 4 filings reporting changes in beneficial ownership of securities.
+        Filed by corporate insiders (directors, officers, and 10%+ shareholders) within two business days of a transaction.
+        """
+        url = "/stocks/filings/vX/form-4"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_form_4, locals()),
+            result_key="results",
+            deserializer=FilingForm4.from_dict,
+            raw=raw,
+            options=options,
+        )

{massive-2.4.0 → massive-2.6.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "massive"
-version = "2.4.0"
+version = "2.6.0"
 description = "Official Massive (formerly Polygon.io) REST and Websocket client."
 authors = ["massive.com"]
 license = "MIT"

massive-2.4.0/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"),
-        )