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ssnyder-intrinio merged 1 commit into from
Jul 8, 2025
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Add more cboe and conditions to the readme #38

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100 changes: 99 additions & 1 deletion README.md
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Expand Up @@ -170,6 +170,7 @@ sys.exit(0)
* **`OTC`** - OTC in the DELAYED_SIP provider.
* **`NASDAQ_BASIC`** - NASDAQ Basic in the NASDAQ_BASIC provider.
* **`IEX`** - From the IEX exchange in the REALTIME provider.
* **`CBOE_ONE`** - From the CBOE One exchanges provider.
* **market_center** - Provides the market center
* **condition** - Provides the condition

Expand Down Expand Up @@ -199,9 +200,106 @@ sys.exit(0)
* **`OTC`** - OTC in the DELAYED_SIP provider.
* **`NASDAQ_BASIC`** - NASDAQ Basic in the NASDAQ_BASIC provider.
* **`IEX`** - From the IEX exchange in the REALTIME provider.
* **`CBOE_ONE`** - From the CBOE One exchanges provider.
* **market_center** - Provides the market center
* **condition** - Provides the condition

### Equities Trade Conditions

| Value | Description |
|-------|---------------------------------------------------|
| @ | Regular Sale |
| A | Acquisition |
| B | Bunched Trade |
| C | Cash Sale |
| D | Distribution |
| E | Placeholder |
| F | Intermarket Sweep |
| G | Bunched Sold Trade |
| H | Priced Variation Trade |
| I | Odd Lot Trade |
| K | Rule 155 Trade (AMEX) |
| L | Sold Last |
| M | Market Center Official Close |
| N | Next Day |
| O | Opening Prints |
| P | Prior Reference Price |
| Q | Market Center Official Open |
| R | Seller |
| S | Split Trade |
| T | Form T |
| U | Extended Trading Hours (Sold Out of Sequence) |
| V | Contingent Trade |
| W | Average Price Trade |
| X | Cross/Periodic Auction Trade |
| Y | Yellow Flag Regular Trade |
| Z | Sold (Out of Sequence) |
| 1 | Stopped Stock (Regular Trade) |
| 4 | Derivatively Priced |
| 5 | Re-Opening Prints |
| 6 | Closing Prints |
| 7 | Qualified Contingent Trade (QCT) |
| 8 | Placeholder for 611 Exempt |
| 9 | Corrected Consolidated Close (Per Listing Market) |


### Equities Trade Conditions (CBOE One)
Trade conditions for CBOE One are represented as the integer representation of a bit flag.

None = 0,
UpdateHighLowConsolidated = 1,
UpdateLastConsolidated = 2,
UpdateHighLowMarketCenter = 4,
UpdateLastMarketCenter = 8,
UpdateVolumeConsolidated = 16,
OpenConsolidated = 32,
OpenMarketCenter = 64,
CloseConsolidated = 128,
CloseMarketCenter = 256,
UpdateVolumeMarketCenter = 512


### Equities Quote Conditions

| Value | Description |
|-------|---------------------------------------------|
| R | Regular |
| A | Slow on Ask |
| B | Slow on Bid |
| C | Closing |
| D | News Dissemination |
| E | Slow on Bid (LRP or Gap Quote) |
| F | Fast Trading |
| G | Trading Range Indication |
| H | Slow on Bid and Ask |
| I | Order Imbalance |
| J | Due to Related - News Dissemination |
| K | Due to Related - News Pending |
| O | Open |
| L | Closed |
| M | Volatility Trading Pause |
| N | Non-Firm Quote |
| O | Opening |
| P | News Pending |
| S | Due to Related |
| T | Resume |
| U | Slow on Bid and Ask (LRP or Gap Quote) |
| V | In View of Common |
| W | Slow on Bid and Ask (Non-Firm) |
| X | Equipment Changeover |
| Y | Sub-Penny Trading |
| Z | No Open / No Resume |
| 1 | Market Wide Circuit Breaker Level 1 |
| 2 | Market Wide Circuit Breaker Level 2 |
| 3 | Market Wide Circuit Breaker Level 3 |
| 4 | On Demand Intraday Auction |
| 45 | Additional Information Required (CTS) |
| 46 | Regulatory Concern (CTS) |
| 47 | Merger Effective |
| 49 | Corporate Action (CTS) |
| 50 | New Security Offering (CTS) |
| 51 | Intraday Indicative Value Unavailable (CTS) |


## Example Options Usage
```python
Expand Down Expand Up @@ -535,7 +633,7 @@ You will receive your Intrinio API Key after [creating an account](https://intri

`client = IntrinioRealtimeEquitiesClient(configuration)` - Creates an Intrinio Realtime client
* **Parameter** `configuration.api_key`: Your Intrinio API Key
* **Parameter** `configuration.provider`: The real-time data provider to use ("REALTIME" or "DELAYED_SIP" or "NASDAQ_BASIC")
* **Parameter** `configuration.provider`: The real-time data provider to use ("IEX"/"REALTIME", or "DELAYED_SIP", or "NASDAQ_BASIC", or "CBOE_ONE")
* **Parameter** `configuration.on_quote(quote, backlog)`: A function that handles received quotes. `backlog` is an integer representing the approximate size of the queue of unhandled quote/trade events.
* **Parameter** `configuration.on_trade(quote, backlog)`: A function that handles received trades. `backlog` is an integer representing the approximate size of the queue of unhandled quote/trade events.
* **Parameter** `configuration.logger`: (optional) A Python Logger instance to use for logging
Expand Down