Options Edge and Equities Edge

README.md

@@ -1,5 +1,5 @@
 # intrinio realtime python sdk
-SDK for working with Intrinio's realtime OPRA, IEX, delayed SIP, CBOE One, or NASDAQ Basic prices feeds.  Get a comprehensive view with increased market volume and enjoy minimized exchange and per user fees.
+SDK for working with Intrinio's realtime OPRA, Options Edge, IEX, delayed SIP, CBOE One, Equities Edge, or NASDAQ Basic prices feeds.  Get a comprehensive view with increased market volume and enjoy minimized exchange and per user fees.
 
 [Intrinio](https://intrinio.com/) provides real-time stock and option prices via a two-way WebSocket connection. To get started, [subscribe to a real-time equity feed](https://intrinio.com/real-time-multi-exchange), or [subscribe to a real-time options feed](https://intrinio.com/financial-market-data/options-data) and follow the instructions below.
 
@@ -96,7 +96,7 @@ class Summarize(threading.Thread):
 
 configuration = {
     'api_key': 'API_KEY_HERE',
-    'provider': 'IEX' # 'REALTIME' (IEX), or 'IEX', or 'DELAYED_SIP', or 'NASDAQ_BASIC', or 'CBOE_ONE'
+    'provider': 'IEX' # 'REALTIME' (IEX), or 'IEX', or 'DELAYED_SIP', or 'NASDAQ_BASIC', or 'CBOE_ONE' or 'EQUITIES_EDGE'
     # ,'delayed': True # Add this if you have realtime (nondelayed) access and want to force delayed mode. If you only have delayed mode access, this is redundant.
     # ,'replay_date': datetime.date.today() - datetime.timedelta(days=1)  # needed for ReplayClient. The date to replay.
     # ,'with_simulated_delay': False  # needed for ReplayClient. This plays back the events at the same rate they happened in market.
@@ -171,6 +171,7 @@ sys.exit(0)
   *    **`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.
+  *    **`EQUITIES_EDGE`** - From the Equities Edge provider.
 * **market_center** - Provides the market center
 * **condition** - Provides the condition
 
@@ -201,6 +202,7 @@ sys.exit(0)
   *    **`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.
+  *    **`EQUITIES_EDGE`** - From the Equities Edge provider.
 * **market_center** - Provides the market center
 * **condition** - Provides the condition
 
@@ -410,7 +412,7 @@ class Summarize(threading.Thread):
 # Your config object MUST include the 'api_key' and 'provider', at a minimum
 config: Config = Config(
     api_key="API_KEY_HERE",
-    provider=Providers.OPRA,
+    provider=Providers.OPRA, # or Providers.OPTIONS_EDGE
     num_threads=8,
     symbols=["AAPL", "BRKB__230217C00300000"], # this is a static list of symbols (options contracts or option chains) that will automatically be subscribed to when the client starts
     log_level=LogLevel.INFO,
@@ -633,7 +635,7 @@ 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 ("IEX"/"REALTIME", or "DELAYED_SIP", or "NASDAQ_BASIC", or "CBOE_ONE")
+* **Parameter** `configuration.provider`: The real-time data provider to use ("IEX"/"REALTIME", or "DELAYED_SIP", or "NASDAQ_BASIC", or "CBOE_ONE", or "EQUITIES_EDGE")
 * **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
@@ -654,7 +656,7 @@ def on_trade(trade, backlog):
 
 configuration = {
     'api_key': '',
-    'provider': 'IEX',  # REALTIME (IEX) or IEX or CBOE_ONE or DELAYED_SIP or NASDAQ_BASIC
+    'provider': 'IEX',  # REALTIME (IEX) or IEX or CBOE_ONE or EQUITIES_EDGE or DELAYED_SIP or NASDAQ_BASIC
     #'delayed': True, # Add this if you have realtime (nondelayed) access and want to force delayed mode. If you only have delayed mode access, this is redundant.
     'on_quote': on_quote,
     'on_trade': on_trade
@@ -668,7 +670,7 @@ client = IntrinioRealtimeEquitiesClient(configuration)
 class Config:
     def __init__(self, apiKey : str, provider : Providers, numThreads : int = 4, logLevel : LogLevel = LogLevel.INFO, manualIpAddress : str = None, symbols : set[str] = None):
         self.apiKey : str = apiKey
-        self.provider : Providers = provider # Providers.OPRA or Providers.MANUAL
+        self.provider : Providers = provider # Providers.OPRA or Providers.OPTIONS_EDGE or Providers.MANUAL
         self.numThreads : int = numThreads # At least 4 threads are recommended for 'FIREHOSE' connections
         self.manualIpAddress : str = manualIpAddress
         self.symbols : list[str] = symbols # Static list of symbols to use
@@ -727,7 +729,7 @@ def on_trade(trade, backlog):
 
 options = {
     'api_key': '',
-    'provider': 'IEX',  # REALTIME (IEX) or IEX or CBOE_ONE or DELAYED_SIP or NASDAQ_BASIC
+    'provider': 'IEX',  # REALTIME (IEX) or IEX or CBOE_ONE or EQUITIES_EDGE or DELAYED_SIP or NASDAQ_BASIC
     'replay_date': datetime.date.today(),
     'with_simulated_delay': False,  # This plays back the events at the same rate they happened in market.
     'delete_file_when_done': True,

example_app_equities.py

@@ -47,7 +47,7 @@ def run(self):
 
 configuration = {
     'api_key': 'API_KEY_HERE',
-    'provider': 'IEX' # 'REALTIME' (IEX), or 'IEX', or 'DELAYED_SIP', or 'NASDAQ_BASIC', or 'CBOE_ONE'
+    'provider': 'IEX' # 'REALTIME' (IEX), or 'IEX', or 'DELAYED_SIP', or 'NASDAQ_BASIC', or 'CBOE_ONE', or 'EQUITIES_EDGE'
     # ,'delayed': True # Add this if you have realtime (nondelayed) access and want to force delayed mode. If you only have delayed mode access, this is redundant.
     # ,'replay_date': datetime.date.today() - datetime.timedelta(days=1)  # needed for ReplayClient. The date to replay.
     # ,'with_simulated_delay': False  # needed for ReplayClient. This plays back the events at the same rate they happened in market.

example_app_options.py

@@ -105,7 +105,7 @@ def run(self):
 # Your config object MUST include the 'api_key' and 'provider', at a minimum
 config: Config = Config(
     api_key="API_KEY_HERE",
-    provider=Providers.OPRA,
+    provider=Providers.OPRA, # or Providers.OPTIONS_EDGE
     num_threads=8,
     symbols=["AAPL", "BRKB__230217C00300000"], # this is a static list of symbols (options contracts or option chains) that will automatically be subscribed to when the client starts
     log_level=LogLevel.INFO,

intriniorealtime/equities_client.py

@@ -25,14 +25,15 @@
 OTC = "OTC"
 IEX = "IEX"
 CBOE_ONE = "CBOE_ONE"
-PROVIDERS = [REALTIME, MANUAL, DELAYED_SIP, NASDAQ_BASIC, IEX, CBOE_ONE]
-SUB_PROVIDERS = [NO_SUBPROVIDER, CTA_A, CTA_B, UTP, OTC, NASDAQ_BASIC, IEX, CBOE_ONE]
+EQUITIES_EDGE = "EQUITIES_EDGE"
+PROVIDERS = [REALTIME, MANUAL, DELAYED_SIP, NASDAQ_BASIC, IEX, CBOE_ONE, EQUITIES_EDGE]
+SUB_PROVIDERS = [NO_SUBPROVIDER, CTA_A, CTA_B, UTP, OTC, NASDAQ_BASIC, IEX, CBOE_ONE, EQUITIES_EDGE]
 MAX_QUEUE_SIZE = 250000
 DEBUGGING = not (sys.gettrace() is None)
 HEADER_MESSAGE_FORMAT_KEY = "UseNewEquitiesFormat"
 HEADER_MESSAGE_FORMAT_VALUE = "v2"
 HEADER_CLIENT_INFORMATION_KEY = "Client-Information"
-HEADER_CLIENT_INFORMATION_VALUE = "IntrinioPythonSDKv6.0.3"
+HEADER_CLIENT_INFORMATION_VALUE = "IntrinioPythonSDKv6.1.0"
 
 
 class EquitiesQuote:
@@ -184,6 +185,8 @@ def auth_url(self) -> str:
             auth_url = "https://realtime-nasdaq-basic.intrinio.com/auth"
         elif self.provider == CBOE_ONE:
             auth_url = "https://cboe-one.intrinio.com/auth"
+        elif self.provider == EQUITIES_EDGE:
+            auth_url = "https://equities-edge.intrinio.com/auth"
         elif self.provider == MANUAL:
             auth_url = "http://" + self.ipaddress + "/auth"
 
@@ -213,6 +216,8 @@ def websocket_url(self) -> str:
             return "wss://realtime-nasdaq-basic.intrinio.com/socket/websocket?vsn=1.0.0&token=" + self.token + delayed_part
         elif self.provider == CBOE_ONE:
             return "wss://cboe-one.intrinio.com/socket/websocket?vsn=1.0.0&token=" + self.token + delayed_part
+        elif self.provider == EQUITIES_EDGE:
+            return "wss://equities-edge.intrinio.com/socket/websocket?vsn=1.0.0&token=" + self.token + delayed_part
         elif self.provider == MANUAL:
             return "ws://" + self.ipaddress + "/socket/websocket?vsn=1.0.0&token=" + self.token + delayed_part
         else:
@@ -470,7 +475,8 @@ def __init__(self, client, bypass_parsing: bool):
             4: OTC,
             5: NASDAQ_BASIC,
             6: IEX,
-            7: CBOE_ONE
+            7: CBOE_ONE,
+            8: EQUITIES_EDGE
         }
 
     def parse_quote(self, quote_bytes: bytes, start_index: int = 0) -> EquitiesQuote:

intriniorealtime/equities_replay_client.py

@@ -29,8 +29,9 @@ class IntrinioRealtimeConstants:
     NASDAQ_BASIC = "NASDAQ_BASIC"
     IEX = "IEX"
     CBOE_ONE = "CBOE_ONE"
-    PROVIDERS = [REALTIME, MANUAL, DELAYED_SIP, NASDAQ_BASIC, IEX, CBOE_ONE]
-    SUB_PROVIDERS = [NO_SUBPROVIDER, CTA_A, CTA_B, UTP, OTC, NASDAQ_BASIC, IEX, CBOE_ONE]
+    EQUITIES_EDGE = "EQUITIES_EDGE"
+    PROVIDERS = [REALTIME, MANUAL, DELAYED_SIP, NASDAQ_BASIC, IEX, CBOE_ONE, EQUITIES_EDGE]
+    SUB_PROVIDERS = [NO_SUBPROVIDER, CTA_A, CTA_B, UTP, OTC, NASDAQ_BASIC, IEX, CBOE_ONE, EQUITIES_EDGE]
     MAX_QUEUE_SIZE = 1000000
     EVENT_BUFFER_SIZE = 100
 
@@ -278,6 +279,8 @@ def map_subprovider_to_api_value(sub_provider):
                 return "nasdaq_basic"
             case IntrinioRealtimeConstants.CBOE_ONE:
                 return "cboe_one"
+            case IntrinioRealtimeConstants.EQUITIES_EDGE:
+                return "equities_edge"
             case _:
                 return "iex"
 
@@ -298,6 +301,8 @@ def map_provider_to_subproviders(provider):
                 return [IntrinioRealtimeConstants.NASDAQ_BASIC]
             case IntrinioRealtimeConstants.CBOE_ONE:
                 return [IntrinioRealtimeConstants.CBOE_ONE]
+            case IntrinioRealtimeConstants.EQUITIES_EDGE:
+                return [IntrinioRealtimeConstants.EQUITIES_EDGE]
             case _:
                 return []
 
@@ -447,6 +452,7 @@ def __init__(self, client):
             5: IntrinioRealtimeConstants.NASDAQ_BASIC,
             6: IntrinioRealtimeConstants.IEX,
             7: IntrinioRealtimeConstants.CBOE_ONE,
+            8: IntrinioRealtimeConstants.EQUITIES_EDGE
         }
 
     def parse_quote(self, quote_bytes, start_index=0):

intriniorealtime/options_client.py

@@ -45,6 +45,7 @@ def do_backoff(fn: Callable[[None], bool]):
 class Providers(IntEnum):
     OPRA = 1
     MANUAL = 2
+    OPTIONS_EDGE = 3
 
 @unique
 class LogLevel(IntEnum):
@@ -704,6 +705,8 @@ def __get_websocket(self) -> _WebSocket:
     def __get_auth_url(self) -> str:
         if self.__provider == Providers.OPRA:
             return "https://realtime-options.intrinio.com/auth?api_key=" + self.__apiKey
+        elif self.__provider == Providers.OPTIONS_EDGE:
+            return "https://options-edge.intrinio.com/auth?api_key=" + self.__apiKey
         elif self.__provider == Providers.MANUAL:
             return "http://" + self.__manualIP + "/auth?api_key=" + self.__apiKey
         else:
@@ -713,6 +716,8 @@ def __get_web_socket_url(self, token: str) -> str:
         delay: str = "&delayed=true" if self.__delayed else ""
         if self.__provider == Providers.OPRA:
             return "wss://realtime-options.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delay
+        elif self.__provider == Providers.OPTIONS_EDGE:
+            return "wss://options-edge.intrinio.com/socket/websocket?vsn=1.0.0&token=" + token + delay
         elif self.__provider == Providers.MANUAL:
             return "ws://" + self.__manualIP + "/socket/websocket?vsn=1.0.0&token=" + token + delay
         else:

setup.py

@@ -7,7 +7,7 @@ def readme():
 setup(
     name = 'intriniorealtime',
     packages = ['intriniorealtime'],
-    version = '6.0.3',
+    version = '6.1.0',
     author = 'Intrinio Python SDK for Real-Time Stock Prices',
     author_email = 'success@intrinio.com',
     url = 'https://intrinio.com',
@@ -16,7 +16,7 @@ def readme():
     long_description_content_type = 'text/markdown',
     install_requires = ['requests>=2.26.0','websocket-client>=1.2.1','wsaccel>=0.6.3', 'intrinio-sdk>=6.26.0'],
     python_requires = '~=3.10',
-    download_url = 'https://github.com/intrinio/intrinio-realtime-python-sdk/archive/v6.0.3.tar.gz',
+    download_url = 'https://github.com/intrinio/intrinio-realtime-python-sdk/archive/v6.1.0.tar.gz',
     keywords = ['realtime','stock prices','intrinio','stock market','stock data','financial'],
     classifiers = [
         'Intended Audience :: Financial and Insurance Industry',