tickerforge-spec-data 0.1.0__py3-none-any.whl

tickerforge_spec_data/__init__.py

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+from importlib.resources import files
+from importlib.metadata import version as metadata_version
+from pathlib import Path
+
+
+def get_spec_root() -> Path:
+    """Directory containing canonical spec (exchanges/, contracts/, schemas/, tests/, ...)."""
+    here = Path(__file__).resolve().parent
+    bundled = here / "spec"
+    if bundled.is_dir() and (bundled / "schemas").is_dir():
+        return bundled
+    repo = here.parent / "spec"
+    if repo.is_dir() and (repo / "schemas").is_dir():
+        return repo
+    raise RuntimeError(
+        "tickerforge_spec_data: spec tree not found (expected vendored spec/ or repo-root spec/)."
+    )
+
+
+def get_version() -> str:
+    return metadata_version("tickerforge-spec-data")

tickerforge_spec_data/spec/contracts/b3/futures.yaml

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+contracts:
+  # ---- Index Futures ----
+  - symbol: WIN
+    exchange: B3
+    description: Mini Ibovespa Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: bimonthly_even
+    expiration_rule: nearest_wednesday_15
+    contract_multiplier: 0.20
+    tick_size: 5
+    currency: BRL
+    aliases:
+      - "mini índice"
+      - "mini index"
+  - symbol: IND
+    exchange: B3
+    description: Ibovespa Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: bimonthly_even
+    expiration_rule: nearest_wednesday_15
+    contract_multiplier: 1.00
+    tick_size: 5
+    currency: BRL
+    aliases:
+      - "índice cheio"
+      - "ibovespa futures"
+  # ---- Currency Futures ----
+  - symbol: DOL
+    exchange: B3
+    description: U.S. Dollar Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: monthly
+    expiration_rule: first_business_day
+    contract_multiplier: 50.00
+    tick_size: 0.50
+    currency: BRL
+    aliases:
+      - "dólar cheio"
+      - "dollar futures"
+  - symbol: WDO
+    exchange: B3
+    description: Mini U.S. Dollar Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: monthly
+    expiration_rule: first_business_day
+    contract_multiplier: 10.00
+    tick_size: 0.50
+    currency: BRL
+    aliases:
+      - "mini dólar"
+      - "mini dollar"
+  # ---- Interest Rate Futures ----
+  - symbol: DI1
+    exchange: B3
+    description: One-Day Interbank Deposit Rate Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: monthly
+    expiration_rule: first_business_day
+    contract_multiplier: 1.00
+    tick_size: 0.01
+    currency: BRL
+    aliases:
+      - "DI futuro"
+      - "interest rate futures"
+  # ---- Commodity Futures ----
+  - symbol: BGI
+    exchange: B3
+    description: Live Cattle Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: monthly
+    expiration_rule: last_business_day
+    contract_multiplier: 330.00
+    tick_size: 0.05
+    currency: BRL
+    aliases:
+      - "boi gordo"
+      - "live cattle"
+  - symbol: CCM
+    exchange: B3
+    description: Cash-Settled Corn Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: b3_corn
+    expiration_rule: fixed_day_15
+    contract_multiplier: 450.00
+    tick_size: 0.01
+    currency: BRL
+    aliases:
+      - "milho"
+      - "corn futures"
+  - symbol: ICF
+    exchange: B3
+    description: Arabica Coffee Futures (4/5)
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: b3_coffee
+    expiration_rule: schedule
+    contract_multiplier: 100.00
+    tick_size: 0.05
+    currency: USD
+    aliases:
+      - "café arábica"
+      - "arabica coffee"

tickerforge_spec_data/spec/contracts/b3/options.yaml

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+options:
+  # ---- Equity Options ----
+  - type: equity
+    exchange: B3
+    description: Options on listed equities
+    option_style: american
+    ticker_format: "{root}{month_code}{strike}"
+    contract_multiplier: 1.00
+    tick_size: 0.01
+    currency: BRL
+    aliases:
+      - "opções de ações"
+      - "equity options"
+    call_month_codes:
+      - A # January
+      - B # February
+      - C # March
+      - D # April
+      - E # May
+      - F # June
+      - G # July
+      - H # August
+      - I # September
+      - J # October
+      - K # November
+      - L # December
+    put_month_codes:
+      - M # January
+      - N # February
+      - O # March
+      - P # April
+      - Q # May
+      - R # June
+      - S # July
+      - T # August
+      - U # September
+      - V # October
+      - W # November
+      - X # December
+    contract_cycle: monthly
+    expiration_rule: third_friday
+    underlyings:
+      - PETR4
+      - VALE3
+      - BBDC4
+      - ITUB4
+      - ABEV3
+      - B3SA3
+      - GGBR4
+      - HAPV3
+      - MGLU3
+      - SUZB3
+      - BOVA11
+  # ---- Index Options (Ibovespa) ----
+  - type: index
+    symbol: IBOV
+    exchange: B3
+    description: Options on Ibovespa Index
+    option_style: european
+    ticker_format: "{symbol}{month_code}{yy}{option_type}{strike}"
+    contract_multiplier: 1.00
+    tick_size: 5
+    currency: BRL
+    aliases:
+      - "opções de Ibovespa"
+      - "index options"
+    option_type_codes:
+      call: C
+      put: P
+    contract_cycle: monthly
+    expiration_rule: nearest_wednesday_15
+  # ---- Dollar Options ----
+  - type: dollar
+    symbol: DOL
+    exchange: B3
+    description: Options on U.S. Dollar
+    option_style: european
+    ticker_format: "{symbol}{month_code}{yy}{option_type}{strike}"
+    contract_multiplier: 50.00
+    tick_size: 0.50
+    currency: BRL
+    aliases:
+      - "opções de dólar"
+      - "dollar options"
+    option_type_codes:
+      call: C
+      put: P
+    contract_cycle: monthly
+    expiration_rule: first_business_day
+  # ---- Interest Rate Options (IDI) ----
+  - type: interest_rate
+    symbol: IDI
+    exchange: B3
+    description: Options on IDI (Interbank Deposit Index)
+    option_style: european
+    ticker_format: "{symbol}{month_code}{yy}{option_type}{strike}"
+    contract_multiplier: 1.00
+    tick_size: 0.01
+    currency: BRL
+    aliases:
+      - "opções de IDI"
+      - "rate options"
+    option_type_codes:
+      call: C
+      put: P
+    contract_cycle: monthly
+    expiration_rule: first_business_day

tickerforge_spec_data/spec/contracts/cme/futures.yaml

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+contracts:
+  # ---- Index Futures ----
+  - symbol: ES
+    exchange: CME
+    description: E-mini S&P 500 Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: third_friday
+    contract_multiplier: 50.00
+    tick_size: 0.25
+    currency: USD
+    aliases:
+      - "e-mini s&p"
+      - "s&p 500 futures"
+  - symbol: NQ
+    exchange: CME
+    description: E-mini Nasdaq-100 Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: third_friday
+    contract_multiplier: 20.00
+    tick_size: 0.25
+    currency: USD
+    aliases:
+      - "e-mini nasdaq"
+      - "nasdaq 100 futures"
+  - symbol: RTY
+    exchange: CME
+    description: E-mini Russell 2000 Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: third_friday
+    contract_multiplier: 50.00
+    tick_size: 0.10
+    currency: USD
+    aliases:
+      - "e-mini russell"
+      - "russell 2000 futures"
+  # ---- Interest Rate Futures ----
+  - symbol: ZN
+    exchange: CME
+    description: 10-Year Treasury Note Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: schedule
+    contract_multiplier: 1000.00
+    tick_size: 0.015625
+    currency: USD
+    aliases:
+      - "10-year t-note"
+      - "ten year treasury"
+  - symbol: ZF
+    exchange: CME
+    description: 5-Year Treasury Note Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: schedule
+    contract_multiplier: 1000.00
+    tick_size: 0.0078125
+    currency: USD
+    aliases:
+      - "5-year t-note"
+      - "five year treasury"
+  # ---- Commodity Futures ----
+  - symbol: CL
+    exchange: CME
+    description: Crude Oil Futures (WTI)
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: monthly
+    expiration_rule: schedule
+    contract_multiplier: 1000.00
+    tick_size: 0.01
+    currency: USD
+    aliases:
+      - "crude oil"
+      - "wti"
+  - symbol: GC
+    exchange: CME
+    description: Gold Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: bimonthly_even
+    expiration_rule: schedule
+    contract_multiplier: 100.00
+    tick_size: 0.10
+    currency: USD
+    aliases:
+      - "gold"
+      - "comex gold"
+  # ---- Currency Futures ----
+  - symbol: 6E
+    exchange: CME
+    description: Euro FX Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: schedule
+    contract_multiplier: 125000.00
+    tick_size: 0.00005
+    currency: USD
+    aliases:
+      - "euro fx"
+      - "eur/usd futures"
+  - symbol: 6J
+    exchange: CME
+    description: Japanese Yen Futures
+    ticker_format: "{symbol}{month_code}{yy}"
+    contract_cycle: quarterly
+    expiration_rule: schedule
+    contract_multiplier: 12500000.00
+    tick_size: 0.0000005
+    currency: USD
+    aliases:
+      - "japanese yen"
+      - "jpy futures"

tickerforge_spec_data/spec/exchanges/b3.yaml

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+exchange: B3
+mic: XBVM
+full_name: Brasil, Bolsa, Balcão
+country: BR
+timezone: America/Sao_Paulo
+assets:
+  # --- Index Futures ---
+  WIN:
+    type: future
+    category: index
+    description: Mini Ibovespa Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:25"
+  IND:
+    type: future
+    category: index
+    description: Ibovespa Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:25"
+  # --- Currency Futures ---
+  DOL:
+    type: future
+    category: currency
+    description: U.S. Dollar Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:30"
+  WDO:
+    type: future
+    category: currency
+    description: Mini U.S. Dollar Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:30"
+  # --- Interest Rate Futures ---
+  DI1:
+    type: future
+    category: interest_rate
+    description: One-Day Interbank Deposit Rate Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:15"
+  # --- Commodity Futures ---
+  BGI:
+    type: future
+    category: commodity
+    description: Live Cattle Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "16:30"
+  CCM:
+    type: future
+    category: commodity
+    description: Cash-Settled Corn Futures
+    sessions:
+      regular:
+        start: "09:00"
+        end: "16:20"
+  ICF:
+    type: future
+    category: commodity
+    description: Arabica Coffee Futures (4/5)
+    sessions:
+      regular:
+        start: "09:00"
+        end: "16:20"
+  # --- Equity Options ---
+  EQUITY_OPTIONS:
+    type: option
+    category: equity_option
+    description: Options on listed equities (PETR4, VALE3, BBDC4, ITUB4, etc.)
+    sessions:
+      regular:
+        start: "10:00"
+        end: "18:25"
+  # --- Index Options ---
+  IBOV_OPTIONS:
+    type: option
+    category: index_option
+    description: Options on Ibovespa Index
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:25"
+  # --- Dollar Options ---
+  DOL_OPTIONS:
+    type: option
+    category: dollar_option
+    description: Options on U.S. Dollar
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:30"
+  # --- Interest Rate Options ---
+  IDI_OPTIONS:
+    type: option
+    category: rate_option
+    description: Options on IDI (Interbank Deposit Index)
+    sessions:
+      regular:
+        start: "09:00"
+        end: "18:15"

tickerforge_spec_data/spec/exchanges/cme.yaml

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+exchange: CME
+mic: XCME
+full_name: Chicago Mercantile Exchange
+country: US
+timezone: America/Chicago
+assets:
+  # --- Index Futures ---
+  ES:
+    type: future
+    category: index
+    description: E-mini S&P 500 Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  NQ:
+    type: future
+    category: index
+    description: E-mini Nasdaq-100 Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  RTY:
+    type: future
+    category: index
+    description: E-mini Russell 2000 Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  # --- Interest Rate Futures ---
+  ZN:
+    type: future
+    category: interest_rate
+    description: 10-Year Treasury Note Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  ZF:
+    type: future
+    category: interest_rate
+    description: 5-Year Treasury Note Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  # --- Commodity Futures ---
+  CL:
+    type: future
+    category: commodity
+    description: Crude Oil Futures (WTI)
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  GC:
+    type: future
+    category: commodity
+    description: Gold Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  # --- Currency Futures ---
+  6E:
+    type: future
+    category: currency
+    description: Euro FX Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"
+  6J:
+    type: future
+    category: currency
+    description: Japanese Yen Futures
+    sessions:
+      regular:
+        start: "17:00"
+        end: "16:00"

tickerforge_spec_data/spec/schedules/b3.yaml

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+exchange: B3
+timezone: America/Sao_Paulo
+holidays:
+  fixed:
+    - {month: 1, day: 1, name: "Confraternização Universal"}
+    - {month: 4, day: 21, name: "Tiradentes"}
+    - {month: 5, day: 1, name: "Dia do Trabalho"}
+    - {month: 9, day: 7, name: "Independência do Brasil"}
+    - {month: 10, day: 12, name: "Nossa Senhora Aparecida"}
+    - {month: 11, day: 2, name: "Finados"}
+    - {month: 11, day: 15, name: "Proclamação da República"}
+    - {month: 11, day: 20, name: "Consciência Negra", from_year: 2024}
+    - {month: 12, day: 24, name: "Véspera de Natal"}
+    - {month: 12, day: 25, name: "Natal"}
+    - {month: 12, day: 31, name: "Véspera de Ano Novo"}
+  easter_offset:
+    - {offset: -48, name: "Carnaval (segunda-feira)"}
+    - {offset: -47, name: "Carnaval (terça-feira)"}
+    - {offset: -2, name: "Sexta-feira Santa"}
+    - {offset: 60, name: "Corpus Christi"}
+  overrides:
+    - {date: "2023-11-20", action: add, name: "Consciência Negra"}
+early_closes:
+  easter_offset:
+    - {offset: -46, name: "Quarta-feira de Cinzas", open: "13:00"}

tickerforge_spec_data/spec/schedules/cme.yaml

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+exchange: CME
+timezone: America/Chicago
+holidays:
+  fixed:
+    - {month: 1, day: 1, name: "New Year's Day"}
+    - {month: 7, day: 4, name: "Independence Day"}
+    - {month: 12, day: 25, name: "Christmas Day"}
+  nth_weekday:
+    - {month: 1, weekday: monday, nth: 3, name: "Martin Luther King Jr. Day"}
+    - {month: 2, weekday: monday, nth: 3, name: "Presidents' Day"}
+    - {month: 9, weekday: monday, nth: 1, name: "Labor Day"}
+    - {month: 11, weekday: thursday, nth: 4, name: "Thanksgiving Day"}
+  last_weekday:
+    - {month: 5, weekday: monday, name: "Memorial Day"}
+  easter_offset:
+    - {offset: -2, name: "Good Friday"}

tickerforge_spec_data/spec/schemas/contract_cycles.yaml

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+month_codes:
+  F:
+    month: 1
+    name: January
+  G:
+    month: 2
+    name: February
+  H:
+    month: 3
+    name: March
+  J:
+    month: 4
+    name: April
+  K:
+    month: 5
+    name: May
+  M:
+    month: 6
+    name: June
+  N:
+    month: 7
+    name: July
+  Q:
+    month: 8
+    name: August
+  U:
+    month: 9
+    name: September
+  V:
+    month: 10
+    name: October
+  X:
+    month: 11
+    name: November
+  Z:
+    month: 12
+    name: December
+contract_cycles:
+  monthly:
+    description: Every calendar month
+    months: [F, G, H, J, K, M, N, Q, U, V, X, Z]
+  quarterly:
+    description: Standard quarterly futures cycle
+    months: [H, M, U, Z]
+  b3_corn:
+    description: B3 corn futures cycle (Jan, Mar, May, Jul, Aug, Sep, Nov)
+    months: [F, H, K, N, Q, U, X]
+  b3_coffee:
+    description: B3 arabica coffee futures cycle (Mar, May, Jul, Sep, Dec)
+    months: [H, K, N, U, Z]
+  bimonthly_even:
+    description: Even-month cycle (Feb, Apr, Jun, Aug, Oct, Dec)
+    months: [G, J, M, Q, V, Z]
+expiration_rules:
+  nearest_wednesday_15:
+    description: Wednesday closest to the 15th
+    type: nearest_weekday_to_day
+    weekday: wednesday
+    day: 15
+  first_business_day:
+    description: First trading day of the month
+    type: first_business_day
+  third_friday:
+    description: Third Friday of the month (common in US options)
+    type: nth_weekday_of_month
+    weekday: friday
+    n: 3
+    tags:
+      - options
+      - US
+  last_business_day:
+    description: Last trading day of the month
+    type: last_business_day
+  fifth_business_day:
+    description: Fifth trading day of the month
+    type: nth_business_day
+    n: 5
+  fixed_day_15:
+    description: 15th calendar day of the month (next business day if holiday)
+    type: fixed_day
+    day: 15
+  schedule:
+    description: Dates vary per contract month; consult exchange maturity calendar
+    type: schedule