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import datetime |
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from typing import Literal, Optional, Union |
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from openbb_core.app.model.field import OpenBBField |
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from openbb_core.app.model.obbject import OBBject |
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from openbb_core.app.static.container import Container |
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from openbb_core.app.static.utils.decorators import exception_handler, validate |
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from openbb_core.app.static.utils.filters import filter_inputs |
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from typing_extensions import Annotated |
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class ROUTER_equity_price(Container): |
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"""/equity/price |
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historical |
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nbbo |
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performance |
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quote |
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""" |
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def __repr__(self) -> str: |
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return self.__doc__ or "" |
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@exception_handler |
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@validate |
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def historical( |
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self, |
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symbol: Annotated[ |
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Union[str, list[str]], |
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OpenBBField( |
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description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance." |
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), |
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], |
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start_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."), |
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] = None, |
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end_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."), |
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] = None, |
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provider: Annotated[ |
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Optional[Literal["fmp", "intrinio", "polygon", "tiingo", "yfinance"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Get historical price data for a given stock. This includes open, high, low, close, and volume. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance. |
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symbol : Union[str, list[str]] |
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Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance. |
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start_date : Union[date, None, str] |
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Start date of the data, in YYYY-MM-DD format. |
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end_date : Union[date, None, str] |
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End date of the data, in YYYY-MM-DD format. |
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interval : str |
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Time interval of the data to return. (provider: fmp, intrinio, polygon, tiingo, yfinance) |
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Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d' |
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Choices for intrinio: '1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y' |
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Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q' |
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start_time : Optional[datetime.time] |
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Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'. (provider: intrinio) |
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end_time : Optional[datetime.time] |
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Return intervals stopping at the specified time on the `end_date` formatted as 'HH:MM:SS'. (provider: intrinio) |
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timezone : Optional[str] |
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Timezone of the data, in the IANA format (Continent/City). (provider: intrinio) |
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source : Literal['realtime', 'delayed', 'nasdaq_basic'] |
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The source of the data. (provider: intrinio) |
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adjustment : str |
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The adjustment factor to apply. Default is splits only. (provider: polygon, yfinance) |
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Choices for polygon: 'splits_only', 'unadjusted' |
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Choices for yfinance: 'splits_only', 'splits_and_dividends' |
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extended_hours : bool |
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Include Pre and Post market data. (provider: polygon, yfinance) |
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sort : Literal['asc', 'desc'] |
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Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date. (provider: polygon) |
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limit : int |
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The number of data entries to return. (provider: polygon) |
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include_actions : bool |
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Include dividends and stock splits in results. (provider: yfinance) |
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Returns |
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------- |
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OBBject |
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results : list[EquityHistorical] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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EquityHistorical |
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---------------- |
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date : Union[date, datetime] |
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The date of the data. |
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open : float |
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The open price. |
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high : float |
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The high price. |
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low : float |
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The low price. |
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close : float |
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The close price. |
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volume : Optional[Union[int, float]] |
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The trading volume. |
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vwap : Optional[float] |
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Volume Weighted Average Price over the period. |
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adj_close : Optional[float] |
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The adjusted close price. (provider: fmp, intrinio, tiingo) |
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unadjusted_volume : Optional[float] |
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Unadjusted volume of the symbol. (provider: fmp) |
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change : Optional[float] |
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Change in the price from the previous close. (provider: fmp); |
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Change in the price of the symbol from the previous day. (provider: intrinio) |
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change_percent : Optional[float] |
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Change in the price from the previous close, as a normalized percent. (provider: fmp); |
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Percent change in the price of the symbol from the previous day. (provider: intrinio) |
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average : Optional[float] |
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Average trade price of an individual equity during the interval. (provider: intrinio) |
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adj_open : Optional[float] |
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The adjusted open price. (provider: intrinio, tiingo) |
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adj_high : Optional[float] |
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The adjusted high price. (provider: intrinio, tiingo) |
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adj_low : Optional[float] |
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The adjusted low price. (provider: intrinio, tiingo) |
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adj_volume : Optional[float] |
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The adjusted volume. (provider: intrinio, tiingo) |
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fifty_two_week_high : Optional[float] |
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52 week high price for the symbol. (provider: intrinio) |
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fifty_two_week_low : Optional[float] |
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52 week low price for the symbol. (provider: intrinio) |
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factor : Optional[float] |
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factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices. (provider: intrinio) |
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split_ratio : Optional[float] |
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Ratio of the equity split, if a split occurred. (provider: intrinio, tiingo, yfinance) |
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dividend : Optional[float] |
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Dividend amount, if a dividend was paid. (provider: intrinio, tiingo, yfinance) |
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close_time : Optional[datetime] |
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The timestamp that represents the end of the interval span. (provider: intrinio) |
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interval : Optional[str] |
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The data time frequency. (provider: intrinio) |
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intra_period : Optional[bool] |
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If true, the equity price represents an unfinished period (be it day, week, quarter, month, or year), meaning that the close price is the latest price available, not the official close price for the period (provider: intrinio) |
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transactions : Optional[Annotated[int, Gt(gt=0)]] |
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Number of transactions for the symbol in the time period. (provider: polygon) |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> obb.equity.price.historical(symbol='AAPL', provider='fmp') |
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>>> obb.equity.price.historical(symbol='AAPL', interval='1d', provider='intrinio') |
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""" |
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return self._run( |
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"/equity/price/historical", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"equity.price.historical", |
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("fmp", "intrinio", "polygon", "tiingo", "yfinance"), |
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) |
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}, |
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standard_params={ |
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"symbol": symbol, |
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"start_date": start_date, |
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"end_date": end_date, |
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}, |
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extra_params=kwargs, |
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info={ |
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"symbol": { |
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"fmp": {"multiple_items_allowed": True, "choices": None}, |
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"polygon": {"multiple_items_allowed": True, "choices": None}, |
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"tiingo": {"multiple_items_allowed": True, "choices": None}, |
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"yfinance": {"multiple_items_allowed": True, "choices": None}, |
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}, |
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"interval": { |
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"fmp": { |
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"multiple_items_allowed": False, |
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"choices": ["1m", "5m", "15m", "30m", "1h", "4h", "1d"], |
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}, |
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"intrinio": { |
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"multiple_items_allowed": False, |
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"choices": [ |
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"1m", |
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"5m", |
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"10m", |
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"15m", |
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"30m", |
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"60m", |
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"1h", |
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"1d", |
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"1W", |
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"1M", |
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"1Q", |
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"1Y", |
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], |
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}, |
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"tiingo": { |
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"multiple_items_allowed": False, |
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"choices": [ |
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"1m", |
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"5m", |
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"15m", |
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"30m", |
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"90m", |
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"1h", |
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"2h", |
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"4h", |
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"1d", |
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"1W", |
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"1M", |
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"1Y", |
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], |
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}, |
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"yfinance": { |
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"multiple_items_allowed": False, |
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"choices": [ |
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"1m", |
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"2m", |
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"5m", |
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"15m", |
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"30m", |
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"60m", |
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"90m", |
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"1h", |
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"1d", |
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"5d", |
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"1W", |
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"1M", |
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"1Q", |
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], |
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}, |
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}, |
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}, |
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) |
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) |
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@exception_handler |
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@validate |
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def nbbo( |
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self, |
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symbol: Annotated[str, OpenBBField(description="Symbol to get data for.")], |
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provider: Annotated[ |
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Optional[Literal["polygon"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: polygon." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Get the National Best Bid and Offer for a given stock. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: polygon. |
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symbol : str |
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Symbol to get data for. |
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limit : int |
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The number of data entries to return. Up to ten million records will be returned. Pagination occurs in groups of 50,000. Remaining limit values will always return 50,000 more records unless it is the last page. High volume tickers will require multiple max requests for a single day's NBBO records. Expect stocks, like SPY, to approach 1GB in size, per day, as a raw CSV. Splitting large requests into chunks is recommended for full-day requests of high-volume symbols. (provider: polygon) |
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date : Optional[date] |
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A specific date to get data for. Use bracketed the timestamp parameters to specify exact time ranges. (provider: polygon) |
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timestamp_lt : Union[datetime, str, None] |
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Query by datetime, less than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon) |
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timestamp_gt : Union[datetime, str, None] |
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Query by datetime, greater than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon) |
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timestamp_lte : Union[datetime, str, None] |
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Query by datetime, less than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon) |
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timestamp_gte : Union[datetime, str, None] |
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Query by datetime, greater than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon) |
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Returns |
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------- |
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OBBject |
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results : list[EquityNBBO] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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EquityNBBO |
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---------- |
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ask_exchange : str |
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The exchange ID for the ask. |
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ask : float |
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The last ask price. |
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ask_size : int |
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The ask size. This represents the number of round lot orders at the given ask price. |
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The normal round lot size is 100 shares. |
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An ask size of 2 means there are 200 shares available to purchase at the given ask price. |
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bid_size : int |
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The bid size in round lots. |
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bid : float |
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The last bid price. |
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bid_exchange : str |
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The exchange ID for the bid. |
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tape : Optional[str] |
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The exchange tape. (provider: polygon) |
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conditions : Optional[Union[str, list[int], list[str]]] |
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A list of condition codes. (provider: polygon) |
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indicators : Optional[list[int]] |
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A list of indicator codes. (provider: polygon) |
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sequence_num : Optional[int] |
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The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11) (provider: polygon) |
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participant_timestamp : Optional[datetime] |
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The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. (provider: polygon) |
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sip_timestamp : Optional[datetime] |
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The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. (provider: polygon) |
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trf_timestamp : Optional[datetime] |
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The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote. (provider: polygon) |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> obb.equity.price.nbbo(symbol='AAPL', provider='polygon') |
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""" |
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return self._run( |
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"/equity/price/nbbo", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"equity.price.nbbo", |
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("polygon",), |
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) |
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}, |
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standard_params={ |
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"symbol": symbol, |
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}, |
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extra_params=kwargs, |
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) |
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) |
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@exception_handler |
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@validate |
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def performance( |
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self, |
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symbol: Annotated[ |
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Union[str, list[str]], |
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OpenBBField( |
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description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp." |
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), |
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], |
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provider: Annotated[ |
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Optional[Literal["fmp"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Get price performance data for a given stock. This includes price changes for different time periods. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp. |
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symbol : Union[str, list[str]] |
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|
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp. |
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|
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Returns |
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------- |
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OBBject |
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results : list[PricePerformance] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
|
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
|
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Extra info. |
|
|
|
|
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PricePerformance |
|
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---------------- |
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symbol : Optional[str] |
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Symbol representing the entity requested in the data. |
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one_day : Optional[float] |
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One-day return. |
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wtd : Optional[float] |
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Week to date return. |
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one_week : Optional[float] |
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One-week return. |
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mtd : Optional[float] |
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Month to date return. |
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one_month : Optional[float] |
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One-month return. |
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qtd : Optional[float] |
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Quarter to date return. |
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three_month : Optional[float] |
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Three-month return. |
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six_month : Optional[float] |
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Six-month return. |
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ytd : Optional[float] |
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Year to date return. |
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one_year : Optional[float] |
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|
One-year return. |
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two_year : Optional[float] |
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|
Two-year return. |
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three_year : Optional[float] |
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Three-year return. |
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four_year : Optional[float] |
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Four-year |
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five_year : Optional[float] |
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Five-year return. |
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ten_year : Optional[float] |
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Ten-year return. |
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max : Optional[float] |
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Return from the beginning of the time series. |
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Examples |
|
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-------- |
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>>> from openbb import obb |
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>>> obb.equity.price.performance(symbol='AAPL', provider='fmp') |
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""" |
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|
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return self._run( |
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"/equity/price/performance", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"equity.price.performance", |
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("fmp",), |
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) |
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}, |
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standard_params={ |
|
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"symbol": symbol, |
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}, |
|
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extra_params=kwargs, |
|
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info={ |
|
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"symbol": {"fmp": {"multiple_items_allowed": True, "choices": None}} |
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}, |
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) |
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) |
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|
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@exception_handler |
|
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@validate |
|
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def quote( |
|
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self, |
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symbol: Annotated[ |
|
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Union[str, list[str]], |
|
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OpenBBField( |
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description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance." |
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), |
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], |
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provider: Annotated[ |
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Optional[Literal["fmp", "intrinio", "yfinance"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Get the latest quote for a given stock. Quote includes price, volume, and other data. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance. |
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symbol : Union[str, list[str]] |
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Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance. |
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source : Literal['iex', 'bats', 'bats_delayed', 'utp_delayed', 'cta_a_delayed', 'cta_b_delayed', 'intrinio_mx', 'intrinio_mx_plus', 'delayed_sip'] |
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Source of the data. (provider: intrinio) |
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Returns |
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------- |
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OBBject |
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results : list[EquityQuote] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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EquityQuote |
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----------- |
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symbol : str |
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Symbol representing the entity requested in the data. |
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asset_type : Optional[str] |
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Type of asset - i.e, stock, ETF, etc. |
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name : Optional[str] |
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Name of the company or asset. |
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exchange : Optional[str] |
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The name or symbol of the venue where the data is from. |
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bid : Optional[float] |
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Price of the top bid order. |
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bid_size : Optional[int] |
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This represents the number of round lot orders at the given price. The normal round lot size is 100 shares. A size of 2 means there are 200 shares available at the given price. |
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bid_exchange : Optional[str] |
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The specific trading venue where the purchase order was placed. |
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ask : Optional[float] |
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Price of the top ask order. |
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ask_size : Optional[int] |
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This represents the number of round lot orders at the given price. The normal round lot size is 100 shares. A size of 2 means there are 200 shares available at the given price. |
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ask_exchange : Optional[str] |
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The specific trading venue where the sale order was placed. |
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quote_conditions : Optional[Union[str, int, list[str], list[int]]] |
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Conditions or condition codes applicable to the quote. |
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quote_indicators : Optional[Union[str, int, list[str], list[int]]] |
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Indicators or indicator codes applicable to the participant quote related to the price bands for the issue, or the affect the quote has on the NBBO. |
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sales_conditions : Optional[Union[str, int, list[str], list[int]]] |
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Conditions or condition codes applicable to the sale. |
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sequence_number : Optional[int] |
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The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). |
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market_center : Optional[str] |
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The ID of the UTP participant that originated the message. |
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participant_timestamp : Optional[datetime] |
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Timestamp for when the quote was generated by the exchange. |
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trf_timestamp : Optional[datetime] |
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Timestamp for when the TRF (Trade Reporting Facility) received the message. |
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sip_timestamp : Optional[datetime] |
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Timestamp for when the SIP (Security Information Processor) received the message from the exchange. |
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last_price : Optional[float] |
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Price of the last trade. |
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last_tick : Optional[str] |
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Whether the last sale was an up or down tick. |
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last_size : Optional[int] |
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Size of the last trade. |
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last_timestamp : Optional[datetime] |
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Date and Time when the last price was recorded. |
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open : Optional[float] |
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The open price. |
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high : Optional[float] |
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The high price. |
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low : Optional[float] |
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The low price. |
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close : Optional[float] |
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The close price. |
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volume : Optional[Union[int, float]] |
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The trading volume. |
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exchange_volume : Optional[Union[int, float]] |
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Volume of shares exchanged during the trading day on the specific exchange. |
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prev_close : Optional[float] |
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The previous close price. |
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change : Optional[float] |
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Change in price from previous close. |
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change_percent : Optional[float] |
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Change in price as a normalized percentage. |
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year_high : Optional[float] |
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The one year high (52W High). |
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year_low : Optional[float] |
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The one year low (52W Low). |
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price_avg50 : Optional[float] |
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50 day moving average price. (provider: fmp) |
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price_avg200 : Optional[float] |
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200 day moving average price. (provider: fmp) |
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avg_volume : Optional[int] |
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Average volume over the last 10 trading days. (provider: fmp) |
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market_cap : Optional[float] |
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Market cap of the company. (provider: fmp) |
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shares_outstanding : Optional[int] |
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Number of shares outstanding. (provider: fmp) |
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eps : Optional[float] |
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Earnings per share. (provider: fmp) |
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pe : Optional[float] |
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Price earnings ratio. (provider: fmp) |
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earnings_announcement : Optional[datetime] |
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Upcoming earnings announcement date. (provider: fmp) |
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is_darkpool : Optional[bool] |
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Whether or not the current trade is from a darkpool. (provider: intrinio) |
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source : Optional[str] |
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Source of the Intrinio data. (provider: intrinio) |
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updated_on : Optional[datetime] |
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Date and Time when the data was last updated. (provider: intrinio) |
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security : Optional[IntrinioSecurity] |
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Security details related to the quote. (provider: intrinio) |
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ma_50d : Optional[float] |
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50-day moving average price. (provider: yfinance) |
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ma_200d : Optional[float] |
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200-day moving average price. (provider: yfinance) |
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volume_average : Optional[float] |
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Average daily trading volume. (provider: yfinance) |
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volume_average_10d : Optional[float] |
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Average daily trading volume in the last 10 days. (provider: yfinance) |
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currency : Optional[str] |
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Currency of the price. (provider: yfinance) |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> obb.equity.price.quote(symbol='AAPL', provider='fmp') |
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""" |
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return self._run( |
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"/equity/price/quote", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"equity.price.quote", |
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("fmp", "intrinio", "yfinance"), |
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) |
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}, |
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standard_params={ |
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"symbol": symbol, |
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}, |
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extra_params=kwargs, |
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info={ |
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"symbol": { |
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"fmp": {"multiple_items_allowed": True, "choices": None}, |
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"intrinio": {"multiple_items_allowed": True, "choices": None}, |
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"yfinance": {"multiple_items_allowed": True, "choices": None}, |
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} |
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}, |
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) |
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) |
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|
