From eba06b445fa65b4d3e10e52fc8ee74541e42db0e Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Feb 2026 08:17:35 -0800 Subject: [PATCH 1/6] Migrate REST client to oapi-codegen generated code (v3) --- Makefile | 85 - README.md | 208 +- go.mod | 2 +- rest/aggs.go | 80 - rest/aggs_test.go | 296 - rest/client.go | 154 + rest/client/client.go | 113 - rest/encoder/encoder.go | 115 - rest/encoder/encoder_test.go | 141 - rest/example/crypto/aggregates-bars/main.go | 39 - rest/example/crypto/conditions/main.go | 34 - rest/example/crypto/daily-open-close/main.go | 34 - rest/example/crypto/exchanges/main.go | 30 - .../example/crypto/grouped-daily-bars/main.go | 35 - .../last-trade-for-a-crypto-pair/main.go | 33 - rest/example/crypto/market-holidays/main.go | 26 - rest/example/crypto/market-status/main.go | 26 - rest/example/crypto/previous-close/main.go | 32 - .../crypto/snapshots-all-tickers/main.go | 33 - .../crypto/snapshots-gainers-losers/main.go | 34 - .../snapshots-ticker-full-book-l2/main.go | 32 - rest/example/crypto/snapshots-ticker/main.go | 36 - .../crypto/snapshots-universal/main.go | 30 - .../crypto/technical-indicators-ema/main.go | 32 - .../crypto/technical-indicators-macd/main.go | 35 - .../crypto/technical-indicators-rsi/main.go | 32 - .../crypto/technical-indicators-sma/main.go | 32 - rest/example/crypto/tickers/main.go | 37 - rest/example/crypto/trades/main.go | 34 - rest/example/economy/treasury-yields/main.go | 33 - rest/example/forex/aggregates-bars/main.go | 39 - rest/example/forex/conditions/main.go | 34 - rest/example/forex/exchanges/main.go | 30 - rest/example/forex/grouped-daily-bars/main.go | 35 - .../last-quote-for-a-currency-pair/main.go | 33 - rest/example/forex/market-holidays/main.go | 26 - rest/example/forex/market-status/main.go | 26 - rest/example/forex/previous-close/main.go | 32 - rest/example/forex/quotes/main.go | 38 - .../real-time-currency-conversion/main.go | 33 - .../forex/snapshots-all-tickers/main.go | 33 - .../forex/snapshots-gainers-losers/main.go | 34 - rest/example/forex/snapshots-ticker/main.go | 34 - .../example/forex/snapshots-universal/main.go | 30 - .../forex/technical-indicators-ema/main.go | 32 - .../forex/technical-indicators-macd/main.go | 35 - .../forex/technical-indicators-rsi/main.go | 32 - .../forex/technical-indicators-sma/main.go | 32 - rest/example/forex/tickers/main.go | 37 - rest/example/indices/aggregates-bars/main.go | 39 - rest/example/indices/daily-open-close/main.go | 34 - rest/example/indices/market-holidays/main.go | 26 - rest/example/indices/market-status/main.go | 26 - rest/example/indices/previous-close/main.go | 32 - .../indices/snapshots-universal/main.go | 30 - rest/example/indices/snapshots/main.go | 37 - .../indices/technical-indicators-ema/main.go | 32 - .../indices/technical-indicators-macd/main.go | 35 - .../indices/technical-indicators-rsi/main.go | 32 - .../indices/technical-indicators-sma/main.go | 32 - rest/example/indices/ticker-types/main.go | 30 - rest/example/indices/tickers/main.go | 37 - rest/example/launchpad/README.md | 38 - rest/example/launchpad/main.go | 35 - rest/example/main.go | 46 - rest/example/options/aggregates-bars/main.go | 41 - rest/example/options/conditions/main.go | 37 - rest/example/options/contract/main.go | 35 - rest/example/options/contracts/main.go | 37 - rest/example/options/daily-open-close/main.go | 36 - rest/example/options/exchanges/main.go | 34 - rest/example/options/last-trade/main.go | 34 - rest/example/options/market-holidays/main.go | 28 - rest/example/options/market-status/main.go | 28 - rest/example/options/previous-close/main.go | 34 - rest/example/options/quotes/main.go | 36 - .../options/snapshots-option-contract/main.go | 35 - .../options/snapshots-options-chain/main.go | 39 - .../options/snapshots-universal/main.go | 30 - .../options/technical-indicators-ema/main.go | 34 - .../options/technical-indicators-macd/main.go | 34 - .../options/technical-indicators-rsi/main.go | 34 - .../options/technical-indicators-sma/main.go | 34 - rest/example/options/ticker-details/main.go | 35 - rest/example/options/ticker-news/main.go | 40 - rest/example/options/tickers/main.go | 41 - rest/example/options/trades/main.go | 36 - rest/example/stocks/aggregates-bars/main.go | 41 - rest/example/stocks/conditions/main.go | 37 - rest/example/stocks/daily-open-close/main.go | 36 - rest/example/stocks/dividends/main.go | 38 - rest/example/stocks/exchanges/main.go | 31 - .../example/stocks/grouped-daily-bars/main.go | 37 - rest/example/stocks/ipos/main.go | 33 - rest/example/stocks/last-quote/main.go | 34 - rest/example/stocks/last-trade/main.go | 34 - rest/example/stocks/market-holidays/main.go | 28 - rest/example/stocks/market-status/main.go | 28 - rest/example/stocks/previous-close/main.go | 34 - rest/example/stocks/quotes/main.go | 40 - rest/example/stocks/related-companies/main.go | 34 - rest/example/stocks/short-interest/main.go | 33 - rest/example/stocks/short-volume/main.go | 33 - rest/example/stocks/snapshots-all/main.go | 35 - .../stocks/snapshots-gainers-losers/main.go | 36 - rest/example/stocks/snapshots-ticker/main.go | 36 - .../stocks/snapshots-universal/main.go | 29 - rest/example/stocks/stock-financials/main.go | 35 - rest/example/stocks/stock-splits/main.go | 41 - .../stocks/technical-indicators-ema/main.go | 34 - .../stocks/technical-indicators-macd/main.go | 38 - .../stocks/technical-indicators-rsi/main.go | 34 - .../stocks/technical-indicators-sma/main.go | 34 - rest/example/stocks/ticker-details/main.go | 35 - rest/example/stocks/ticker-events/main.go | 34 - rest/example/stocks/ticker-news/main.go | 40 - rest/example/stocks/ticker-types/main.go | 34 - rest/example/stocks/tickers/main.go | 41 - rest/example/stocks/trades/main.go | 36 - rest/futures.go | 115 - rest/gen/client.gen.go | 68377 ++++++++++++++++ rest/generation.sh | 39 + rest/indicators.go | 63 - rest/indicators_test.go | 254 - rest/iter/iter.go | 82 - rest/iter/iter_test.go | 181 - rest/iterator.go | 147 + rest/massive.go | 54 - rest/models/aggs.go | 224 - rest/models/aggs_test.go | 76 - rest/models/conditions.go | 102 - rest/models/conditions_test.go | 36 - rest/models/contracts.go | 168 - rest/models/contracts_test.go | 79 - rest/models/dividends.go | 187 - rest/models/dividends_test.go | 84 - rest/models/economy.go | 75 - rest/models/exchanges.go | 40 - rest/models/exchanges_test.go | 20 - rest/models/financials.go | 172 - rest/models/financials_test.go | 67 - rest/models/futures.go | 565 - rest/models/indicators.go | 419 - rest/models/indicators_test.go | 174 - rest/models/markets.go | 25 - rest/models/quotes.go | 156 - rest/models/quotes_test.go | 37 - rest/models/request.go | 87 - rest/models/response.go | 48 - rest/models/snapshot.go | 551 - rest/models/snapshot_deprecated.go | 36 - rest/models/snapshot_test.go | 98 - rest/models/splits.go | 97 - rest/models/splits_test.go | 50 - rest/models/summaries.go | 42 - rest/models/summaries_test.go | 16 - rest/models/tickers.go | 820 - rest/models/tickers_test.go | 132 - rest/models/trades.go | 139 - rest/models/trades_test.go | 37 - rest/models/types.go | 274 - rest/models/types_test.go | 80 - rest/quotes.go | 67 - rest/quotes_test.go | 192 - rest/reference.go | 264 - rest/reference_test.go | 685 - rest/scripts/analyze-field-clashes.js | 85 + rest/scripts/fix-go-clashes.js | 72 + rest/scripts/generate-go-examples.js | 189 + rest/scripts/oapi-codegen.yaml | 9 + rest/scripts/openapi.json | 50876 ++++++++++++ rest/scripts/operation-mappings.js | 107 + rest/scripts/pull_spec.js | 59 + rest/snapshot.go | 142 - rest/snapshot_test.go | 1249 - rest/summaries.go | 26 - rest/summaries_test.go | 131 - rest/trades.go | 57 - rest/trades_test.go | 163 - rest/vx.go | 61 - rest/vx_test.go | 405 - websocket/client.go | 2 +- websocket/client_test.go | 2 +- websocket/example/fmv/main.go | 4 +- websocket/example/launchpad/main.go | 4 +- websocket/example/main.go | 4 +- websocket/subscription.go | 2 +- websocket/subscription_test.go | 2 +- 188 files changed, 120210 insertions(+), 14118 deletions(-) delete mode 100644 Makefile delete mode 100644 rest/aggs.go delete mode 100644 rest/aggs_test.go create mode 100644 rest/client.go delete mode 100644 rest/client/client.go delete mode 100644 rest/encoder/encoder.go delete mode 100644 rest/encoder/encoder_test.go delete mode 100644 rest/example/crypto/aggregates-bars/main.go delete mode 100644 rest/example/crypto/conditions/main.go delete mode 100644 rest/example/crypto/daily-open-close/main.go delete mode 100644 rest/example/crypto/exchanges/main.go delete mode 100644 rest/example/crypto/grouped-daily-bars/main.go delete mode 100644 rest/example/crypto/last-trade-for-a-crypto-pair/main.go delete mode 100644 rest/example/crypto/market-holidays/main.go delete mode 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100644 rest/scripts/pull_spec.js delete mode 100644 rest/snapshot.go delete mode 100644 rest/snapshot_test.go delete mode 100644 rest/summaries.go delete mode 100644 rest/summaries_test.go delete mode 100644 rest/trades.go delete mode 100644 rest/trades_test.go delete mode 100644 rest/vx.go delete mode 100644 rest/vx_test.go diff --git a/Makefile b/Makefile deleted file mode 100644 index 09896173..00000000 --- a/Makefile +++ /dev/null @@ -1,85 +0,0 @@ -.DEFAULT_GOAL := help -TARGET_MAX_CHAR_NUM := 20 -VERSION := "" - -GREEN := $(shell tput -Txterm setaf 2) -YELLOW := $(shell tput -Txterm setaf 3) -WHITE := $(shell tput -Txterm setaf 7) -RESET := $(shell tput -Txterm sgr0) - -.PHONY: help fmt lint test rest-example ws-example test-coverage display-coverage release - -## Show help -help: - @awk '/^[a-zA-Z\-_0-9]+:/ { \ - helpMessage = match(lastLine, /^## (.*)/); \ - if (helpMessage) { \ - helpCommand = substr($$1, 0, index($$1, ":")-1); \ - helpMessage = substr(lastLine, RSTART + 3, RLENGTH); \ - printf " ${YELLOW}%-$(TARGET_MAX_CHAR_NUM)s${RESET} ${GREEN}%s${RESET}\n", helpCommand, helpMessage; \ - } \ - } \ - { lastLine = $$0 }' $(MAKEFILE_LIST) - -## Format -fmt: - @echo Formatting - @go fmt ./... - -## Lint with golangci-lint -lint: - @echo Linting - @golangci-lint run --no-config --issues-exit-code=0 --timeout=5m - -## Run the tests -test: - @echo Running tests - @go test -race -v ./... - -## Update the REST API spec -rest-spec: - @echo Updating the REST API spec - @go run .massive/rest.go https://api.massive.io/openapi - -## Update the WebSocket API spec -ws-spec: - @echo Updating the WebSocket API spec - @curl https://api.massive.io/specs/websocket.json > .massive/websocket.json - -## Run the REST example -rest-example: - @echo Running the REST example - @go run rest/example/main.go - -## Run the REST example -launchpad-example: - @echo Running the Launchpad example - @go run rest/example/launchpad/main.go - -## Run the WebSocket example -ws-example: - @echo Running the WebSocket example - @go run websocket/example/main.go - -## Run the tests with coverage -test-coverage: - @echo Running tests with coverage - @go test ./... -short -coverprofile=cover.out -covermode=atomic -coverpkg=./... - -## Display test coverage -display-coverage: - @echo Displaying test coverage - @go tool cover -html=cover.out - -## Publish a new release (usage: make release VERSION={VERSION_TAG}) -release: fmt lint test - @echo Tagging release with version '${VERSION}' - @[[ "${VERSION}" == v* ]] || { echo "Must pass a version tag starting with 'v' (e.g. 'make release VERSION=v0.1.0')" ; exit 1; } - @sed -i.bak '/const clientVersion/s/.*/const clientVersion = "${VERSION}"/' rest/client/client.go && rm rest/client/client.go.bak - @git reset && git add -p rest/client/client.go - @git checkout -b stage-${VERSION} - @git commit -m "update client version tag to '${VERSION}'" - @echo Creating and merging a PR - @gh pr create --fill && gh pr merge --admin --squash --delete-branch - @echo Publishing a release - @gh release create ${VERSION} diff --git a/README.md b/README.md index a19ec217..7b1fb85e 100644 --- a/README.md +++ b/README.md @@ -20,43 +20,56 @@ Next, initialize a new module for dependency management. This creates a `go.mod` go mod init example ``` -Then, create a `main.go` file. For quick start, you can find over 100+ [example code snippets](https://github.com/massive-com/client-go/tree/master/rest/example) that demonstrate connecting to both the REST and WebSocket APIs. Here's an example that fetches the last trade for `AAPL`. +Then, create a `main.go` file. For quick start, you can find over 100+ [example code snippets](https://github.com/massive-com/client-go/tree/master/rest/example) that demonstrate connecting to both the REST and WebSocket APIs. + +Here's a working example that fetches daily aggregates for AAPL (with full pagination and trace support): ```bash cat > main.go < `ListTrades(...)`), remove the old method, and release a new major version of the client. The goal is to give users ample time to upgrade to newer versions of our API _before_ we bump the major version of the client, and in general, we'll try to bundle breaking changes like this to avoid frequent major version bumps. - -There are a couple exceptions to this. When we find small breaking issues with this client library (e.g. incorrect response types), we may decide to release them under the same major version. These changes will be clearly outlined in the release notes. Also, methods that fall under the VX client are considered experimental and may be modified or deprecated as needed. We'll call out any breaking changes to VX endpoints in our release notes to make using them easier. - ## Contributing If you found a bug or have an idea for a new feature, please first discuss it with us by [submitting a new issue](https://github.com/massive-com/client-go/issues/new/choose). We will respond to issues within at most 3 weeks. We're also open to volunteers if you want to submit a PR for any open issues but please discuss it with us beforehand. PRs that aren't linked to an existing issue or discussed with us ahead of time will generally be declined. ------------------------------------------------------------------------------- -[doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v2 -[doc]: https://pkg.go.dev/github.com/massive-com/client-go/v2 -[rest-doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v2/rest -[rest-doc]: https://pkg.go.dev/github.com/massive-com/client-go/v2/rest -[ws-doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v2/websocket -[ws-doc]: https://pkg.go.dev/github.com/massive-com/client-go/v2/websocket -[build-img]: https://github.com/massive-com/client-go/v2/actions/workflows/test.yml/badge.svg -[build]: https://github.com/massive-com/client-go/v2/actions -[report-card-img]: https://goreportcard.com/badge/github.com/massive-com/client-go/v2 -[report-card]: https://goreportcard.com/report/github.com/massive-com/client-go/v2 +[doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v3 +[doc]: https://pkg.go.dev/github.com/massive-com/client-go/v3 +[rest-doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v3/rest +[rest-doc]: https://pkg.go.dev/github.com/massive-com/client-go/v3/rest +[ws-doc-img]: https://pkg.go.dev/badge/github.com/massive-com/client-go/v3/websocket +[ws-doc]: https://pkg.go.dev/github.com/massive-com/client-go/v3/websocket +[build-img]: https://github.com/massive-com/client-go/v3/actions/workflows/test.yml/badge.svg +[build]: https://github.com/massive-com/client-go/v3/actions +[report-card-img]: https://goreportcard.com/badge/github.com/massive-com/client-go/v3 +[report-card]: https://goreportcard.com/report/github.com/massive-com/client-go/v3 diff --git a/go.mod b/go.mod index 097bb62c..78a11ddf 100644 --- a/go.mod +++ b/go.mod @@ -1,4 +1,4 @@ -module github.com/massive-com/client-go/v2 +module github.com/massive-com/client-go/v3 go 1.21 diff --git a/rest/aggs.go b/rest/aggs.go deleted file mode 100644 index 771c73c4..00000000 --- a/rest/aggs.go +++ /dev/null @@ -1,80 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListAggsPath = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}" - GetAggsPath = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from}/{to}" - GetGroupedDailyAggsPath = "/v2/aggs/grouped/locale/{locale}/market/{marketType}/{date}" - GetDailyOpenCloseAggPath = "/v1/open-close/{ticker}/{date}" - GetPreviousCloseAggPath = "/v2/aggs/ticker/{ticker}/prev" -) - -// AggsClient defines a REST client for the Massive aggs API. -type AggsClient struct { - client.Client -} - -// ListAggs retrieves aggregate bars for a specified ticker over a given date range in custom time window sizes. -// For example, if timespan = 'minute' and multiplier = '5' then 5-minute bars will be returned. -// For more details see https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListAggs(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (ac *AggsClient) ListAggs(ctx context.Context, params *models.ListAggsParams, options ...models.RequestOption) *iter.Iter[models.Agg] { - return iter.NewIter(ctx, ListAggsPath, params, func(uri string) (iter.ListResponse, []models.Agg, error) { - res := &models.ListAggsResponse{} - err := ac.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetAggs retrieves aggregate bars for a specified ticker over a given date range in custom time window sizes. -// For example, if timespan = 'minute' and multiplier = '5' then 5-minute bars will be returned. -// For more details see https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to. -// -// Deprecated: This method does not return an iterator and forces users to handle pagination manually. Use -// pkg.go.dev/github.com/massive-com/client-go/v2/rest#AggsClient.ListAggs instead if you want automatic pagination. -func (ac *AggsClient) GetAggs(ctx context.Context, params *models.GetAggsParams, opts ...models.RequestOption) (*models.GetAggsResponse, error) { - res := &models.GetAggsResponse{} - err := ac.Call(ctx, http.MethodGet, GetAggsPath, params, res, opts...) - return res, err -} - -// GetGroupedDailyAggs retrieves the daily open, high, low, and close (OHLC) for the specified market type. -// For more details see https://massive.com/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date. -func (ac *AggsClient) GetGroupedDailyAggs(ctx context.Context, params *models.GetGroupedDailyAggsParams, opts ...models.RequestOption) (*models.GetGroupedDailyAggsResponse, error) { - res := &models.GetGroupedDailyAggsResponse{} - err := ac.Call(ctx, http.MethodGet, GetGroupedDailyAggsPath, params, res, opts...) - return res, err -} - -// GetDailyOpenCloseAgg retrieves the open, close and afterhours prices of a specific symbol on a certain date. -// For more details see https://massive.com/docs/stocks/get_v1_open-close__stocksticker___date. -func (ac *AggsClient) GetDailyOpenCloseAgg(ctx context.Context, params *models.GetDailyOpenCloseAggParams, opts ...models.RequestOption) (*models.GetDailyOpenCloseAggResponse, error) { - res := &models.GetDailyOpenCloseAggResponse{} - err := ac.Call(ctx, http.MethodGet, GetDailyOpenCloseAggPath, params, res, opts...) - return res, err -} - -// GetPreviousCloseAgg retrieves the previous day's open, high, low, and close (OHLC) for the specified ticker. -// For more details see https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__prev. -func (ac *AggsClient) GetPreviousCloseAgg(ctx context.Context, params *models.GetPreviousCloseAggParams, opts ...models.RequestOption) (*models.GetPreviousCloseAggResponse, error) { - res := &models.GetPreviousCloseAggResponse{} - err := ac.Call(ctx, http.MethodGet, GetPreviousCloseAggPath, params, res, opts...) - return res, err -} diff --git a/rest/aggs_test.go b/rest/aggs_test.go deleted file mode 100644 index a7b665e7..00000000 --- a/rest/aggs_test.go +++ /dev/null @@ -1,296 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "net/http" - "strings" - "testing" - "time" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -const ( - expectedAggsResponseURL = "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?adjusted=true&limit=2&sort=desc" - - agg1 = `{ - "v": 135647456, - "vw": 74.6099, - "o": 74.06, - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "t": 1577941200000, - "n": 1 -}` - - agg2 = `{ - "v": 146535512, - "vw": 74.7026, - "o": 74.2875, - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "t": 1578027600000, - "n": 1 -}` -) - -var ( - expectedAggsResponse = `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "next_url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?cursor=AGGSCURSOR", - "ticker": "AAPL", - "queryCount": 2, - "resultsCount": 2, - "adjusted": true, - "results": [ -` + indent(true, agg1, "\t\t") + `, -` + indent(true, agg2, "\t\t") + ` - ] -}` -) - -func TestListAggs(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - registerResponder(expectedAggsResponseURL, expectedAggsResponse) - registerResponder("https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?cursor=AGGSCURSOR", "{}") - - iter := c.ListAggs(context.Background(), models.ListAggsParams{ - Ticker: "AAPL", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2021, 8, 22, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(2).WithAdjusted(true)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect1 models.Agg - err := json.Unmarshal([]byte(agg1), &expect1) - assert.Nil(t, err) - assert.Equal(t, expect1, iter.Item()) - - // second item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect2 models.Agg - err = json.Unmarshal([]byte(agg2), &expect2) - assert.Nil(t, err) - assert.Equal(t, expect2, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetAggs(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - registerResponder(expectedAggsResponseURL, expectedAggsResponse) - - res, err := c.GetAggs(context.Background(), models.GetAggsParams{ - Ticker: "AAPL", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2021, 8, 22, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(2).WithAdjusted(true)) - assert.Nil(t, err) - - var expect models.GetAggsResponse - err = json.Unmarshal([]byte(expectedAggsResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetAggsWithQueryParam(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - registerResponder(expectedAggsResponseURL, expectedAggsResponse) - - res, err := c.GetAggs(context.Background(), models.GetAggsParams{ - Ticker: "AAPL", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2021, 8, 22, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(2), models.QueryParam("adjusted", "true")) - assert.Nil(t, err) - - var expect models.GetAggsResponse - err = json.Unmarshal([]byte(expectedAggsResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetGroupedDailyAggs(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "queryCount": 3, - "resultsCount": 3, - "adjusted": true, - "results": [ - { - "T": "KIMpL", - "v": 4369, - "vw": 26.0407, - "o": 26.07, - "c": 25.9102, - "h": 26.25, - "l": 25.91, - "t": 1602705600000, - "n": 74 - }, - { - "T": "TANH", - "v": 25933.6, - "vw": 23.493, - "o": 24.5, - "c": 23.4, - "h": 24.763, - "l": 22.65, - "t": 1602705600000, - "n": 1096 - }, - { - "T": "VSAT", - "v": 312583, - "vw": 34.4736, - "o": 34.9, - "c": 34.24, - "h": 35.47, - "l": 34.21, - "t": 1602705600000, - "n": 4966 - } - ] -}` - - registerResponder("https://api.massive.com/v2/aggs/grouped/locale/us/market/stocks/2021-07-22", expectedResponse) - res, err := c.GetGroupedDailyAggs(context.Background(), models.GetGroupedDailyAggsParams{ - Locale: models.US, - MarketType: models.Stocks, - Date: models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true)) - assert.Nil(t, err) - - var expect models.GetGroupedDailyAggsResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetDailyOpenCloseAgg(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "symbol": "AAPL", - "from": "2020-10-14T00:00:00.000Z", - "open": 324.66, - "high": 326.2, - "low": 322.3, - "close": 325.12, - "volume": 26122646, - "afterHours": 322.1, - "preMarket": 324.5 -}` - - registerResponder("https://api.massive.com/v1/open-close/AAPL/2020-10-14?adjusted=true", expectedResponse) - res, err := c.GetDailyOpenCloseAgg(context.Background(), models.GetDailyOpenCloseAggParams{ - Ticker: "AAPL", - Date: models.Date(time.Date(2020, 10, 14, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true)) - assert.Nil(t, err) - - var expect models.GetDailyOpenCloseAggResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetPreviousCloseAgg(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "ticker": "AAPL", - "queryCount": 1, - "resultsCount": 1, - "adjusted": true, - "results": [ - { - "T": "AAPL", - "v": 131704427, - "vw": 116.3058, - "o": 115.55, - "c": 115.97, - "h": 117.59, - "l": 114.13, - "t": 1605042000000 - } - ] -}` - - registerResponder("https://api.massive.com/v2/aggs/ticker/AAPL/prev", expectedResponse) - res, err := c.GetPreviousCloseAgg(context.Background(), models.GetPreviousCloseAggParams{ - Ticker: "AAPL", - }.WithAdjusted(true)) - assert.Nil(t, err) - - var expect models.GetPreviousCloseAggResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func registerResponder(url, body string) { - httpmock.RegisterResponder("GET", url, - func(req *http.Request) (*http.Response, error) { - resp := httpmock.NewStringResponse(200, body) - resp.Header.Add("Content-Type", "application/json") - return resp, nil - }, - ) -} - -func indent(first bool, data, indent string) string { - lines := strings.Split(data, "\n") - for i := range lines { - if i == 0 && !first { - continue - } - lines[i] = indent + lines[i] - } - return strings.Join(lines, "\n") -} diff --git a/rest/client.go b/rest/client.go new file mode 100644 index 00000000..bf55280d --- /dev/null +++ b/rest/client.go @@ -0,0 +1,154 @@ +package rest + +import ( + "context" + "fmt" + "net/http" + "os" + "time" + "reflect" + + "github.com/massive-com/client-go/v3/rest/gen" +) + +type Client struct { + *gen.ClientWithResponses + httpClient *http.Client + apiKey string + trace bool + pagination bool +} + +type Option func(*Client) + +func WithTrace(enabled bool) Option { + return func(c *Client) { c.trace = enabled } +} + +func WithPagination(enabled bool) Option { + return func(c *Client) { c.pagination = enabled } +} + +// New is backward-compatible (no options = trace=false, pagination=true) +func New(apiKey string) *Client { + return NewWithOptions(apiKey) +} + +func NewWithOptions(apiKey string, opts ...Option) *Client { + if apiKey == "" { + apiKey = os.Getenv("MASSIVE_API_KEY") + } + if apiKey == "" { + panic("MASSIVE_API_KEY is required") + } + + c := &Client{ + apiKey: apiKey, + trace: false, + pagination: true, + } + + for _, opt := range opts { + opt(c) + } + + // Create transport (with debug if trace is on) + var transport http.RoundTripper = http.DefaultTransport + if c.trace { + transport = &debugTransport{base: http.DefaultTransport} + } + + // This http.Client is shared by the generated client AND the iterator + c.httpClient = &http.Client{ + Timeout: 60 * time.Second, + Transport: transport, + } + + var err error + c.ClientWithResponses, err = gen.NewClientWithResponses("https://api.massive.com", + gen.WithHTTPClient(c.httpClient), // ← THIS makes the FIRST request traced + gen.WithRequestEditorFn(c.addHeaders), + ) + if err != nil { + panic(err) + } + + return c +} + +func (c *Client) addHeaders(_ context.Context, req *http.Request) error { + req.Header.Set("Authorization", "Bearer "+c.apiKey) + req.Header.Set("User-Agent", "massive-go-test") + return nil +} + +// === Pointer helpers === +func String(v string) *string { return &v } +func Int(v int) *int { return &v } +func Int64(v int64) *int64 { return &v } +func Float64(v float64) *float64 { return &v } +func Bool(v bool) *bool { return &v } + +// Generic Ptr (used for everything else, including custom enums) +func Ptr[T any](v T) *T { return &v } + +// debugTransport prints exactly the format you asked for +type debugTransport struct { + base http.RoundTripper +} + +func (t *debugTransport) RoundTrip(req *http.Request) (*http.Response, error) { + fmt.Printf("Request URL: %s\n", req.URL.String()) + + // Redact Authorization for security + h := req.Header.Clone() + if auth := h.Get("Authorization"); auth != "" { + h.Set("Authorization", "Bearer REDACTED") + } + fmt.Printf("Request Headers: %+v\n", h) + + resp, err := t.base.RoundTrip(req) + if err != nil { + return nil, err + } + + fmt.Printf("Response Headers: %+v\n", resp.Header) + + return resp, nil +} + +// CheckResponse turns any non-200 response into a clear error (including the raw body). +func CheckResponse(rsp any) error { + if rsp == nil { + return fmt.Errorf("nil response from server") + } + + rv := reflect.ValueOf(rsp) + if rv.Kind() == reflect.Pointer { + if rv.IsNil() { + return fmt.Errorf("nil response from server") + } + rv = rv.Elem() + } + + // Extract HTTPResponse and Body (present on every generated *Response type) + httpField := rv.FieldByName("HTTPResponse") + bodyField := rv.FieldByName("Body") + + if !httpField.IsValid() || httpField.IsNil() { + return nil // no HTTP info → assume success + } + + httpResp := httpField.Interface().(*http.Response) + if httpResp.StatusCode == http.StatusOK { + return nil + } + + // Build nice error message + bodyStr := "" + if bodyField.IsValid() { + bodyStr = string(bodyField.Bytes()) + } + + return fmt.Errorf("API error %s\nBody: %s", httpResp.Status, bodyStr) +} diff --git a/rest/client/client.go b/rest/client/client.go deleted file mode 100644 index 87cdc66b..00000000 --- a/rest/client/client.go +++ /dev/null @@ -1,113 +0,0 @@ -package client - -import ( - "context" - "fmt" - "net/http" - "time" - - "github.com/go-resty/resty/v2" - "github.com/massive-com/client-go/v2/rest/encoder" - "github.com/massive-com/client-go/v2/rest/models" -) - -const clientVersion = "v1.16.0" - -const ( - APIURL = "https://api.massive.com" - DefaultRetryCount = 3 -) - -// Client defines an HTTP client for the Massive REST API. -type Client struct { - HTTP *resty.Client - encoder *encoder.Encoder -} - -// New returns a new client with the specified API key and default settings. -func New(apiKey string) Client { - return newClient(apiKey, nil) -} - -// NewWithClient returns a new client with the specified API key and a custom HTTP client. -func NewWithClient(apiKey string, hc *http.Client) Client { - return newClient(apiKey, hc) -} - -func newClient(apiKey string, hc *http.Client) Client { - var c *resty.Client - if hc == nil { - c = resty.New() - } else { - c = resty.NewWithClient(hc) - } - - c.SetBaseURL(APIURL) - c.SetAuthToken(apiKey) - c.SetRetryCount(DefaultRetryCount) - c.SetTimeout(10 * time.Second) - c.SetHeader("User-Agent", fmt.Sprintf("Massive.com GoClient/%v", clientVersion)) - c.SetHeader("Accept-Encoding", "gzip") - - return Client{ - HTTP: c, - encoder: encoder.New(), - } -} - -// Call makes an API call based on the request params and options. The response is automatically unmarshaled. -func (c *Client) Call(ctx context.Context, method, path string, params, response any, opts ...models.RequestOption) error { - uri, err := c.encoder.EncodeParams(path, params) - if err != nil { - return err - } - return c.CallURL(ctx, method, uri, response, opts...) -} - -// CallURL makes an API call based on a request URI and options. The response is automatically unmarshaled. -func (c *Client) CallURL(ctx context.Context, method, uri string, response any, opts ...models.RequestOption) error { - options := mergeOptions(opts...) - - req := c.HTTP.R().SetContext(ctx) - if options.APIKey != nil { - req.SetAuthToken(*options.APIKey) - } - req.SetQueryParamsFromValues(options.QueryParams) - req.SetHeaderMultiValues(options.Headers) - req.SetResult(response).SetError(&models.ErrorResponse{}) - - res, err := req.Execute(method, uri) - if err != nil { - return fmt.Errorf("failed to execute request: %w", err) - } else if res.IsError() { - errRes := res.Error().(*models.ErrorResponse) - errRes.StatusCode = res.StatusCode() - if errRes.RequestID == "" { - errRes.RequestID = res.Header().Get("X-Request-ID") - } - return errRes - } - - if options.Trace { - fmt.Printf("Request URL: %s\n", uri) - sanitizedHeaders := req.Header - for k := range sanitizedHeaders { - if k == "Authorization" { - sanitizedHeaders[k] = []string{"REDACTED"} - } - } - fmt.Printf("Request Headers: %s\n", sanitizedHeaders) - fmt.Printf("Response Headers: %+v\n", res.Header()) - } - - return nil -} - -func mergeOptions(opts ...models.RequestOption) *models.RequestOptions { - options := &models.RequestOptions{} - for _, o := range opts { - o(options) - } - - return options -} diff --git a/rest/encoder/encoder.go b/rest/encoder/encoder.go deleted file mode 100644 index ecea4a7c..00000000 --- a/rest/encoder/encoder.go +++ /dev/null @@ -1,115 +0,0 @@ -package encoder - -import ( - "fmt" - "net/url" - "strings" - "time" - - "github.com/go-playground/form/v4" - "github.com/go-playground/validator/v10" - "github.com/massive-com/client-go/v2/rest/models" -) - -// Encoder defines a path and query param encoder that plays nicely with the Massive REST API. -type Encoder struct { - validate *validator.Validate - pathEncoder *form.Encoder - queryEncoder *form.Encoder -} - -// New returns a new path and query param encoder. -func New() *Encoder { - return &Encoder{ - validate: validator.New(), - pathEncoder: newEncoder("path"), - queryEncoder: newEncoder("query"), - } -} - -// EncodeParams encodes path and query params and returns a valid request URI. -func (e *Encoder) EncodeParams(path string, params any) (string, error) { - if err := e.validateParams(params); err != nil { - return "", err - } - - uri, err := e.encodePath(path, params) - if err != nil { - return "", err - } - - query, err := e.encodeQuery(params) - if err != nil { - return "", err - } else if query != "" { - uri += "?" + query - } - - return uri, nil -} - -func (e *Encoder) validateParams(params any) error { - if err := e.validate.Struct(params); err != nil { - return fmt.Errorf("invalid request params: %w", err) - } - return nil -} - -func (e *Encoder) encodePath(uri string, params any) (string, error) { - val, err := e.pathEncoder.Encode(¶ms) - if err != nil { - return "", fmt.Errorf("error encoding path params: %w", err) - } - - pathParams := map[string]string{} - for k, v := range val { - pathParams[k] = v[0] // only accept the first one for a given key - } - - for k, v := range pathParams { - uri = strings.ReplaceAll(uri, fmt.Sprintf("{%s}", k), url.PathEscape(v)) - } - - return uri, nil -} - -func (e *Encoder) encodeQuery(params any) (string, error) { - query, err := e.queryEncoder.Encode(¶ms) - if err != nil { - return "", fmt.Errorf("error encoding query params: %w", err) - } - return query.Encode(), nil -} - -func newEncoder(tag string) *form.Encoder { - e := form.NewEncoder() - e.SetMode(form.ModeExplicit) - e.SetTagName(tag) - - e.RegisterCustomTypeFunc(func(x any) ([]string, error) { - return []string{fmt.Sprint(time.Time(x.(models.Time)).Format("2006-01-02T15:04:05.000Z"))}, nil - }, models.Time{}) - e.RegisterCustomTypeFunc(func(x any) ([]string, error) { - return []string{fmt.Sprint(time.Time(x.(models.Date)).Format("2006-01-02"))}, nil - }, models.Date{}) - e.RegisterCustomTypeFunc(func(x any) ([]string, error) { - return []string{fmt.Sprint(time.Time(x.(models.Millis)).UnixMilli())}, nil - }, models.Millis{}) - e.RegisterCustomTypeFunc(func(x any) ([]string, error) { - if isDay(time.Time(x.(models.Nanos))) { - // endpoints that have nanosecond timestamp query parameters are expected to - // also work with date strings if a user wants all data from a specific day - return []string{fmt.Sprint(time.Time(x.(models.Nanos)).Format("2006-01-02"))}, nil - } - return []string{fmt.Sprint(time.Time(x.(models.Nanos)).UnixNano())}, nil - }, models.Nanos{}) - - return e -} - -func isDay(t time.Time) bool { - if t.Hour() != 0 || t.Minute() != 0 || t.Second() != 0 || t.Nanosecond() != 0 { - return false - } - return true -} diff --git a/rest/encoder/encoder_test.go b/rest/encoder/encoder_test.go deleted file mode 100644 index 71ce4681..00000000 --- a/rest/encoder/encoder_test.go +++ /dev/null @@ -1,141 +0,0 @@ -package encoder_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/encoder" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestEncodeParams(t *testing.T) { - testPath := "/v1/{num}/{str}" - - type Params struct { - Num float64 `validate:"required" path:"num"` - Str string `validate:"required" path:"str"` - - NumQ *float64 `query:"num"` - StrQ *string `query:"str"` - } - - num := 1.6302 - str := "testing" - params := Params{ - Num: 1.6302, - Str: str, - NumQ: &num, - StrQ: &str, - } - - expected := "/v1/1.6302/testing?num=1.6302&str=testing" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestEncodeTime(t *testing.T) { - testPath := "/v1/{time}" - - type Params struct { - Time models.Time `validate:"required" path:"time"` - TimeQ *models.Time `query:"time"` - } - - ptime := models.Time(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)) - params := Params{ - Time: ptime, - TimeQ: &ptime, - } - - expected := "/v1/2021-07-22T00:00:00.000Z?time=2021-07-22T00%3A00%3A00.000Z" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestEncodeDate(t *testing.T) { - testPath := "/v1/{date}" - - type Params struct { - Date models.Date `validate:"required" path:"date"` - DateQ *models.Date `query:"date"` - } - - pdate := models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)) - params := Params{ - Date: pdate, - DateQ: &pdate, - } - - expected := "/v1/2021-07-22?date=2021-07-22" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestEncodeMillis(t *testing.T) { - testPath := "/v1/{millis}" - - type Params struct { - Millis models.Millis `validate:"required" path:"millis"` - MillisQ *models.Millis `query:"millis"` - } - - pmillis := models.Millis(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)) - params := Params{ - Millis: pmillis, - MillisQ: &pmillis, - } - - expected := "/v1/1626912000000?millis=1626912000000" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestEncodeNanos(t *testing.T) { - testPath := "/v1/{nanos}" - - type Params struct { - Nanos models.Nanos `validate:"required" path:"nanos"` - NanosQ *models.Nanos `query:"nanos"` - } - - pnanos := models.Nanos(time.Date(2021, 7, 22, 10, 0, 0, 0, time.UTC)) - params := Params{ - Nanos: pnanos, - NanosQ: &pnanos, - } - - expected := "/v1/1626948000000000000?nanos=1626948000000000000" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestEncodeDayNanos(t *testing.T) { - testPath := "/v1/{nanos}" - - type Params struct { - Nanos models.Nanos `validate:"required" path:"nanos"` - NanosQ *models.Nanos `query:"nanos"` - } - - pnanos := models.Nanos(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)) - params := Params{ - Nanos: pnanos, - NanosQ: &pnanos, - } - - expected := "/v1/2021-07-22?nanos=2021-07-22" - actual, err := encoder.New().EncodeParams(testPath, params) - assert.Nil(t, err) - assert.Equal(t, expected, actual) -} - -func TestValidateError(t *testing.T) { - _, err := encoder.New().EncodeParams("/v1/test", nil) - assert.NotNil(t, err) -} diff --git a/rest/example/crypto/aggregates-bars/main.go b/rest/example/crypto/aggregates-bars/main.go deleted file mode 100644 index cbf52117..00000000 --- a/rest/example/crypto/aggregates-bars/main.go +++ /dev/null @@ -1,39 +0,0 @@ -// Crypto - Aggregates (Bars) -// https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListAggsParams{ - Ticker: "X:BTCUSD", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true) - - // make request - iter := c.ListAggs(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/crypto/conditions/main.go b/rest/example/crypto/conditions/main.go deleted file mode 100644 index f733612e..00000000 --- a/rest/example/crypto/conditions/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Crypto - Conditions -// https://massive.com/docs/crypto/get_v3_reference_conditions -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListConditionsParams{}. - WithAssetClass(models.AssetCrypto). - WithLimit(1000) - - // make request - iter := c.ListConditions(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/crypto/daily-open-close/main.go b/rest/example/crypto/daily-open-close/main.go deleted file mode 100644 index d428ca17..00000000 --- a/rest/example/crypto/daily-open-close/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Crypto - Daily Open/Close -// https://massive.com/docs/crypto/get_v1_open-close_crypto__from___to___date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetDailyOpenCloseAggParams{ - Ticker: "X:BTCUSD", - Date: models.Date(time.Date(2023, 4, 11, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetDailyOpenCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/exchanges/main.go b/rest/example/crypto/exchanges/main.go deleted file mode 100644 index 4eb02ee6..00000000 --- a/rest/example/crypto/exchanges/main.go +++ /dev/null @@ -1,30 +0,0 @@ -// Crypto - Exchanges -// https://massive.com/docs/crypto/get_v3_reference_exchanges -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetExchangesParams{}. - WithAssetClass(models.AssetCrypto) - - // make request - res, err := c.GetExchanges(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/grouped-daily-bars/main.go b/rest/example/crypto/grouped-daily-bars/main.go deleted file mode 100644 index d34f1260..00000000 --- a/rest/example/crypto/grouped-daily-bars/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Crypto - Grouped Daily (Bars) -// https://massive.com/docs/crypto/get_v2_aggs_grouped_locale_global_market_crypto__date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetGroupedDailyAggsParams{ - Locale: models.Global, - MarketType: models.Crypto, - Date: models.Date(time.Date(2023, 3, 8, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetGroupedDailyAggs(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/last-trade-for-a-crypto-pair/main.go b/rest/example/crypto/last-trade-for-a-crypto-pair/main.go deleted file mode 100644 index 6d5d0e9a..00000000 --- a/rest/example/crypto/last-trade-for-a-crypto-pair/main.go +++ /dev/null @@ -1,33 +0,0 @@ -// Crypto - Last Trade for a Crypto Pair -// https://massive.com/docs/crypto/get_v1_last_crypto__from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetLastCryptoTradeParams{ - From: "BTC", - To: "USD", - } - - // make request - res, err := c.GetLastCryptoTrade(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/market-holidays/main.go b/rest/example/crypto/market-holidays/main.go deleted file mode 100644 index 543d45b1..00000000 --- a/rest/example/crypto/market-holidays/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Crypto - Market Holidays -// https://massive.com/docs/crypto/get_v1_marketstatus_upcoming -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketHolidays(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/market-status/main.go b/rest/example/crypto/market-status/main.go deleted file mode 100644 index d72352a3..00000000 --- a/rest/example/crypto/market-status/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Crypto - Market Status -// https://massive.com/docs/crypto/get_v1_marketstatus_now -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketStatus(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/previous-close/main.go b/rest/example/crypto/previous-close/main.go deleted file mode 100644 index 0a3f4b29..00000000 --- a/rest/example/crypto/previous-close/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Crypto - Previous Close -// https://massive.com/docs/crypto/get_v2_aggs_ticker__cryptoticker__prev -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetPreviousCloseAggParams{ - Ticker: "X:BTCUSD", - }.WithAdjusted(true) - - // make request - res, err := c.GetPreviousCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/snapshots-all-tickers/main.go b/rest/example/crypto/snapshots-all-tickers/main.go deleted file mode 100644 index 298a5f5a..00000000 --- a/rest/example/crypto/snapshots-all-tickers/main.go +++ /dev/null @@ -1,33 +0,0 @@ -// Crypto - Snapshot All Tickers -// https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetAllTickersSnapshotParams{ - Locale: models.Global, - MarketType: models.Crypto, - } - - // make request - res, err := c.GetAllTickersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/snapshots-gainers-losers/main.go b/rest/example/crypto/snapshots-gainers-losers/main.go deleted file mode 100644 index 6414f2c1..00000000 --- a/rest/example/crypto/snapshots-gainers-losers/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Crypto - Snapshot Gainers/Losers -// https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto__direction -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetGainersLosersSnapshotParams{ - Locale: models.Global, - MarketType: models.Crypto, - Direction: models.Gainers, // or models.Losers - } - - // make request - res, err := c.GetGainersLosersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/snapshots-ticker-full-book-l2/main.go b/rest/example/crypto/snapshots-ticker-full-book-l2/main.go deleted file mode 100644 index 31c37621..00000000 --- a/rest/example/crypto/snapshots-ticker-full-book-l2/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Crypto - Ticker Full Book (L2) -// https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetCryptoFullBookSnapshotParams{ - Ticker: "X:BTCUSD", - } - - // make request - res, err := c.GetCryptoFullBookSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/snapshots-ticker/main.go b/rest/example/crypto/snapshots-ticker/main.go deleted file mode 100644 index 098022ad..00000000 --- a/rest/example/crypto/snapshots-ticker/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Crypto - Snapshot Ticker -// https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetTickerSnapshotParams{ - Ticker: "X:BTCUSD", - Locale: models.Global, - MarketType: models.Crypto, - } - - // make request - res, err := c.GetTickerSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/crypto/snapshots-universal/main.go b/rest/example/crypto/snapshots-universal/main.go deleted file mode 100644 index 62b9f58a..00000000 --- a/rest/example/crypto/snapshots-universal/main.go +++ /dev/null @@ -1,30 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListUniversalSnapshotsParams{}. - WithTickerAnyOf("X:BTCUSD,X:ETHUSD,X:FLOWUSD") - - // Make request - iter := c.ListUniversalSnapshots(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Println(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/crypto/technical-indicators-ema/main.go b/rest/example/crypto/technical-indicators-ema/main.go deleted file mode 100644 index 68ceb254..00000000 --- a/rest/example/crypto/technical-indicators-ema/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Crypto - Exponential Moving Average (EMA) -// https://massive.com/docs/crypto/get_v1_indicators_ema__cryptoticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetEMAParams{ - Ticker: "X:BTCUSD", - } - - // make request - res, err := c.GetEMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/technical-indicators-macd/main.go b/rest/example/crypto/technical-indicators-macd/main.go deleted file mode 100644 index b2523de2..00000000 --- a/rest/example/crypto/technical-indicators-macd/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Crypto - Moving Average Convergence/Divergence (MACD) -// https://massive.com/docs/crypto/get_v1_indicators_macd__cryptoticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetMACDParams{ - Ticker: "X:BTCUSD", - }.WithShortWindow(12). - WithLongWindow(26). - WithSignalWindow(9). - WithOrder(models.Desc) - - // make request - res, err := c.GetMACD(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/technical-indicators-rsi/main.go b/rest/example/crypto/technical-indicators-rsi/main.go deleted file mode 100644 index 3b969634..00000000 --- a/rest/example/crypto/technical-indicators-rsi/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Crypto - Relative Strength Index (RSI) -// https://massive.com/docs/crypto/get_v1_indicators_rsi__cryptoticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetRSIParams{ - Ticker: "X:BTCUSD", - } - - // make request - res, err := c.GetRSI(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/technical-indicators-sma/main.go b/rest/example/crypto/technical-indicators-sma/main.go deleted file mode 100644 index b4744d8c..00000000 --- a/rest/example/crypto/technical-indicators-sma/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Crypto - Simple Moving Average (SMA) -// https://massive.com/docs/crypto/get_v1_indicators_sma__cryptoticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetSMAParams{ - Ticker: "X:BTCUSD", - } - - // make request - res, err := c.GetSMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/crypto/tickers/main.go b/rest/example/crypto/tickers/main.go deleted file mode 100644 index c8de51f9..00000000 --- a/rest/example/crypto/tickers/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Crypto - Tickers -// https://massive.com/docs/crypto/get_v3_reference_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickersParams{}. - WithMarket(models.AssetCrypto). - WithActive(true). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickers(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/crypto/trades/main.go b/rest/example/crypto/trades/main.go deleted file mode 100644 index c08cfcea..00000000 --- a/rest/example/crypto/trades/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Crypto - Trades -// https://massive.com/docs/crypto/get_v3_trades__cryptoticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTradesParams{ - Ticker: "X:BTC-USD", - }.WithDay(2023, 4, 13).WithLimit(50000).WithOrder(models.Asc) - - // make request - iter := c.ListTrades(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/economy/treasury-yields/main.go b/rest/example/economy/treasury-yields/main.go deleted file mode 100644 index e9ea6192..00000000 --- a/rest/example/economy/treasury-yields/main.go +++ /dev/null @@ -1,33 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Initialize client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListTreasuryYieldsParams{}. - WithDate(models.GTE, "2024-12-15"). - WithDate(models.LTE, "2024-12-31"). - WithOrder(models.Asc). - WithLimit(50000) - - // Make request - iter := c.ListTreasuryYields(context.Background(), params) - - // Process results - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/forex/aggregates-bars/main.go b/rest/example/forex/aggregates-bars/main.go deleted file mode 100644 index 9f40744b..00000000 --- a/rest/example/forex/aggregates-bars/main.go +++ /dev/null @@ -1,39 +0,0 @@ -// Forex - Aggregates (Bars) -// https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListAggsParams{ - Ticker: "C:EURUSD", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true) - - // make request - iter := c.ListAggs(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/forex/conditions/main.go b/rest/example/forex/conditions/main.go deleted file mode 100644 index 529caaa1..00000000 --- a/rest/example/forex/conditions/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Forex - Conditions -// https://massive.com/docs/forex/get_v3_reference_conditions -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListConditionsParams{}. - WithAssetClass(models.AssetFx). - WithLimit(1000) - - // make request - iter := c.ListConditions(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/forex/exchanges/main.go b/rest/example/forex/exchanges/main.go deleted file mode 100644 index 0f947319..00000000 --- a/rest/example/forex/exchanges/main.go +++ /dev/null @@ -1,30 +0,0 @@ -// Forex - Exchanges -// https://massive.com/docs/forex/get_v3_reference_exchanges -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetExchangesParams{}. - WithAssetClass(models.AssetFx) - - // make request - res, err := c.GetExchanges(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/grouped-daily-bars/main.go b/rest/example/forex/grouped-daily-bars/main.go deleted file mode 100644 index c84394e1..00000000 --- a/rest/example/forex/grouped-daily-bars/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Forex - Grouped Daily (Bars) -// https://massive.com/docs/forex/get_v2_aggs_grouped_locale_global_market_fx__date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetGroupedDailyAggsParams{ - Locale: models.Global, - MarketType: "fx", - Date: models.Date(time.Date(2023, 3, 8, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetGroupedDailyAggs(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/last-quote-for-a-currency-pair/main.go b/rest/example/forex/last-quote-for-a-currency-pair/main.go deleted file mode 100644 index cb229dcd..00000000 --- a/rest/example/forex/last-quote-for-a-currency-pair/main.go +++ /dev/null @@ -1,33 +0,0 @@ -// Forex - Last Quote for a Currency Pair -// https://massive.com/docs/forex/get_v1_last_quote_currencies__from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetLastForexQuoteParams{ - From: "AUD", - To: "USD", - } - - // make request - res, err := c.GetLastForexQuote(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/market-holidays/main.go b/rest/example/forex/market-holidays/main.go deleted file mode 100644 index 96aca4bf..00000000 --- a/rest/example/forex/market-holidays/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Forex - Market Holidays -// https://massive.com/docs/forex/get_v1_marketstatus_upcoming -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketHolidays(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/market-status/main.go b/rest/example/forex/market-status/main.go deleted file mode 100644 index f58633b1..00000000 --- a/rest/example/forex/market-status/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Forex - Market Status -// https://massive.com/docs/forex/get_v1_marketstatus_now -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketStatus(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/previous-close/main.go b/rest/example/forex/previous-close/main.go deleted file mode 100644 index 70147ce8..00000000 --- a/rest/example/forex/previous-close/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Forex - Previous Close -// https://massive.com/docs/forex/get_v2_aggs_ticker__forexticker__prev -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetPreviousCloseAggParams{ - Ticker: "C:EURUSD", - }.WithAdjusted(true) - - // make request - res, err := c.GetPreviousCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/quotes/main.go b/rest/example/forex/quotes/main.go deleted file mode 100644 index adfc2b4c..00000000 --- a/rest/example/forex/quotes/main.go +++ /dev/null @@ -1,38 +0,0 @@ -// Forex - Quotes (BBO) -// https://massive.com/docs/forex/get_v3_quotes__fxticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListQuotesParams{ - Ticker: "C:EUR-USD", - }.WithTimestamp(models.EQ, models.Nanos(time.Date(2023, 4, 13, 0, 0, 0, 0, time.UTC))). - WithSort(models.Timestamp). - WithOrder(models.Asc). - WithLimit(50000) - - // make request - iter := c.ListQuotes(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/forex/real-time-currency-conversion/main.go b/rest/example/forex/real-time-currency-conversion/main.go deleted file mode 100644 index 50551339..00000000 --- a/rest/example/forex/real-time-currency-conversion/main.go +++ /dev/null @@ -1,33 +0,0 @@ -// Forex - Real-time Currency Conversion -// https://massive.com/docs/forex/get_v1_conversion__from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetRealTimeCurrencyConversionParams{ - From: "AUD", - To: "USD", - } - - // make request - res, err := c.GetRealTimeCurrencyConversion(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/snapshots-all-tickers/main.go b/rest/example/forex/snapshots-all-tickers/main.go deleted file mode 100644 index 772e9694..00000000 --- a/rest/example/forex/snapshots-all-tickers/main.go +++ /dev/null @@ -1,33 +0,0 @@ -// Forex - Snapshot All Tickers -// https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetAllTickersSnapshotParams{ - Locale: models.Global, - MarketType: models.Forex, - } - - // make request - res, err := c.GetAllTickersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/snapshots-gainers-losers/main.go b/rest/example/forex/snapshots-gainers-losers/main.go deleted file mode 100644 index c29be68b..00000000 --- a/rest/example/forex/snapshots-gainers-losers/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Forex - Snapshot Gainers/Losers -// https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex__direction -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetGainersLosersSnapshotParams{ - Locale: models.Global, - MarketType: models.Forex, - Direction: models.Gainers, // or models.Losers - } - - // make request - res, err := c.GetGainersLosersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/snapshots-ticker/main.go b/rest/example/forex/snapshots-ticker/main.go deleted file mode 100644 index a62f8007..00000000 --- a/rest/example/forex/snapshots-ticker/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Forex - Snapshot Ticker -// https://massive.com/docs/forex/get_v2_snapshot_locale_global_markets_forex_tickers__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetTickerSnapshotParams{ - Ticker: "C:EURUSD", - Locale: models.Global, - MarketType: models.Forex, - } - - // make request - res, err := c.GetTickerSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/snapshots-universal/main.go b/rest/example/forex/snapshots-universal/main.go deleted file mode 100644 index 524b3a55..00000000 --- a/rest/example/forex/snapshots-universal/main.go +++ /dev/null @@ -1,30 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListUniversalSnapshotsParams{}. - WithTickerAnyOf("C:USDCAD,C:USDEUR,C:USDAUD") - - // Make request - iter := c.ListUniversalSnapshots(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Println(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/forex/technical-indicators-ema/main.go b/rest/example/forex/technical-indicators-ema/main.go deleted file mode 100644 index fa77e5da..00000000 --- a/rest/example/forex/technical-indicators-ema/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Forex - Exponential Moving Average (EMA) -// https://massive.com/docs/forex/get_v1_indicators_ema__fxticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetEMAParams{ - Ticker: "C:EURUSD", - } - - // make request - res, err := c.GetEMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/technical-indicators-macd/main.go b/rest/example/forex/technical-indicators-macd/main.go deleted file mode 100644 index 46caf8f0..00000000 --- a/rest/example/forex/technical-indicators-macd/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Forex - Moving Average Convergence/Divergence (MACD) -// https://massive.com/docs/forex/get_v1_indicators_macd__fxticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetMACDParams{ - Ticker: "C:EURUSD", - }.WithShortWindow(12). - WithLongWindow(26). - WithSignalWindow(9). - WithOrder(models.Desc) - - // make request - res, err := c.GetMACD(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/technical-indicators-rsi/main.go b/rest/example/forex/technical-indicators-rsi/main.go deleted file mode 100644 index f6a30eb8..00000000 --- a/rest/example/forex/technical-indicators-rsi/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Forex - Relative Strength Index (RSI) -// https://massive.com/docs/forex/get_v1_indicators_rsi__fxticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetRSIParams{ - Ticker: "C:EURUSD", - } - - // make request - res, err := c.GetRSI(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/technical-indicators-sma/main.go b/rest/example/forex/technical-indicators-sma/main.go deleted file mode 100644 index 3ba3977c..00000000 --- a/rest/example/forex/technical-indicators-sma/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Forex - Simple Moving Average (SMA) -// https://massive.com/docs/forex/get_v1_indicators_sma__fxticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetSMAParams{ - Ticker: "C:EURUSD", - } - - // make request - res, err := c.GetSMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/forex/tickers/main.go b/rest/example/forex/tickers/main.go deleted file mode 100644 index e0f5ec12..00000000 --- a/rest/example/forex/tickers/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Forex - Tickers -// https://massive.com/docs/forex/get_v3_reference_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickersParams{}. - WithMarket(models.AssetFx). - WithActive(true). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickers(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/indices/aggregates-bars/main.go b/rest/example/indices/aggregates-bars/main.go deleted file mode 100644 index fcf06b54..00000000 --- a/rest/example/indices/aggregates-bars/main.go +++ /dev/null @@ -1,39 +0,0 @@ -// Indices - Aggregates (Bars) -// https://massive.com/docs/indices/get_v2_aggs_ticker__indicesticker__range__multiplier___timespan___from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListAggsParams{ - Ticker: "I:SPX", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2023, 4, 3, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2023, 4, 12, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true) - - // make request - iter := c.ListAggs(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/indices/daily-open-close/main.go b/rest/example/indices/daily-open-close/main.go deleted file mode 100644 index b8d86314..00000000 --- a/rest/example/indices/daily-open-close/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Indices - Daily Open/Close -// https://massive.com/docs/indices/get_v1_open-close__indicesticker___date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetDailyOpenCloseAggParams{ - Ticker: "I:SPX", - Date: models.Date(time.Date(2023, 4, 11, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetDailyOpenCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/market-holidays/main.go b/rest/example/indices/market-holidays/main.go deleted file mode 100644 index 03bb2db3..00000000 --- a/rest/example/indices/market-holidays/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Indices - Market Holidays -// https://massive.com/docs/indices/get_v1_marketstatus_upcoming -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketHolidays(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/market-status/main.go b/rest/example/indices/market-status/main.go deleted file mode 100644 index 66ba8d18..00000000 --- a/rest/example/indices/market-status/main.go +++ /dev/null @@ -1,26 +0,0 @@ -// Indices - Market Status -// https://massive.com/docs/indices/get_v1_marketstatus_now -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketStatus(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/previous-close/main.go b/rest/example/indices/previous-close/main.go deleted file mode 100644 index f6eb4ee6..00000000 --- a/rest/example/indices/previous-close/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Indices - Previous Close -// https://massive.com/docs/indices/get_v2_aggs_ticker__indicesticker__prev -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetPreviousCloseAggParams{ - Ticker: "I:SPX", - }.WithAdjusted(true) - - // make request - res, err := c.GetPreviousCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/snapshots-universal/main.go b/rest/example/indices/snapshots-universal/main.go deleted file mode 100644 index ba9aa128..00000000 --- a/rest/example/indices/snapshots-universal/main.go +++ /dev/null @@ -1,30 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListUniversalSnapshotsParams{}. - WithTickerAnyOf("I:SPX,I:DJI,I:A1BSC") - - // Make request - iter := c.ListUniversalSnapshots(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Println(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/indices/snapshots/main.go b/rest/example/indices/snapshots/main.go deleted file mode 100644 index ca461662..00000000 --- a/rest/example/indices/snapshots/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Indices - Snapshot -// https://massive.com/docs/indices/get_v3_snapshot_indices -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - "strings" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // define tickers - tickers := []string{"I:SPX", "I:DJI"} - tickerAnyOf := strings.Join(tickers, ",") - - // set params - params := &models.GetIndicesSnapshotParams{ - TickerAnyOf: &tickerAnyOf, - } - - // make request - res, err := c.GetIndicesSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/technical-indicators-ema/main.go b/rest/example/indices/technical-indicators-ema/main.go deleted file mode 100644 index 483105d5..00000000 --- a/rest/example/indices/technical-indicators-ema/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Indices - Exponential Moving Average (EMA) -// https://massive.com/docs/indices/get_v1_indicators_ema__indicesticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetEMAParams{ - Ticker: "I:SPX", - } - - // make request - res, err := c.GetEMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/technical-indicators-macd/main.go b/rest/example/indices/technical-indicators-macd/main.go deleted file mode 100644 index f4d77493..00000000 --- a/rest/example/indices/technical-indicators-macd/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Indices - Moving Average Convergence/Divergence (MACD) -// https://massive.com/docs/indices/get_v1_indicators_macd__indicesticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetMACDParams{ - Ticker: "I:SPX", - }.WithShortWindow(12). - WithLongWindow(26). - WithSignalWindow(9). - WithOrder(models.Desc) - - // make request - res, err := c.GetMACD(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/technical-indicators-rsi/main.go b/rest/example/indices/technical-indicators-rsi/main.go deleted file mode 100644 index 56d55830..00000000 --- a/rest/example/indices/technical-indicators-rsi/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Indices - Relative Strength Index (RSI) -// https://massive.com/docs/indices/get_v1_indicators_rsi__indicesticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetRSIParams{ - Ticker: "I:SPX", - } - - // make request - res, err := c.GetRSI(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/technical-indicators-sma/main.go b/rest/example/indices/technical-indicators-sma/main.go deleted file mode 100644 index 0cca7a6b..00000000 --- a/rest/example/indices/technical-indicators-sma/main.go +++ /dev/null @@ -1,32 +0,0 @@ -// Indices - Simple Moving Average (SMA) -// https://massive.com/docs/indices/get_v1_indicators_sma__indicesticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetSMAParams{ - Ticker: "I:SPX", - } - - // make request - res, err := c.GetSMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/ticker-types/main.go b/rest/example/indices/ticker-types/main.go deleted file mode 100644 index b759a58f..00000000 --- a/rest/example/indices/ticker-types/main.go +++ /dev/null @@ -1,30 +0,0 @@ -// Indices - Ticker Types -// https://massive.com/docs/indices/get_v3_reference_tickers_types -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetTickerTypesParams{}.WithAssetClass("indices") - - // make request - res, err := c.GetTickerTypes(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) -} diff --git a/rest/example/indices/tickers/main.go b/rest/example/indices/tickers/main.go deleted file mode 100644 index 7ec16972..00000000 --- a/rest/example/indices/tickers/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Indices - Tickers -// https://massive.com/docs/indices/get_v3_reference_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickersParams{}. - WithMarket(models.AssetIndices). - WithActive(true). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickers(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/launchpad/README.md b/rest/example/launchpad/README.md deleted file mode 100644 index fe3b876e..00000000 --- a/rest/example/launchpad/README.md +++ /dev/null @@ -1,38 +0,0 @@ -# Launchpad - -Users of the Launchpad product will need to pass in certain headers in order to make API requests. - -```golang -params := &models.GetGroupedDailyAggsParams{ - Locale: models.US, - MarketType: models.Stocks, - Date: models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.Local)), -} - -res, err := c.GetGroupedDailyAggs(context.Background(), params, - models.RequiredEdgeHeaders("EDGE_USER_ID", "EDGE_USER_IP_ADDRESS"), -) -if err != nil { - log.Fatal(err) -} -log.Print(res) // do something with the result -``` - -Launchpad users can also provide the optional User Agent value describing their Edge User's origination request. - -```golang -params := &models.GetGroupedDailyAggsParams{ - Locale: models.US, - MarketType: models.Stocks, - Date: models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.Local)), -} - -res, err := c.GetGroupedDailyAggs(context.Background(), params, - models.RequiredEdgeHeaders("EDGE_USER_ID", "EDGE_USER_IP_ADDRESS"), - models.EdgeUserAgent("EDGE_USER_AGENT"), -) -if err != nil { - log.Fatal(err) -} -log.Print(res) // do something with the result -``` \ No newline at end of file diff --git a/rest/example/launchpad/main.go b/rest/example/launchpad/main.go deleted file mode 100644 index fc0d6350..00000000 --- a/rest/example/launchpad/main.go +++ /dev/null @@ -1,35 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - getAggregateBarsLaunchpad() -} - -func getAggregateBarsLaunchpad() { - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - params := &models.ListAggsParams{ - Ticker: "CORN", - Multiplier: 1, - Timespan: models.Day, - From: models.Millis(time.Now().AddDate(0, 0, -7)), - To: models.Millis(time.Now()), - } - - iter := c.ListAggs(context.TODO(), params) - for iter.Next() { - log.Print(iter.Item()) // do something with the current value - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/main.go b/rest/example/main.go deleted file mode 100644 index 38921405..00000000 --- a/rest/example/main.go +++ /dev/null @@ -1,46 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - getAllTickersSnapshot() - listTrades() -} - -func getAllTickersSnapshot() { - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - params := models.GetAllTickersSnapshotParams{ - Locale: models.US, - MarketType: models.Stocks, - }.WithTickers("AAPL,MSFT") - - res, err := c.GetAllTickersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - log.Print(res) // do something with the result -} - -func listTrades() { - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - params2 := models.ListTradesParams{ - Ticker: "CORN", - }.WithDay(2021, 7, 22).WithLimit(50000).WithOrder(models.Asc) - - iter := c.ListTrades(context.Background(), params2) - for iter.Next() { - log.Print(iter.Item()) // do something with the result - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/options/aggregates-bars/main.go b/rest/example/options/aggregates-bars/main.go deleted file mode 100644 index d23db044..00000000 --- a/rest/example/options/aggregates-bars/main.go +++ /dev/null @@ -1,41 +0,0 @@ -// Options - Aggregates (Bars) -// https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__range__multiplier___timespan___from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListAggsParams{ - Ticker: "O:SPY251219C00650000", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true) - - // make request - iter := c.ListAggs(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/conditions/main.go b/rest/example/options/conditions/main.go deleted file mode 100644 index 17743e79..00000000 --- a/rest/example/options/conditions/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Options - Conditions -// https://massive.com/docs/options/get_v3_reference_conditions -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListConditionsParams{}. - WithAssetClass(models.AssetOptions). - WithDataType(models.DataTrade). - WithLimit(1000) - - // make request - iter := c.ListConditions(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/contract/main.go b/rest/example/options/contract/main.go deleted file mode 100644 index 7e5efe9f..00000000 --- a/rest/example/options/contract/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Options - Options Contract -// https://massive.com/docs/options/get_v3_reference_options_contracts__options_ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetOptionsContractParams{ - Ticker: "O:EVRI240119C00002500", - }.WithAsOf(models.Date(time.Date(2022, 5, 16, 0, 0, 0, 0, time.Local))) - - // make request - res, err := c.GetOptionsContract(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/contracts/main.go b/rest/example/options/contracts/main.go deleted file mode 100644 index 3ebf7828..00000000 --- a/rest/example/options/contracts/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Options - Options Contracts -// https://massive.com/docs/options/get_v3_reference_options_contracts -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListOptionsContractsParams{}. - WithUnderlyingTicker(models.EQ, "HCP"). - WithContractType("call"). - WithLimit(1000) - - // make request - iter := c.ListOptionsContracts(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/daily-open-close/main.go b/rest/example/options/daily-open-close/main.go deleted file mode 100644 index 9fd9405a..00000000 --- a/rest/example/options/daily-open-close/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Options - Daily Open/Close -// https://massive.com/docs/options/get_v1_open-close__optionsticker___date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetDailyOpenCloseAggParams{ - Ticker: "O:SPY251219C00650000", - Date: models.Date(time.Date(2023, 2, 22, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetDailyOpenCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/exchanges/main.go b/rest/example/options/exchanges/main.go deleted file mode 100644 index a264c2c8..00000000 --- a/rest/example/options/exchanges/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Exchanges -// https://massive.com/docs/options/get_v3_reference_exchanges -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetExchangesParams{}. - WithAssetClass(models.AssetOptions). - WithLocale(models.US) - - // make request - res, err := c.GetExchanges(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/last-trade/main.go b/rest/example/options/last-trade/main.go deleted file mode 100644 index cd16e246..00000000 --- a/rest/example/options/last-trade/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Last Trade -// https://massive.com/docs/options/get_v2_last_trade__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetLastTradeParams{ - Ticker: "O:TSLA210903C00700000", - } - - // make request - res, err := c.GetLastTrade(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/market-holidays/main.go b/rest/example/options/market-holidays/main.go deleted file mode 100644 index 9d7bf103..00000000 --- a/rest/example/options/market-holidays/main.go +++ /dev/null @@ -1,28 +0,0 @@ -// Options - Market Holidays -// https://massive.com/docs/options/get_v1_marketstatus_upcoming -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketHolidays(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/market-status/main.go b/rest/example/options/market-status/main.go deleted file mode 100644 index cd5830cc..00000000 --- a/rest/example/options/market-status/main.go +++ /dev/null @@ -1,28 +0,0 @@ -// Options - Market Status -// https://massive.com/docs/options/get_v1_marketstatus_now -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketStatus(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/previous-close/main.go b/rest/example/options/previous-close/main.go deleted file mode 100644 index 71ed9bd6..00000000 --- a/rest/example/options/previous-close/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Previous Close -// https://massive.com/docs/options/get_v2_aggs_ticker__optionsticker__prev -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetPreviousCloseAggParams{ - Ticker: "O:SPY251219C00650000", - }.WithAdjusted(true) - - // make request - res, err := c.GetPreviousCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/quotes/main.go b/rest/example/options/quotes/main.go deleted file mode 100644 index 8f097253..00000000 --- a/rest/example/options/quotes/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Options - Quotes -// https://massive.com/docs/options/get_v3_quotes__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListQuotesParams{ - Ticker: "O:SPY241220P00720000", - }.WithLimit(50000).WithOrder(models.Asc) - - // make request - iter := c.ListQuotes(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/snapshots-option-contract/main.go b/rest/example/options/snapshots-option-contract/main.go deleted file mode 100644 index 7fab903a..00000000 --- a/rest/example/options/snapshots-option-contract/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Options - Option Contract -// https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetOptionContractSnapshotParams{ - UnderlyingAsset: "AAPL", - OptionContract: "O:AAPL230616C00150000", - } - - // make request - res, err := c.GetOptionContractSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/snapshots-options-chain/main.go b/rest/example/options/snapshots-options-chain/main.go deleted file mode 100644 index 78fde68f..00000000 --- a/rest/example/options/snapshots-options-chain/main.go +++ /dev/null @@ -1,39 +0,0 @@ -// Options - Options Chain -// https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListOptionsChainParams{ - UnderlyingAsset: "SPY", - StrikePriceGTE: new(float64), - StrikePriceLTE: new(float64), - Limit: new(int), - }.WithStrikePrice("gte", 500.00).WithStrikePrice("lte", 600.00).WithLimit(250) - - // make the request - iter := c.ListOptionsChainSnapshot(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/snapshots-universal/main.go b/rest/example/options/snapshots-universal/main.go deleted file mode 100644 index 63745a68..00000000 --- a/rest/example/options/snapshots-universal/main.go +++ /dev/null @@ -1,30 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListUniversalSnapshotsParams{}. - WithTickerAnyOf("O:AAPL230512C00050000,O:META230512C00020000,O:F230512C00005000") - - // Make request - iter := c.ListUniversalSnapshots(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Println(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/options/technical-indicators-ema/main.go b/rest/example/options/technical-indicators-ema/main.go deleted file mode 100644 index f86686a3..00000000 --- a/rest/example/options/technical-indicators-ema/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Exponential Moving Average (EMA) -// https://massive.com/docs/options/get_v1_indicators_ema__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetEMAParams{ - Ticker: "O:SPY241220P00720000", - } - - // make request - res, err := c.GetEMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/technical-indicators-macd/main.go b/rest/example/options/technical-indicators-macd/main.go deleted file mode 100644 index a09d3f80..00000000 --- a/rest/example/options/technical-indicators-macd/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Moving Average Convergence/Divergence (MACD) -// https://massive.com/docs/options/get_v1_indicators_macd__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetMACDParams{ - Ticker: "O:SPY241220P00720000", - } - - // make request - res, err := c.GetMACD(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/technical-indicators-rsi/main.go b/rest/example/options/technical-indicators-rsi/main.go deleted file mode 100644 index 2f49d233..00000000 --- a/rest/example/options/technical-indicators-rsi/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Relative Strength Index (RSI) -// https://massive.com/docs/options/get_v1_indicators_rsi__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetRSIParams{ - Ticker: "O:SPY241220P00720000", - } - - // make request - res, err := c.GetRSI(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/technical-indicators-sma/main.go b/rest/example/options/technical-indicators-sma/main.go deleted file mode 100644 index aab817e8..00000000 --- a/rest/example/options/technical-indicators-sma/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Options - Simple Moving Average (SMA) -// https://massive.com/docs/options/get_v1_indicators_sma__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetSMAParams{ - Ticker: "O:SPY241220P00720000", - } - - // make request - res, err := c.GetSMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/ticker-details/main.go b/rest/example/options/ticker-details/main.go deleted file mode 100644 index e6fd4b78..00000000 --- a/rest/example/options/ticker-details/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Options - Ticker Details v3 -// https://massive.com/docs/options/get_v3_reference_tickers__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetTickerDetailsParams{ - Ticker: "TSLA", - }.WithDate(models.Date(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC))) - - // make request - res, err := c.GetTickerDetails(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/options/ticker-news/main.go b/rest/example/options/ticker-news/main.go deleted file mode 100644 index 1cd51763..00000000 --- a/rest/example/options/ticker-news/main.go +++ /dev/null @@ -1,40 +0,0 @@ -// Options - Ticker News -// https://massive.com/docs/options/get_v3_reference_tickers__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickerNewsParams{}. - WithTicker(models.LTE, "AAPL"). - WithPublishedUTC(models.LT, models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC))). - WithSort(models.PublishedUTC). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickerNews(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/tickers/main.go b/rest/example/options/tickers/main.go deleted file mode 100644 index 0a464631..00000000 --- a/rest/example/options/tickers/main.go +++ /dev/null @@ -1,41 +0,0 @@ -// Options - Tickers -// https://massive.com/docs/options/get_v3_reference_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickersParams{}. - WithType("CS"). - WithMarket(models.AssetStocks). - WithExchange("XNAS"). - WithActive(true). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickers(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/options/trades/main.go b/rest/example/options/trades/main.go deleted file mode 100644 index 969574a5..00000000 --- a/rest/example/options/trades/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Options - Trades -// https://massive.com/docs/options/get_v3_trades__optionsticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTradesParams{ - Ticker: "O:TSLA210903C00700000", - }.WithLimit(50000).WithOrder(models.Asc) - - // make request - iter := c.ListTrades(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/aggregates-bars/main.go b/rest/example/stocks/aggregates-bars/main.go deleted file mode 100644 index 51f0f25e..00000000 --- a/rest/example/stocks/aggregates-bars/main.go +++ /dev/null @@ -1,41 +0,0 @@ -// Stocks - Aggregates (Bars) -// https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__range__multiplier___timespan___from___to -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListAggsParams{ - Ticker: "AAPL", - Multiplier: 1, - Timespan: "day", - From: models.Millis(time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)), - To: models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC)), - }.WithOrder(models.Desc).WithLimit(50000).WithAdjusted(true) - - // make request - iter := c.ListAggs(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/conditions/main.go b/rest/example/stocks/conditions/main.go deleted file mode 100644 index 00a8147b..00000000 --- a/rest/example/stocks/conditions/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Stocks - Conditions -// https://massive.com/docs/stocks/get_v3_reference_conditions -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListConditionsParams{}. - WithAssetClass(models.AssetStocks). - WithDataType(models.DataTrade). - WithLimit(1000) - - // make request - iter := c.ListConditions(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/daily-open-close/main.go b/rest/example/stocks/daily-open-close/main.go deleted file mode 100644 index 4a031b60..00000000 --- a/rest/example/stocks/daily-open-close/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Stocks - Daily Open/Close -// https://massive.com/docs/stocks/get_v1_open-close__stocksticker___date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetDailyOpenCloseAggParams{ - Ticker: "AAPL", - Date: models.Date(time.Date(2023, 3, 8, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetDailyOpenCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/dividends/main.go b/rest/example/stocks/dividends/main.go deleted file mode 100644 index 643cc774..00000000 --- a/rest/example/stocks/dividends/main.go +++ /dev/null @@ -1,38 +0,0 @@ -// Stocks - Dividends v3 -// https://massive.com/docs/stocks/get_v3_reference_dividends -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListDividendsParams{}. - WithTicker(models.EQ, "MSFT"). - WithDividendType(models.DividendCD). - WithLimit(1000). - WithOrder(models.Desc) - - // make request - iter := c.ListDividends(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/exchanges/main.go b/rest/example/stocks/exchanges/main.go deleted file mode 100644 index 99e6bc33..00000000 --- a/rest/example/stocks/exchanges/main.go +++ /dev/null @@ -1,31 +0,0 @@ -// Stocks - Exchanges -// https://massive.com/docs/stocks/get_v3_reference_exchanges -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetExchangesParams{} - - // make request - res, err := c.GetExchanges(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/grouped-daily-bars/main.go b/rest/example/stocks/grouped-daily-bars/main.go deleted file mode 100644 index f9d52bdd..00000000 --- a/rest/example/stocks/grouped-daily-bars/main.go +++ /dev/null @@ -1,37 +0,0 @@ -// Stocks - Grouped Daily (Bars) -// https://massive.com/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetGroupedDailyAggsParams{ - Locale: models.US, - MarketType: models.Stocks, - Date: models.Date(time.Date(2023, 3, 8, 0, 0, 0, 0, time.Local)), - }.WithAdjusted(true) - - // make request - res, err := c.GetGroupedDailyAggs(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/ipos/main.go b/rest/example/stocks/ipos/main.go deleted file mode 100644 index 9a0660d1..00000000 --- a/rest/example/stocks/ipos/main.go +++ /dev/null @@ -1,33 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Initialize client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListIPOsParams{}. - WithTicker("RAPP"). - WithListingDate(models.EQ, "2024-06-07"). - WithOrder(models.Desc). - WithLimit(1000) - - // Make request - iter := c.VX.ListIPOs(context.Background(), params) - - // Process results - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/stocks/last-quote/main.go b/rest/example/stocks/last-quote/main.go deleted file mode 100644 index 3afceaee..00000000 --- a/rest/example/stocks/last-quote/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Last Quote (NBBO) -// https://massive.com/docs/stocks/get_v2_last_nbbo__stocksticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetLastQuoteParams{ - Ticker: "AAPL", - } - - // make request - res, err := c.GetLastQuote(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/last-trade/main.go b/rest/example/stocks/last-trade/main.go deleted file mode 100644 index 65f832a0..00000000 --- a/rest/example/stocks/last-trade/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Last Trade -// https://massive.com/docs/stocks/get_v2_last_trade__stocksticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetLastTradeParams{ - Ticker: "AAPL", - } - - // make request - res, err := c.GetLastTrade(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/market-holidays/main.go b/rest/example/stocks/market-holidays/main.go deleted file mode 100644 index 954dd054..00000000 --- a/rest/example/stocks/market-holidays/main.go +++ /dev/null @@ -1,28 +0,0 @@ -// Stocks - Market Holidays -// https://massive.com/docs/stocks/get_v1_marketstatus_upcoming -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketHolidays(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/market-status/main.go b/rest/example/stocks/market-status/main.go deleted file mode 100644 index 2f5c6c80..00000000 --- a/rest/example/stocks/market-status/main.go +++ /dev/null @@ -1,28 +0,0 @@ -// Stocks - Market Status -// https://massive.com/docs/stocks/get_v1_marketstatus_now -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // make request - res, err := c.GetMarketStatus(context.Background()) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/previous-close/main.go b/rest/example/stocks/previous-close/main.go deleted file mode 100644 index cffa87a1..00000000 --- a/rest/example/stocks/previous-close/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Previous Close -// https://massive.com/docs/stocks/get_v2_aggs_ticker__stocksticker__prev -// https://github.com/massive-com/client-go/v2/blob/master/rest/aggs.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetPreviousCloseAggParams{ - Ticker: "AAPL", - }.WithAdjusted(true) - - // make request - res, err := c.GetPreviousCloseAgg(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/quotes/main.go b/rest/example/stocks/quotes/main.go deleted file mode 100644 index 33e7d5e6..00000000 --- a/rest/example/stocks/quotes/main.go +++ /dev/null @@ -1,40 +0,0 @@ -// Stocks - Quotes (NBBO) -// https://massive.com/docs/stocks/get_v3_quotes__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/quotes.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListQuotesParams{ - Ticker: "AAPL", - }.WithTimestamp(models.EQ, models.Nanos(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC))). - WithSort(models.Timestamp). - WithOrder(models.Asc). - WithLimit(50000) - - // make request - iter := c.ListQuotes(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/related-companies/main.go b/rest/example/stocks/related-companies/main.go deleted file mode 100644 index 8e6b8fc8..00000000 --- a/rest/example/stocks/related-companies/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Related Companies -// https://massive.com/docs/stocks/get_v1_related-companies__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetTickerRelatedCompaniesParams{ - Ticker: "AAPL", - } - - // make request - res, err := c.GetTickerRelatedCompanies(context.Background(), ¶ms) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/short-interest/main.go b/rest/example/stocks/short-interest/main.go deleted file mode 100644 index 73c5bb2c..00000000 --- a/rest/example/stocks/short-interest/main.go +++ /dev/null @@ -1,33 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Initialize client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListShortInterestParams{}. - WithTicker(models.EQ, "A"). - WithSettlementDate(models.EQ, "2025-03-14"). - WithOrder(models.Asc). - WithLimit(50000) - - // Make request - iter := c.ListShortInterest(context.Background(), params) - - // Process results - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/stocks/short-volume/main.go b/rest/example/stocks/short-volume/main.go deleted file mode 100644 index 07176034..00000000 --- a/rest/example/stocks/short-volume/main.go +++ /dev/null @@ -1,33 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Initialize client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListShortVolumeParams{}. - WithTicker(models.EQ, "A"). - WithDate(models.EQ, "2025-03-25"). - WithOrder(models.Asc). - WithLimit(50000) - - // Make request - iter := c.ListShortVolume(context.Background(), params) - - // Process results - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/stocks/snapshots-all/main.go b/rest/example/stocks/snapshots-all/main.go deleted file mode 100644 index 1a531aa5..00000000 --- a/rest/example/stocks/snapshots-all/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Stocks - Snapshot All Tickers -// https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetAllTickersSnapshotParams{ - Locale: models.US, - MarketType: models.Stocks, - }.WithTickers("AAPL,MSFT") - - // make request - res, err := c.GetAllTickersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/snapshots-gainers-losers/main.go b/rest/example/stocks/snapshots-gainers-losers/main.go deleted file mode 100644 index a03c1d8b..00000000 --- a/rest/example/stocks/snapshots-gainers-losers/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Stocks - Snapshot Gainers/Losers -// https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetGainersLosersSnapshotParams{ - Locale: "us", - MarketType: "stocks", - Direction: "gainers", // or "losers" - } - - // make request - res, err := c.GetGainersLosersSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/snapshots-ticker/main.go b/rest/example/stocks/snapshots-ticker/main.go deleted file mode 100644 index 02e68ec8..00000000 --- a/rest/example/stocks/snapshots-ticker/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Stocks - Snapshot Ticker -// https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/snapshot.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetTickerSnapshotParams{ - Ticker: "AAPL", - Locale: "us", - MarketType: "stocks", - } - - // make request - res, err := c.GetTickerSnapshot(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/snapshots-universal/main.go b/rest/example/stocks/snapshots-universal/main.go deleted file mode 100644 index d19dbd3f..00000000 --- a/rest/example/stocks/snapshots-universal/main.go +++ /dev/null @@ -1,29 +0,0 @@ -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - // Init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // Set parameters - params := models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("AAPL,META,F") - - // Make request - iter := c.ListUniversalSnapshots(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Println(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } -} diff --git a/rest/example/stocks/stock-financials/main.go b/rest/example/stocks/stock-financials/main.go deleted file mode 100644 index d634e0b2..00000000 --- a/rest/example/stocks/stock-financials/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Stocks - Stock Financials vX -// https://massive.com/docs/stocks/get_vx_reference_financials -// https://github.com/massive-com/client-go/v2/blob/master/rest/vx.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListStockFinancialsParams{}. - WithTicker("AAPL") - - // make request - iter := c.VX.ListStockFinancials(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/stock-splits/main.go b/rest/example/stocks/stock-splits/main.go deleted file mode 100644 index c2eca5ec..00000000 --- a/rest/example/stocks/stock-splits/main.go +++ /dev/null @@ -1,41 +0,0 @@ -// Stocks - Stock Splits v3 -// https://massive.com/docs/stocks/get_v3_reference_splits -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListSplitsParams{}. - WithTicker(models.EQ, "AAPL"). - WithExecutionDate(models.EQ, models.Date(time.Date(2020, 8, 31, 0, 0, 0, 0, time.UTC))). - WithReverseSplit(false). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListSplits(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/technical-indicators-ema/main.go b/rest/example/stocks/technical-indicators-ema/main.go deleted file mode 100644 index d2b820f2..00000000 --- a/rest/example/stocks/technical-indicators-ema/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Exponential Moving Average (EMA) -// https://massive.com/docs/stocks/get_v1_indicators_ema__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetEMAParams{ - Ticker: "AAPL", - }.WithLimit(1000) - - // make request - res, err := c.GetEMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/technical-indicators-macd/main.go b/rest/example/stocks/technical-indicators-macd/main.go deleted file mode 100644 index d1183193..00000000 --- a/rest/example/stocks/technical-indicators-macd/main.go +++ /dev/null @@ -1,38 +0,0 @@ -// Stocks - Moving Average Convergence/Divergence (MACD) -// https://massive.com/docs/stocks/get_v1_indicators_macd__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetMACDParams{ - Ticker: "AAPL", - }.WithShortWindow(12). - WithLongWindow(26). - WithSignalWindow(9). - WithOrder(models.Desc). - WithLimit(1000) - - // make request - res, err := c.GetMACD(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/technical-indicators-rsi/main.go b/rest/example/stocks/technical-indicators-rsi/main.go deleted file mode 100644 index bcce7426..00000000 --- a/rest/example/stocks/technical-indicators-rsi/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Relative Strength Index (RSI) -// https://massive.com/docs/stocks/get_v1_indicators_rsi__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetRSIParams{ - Ticker: "AAPL", - }.WithLimit(1000) - - // make request - res, err := c.GetRSI(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/technical-indicators-sma/main.go b/rest/example/stocks/technical-indicators-sma/main.go deleted file mode 100644 index 222787ef..00000000 --- a/rest/example/stocks/technical-indicators-sma/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Simple Moving Average (SMA) -// https://massive.com/docs/stocks/get_v1_indicators_sma__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/indicators.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetSMAParams{ - Ticker: "AAPL", - }.WithLimit(1000) - - // make request - res, err := c.GetSMA(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/ticker-details/main.go b/rest/example/stocks/ticker-details/main.go deleted file mode 100644 index f58428c9..00000000 --- a/rest/example/stocks/ticker-details/main.go +++ /dev/null @@ -1,35 +0,0 @@ -// Stocks - Ticker Details v3 -// https://massive.com/docs/stocks/get_v3_reference_tickers__ticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetTickerDetailsParams{ - Ticker: "AAPL", - }.WithDate(models.Date(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC))) - - // make request - res, err := c.GetTickerDetails(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/ticker-events/main.go b/rest/example/stocks/ticker-events/main.go deleted file mode 100644 index 196809eb..00000000 --- a/rest/example/stocks/ticker-events/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Ticker Events -// https://massive.com/docs/stocks/get_vx_reference_tickers__id__events -// https://github.com/massive-com/client-go/v2/blob/master/rest/vx.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := &models.GetTickerEventsParams{ - ID: "TSLA", - } - - // make request - res, err := c.VX.GetTickerEvents(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/ticker-news/main.go b/rest/example/stocks/ticker-news/main.go deleted file mode 100644 index f1ad0b93..00000000 --- a/rest/example/stocks/ticker-news/main.go +++ /dev/null @@ -1,40 +0,0 @@ -// Stocks - Ticker News -// https://massive.com/docs/stocks/get_v2_reference_news -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - "time" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickerNewsParams{}. - WithTicker(models.LTE, "AAPL"). - WithPublishedUTC(models.LT, models.Millis(time.Date(2023, 3, 9, 0, 0, 0, 0, time.UTC))). - WithSort(models.PublishedUTC). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickerNews(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/ticker-types/main.go b/rest/example/stocks/ticker-types/main.go deleted file mode 100644 index 193e2be1..00000000 --- a/rest/example/stocks/ticker-types/main.go +++ /dev/null @@ -1,34 +0,0 @@ -// Stocks - Ticker Types -// https://massive.com/docs/stocks/get_v3_reference_tickers_types -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.GetTickerTypesParams{}. - WithAssetClass("stocks"). - WithLocale(models.US) - - // make request - res, err := c.GetTickerTypes(context.Background(), params) - if err != nil { - log.Fatal(err) - } - - // do something with the result - log.Print(res) - -} diff --git a/rest/example/stocks/tickers/main.go b/rest/example/stocks/tickers/main.go deleted file mode 100644 index e5460df1..00000000 --- a/rest/example/stocks/tickers/main.go +++ /dev/null @@ -1,41 +0,0 @@ -// Stocks - Tickers -// https://massive.com/docs/stocks/get_v3_reference_tickers -// https://github.com/massive-com/client-go/v2/blob/master/rest/reference.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTickersParams{}. - WithType("CS"). - WithMarket(models.AssetStocks). - WithExchange("XNAS"). - WithActive(true). - WithSort(models.TickerSymbol). - WithOrder(models.Asc). - WithLimit(1000) - - // make request - iter := c.ListTickers(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/example/stocks/trades/main.go b/rest/example/stocks/trades/main.go deleted file mode 100644 index 006d36ba..00000000 --- a/rest/example/stocks/trades/main.go +++ /dev/null @@ -1,36 +0,0 @@ -// Stocks - Trades -// https://massive.com/docs/stocks/get_v3_trades__stockticker -// https://github.com/massive-com/client-go/v2/blob/master/rest/trades.go -package main - -import ( - "context" - "log" - "os" - - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" -) - -func main() { - - // init client - c := massive.New(os.Getenv("MASSIVE_API_KEY")) - - // set params - params := models.ListTradesParams{ - Ticker: "IBIO", - }.WithDay(2023, 2, 1).WithLimit(50000).WithOrder(models.Asc) - - // make request - iter := c.ListTrades(context.Background(), params) - - // do something with the result - for iter.Next() { - log.Print(iter.Item()) - } - if iter.Err() != nil { - log.Fatal(iter.Err()) - } - -} diff --git a/rest/futures.go b/rest/futures.go deleted file mode 100644 index a12bbb9d..00000000 --- a/rest/futures.go +++ /dev/null @@ -1,115 +0,0 @@ -// futures.go -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListFuturesAggsPath = "/futures/vX/aggs/{ticker}" - ListFuturesContractsPath = "/futures/vX/contracts" - GetFuturesContractPath = "/futures/vX/contracts/{ticker}" - ListFuturesMarketStatusesPath = "/futures/vX/market-status" - ListFuturesProductsPath = "/futures/vX/products" - GetFuturesProductPath = "/futures/vX/products/{product_code}" - ListFuturesSchedulesPath = "/futures/vX/schedules" - ListFuturesProductSchedulesPath = "/futures/vX/products/{product_code}/schedules" - ListFuturesTradesPath = "/futures/vX/trades/{ticker}" - ListFuturesQuotesPath = "/futures/vX/quotes/{ticker}" -) - -// FuturesClient provides methods for interacting with the futures REST API. -type FuturesClient struct { - client.Client -} - -// ListFuturesAggs retrieves a list of aggregates for a futures contract. -func (fc *FuturesClient) ListFuturesAggs(ctx context.Context, params *models.ListFuturesAggsParams, options ...models.RequestOption) *iter.Iter[models.FuturesAggregate] { - return iter.NewIter(ctx, ListFuturesAggsPath, params, func(uri string) (iter.ListResponse, []models.FuturesAggregate, error) { - res := &models.ListFuturesAggsResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListFuturesContracts retrieves a list of futures contracts. -func (fc *FuturesClient) ListFuturesContracts(ctx context.Context, params *models.ListFuturesContractsParams, options ...models.RequestOption) *iter.Iter[models.FuturesContract] { - return iter.NewIter(ctx, ListFuturesContractsPath, params, func(uri string) (iter.ListResponse, []models.FuturesContract, error) { - res := &models.ListFuturesContractsResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetFuturesContract retrieves details for a specific futures contract. -func (fc *FuturesClient) GetFuturesContract(ctx context.Context, params *models.GetFuturesContractParams, options ...models.RequestOption) (*models.GetFuturesContractResponse, error) { - res := &models.GetFuturesContractResponse{} - err := fc.Call(ctx, http.MethodGet, GetFuturesContractPath, params, res, options...) - return res, err -} - -// ListFuturesMarketStatuses retrieves market statuses for futures products. -func (fc *FuturesClient) ListFuturesMarketStatuses(ctx context.Context, params *models.ListFuturesMarketStatusesParams, options ...models.RequestOption) *iter.Iter[models.FuturesMarketStatus] { - return iter.NewIter(ctx, ListFuturesMarketStatusesPath, params, func(uri string) (iter.ListResponse, []models.FuturesMarketStatus, error) { - res := &models.ListFuturesMarketStatusesResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListFuturesProducts retrieves a list of futures products. -func (fc *FuturesClient) ListFuturesProducts(ctx context.Context, params *models.ListFuturesProductsParams, options ...models.RequestOption) *iter.Iter[models.FuturesProduct] { - return iter.NewIter(ctx, ListFuturesProductsPath, params, func(uri string) (iter.ListResponse, []models.FuturesProduct, error) { - res := &models.ListFuturesProductsResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetFuturesProduct retrieves details for a specific futures product. -func (fc *FuturesClient) GetFuturesProduct(ctx context.Context, params *models.GetFuturesProductParams, options ...models.RequestOption) (*models.GetFuturesProductResponse, error) { - res := &models.GetFuturesProductResponse{} - err := fc.Call(ctx, http.MethodGet, GetFuturesProductPath, params, res, options...) - return res, err -} - -// ListFuturesSchedules retrieves trading schedules for futures. -func (fc *FuturesClient) ListFuturesSchedules(ctx context.Context, params *models.ListFuturesSchedulesParams, options ...models.RequestOption) *iter.Iter[models.FuturesSchedule] { - return iter.NewIter(ctx, ListFuturesSchedulesPath, params, func(uri string) (iter.ListResponse, []models.FuturesSchedule, error) { - res := &models.ListFuturesSchedulesResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListFuturesProductSchedules retrieves trading schedules for a specific futures product. -func (fc *FuturesClient) ListFuturesProductSchedules(ctx context.Context, params *models.ListFuturesProductSchedulesParams, options ...models.RequestOption) *iter.Iter[models.FuturesSchedule] { - return iter.NewIter(ctx, ListFuturesProductSchedulesPath, params, func(uri string) (iter.ListResponse, []models.FuturesSchedule, error) { - res := &models.ListFuturesProductSchedulesResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListFuturesTrades retrieves a list of trades for a futures contract. -func (fc *FuturesClient) ListFuturesTrades(ctx context.Context, params *models.ListFuturesTradesParams, options ...models.RequestOption) *iter.Iter[models.FuturesTrade] { - return iter.NewIter(ctx, ListFuturesTradesPath, params, func(uri string) (iter.ListResponse, []models.FuturesTrade, error) { - res := &models.ListFuturesTradesResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListFuturesQuotes retrieves a list of quotes for a futures contract. -func (fc *FuturesClient) ListFuturesQuotes(ctx context.Context, params *models.ListFuturesQuotesParams, options ...models.RequestOption) *iter.Iter[models.FuturesQuote] { - return iter.NewIter(ctx, ListFuturesQuotesPath, params, func(uri string) (iter.ListResponse, []models.FuturesQuote, error) { - res := &models.ListFuturesQuotesResponse{} - err := fc.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} diff --git a/rest/gen/client.gen.go b/rest/gen/client.gen.go new file mode 100644 index 00000000..b6f2e571 --- /dev/null +++ b/rest/gen/client.gen.go @@ -0,0 +1,68377 @@ +// Package gen provides primitives to interact with the openapi HTTP API. +// +// Code generated by github.com/oapi-codegen/oapi-codegen/v2 version v2.5.1 DO NOT EDIT. +package gen + +import ( + "context" + "encoding/json" + "fmt" + "io" + "net/http" + "net/url" + "strings" + "time" + + "github.com/oapi-codegen/runtime" + openapi_types "github.com/oapi-codegen/runtime/types" +) + +const ( + ApiKeyScopes = "apiKey.Scopes" +) + +// Defines values for GetFuturesAggregatesParamsSort. +const ( + WindowStartAsc GetFuturesAggregatesParamsSort = "window_start.asc" + WindowStartDesc GetFuturesAggregatesParamsSort = "window_start.desc" +) + +// Defines values for GetFuturesVXContractsParamsType. +const ( + GetFuturesVXContractsParamsTypeCombo GetFuturesVXContractsParamsType = "combo" + GetFuturesVXContractsParamsTypeSingle GetFuturesVXContractsParamsType = "single" +) + +// Defines values for GetFuturesVXContractsParamsTypeAnyOf. +const ( + GetFuturesVXContractsParamsTypeAnyOfCombo GetFuturesVXContractsParamsTypeAnyOf = "combo" + GetFuturesVXContractsParamsTypeAnyOfSingle GetFuturesVXContractsParamsTypeAnyOf = "single" +) + +// Defines values for GetFuturesVXProductsParamsSector. +const ( + GetFuturesVXProductsParamsSectorAsia GetFuturesVXProductsParamsSector = "asia" + GetFuturesVXProductsParamsSectorBase GetFuturesVXProductsParamsSector = "base" + GetFuturesVXProductsParamsSectorBiofuels GetFuturesVXProductsParamsSector = "biofuels" + GetFuturesVXProductsParamsSectorCoal GetFuturesVXProductsParamsSector = "coal" + GetFuturesVXProductsParamsSectorCrossRates GetFuturesVXProductsParamsSector = "cross_rates" + GetFuturesVXProductsParamsSectorCrudeOil GetFuturesVXProductsParamsSector = "crude_oil" + GetFuturesVXProductsParamsSectorCustomIndex GetFuturesVXProductsParamsSector = "custom_index" + GetFuturesVXProductsParamsSectorDairy GetFuturesVXProductsParamsSector = "dairy" + GetFuturesVXProductsParamsSectorDjUbsCi GetFuturesVXProductsParamsSector = "dj_ubs_ci" + GetFuturesVXProductsParamsSectorElectricity GetFuturesVXProductsParamsSector = "electricity" + GetFuturesVXProductsParamsSectorEmissions GetFuturesVXProductsParamsSector = "emissions" + GetFuturesVXProductsParamsSectorEurope GetFuturesVXProductsParamsSector = "europe" + GetFuturesVXProductsParamsSectorFertilizer GetFuturesVXProductsParamsSector = "fertilizer" + GetFuturesVXProductsParamsSectorForestry GetFuturesVXProductsParamsSector = "forestry" + GetFuturesVXProductsParamsSectorGrainsAndOilseeds GetFuturesVXProductsParamsSector = "grains_and_oilseeds" + GetFuturesVXProductsParamsSectorIntlIndex GetFuturesVXProductsParamsSector = "intl_index" + GetFuturesVXProductsParamsSectorLiqNatGasLng GetFuturesVXProductsParamsSector = "liq_nat_gas_lng" + GetFuturesVXProductsParamsSectorLivestock GetFuturesVXProductsParamsSector = "livestock" + GetFuturesVXProductsParamsSectorLongTermGov GetFuturesVXProductsParamsSector = "long_term_gov" + GetFuturesVXProductsParamsSectorLongTermNonGov GetFuturesVXProductsParamsSector = "long_term_non_gov" + GetFuturesVXProductsParamsSectorMajors GetFuturesVXProductsParamsSector = "majors" + GetFuturesVXProductsParamsSectorMinors GetFuturesVXProductsParamsSector = "minors" + GetFuturesVXProductsParamsSectorNatGas GetFuturesVXProductsParamsSector = "nat_gas" + GetFuturesVXProductsParamsSectorNatGasLiqPetro GetFuturesVXProductsParamsSector = "nat_gas_liq_petro" + GetFuturesVXProductsParamsSectorPrecious GetFuturesVXProductsParamsSector = "precious" + GetFuturesVXProductsParamsSectorRefinedProducts GetFuturesVXProductsParamsSector = "refined_products" + GetFuturesVXProductsParamsSectorSAndPGsci GetFuturesVXProductsParamsSector = "s_and_p_gsci" + GetFuturesVXProductsParamsSectorSelSectorIndex GetFuturesVXProductsParamsSector = "sel_sector_index" + GetFuturesVXProductsParamsSectorShortTermGov GetFuturesVXProductsParamsSector = "short_term_gov" + GetFuturesVXProductsParamsSectorShortTermNonGov GetFuturesVXProductsParamsSector = "short_term_non_gov" + GetFuturesVXProductsParamsSectorSofts GetFuturesVXProductsParamsSector = "softs" + GetFuturesVXProductsParamsSectorUs GetFuturesVXProductsParamsSector = "us" + GetFuturesVXProductsParamsSectorUsIndex GetFuturesVXProductsParamsSector = "us_index" + GetFuturesVXProductsParamsSectorWetBulk GetFuturesVXProductsParamsSector = "wet_bulk" +) + +// Defines values for GetFuturesVXProductsParamsSectorAnyOf. +const ( + GetFuturesVXProductsParamsSectorAnyOfAsia GetFuturesVXProductsParamsSectorAnyOf = "asia" + GetFuturesVXProductsParamsSectorAnyOfBase GetFuturesVXProductsParamsSectorAnyOf = "base" + GetFuturesVXProductsParamsSectorAnyOfBiofuels GetFuturesVXProductsParamsSectorAnyOf = "biofuels" + GetFuturesVXProductsParamsSectorAnyOfCoal GetFuturesVXProductsParamsSectorAnyOf = "coal" + GetFuturesVXProductsParamsSectorAnyOfCrossRates GetFuturesVXProductsParamsSectorAnyOf = "cross_rates" + GetFuturesVXProductsParamsSectorAnyOfCrudeOil GetFuturesVXProductsParamsSectorAnyOf = "crude_oil" + GetFuturesVXProductsParamsSectorAnyOfCustomIndex GetFuturesVXProductsParamsSectorAnyOf = "custom_index" + GetFuturesVXProductsParamsSectorAnyOfDairy GetFuturesVXProductsParamsSectorAnyOf = "dairy" + GetFuturesVXProductsParamsSectorAnyOfDjUbsCi GetFuturesVXProductsParamsSectorAnyOf = "dj_ubs_ci" + GetFuturesVXProductsParamsSectorAnyOfElectricity GetFuturesVXProductsParamsSectorAnyOf = "electricity" + GetFuturesVXProductsParamsSectorAnyOfEmissions GetFuturesVXProductsParamsSectorAnyOf = "emissions" + GetFuturesVXProductsParamsSectorAnyOfEurope GetFuturesVXProductsParamsSectorAnyOf = "europe" + GetFuturesVXProductsParamsSectorAnyOfFertilizer GetFuturesVXProductsParamsSectorAnyOf = "fertilizer" + GetFuturesVXProductsParamsSectorAnyOfForestry GetFuturesVXProductsParamsSectorAnyOf = "forestry" + GetFuturesVXProductsParamsSectorAnyOfGrainsAndOilseeds GetFuturesVXProductsParamsSectorAnyOf = "grains_and_oilseeds" + GetFuturesVXProductsParamsSectorAnyOfIntlIndex GetFuturesVXProductsParamsSectorAnyOf = "intl_index" + GetFuturesVXProductsParamsSectorAnyOfLiqNatGasLng GetFuturesVXProductsParamsSectorAnyOf = "liq_nat_gas_lng" + GetFuturesVXProductsParamsSectorAnyOfLivestock GetFuturesVXProductsParamsSectorAnyOf = "livestock" + GetFuturesVXProductsParamsSectorAnyOfLongTermGov GetFuturesVXProductsParamsSectorAnyOf = "long_term_gov" + GetFuturesVXProductsParamsSectorAnyOfLongTermNonGov GetFuturesVXProductsParamsSectorAnyOf = "long_term_non_gov" + GetFuturesVXProductsParamsSectorAnyOfMajors GetFuturesVXProductsParamsSectorAnyOf = "majors" + GetFuturesVXProductsParamsSectorAnyOfMinors GetFuturesVXProductsParamsSectorAnyOf = "minors" + GetFuturesVXProductsParamsSectorAnyOfNatGas GetFuturesVXProductsParamsSectorAnyOf = "nat_gas" + GetFuturesVXProductsParamsSectorAnyOfNatGasLiqPetro GetFuturesVXProductsParamsSectorAnyOf = "nat_gas_liq_petro" + GetFuturesVXProductsParamsSectorAnyOfPrecious GetFuturesVXProductsParamsSectorAnyOf = "precious" + GetFuturesVXProductsParamsSectorAnyOfRefinedProducts GetFuturesVXProductsParamsSectorAnyOf = "refined_products" + GetFuturesVXProductsParamsSectorAnyOfSAndPGsci GetFuturesVXProductsParamsSectorAnyOf = "s_and_p_gsci" + GetFuturesVXProductsParamsSectorAnyOfSelSectorIndex GetFuturesVXProductsParamsSectorAnyOf = "sel_sector_index" + GetFuturesVXProductsParamsSectorAnyOfShortTermGov GetFuturesVXProductsParamsSectorAnyOf = "short_term_gov" + GetFuturesVXProductsParamsSectorAnyOfShortTermNonGov GetFuturesVXProductsParamsSectorAnyOf = "short_term_non_gov" + GetFuturesVXProductsParamsSectorAnyOfSofts GetFuturesVXProductsParamsSectorAnyOf = "softs" + GetFuturesVXProductsParamsSectorAnyOfUs GetFuturesVXProductsParamsSectorAnyOf = "us" + GetFuturesVXProductsParamsSectorAnyOfUsIndex GetFuturesVXProductsParamsSectorAnyOf = "us_index" + GetFuturesVXProductsParamsSectorAnyOfWetBulk GetFuturesVXProductsParamsSectorAnyOf = "wet_bulk" +) + +// Defines values for GetFuturesVXProductsParamsSubSector. +const ( + GetFuturesVXProductsParamsSubSectorAsian GetFuturesVXProductsParamsSubSector = "asian" + GetFuturesVXProductsParamsSubSectorCanadian GetFuturesVXProductsParamsSubSector = "canadian" + GetFuturesVXProductsParamsSubSectorCat GetFuturesVXProductsParamsSubSector = "cat" + GetFuturesVXProductsParamsSubSectorCoolingDegreeDays GetFuturesVXProductsParamsSubSector = "cooling_degree_days" + GetFuturesVXProductsParamsSubSectorErcot GetFuturesVXProductsParamsSubSector = "ercot" + GetFuturesVXProductsParamsSubSectorEuropean GetFuturesVXProductsParamsSubSector = "european" + GetFuturesVXProductsParamsSubSectorGulf GetFuturesVXProductsParamsSubSector = "gulf" + GetFuturesVXProductsParamsSubSectorHeatingDegreeDays GetFuturesVXProductsParamsSubSector = "heating_degree_days" + GetFuturesVXProductsParamsSubSectorIsoNe GetFuturesVXProductsParamsSubSector = "iso_ne" + GetFuturesVXProductsParamsSubSectorLargeCapIndex GetFuturesVXProductsParamsSubSector = "large_cap_index" + GetFuturesVXProductsParamsSubSectorMidCapIndex GetFuturesVXProductsParamsSubSector = "mid_cap_index" + GetFuturesVXProductsParamsSubSectorMiso GetFuturesVXProductsParamsSubSector = "miso" + GetFuturesVXProductsParamsSubSectorNorthAmerican GetFuturesVXProductsParamsSubSector = "north_american" + GetFuturesVXProductsParamsSubSectorNyiso GetFuturesVXProductsParamsSubSector = "nyiso" + GetFuturesVXProductsParamsSubSectorPjm GetFuturesVXProductsParamsSubSector = "pjm" + GetFuturesVXProductsParamsSubSectorSmallCapIndex GetFuturesVXProductsParamsSubSector = "small_cap_index" + GetFuturesVXProductsParamsSubSectorWest GetFuturesVXProductsParamsSubSector = "west" + GetFuturesVXProductsParamsSubSectorWesternPower GetFuturesVXProductsParamsSubSector = "western_power" +) + +// Defines values for GetFuturesVXProductsParamsSubSectorAnyOf. +const ( + GetFuturesVXProductsParamsSubSectorAnyOfAsian GetFuturesVXProductsParamsSubSectorAnyOf = "asian" + GetFuturesVXProductsParamsSubSectorAnyOfCanadian GetFuturesVXProductsParamsSubSectorAnyOf = "canadian" + GetFuturesVXProductsParamsSubSectorAnyOfCat GetFuturesVXProductsParamsSubSectorAnyOf = "cat" + GetFuturesVXProductsParamsSubSectorAnyOfCoolingDegreeDays GetFuturesVXProductsParamsSubSectorAnyOf = "cooling_degree_days" + GetFuturesVXProductsParamsSubSectorAnyOfErcot GetFuturesVXProductsParamsSubSectorAnyOf = "ercot" + GetFuturesVXProductsParamsSubSectorAnyOfEuropean GetFuturesVXProductsParamsSubSectorAnyOf = "european" + GetFuturesVXProductsParamsSubSectorAnyOfGulf GetFuturesVXProductsParamsSubSectorAnyOf = "gulf" + GetFuturesVXProductsParamsSubSectorAnyOfHeatingDegreeDays GetFuturesVXProductsParamsSubSectorAnyOf = "heating_degree_days" + GetFuturesVXProductsParamsSubSectorAnyOfIsoNe GetFuturesVXProductsParamsSubSectorAnyOf = "iso_ne" + GetFuturesVXProductsParamsSubSectorAnyOfLargeCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "large_cap_index" + GetFuturesVXProductsParamsSubSectorAnyOfMidCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "mid_cap_index" + GetFuturesVXProductsParamsSubSectorAnyOfMiso GetFuturesVXProductsParamsSubSectorAnyOf = "miso" + GetFuturesVXProductsParamsSubSectorAnyOfNorthAmerican GetFuturesVXProductsParamsSubSectorAnyOf = "north_american" + GetFuturesVXProductsParamsSubSectorAnyOfNyiso GetFuturesVXProductsParamsSubSectorAnyOf = "nyiso" + GetFuturesVXProductsParamsSubSectorAnyOfPjm GetFuturesVXProductsParamsSubSectorAnyOf = "pjm" + GetFuturesVXProductsParamsSubSectorAnyOfSmallCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "small_cap_index" + GetFuturesVXProductsParamsSubSectorAnyOfWest GetFuturesVXProductsParamsSubSectorAnyOf = "west" + GetFuturesVXProductsParamsSubSectorAnyOfWesternPower GetFuturesVXProductsParamsSubSectorAnyOf = "western_power" +) + +// Defines values for GetFuturesVXProductsParamsAssetClass. +const ( + GetFuturesVXProductsParamsAssetClassAltInvestment GetFuturesVXProductsParamsAssetClass = "alt_investment" + GetFuturesVXProductsParamsAssetClassCommodity GetFuturesVXProductsParamsAssetClass = "commodity" + GetFuturesVXProductsParamsAssetClassFinancials GetFuturesVXProductsParamsAssetClass = "financials" +) + +// Defines values for GetFuturesVXProductsParamsAssetClassAnyOf. +const ( + GetFuturesVXProductsParamsAssetClassAnyOfAltInvestment GetFuturesVXProductsParamsAssetClassAnyOf = "alt_investment" + GetFuturesVXProductsParamsAssetClassAnyOfCommodity GetFuturesVXProductsParamsAssetClassAnyOf = "commodity" + GetFuturesVXProductsParamsAssetClassAnyOfFinancials GetFuturesVXProductsParamsAssetClassAnyOf = "financials" +) + +// Defines values for GetFuturesVXProductsParamsAssetSubClass. +const ( + GetFuturesVXProductsParamsAssetSubClassAgricultural GetFuturesVXProductsParamsAssetSubClass = "agricultural" + GetFuturesVXProductsParamsAssetSubClassCommodityIndex GetFuturesVXProductsParamsAssetSubClass = "commodity_index" + GetFuturesVXProductsParamsAssetSubClassEnergy GetFuturesVXProductsParamsAssetSubClass = "energy" + GetFuturesVXProductsParamsAssetSubClassEquity GetFuturesVXProductsParamsAssetSubClass = "equity" + GetFuturesVXProductsParamsAssetSubClassForeignExchange GetFuturesVXProductsParamsAssetSubClass = "foreign_exchange" + GetFuturesVXProductsParamsAssetSubClassFreight GetFuturesVXProductsParamsAssetSubClass = "freight" + GetFuturesVXProductsParamsAssetSubClassHousing GetFuturesVXProductsParamsAssetSubClass = "housing" + GetFuturesVXProductsParamsAssetSubClassInterestRate GetFuturesVXProductsParamsAssetSubClass = "interest_rate" + GetFuturesVXProductsParamsAssetSubClassMetals GetFuturesVXProductsParamsAssetSubClass = "metals" + GetFuturesVXProductsParamsAssetSubClassWeather GetFuturesVXProductsParamsAssetSubClass = "weather" +) + +// Defines values for GetFuturesVXProductsParamsAssetSubClassAnyOf. +const ( + GetFuturesVXProductsParamsAssetSubClassAnyOfAgricultural GetFuturesVXProductsParamsAssetSubClassAnyOf = "agricultural" + GetFuturesVXProductsParamsAssetSubClassAnyOfCommodityIndex GetFuturesVXProductsParamsAssetSubClassAnyOf = "commodity_index" + GetFuturesVXProductsParamsAssetSubClassAnyOfEnergy GetFuturesVXProductsParamsAssetSubClassAnyOf = "energy" + GetFuturesVXProductsParamsAssetSubClassAnyOfEquity GetFuturesVXProductsParamsAssetSubClassAnyOf = "equity" + GetFuturesVXProductsParamsAssetSubClassAnyOfForeignExchange GetFuturesVXProductsParamsAssetSubClassAnyOf = "foreign_exchange" + GetFuturesVXProductsParamsAssetSubClassAnyOfFreight GetFuturesVXProductsParamsAssetSubClassAnyOf = "freight" + GetFuturesVXProductsParamsAssetSubClassAnyOfHousing GetFuturesVXProductsParamsAssetSubClassAnyOf = "housing" + GetFuturesVXProductsParamsAssetSubClassAnyOfInterestRate GetFuturesVXProductsParamsAssetSubClassAnyOf = "interest_rate" + GetFuturesVXProductsParamsAssetSubClassAnyOfMetals GetFuturesVXProductsParamsAssetSubClassAnyOf = "metals" + GetFuturesVXProductsParamsAssetSubClassAnyOfWeather GetFuturesVXProductsParamsAssetSubClassAnyOf = "weather" +) + +// Defines values for GetFuturesVXProductsParamsType. +const ( + GetFuturesVXProductsParamsTypeCombo GetFuturesVXProductsParamsType = "combo" + GetFuturesVXProductsParamsTypeSingle GetFuturesVXProductsParamsType = "single" +) + +// Defines values for GetFuturesVXProductsParamsTypeAnyOf. +const ( + GetFuturesVXProductsParamsTypeAnyOfCombo GetFuturesVXProductsParamsTypeAnyOf = "combo" + GetFuturesVXProductsParamsTypeAnyOfSingle GetFuturesVXProductsParamsTypeAnyOf = "single" +) + +// Defines values for GetFuturesQuotesParamsSort. +const ( + GetFuturesQuotesParamsSortTimestampAsc GetFuturesQuotesParamsSort = "timestamp.asc" + GetFuturesQuotesParamsSortTimestampDesc GetFuturesQuotesParamsSort = "timestamp.desc" +) + +// Defines values for GetFuturesTradesParamsSort. +const ( + GetFuturesTradesParamsSortTimestampAsc GetFuturesTradesParamsSort = "timestamp.asc" + GetFuturesTradesParamsSortTimestampDesc GetFuturesTradesParamsSort = "timestamp.desc" +) + +// Defines values for GetStocksFilings10KVXSectionsParamsSection. +const ( + GetStocksFilings10KVXSectionsParamsSectionBusiness GetStocksFilings10KVXSectionsParamsSection = "business" + GetStocksFilings10KVXSectionsParamsSectionRiskFactors GetStocksFilings10KVXSectionsParamsSection = "risk_factors" +) + +// Defines values for GetStocksFilings10KVXSectionsParamsSectionAnyOf. +const ( + GetStocksFilings10KVXSectionsParamsSectionAnyOfBusiness GetStocksFilings10KVXSectionsParamsSectionAnyOf = "business" + GetStocksFilings10KVXSectionsParamsSectionAnyOfRiskFactors GetStocksFilings10KVXSectionsParamsSectionAnyOf = "risk_factors" +) + +// Defines values for GetStocksV1DividendsParamsDistributionType. +const ( + GetStocksV1DividendsParamsDistributionTypeIrregular GetStocksV1DividendsParamsDistributionType = "irregular" + GetStocksV1DividendsParamsDistributionTypeRecurring GetStocksV1DividendsParamsDistributionType = "recurring" + GetStocksV1DividendsParamsDistributionTypeSpecial GetStocksV1DividendsParamsDistributionType = "special" + GetStocksV1DividendsParamsDistributionTypeSupplemental GetStocksV1DividendsParamsDistributionType = "supplemental" + GetStocksV1DividendsParamsDistributionTypeUnknown GetStocksV1DividendsParamsDistributionType = "unknown" +) + +// Defines values for GetStocksV1DividendsParamsDistributionTypeAnyOf. +const ( + GetStocksV1DividendsParamsDistributionTypeAnyOfIrregular GetStocksV1DividendsParamsDistributionTypeAnyOf = "irregular" + GetStocksV1DividendsParamsDistributionTypeAnyOfRecurring GetStocksV1DividendsParamsDistributionTypeAnyOf = "recurring" + GetStocksV1DividendsParamsDistributionTypeAnyOfSpecial GetStocksV1DividendsParamsDistributionTypeAnyOf = "special" + GetStocksV1DividendsParamsDistributionTypeAnyOfSupplemental GetStocksV1DividendsParamsDistributionTypeAnyOf = "supplemental" + GetStocksV1DividendsParamsDistributionTypeAnyOfUnknown GetStocksV1DividendsParamsDistributionTypeAnyOf = "unknown" +) + +// Defines values for GetStocksV1SplitsParamsAdjustmentType. +const ( + GetStocksV1SplitsParamsAdjustmentTypeForwardSplit GetStocksV1SplitsParamsAdjustmentType = "forward_split" + GetStocksV1SplitsParamsAdjustmentTypeReverseSplit GetStocksV1SplitsParamsAdjustmentType = "reverse_split" + GetStocksV1SplitsParamsAdjustmentTypeStockDividend GetStocksV1SplitsParamsAdjustmentType = "stock_dividend" +) + +// Defines values for GetStocksV1SplitsParamsAdjustmentTypeAnyOf. +const ( + GetStocksV1SplitsParamsAdjustmentTypeAnyOfForwardSplit GetStocksV1SplitsParamsAdjustmentTypeAnyOf = "forward_split" + GetStocksV1SplitsParamsAdjustmentTypeAnyOfReverseSplit GetStocksV1SplitsParamsAdjustmentTypeAnyOf = "reverse_split" + GetStocksV1SplitsParamsAdjustmentTypeAnyOfStockDividend GetStocksV1SplitsParamsAdjustmentTypeAnyOf = "stock_dividend" +) + +// Defines values for GetCurrencyConversionParamsPrecision. +const ( + GetCurrencyConversionParamsPrecisionN0 GetCurrencyConversionParamsPrecision = 0 + GetCurrencyConversionParamsPrecisionN1 GetCurrencyConversionParamsPrecision = 1 + GetCurrencyConversionParamsPrecisionN2 GetCurrencyConversionParamsPrecision = 2 + GetCurrencyConversionParamsPrecisionN3 GetCurrencyConversionParamsPrecision = 3 + GetCurrencyConversionParamsPrecisionN4 GetCurrencyConversionParamsPrecision = 4 +) + +// Defines values for GetCryptoEMAParamsTimespan. +const ( + GetCryptoEMAParamsTimespanDay GetCryptoEMAParamsTimespan = "day" + GetCryptoEMAParamsTimespanHour GetCryptoEMAParamsTimespan = "hour" + GetCryptoEMAParamsTimespanMinute GetCryptoEMAParamsTimespan = "minute" + GetCryptoEMAParamsTimespanMonth GetCryptoEMAParamsTimespan = "month" + GetCryptoEMAParamsTimespanQuarter GetCryptoEMAParamsTimespan = "quarter" + GetCryptoEMAParamsTimespanWeek GetCryptoEMAParamsTimespan = "week" + GetCryptoEMAParamsTimespanYear GetCryptoEMAParamsTimespan = "year" +) + +// Defines values for GetCryptoEMAParamsSeriesType. +const ( + GetCryptoEMAParamsSeriesTypeClose GetCryptoEMAParamsSeriesType = "close" + GetCryptoEMAParamsSeriesTypeHigh GetCryptoEMAParamsSeriesType = "high" + GetCryptoEMAParamsSeriesTypeLow GetCryptoEMAParamsSeriesType = "low" + GetCryptoEMAParamsSeriesTypeOpen GetCryptoEMAParamsSeriesType = "open" +) + +// Defines values for GetCryptoEMAParamsOrder. +const ( + GetCryptoEMAParamsOrderAsc GetCryptoEMAParamsOrder = "asc" + GetCryptoEMAParamsOrderDesc GetCryptoEMAParamsOrder = "desc" +) + +// Defines values for GetForexEMAParamsTimespan. +const ( + GetForexEMAParamsTimespanDay GetForexEMAParamsTimespan = "day" + GetForexEMAParamsTimespanHour GetForexEMAParamsTimespan = "hour" + GetForexEMAParamsTimespanMinute GetForexEMAParamsTimespan = "minute" + GetForexEMAParamsTimespanMonth GetForexEMAParamsTimespan = "month" + GetForexEMAParamsTimespanQuarter GetForexEMAParamsTimespan = "quarter" + GetForexEMAParamsTimespanWeek GetForexEMAParamsTimespan = "week" + GetForexEMAParamsTimespanYear GetForexEMAParamsTimespan = "year" +) + +// Defines values for GetForexEMAParamsSeriesType. +const ( + GetForexEMAParamsSeriesTypeClose GetForexEMAParamsSeriesType = "close" + GetForexEMAParamsSeriesTypeHigh GetForexEMAParamsSeriesType = "high" + GetForexEMAParamsSeriesTypeLow GetForexEMAParamsSeriesType = "low" + GetForexEMAParamsSeriesTypeOpen GetForexEMAParamsSeriesType = "open" +) + +// Defines values for GetForexEMAParamsOrder. +const ( + GetForexEMAParamsOrderAsc GetForexEMAParamsOrder = "asc" + GetForexEMAParamsOrderDesc GetForexEMAParamsOrder = "desc" +) + +// Defines values for GetIndicesEMAParamsTimespan. +const ( + GetIndicesEMAParamsTimespanDay GetIndicesEMAParamsTimespan = "day" + GetIndicesEMAParamsTimespanHour GetIndicesEMAParamsTimespan = "hour" + GetIndicesEMAParamsTimespanMinute GetIndicesEMAParamsTimespan = "minute" + GetIndicesEMAParamsTimespanMonth GetIndicesEMAParamsTimespan = "month" + GetIndicesEMAParamsTimespanQuarter GetIndicesEMAParamsTimespan = "quarter" + GetIndicesEMAParamsTimespanWeek GetIndicesEMAParamsTimespan = "week" + GetIndicesEMAParamsTimespanYear GetIndicesEMAParamsTimespan = "year" +) + +// Defines values for GetIndicesEMAParamsSeriesType. +const ( + GetIndicesEMAParamsSeriesTypeClose GetIndicesEMAParamsSeriesType = "close" + GetIndicesEMAParamsSeriesTypeHigh GetIndicesEMAParamsSeriesType = "high" + GetIndicesEMAParamsSeriesTypeLow GetIndicesEMAParamsSeriesType = "low" + GetIndicesEMAParamsSeriesTypeOpen GetIndicesEMAParamsSeriesType = "open" +) + +// Defines values for GetIndicesEMAParamsOrder. +const ( + GetIndicesEMAParamsOrderAsc GetIndicesEMAParamsOrder = "asc" + GetIndicesEMAParamsOrderDesc GetIndicesEMAParamsOrder = "desc" +) + +// Defines values for GetOptionsEMAParamsTimespan. +const ( + GetOptionsEMAParamsTimespanDay GetOptionsEMAParamsTimespan = "day" + GetOptionsEMAParamsTimespanHour GetOptionsEMAParamsTimespan = "hour" + GetOptionsEMAParamsTimespanMinute GetOptionsEMAParamsTimespan = "minute" + GetOptionsEMAParamsTimespanMonth GetOptionsEMAParamsTimespan = "month" + GetOptionsEMAParamsTimespanQuarter GetOptionsEMAParamsTimespan = "quarter" + GetOptionsEMAParamsTimespanWeek GetOptionsEMAParamsTimespan = "week" + GetOptionsEMAParamsTimespanYear GetOptionsEMAParamsTimespan = "year" +) + +// Defines values for GetOptionsEMAParamsSeriesType. +const ( + GetOptionsEMAParamsSeriesTypeClose GetOptionsEMAParamsSeriesType = "close" + GetOptionsEMAParamsSeriesTypeHigh GetOptionsEMAParamsSeriesType = "high" + GetOptionsEMAParamsSeriesTypeLow GetOptionsEMAParamsSeriesType = "low" + GetOptionsEMAParamsSeriesTypeOpen GetOptionsEMAParamsSeriesType = "open" +) + +// Defines values for GetOptionsEMAParamsOrder. +const ( + GetOptionsEMAParamsOrderAsc GetOptionsEMAParamsOrder = "asc" + GetOptionsEMAParamsOrderDesc GetOptionsEMAParamsOrder = "desc" +) + +// Defines values for GetStocksEMAParamsTimespan. +const ( + GetStocksEMAParamsTimespanDay GetStocksEMAParamsTimespan = "day" + GetStocksEMAParamsTimespanHour GetStocksEMAParamsTimespan = "hour" + GetStocksEMAParamsTimespanMinute GetStocksEMAParamsTimespan = "minute" + GetStocksEMAParamsTimespanMonth GetStocksEMAParamsTimespan = "month" + GetStocksEMAParamsTimespanQuarter GetStocksEMAParamsTimespan = "quarter" + GetStocksEMAParamsTimespanWeek GetStocksEMAParamsTimespan = "week" + GetStocksEMAParamsTimespanYear GetStocksEMAParamsTimespan = "year" +) + +// Defines values for GetStocksEMAParamsSeriesType. +const ( + GetStocksEMAParamsSeriesTypeClose GetStocksEMAParamsSeriesType = "close" + GetStocksEMAParamsSeriesTypeHigh GetStocksEMAParamsSeriesType = "high" + GetStocksEMAParamsSeriesTypeLow GetStocksEMAParamsSeriesType = "low" + GetStocksEMAParamsSeriesTypeOpen GetStocksEMAParamsSeriesType = "open" +) + +// Defines values for GetStocksEMAParamsOrder. +const ( + GetStocksEMAParamsOrderAsc GetStocksEMAParamsOrder = "asc" + GetStocksEMAParamsOrderDesc GetStocksEMAParamsOrder = "desc" +) + +// Defines values for GetCryptoMACDParamsTimespan. +const ( + GetCryptoMACDParamsTimespanDay GetCryptoMACDParamsTimespan = "day" + GetCryptoMACDParamsTimespanHour GetCryptoMACDParamsTimespan = "hour" + GetCryptoMACDParamsTimespanMinute GetCryptoMACDParamsTimespan = "minute" + GetCryptoMACDParamsTimespanMonth GetCryptoMACDParamsTimespan = "month" + GetCryptoMACDParamsTimespanQuarter GetCryptoMACDParamsTimespan = "quarter" + GetCryptoMACDParamsTimespanWeek GetCryptoMACDParamsTimespan = "week" + GetCryptoMACDParamsTimespanYear GetCryptoMACDParamsTimespan = "year" +) + +// Defines values for GetCryptoMACDParamsSeriesType. +const ( + GetCryptoMACDParamsSeriesTypeClose GetCryptoMACDParamsSeriesType = "close" + GetCryptoMACDParamsSeriesTypeHigh GetCryptoMACDParamsSeriesType = "high" + GetCryptoMACDParamsSeriesTypeLow GetCryptoMACDParamsSeriesType = "low" + GetCryptoMACDParamsSeriesTypeOpen GetCryptoMACDParamsSeriesType = "open" +) + +// Defines values for GetCryptoMACDParamsOrder. +const ( + GetCryptoMACDParamsOrderAsc GetCryptoMACDParamsOrder = "asc" + GetCryptoMACDParamsOrderDesc GetCryptoMACDParamsOrder = "desc" +) + +// Defines values for GetForexMACDParamsTimespan. +const ( + GetForexMACDParamsTimespanDay GetForexMACDParamsTimespan = "day" + GetForexMACDParamsTimespanHour GetForexMACDParamsTimespan = "hour" + GetForexMACDParamsTimespanMinute GetForexMACDParamsTimespan = "minute" + GetForexMACDParamsTimespanMonth GetForexMACDParamsTimespan = "month" + GetForexMACDParamsTimespanQuarter GetForexMACDParamsTimespan = "quarter" + GetForexMACDParamsTimespanWeek GetForexMACDParamsTimespan = "week" + GetForexMACDParamsTimespanYear GetForexMACDParamsTimespan = "year" +) + +// Defines values for GetForexMACDParamsSeriesType. +const ( + GetForexMACDParamsSeriesTypeClose GetForexMACDParamsSeriesType = "close" + GetForexMACDParamsSeriesTypeHigh GetForexMACDParamsSeriesType = "high" + GetForexMACDParamsSeriesTypeLow GetForexMACDParamsSeriesType = "low" + GetForexMACDParamsSeriesTypeOpen GetForexMACDParamsSeriesType = "open" +) + +// Defines values for GetForexMACDParamsOrder. +const ( + GetForexMACDParamsOrderAsc GetForexMACDParamsOrder = "asc" + GetForexMACDParamsOrderDesc GetForexMACDParamsOrder = "desc" +) + +// Defines values for GetIndicesMACDParamsTimespan. +const ( + GetIndicesMACDParamsTimespanDay GetIndicesMACDParamsTimespan = "day" + GetIndicesMACDParamsTimespanHour GetIndicesMACDParamsTimespan = "hour" + GetIndicesMACDParamsTimespanMinute GetIndicesMACDParamsTimespan = "minute" + GetIndicesMACDParamsTimespanMonth GetIndicesMACDParamsTimespan = "month" + GetIndicesMACDParamsTimespanQuarter GetIndicesMACDParamsTimespan = "quarter" + GetIndicesMACDParamsTimespanWeek GetIndicesMACDParamsTimespan = "week" + GetIndicesMACDParamsTimespanYear GetIndicesMACDParamsTimespan = "year" +) + +// Defines values for GetIndicesMACDParamsSeriesType. +const ( + GetIndicesMACDParamsSeriesTypeClose GetIndicesMACDParamsSeriesType = "close" + GetIndicesMACDParamsSeriesTypeHigh GetIndicesMACDParamsSeriesType = "high" + GetIndicesMACDParamsSeriesTypeLow GetIndicesMACDParamsSeriesType = "low" + GetIndicesMACDParamsSeriesTypeOpen GetIndicesMACDParamsSeriesType = "open" +) + +// Defines values for GetIndicesMACDParamsOrder. +const ( + GetIndicesMACDParamsOrderAsc GetIndicesMACDParamsOrder = "asc" + GetIndicesMACDParamsOrderDesc GetIndicesMACDParamsOrder = "desc" +) + +// Defines values for GetOptionsMACDParamsTimespan. +const ( + GetOptionsMACDParamsTimespanDay GetOptionsMACDParamsTimespan = "day" + GetOptionsMACDParamsTimespanHour GetOptionsMACDParamsTimespan = "hour" + GetOptionsMACDParamsTimespanMinute GetOptionsMACDParamsTimespan = "minute" + GetOptionsMACDParamsTimespanMonth GetOptionsMACDParamsTimespan = "month" + GetOptionsMACDParamsTimespanQuarter GetOptionsMACDParamsTimespan = "quarter" + GetOptionsMACDParamsTimespanWeek GetOptionsMACDParamsTimespan = "week" + GetOptionsMACDParamsTimespanYear GetOptionsMACDParamsTimespan = "year" +) + +// Defines values for GetOptionsMACDParamsSeriesType. +const ( + GetOptionsMACDParamsSeriesTypeClose GetOptionsMACDParamsSeriesType = "close" + GetOptionsMACDParamsSeriesTypeHigh GetOptionsMACDParamsSeriesType = "high" + GetOptionsMACDParamsSeriesTypeLow GetOptionsMACDParamsSeriesType = "low" + GetOptionsMACDParamsSeriesTypeOpen GetOptionsMACDParamsSeriesType = "open" +) + +// Defines values for GetOptionsMACDParamsOrder. +const ( + GetOptionsMACDParamsOrderAsc GetOptionsMACDParamsOrder = "asc" + GetOptionsMACDParamsOrderDesc GetOptionsMACDParamsOrder = "desc" +) + +// Defines values for GetStocksMACDParamsTimespan. +const ( + GetStocksMACDParamsTimespanDay GetStocksMACDParamsTimespan = "day" + GetStocksMACDParamsTimespanHour GetStocksMACDParamsTimespan = "hour" + GetStocksMACDParamsTimespanMinute GetStocksMACDParamsTimespan = "minute" + GetStocksMACDParamsTimespanMonth GetStocksMACDParamsTimespan = "month" + GetStocksMACDParamsTimespanQuarter GetStocksMACDParamsTimespan = "quarter" + GetStocksMACDParamsTimespanWeek GetStocksMACDParamsTimespan = "week" + GetStocksMACDParamsTimespanYear GetStocksMACDParamsTimespan = "year" +) + +// Defines values for GetStocksMACDParamsSeriesType. +const ( + GetStocksMACDParamsSeriesTypeClose GetStocksMACDParamsSeriesType = "close" + GetStocksMACDParamsSeriesTypeHigh GetStocksMACDParamsSeriesType = "high" + GetStocksMACDParamsSeriesTypeLow GetStocksMACDParamsSeriesType = "low" + GetStocksMACDParamsSeriesTypeOpen GetStocksMACDParamsSeriesType = "open" +) + +// Defines values for GetStocksMACDParamsOrder. +const ( + GetStocksMACDParamsOrderAsc GetStocksMACDParamsOrder = "asc" + GetStocksMACDParamsOrderDesc GetStocksMACDParamsOrder = "desc" +) + +// Defines values for GetCryptoRSIParamsTimespan. +const ( + GetCryptoRSIParamsTimespanDay GetCryptoRSIParamsTimespan = "day" + GetCryptoRSIParamsTimespanHour GetCryptoRSIParamsTimespan = "hour" + GetCryptoRSIParamsTimespanMinute GetCryptoRSIParamsTimespan = "minute" + GetCryptoRSIParamsTimespanMonth GetCryptoRSIParamsTimespan = "month" + GetCryptoRSIParamsTimespanQuarter GetCryptoRSIParamsTimespan = "quarter" + GetCryptoRSIParamsTimespanWeek GetCryptoRSIParamsTimespan = "week" + GetCryptoRSIParamsTimespanYear GetCryptoRSIParamsTimespan = "year" +) + +// Defines values for GetCryptoRSIParamsSeriesType. +const ( + GetCryptoRSIParamsSeriesTypeClose GetCryptoRSIParamsSeriesType = "close" + GetCryptoRSIParamsSeriesTypeHigh GetCryptoRSIParamsSeriesType = "high" + GetCryptoRSIParamsSeriesTypeLow GetCryptoRSIParamsSeriesType = "low" + GetCryptoRSIParamsSeriesTypeOpen GetCryptoRSIParamsSeriesType = "open" +) + +// Defines values for GetCryptoRSIParamsOrder. +const ( + GetCryptoRSIParamsOrderAsc GetCryptoRSIParamsOrder = "asc" + GetCryptoRSIParamsOrderDesc GetCryptoRSIParamsOrder = "desc" +) + +// Defines values for GetForexRSIParamsTimespan. +const ( + GetForexRSIParamsTimespanDay GetForexRSIParamsTimespan = "day" + GetForexRSIParamsTimespanHour GetForexRSIParamsTimespan = "hour" + GetForexRSIParamsTimespanMinute GetForexRSIParamsTimespan = "minute" + GetForexRSIParamsTimespanMonth GetForexRSIParamsTimespan = "month" + GetForexRSIParamsTimespanQuarter GetForexRSIParamsTimespan = "quarter" + GetForexRSIParamsTimespanWeek GetForexRSIParamsTimespan = "week" + GetForexRSIParamsTimespanYear GetForexRSIParamsTimespan = "year" +) + +// Defines values for GetForexRSIParamsSeriesType. +const ( + GetForexRSIParamsSeriesTypeClose GetForexRSIParamsSeriesType = "close" + GetForexRSIParamsSeriesTypeHigh GetForexRSIParamsSeriesType = "high" + GetForexRSIParamsSeriesTypeLow GetForexRSIParamsSeriesType = "low" + GetForexRSIParamsSeriesTypeOpen GetForexRSIParamsSeriesType = "open" +) + +// Defines values for GetForexRSIParamsOrder. +const ( + GetForexRSIParamsOrderAsc GetForexRSIParamsOrder = "asc" + GetForexRSIParamsOrderDesc GetForexRSIParamsOrder = "desc" +) + +// Defines values for GetIndicesRSIParamsTimespan. +const ( + GetIndicesRSIParamsTimespanDay GetIndicesRSIParamsTimespan = "day" + GetIndicesRSIParamsTimespanHour GetIndicesRSIParamsTimespan = "hour" + GetIndicesRSIParamsTimespanMinute GetIndicesRSIParamsTimespan = "minute" + GetIndicesRSIParamsTimespanMonth GetIndicesRSIParamsTimespan = "month" + GetIndicesRSIParamsTimespanQuarter GetIndicesRSIParamsTimespan = "quarter" + GetIndicesRSIParamsTimespanWeek GetIndicesRSIParamsTimespan = "week" + GetIndicesRSIParamsTimespanYear GetIndicesRSIParamsTimespan = "year" +) + +// Defines values for GetIndicesRSIParamsSeriesType. +const ( + GetIndicesRSIParamsSeriesTypeClose GetIndicesRSIParamsSeriesType = "close" + GetIndicesRSIParamsSeriesTypeHigh GetIndicesRSIParamsSeriesType = "high" + GetIndicesRSIParamsSeriesTypeLow GetIndicesRSIParamsSeriesType = "low" + GetIndicesRSIParamsSeriesTypeOpen GetIndicesRSIParamsSeriesType = "open" +) + +// Defines values for GetIndicesRSIParamsOrder. +const ( + GetIndicesRSIParamsOrderAsc GetIndicesRSIParamsOrder = "asc" + GetIndicesRSIParamsOrderDesc GetIndicesRSIParamsOrder = "desc" +) + +// Defines values for GetOptionsRSIParamsTimespan. +const ( + GetOptionsRSIParamsTimespanDay GetOptionsRSIParamsTimespan = "day" + GetOptionsRSIParamsTimespanHour GetOptionsRSIParamsTimespan = "hour" + GetOptionsRSIParamsTimespanMinute GetOptionsRSIParamsTimespan = "minute" + GetOptionsRSIParamsTimespanMonth GetOptionsRSIParamsTimespan = "month" + GetOptionsRSIParamsTimespanQuarter GetOptionsRSIParamsTimespan = "quarter" + GetOptionsRSIParamsTimespanWeek GetOptionsRSIParamsTimespan = "week" + GetOptionsRSIParamsTimespanYear GetOptionsRSIParamsTimespan = "year" +) + +// Defines values for GetOptionsRSIParamsSeriesType. +const ( + GetOptionsRSIParamsSeriesTypeClose GetOptionsRSIParamsSeriesType = "close" + GetOptionsRSIParamsSeriesTypeHigh GetOptionsRSIParamsSeriesType = "high" + GetOptionsRSIParamsSeriesTypeLow GetOptionsRSIParamsSeriesType = "low" + GetOptionsRSIParamsSeriesTypeOpen GetOptionsRSIParamsSeriesType = "open" +) + +// Defines values for GetOptionsRSIParamsOrder. +const ( + GetOptionsRSIParamsOrderAsc GetOptionsRSIParamsOrder = "asc" + GetOptionsRSIParamsOrderDesc GetOptionsRSIParamsOrder = "desc" +) + +// Defines values for GetStocksRSIParamsTimespan. +const ( + GetStocksRSIParamsTimespanDay GetStocksRSIParamsTimespan = "day" + GetStocksRSIParamsTimespanHour GetStocksRSIParamsTimespan = "hour" + GetStocksRSIParamsTimespanMinute GetStocksRSIParamsTimespan = "minute" + GetStocksRSIParamsTimespanMonth GetStocksRSIParamsTimespan = "month" + GetStocksRSIParamsTimespanQuarter GetStocksRSIParamsTimespan = "quarter" + GetStocksRSIParamsTimespanWeek GetStocksRSIParamsTimespan = "week" + GetStocksRSIParamsTimespanYear GetStocksRSIParamsTimespan = "year" +) + +// Defines values for GetStocksRSIParamsSeriesType. +const ( + GetStocksRSIParamsSeriesTypeClose GetStocksRSIParamsSeriesType = "close" + GetStocksRSIParamsSeriesTypeHigh GetStocksRSIParamsSeriesType = "high" + GetStocksRSIParamsSeriesTypeLow GetStocksRSIParamsSeriesType = "low" + GetStocksRSIParamsSeriesTypeOpen GetStocksRSIParamsSeriesType = "open" +) + +// Defines values for GetStocksRSIParamsOrder. +const ( + GetStocksRSIParamsOrderAsc GetStocksRSIParamsOrder = "asc" + GetStocksRSIParamsOrderDesc GetStocksRSIParamsOrder = "desc" +) + +// Defines values for GetCryptoSMAParamsTimespan. +const ( + GetCryptoSMAParamsTimespanDay GetCryptoSMAParamsTimespan = "day" + GetCryptoSMAParamsTimespanHour GetCryptoSMAParamsTimespan = "hour" + GetCryptoSMAParamsTimespanMinute GetCryptoSMAParamsTimespan = "minute" + GetCryptoSMAParamsTimespanMonth GetCryptoSMAParamsTimespan = "month" + GetCryptoSMAParamsTimespanQuarter GetCryptoSMAParamsTimespan = "quarter" + GetCryptoSMAParamsTimespanWeek GetCryptoSMAParamsTimespan = "week" + GetCryptoSMAParamsTimespanYear GetCryptoSMAParamsTimespan = "year" +) + +// Defines values for GetCryptoSMAParamsSeriesType. +const ( + GetCryptoSMAParamsSeriesTypeClose GetCryptoSMAParamsSeriesType = "close" + GetCryptoSMAParamsSeriesTypeHigh GetCryptoSMAParamsSeriesType = "high" + GetCryptoSMAParamsSeriesTypeLow GetCryptoSMAParamsSeriesType = "low" + GetCryptoSMAParamsSeriesTypeOpen GetCryptoSMAParamsSeriesType = "open" +) + +// Defines values for GetCryptoSMAParamsOrder. +const ( + GetCryptoSMAParamsOrderAsc GetCryptoSMAParamsOrder = "asc" + GetCryptoSMAParamsOrderDesc GetCryptoSMAParamsOrder = "desc" +) + +// Defines values for GetForexSMAParamsTimespan. +const ( + GetForexSMAParamsTimespanDay GetForexSMAParamsTimespan = "day" + GetForexSMAParamsTimespanHour GetForexSMAParamsTimespan = "hour" + GetForexSMAParamsTimespanMinute GetForexSMAParamsTimespan = "minute" + GetForexSMAParamsTimespanMonth GetForexSMAParamsTimespan = "month" + GetForexSMAParamsTimespanQuarter GetForexSMAParamsTimespan = "quarter" + GetForexSMAParamsTimespanWeek GetForexSMAParamsTimespan = "week" + GetForexSMAParamsTimespanYear GetForexSMAParamsTimespan = "year" +) + +// Defines values for GetForexSMAParamsSeriesType. +const ( + GetForexSMAParamsSeriesTypeClose GetForexSMAParamsSeriesType = "close" + GetForexSMAParamsSeriesTypeHigh GetForexSMAParamsSeriesType = "high" + GetForexSMAParamsSeriesTypeLow GetForexSMAParamsSeriesType = "low" + GetForexSMAParamsSeriesTypeOpen GetForexSMAParamsSeriesType = "open" +) + +// Defines values for GetForexSMAParamsOrder. +const ( + GetForexSMAParamsOrderAsc GetForexSMAParamsOrder = "asc" + GetForexSMAParamsOrderDesc GetForexSMAParamsOrder = "desc" +) + +// Defines values for GetIndicesSMAParamsTimespan. +const ( + GetIndicesSMAParamsTimespanDay GetIndicesSMAParamsTimespan = "day" + GetIndicesSMAParamsTimespanHour GetIndicesSMAParamsTimespan = "hour" + GetIndicesSMAParamsTimespanMinute GetIndicesSMAParamsTimespan = "minute" + GetIndicesSMAParamsTimespanMonth GetIndicesSMAParamsTimespan = "month" + GetIndicesSMAParamsTimespanQuarter GetIndicesSMAParamsTimespan = "quarter" + GetIndicesSMAParamsTimespanWeek GetIndicesSMAParamsTimespan = "week" + GetIndicesSMAParamsTimespanYear GetIndicesSMAParamsTimespan = "year" +) + +// Defines values for GetIndicesSMAParamsSeriesType. +const ( + GetIndicesSMAParamsSeriesTypeClose GetIndicesSMAParamsSeriesType = "close" + GetIndicesSMAParamsSeriesTypeHigh GetIndicesSMAParamsSeriesType = "high" + GetIndicesSMAParamsSeriesTypeLow GetIndicesSMAParamsSeriesType = "low" + GetIndicesSMAParamsSeriesTypeOpen GetIndicesSMAParamsSeriesType = "open" +) + +// Defines values for GetIndicesSMAParamsOrder. +const ( + GetIndicesSMAParamsOrderAsc GetIndicesSMAParamsOrder = "asc" + GetIndicesSMAParamsOrderDesc GetIndicesSMAParamsOrder = "desc" +) + +// Defines values for GetOptionsSMAParamsTimespan. +const ( + GetOptionsSMAParamsTimespanDay GetOptionsSMAParamsTimespan = "day" + GetOptionsSMAParamsTimespanHour GetOptionsSMAParamsTimespan = "hour" + GetOptionsSMAParamsTimespanMinute GetOptionsSMAParamsTimespan = "minute" + GetOptionsSMAParamsTimespanMonth GetOptionsSMAParamsTimespan = "month" + GetOptionsSMAParamsTimespanQuarter GetOptionsSMAParamsTimespan = "quarter" + GetOptionsSMAParamsTimespanWeek GetOptionsSMAParamsTimespan = "week" + GetOptionsSMAParamsTimespanYear GetOptionsSMAParamsTimespan = "year" +) + +// Defines values for GetOptionsSMAParamsSeriesType. +const ( + GetOptionsSMAParamsSeriesTypeClose GetOptionsSMAParamsSeriesType = "close" + GetOptionsSMAParamsSeriesTypeHigh GetOptionsSMAParamsSeriesType = "high" + GetOptionsSMAParamsSeriesTypeLow GetOptionsSMAParamsSeriesType = "low" + GetOptionsSMAParamsSeriesTypeOpen GetOptionsSMAParamsSeriesType = "open" +) + +// Defines values for GetOptionsSMAParamsOrder. +const ( + GetOptionsSMAParamsOrderAsc GetOptionsSMAParamsOrder = "asc" + GetOptionsSMAParamsOrderDesc GetOptionsSMAParamsOrder = "desc" +) + +// Defines values for GetStocksSMAParamsTimespan. +const ( + GetStocksSMAParamsTimespanDay GetStocksSMAParamsTimespan = "day" + GetStocksSMAParamsTimespanHour GetStocksSMAParamsTimespan = "hour" + GetStocksSMAParamsTimespanMinute GetStocksSMAParamsTimespan = "minute" + GetStocksSMAParamsTimespanMonth GetStocksSMAParamsTimespan = "month" + GetStocksSMAParamsTimespanQuarter GetStocksSMAParamsTimespan = "quarter" + GetStocksSMAParamsTimespanWeek GetStocksSMAParamsTimespan = "week" + GetStocksSMAParamsTimespanYear GetStocksSMAParamsTimespan = "year" +) + +// Defines values for GetStocksSMAParamsSeriesType. +const ( + GetStocksSMAParamsSeriesTypeClose GetStocksSMAParamsSeriesType = "close" + GetStocksSMAParamsSeriesTypeHigh GetStocksSMAParamsSeriesType = "high" + GetStocksSMAParamsSeriesTypeLow GetStocksSMAParamsSeriesType = "low" + GetStocksSMAParamsSeriesTypeOpen GetStocksSMAParamsSeriesType = "open" +) + +// Defines values for GetStocksSMAParamsOrder. +const ( + GetStocksSMAParamsOrderAsc GetStocksSMAParamsOrder = "asc" + GetStocksSMAParamsOrderDesc GetStocksSMAParamsOrder = "desc" +) + +// Defines values for GetV1ReferenceIposParamsIpoStatus. +const ( + GetV1ReferenceIposParamsIpoStatusDirectListingProcess GetV1ReferenceIposParamsIpoStatus = "direct_listing_process" + GetV1ReferenceIposParamsIpoStatusHistory GetV1ReferenceIposParamsIpoStatus = "history" + GetV1ReferenceIposParamsIpoStatusNew GetV1ReferenceIposParamsIpoStatus = "new" + GetV1ReferenceIposParamsIpoStatusPending GetV1ReferenceIposParamsIpoStatus = "pending" + GetV1ReferenceIposParamsIpoStatusPostponed GetV1ReferenceIposParamsIpoStatus = "postponed" + GetV1ReferenceIposParamsIpoStatusRumor GetV1ReferenceIposParamsIpoStatus = "rumor" + GetV1ReferenceIposParamsIpoStatusWithdrawn GetV1ReferenceIposParamsIpoStatus = "withdrawn" +) + +// Defines values for GetV1ReferenceIposParamsIpoStatusAnyOf. +const ( + GetV1ReferenceIposParamsIpoStatusAnyOfDirectListingProcess GetV1ReferenceIposParamsIpoStatusAnyOf = "direct_listing_process" + GetV1ReferenceIposParamsIpoStatusAnyOfHistory GetV1ReferenceIposParamsIpoStatusAnyOf = "history" + GetV1ReferenceIposParamsIpoStatusAnyOfNew GetV1ReferenceIposParamsIpoStatusAnyOf = "new" + GetV1ReferenceIposParamsIpoStatusAnyOfPending GetV1ReferenceIposParamsIpoStatusAnyOf = "pending" + GetV1ReferenceIposParamsIpoStatusAnyOfPostponed GetV1ReferenceIposParamsIpoStatusAnyOf = "postponed" + GetV1ReferenceIposParamsIpoStatusAnyOfRumor GetV1ReferenceIposParamsIpoStatusAnyOf = "rumor" + GetV1ReferenceIposParamsIpoStatusAnyOfWithdrawn GetV1ReferenceIposParamsIpoStatusAnyOf = "withdrawn" +) + +// Defines values for GetCryptoAggregatesParamsTimespan. +const ( + GetCryptoAggregatesParamsTimespanDay GetCryptoAggregatesParamsTimespan = "day" + GetCryptoAggregatesParamsTimespanHour GetCryptoAggregatesParamsTimespan = "hour" + GetCryptoAggregatesParamsTimespanMinute GetCryptoAggregatesParamsTimespan = "minute" + GetCryptoAggregatesParamsTimespanMonth GetCryptoAggregatesParamsTimespan = "month" + GetCryptoAggregatesParamsTimespanQuarter GetCryptoAggregatesParamsTimespan = "quarter" + GetCryptoAggregatesParamsTimespanSecond GetCryptoAggregatesParamsTimespan = "second" + GetCryptoAggregatesParamsTimespanWeek GetCryptoAggregatesParamsTimespan = "week" + GetCryptoAggregatesParamsTimespanYear GetCryptoAggregatesParamsTimespan = "year" +) + +// Defines values for GetForexAggregatesParamsTimespan. +const ( + GetForexAggregatesParamsTimespanDay GetForexAggregatesParamsTimespan = "day" + GetForexAggregatesParamsTimespanHour GetForexAggregatesParamsTimespan = "hour" + GetForexAggregatesParamsTimespanMinute GetForexAggregatesParamsTimespan = "minute" + GetForexAggregatesParamsTimespanMonth GetForexAggregatesParamsTimespan = "month" + GetForexAggregatesParamsTimespanQuarter GetForexAggregatesParamsTimespan = "quarter" + GetForexAggregatesParamsTimespanSecond GetForexAggregatesParamsTimespan = "second" + GetForexAggregatesParamsTimespanWeek GetForexAggregatesParamsTimespan = "week" + GetForexAggregatesParamsTimespanYear GetForexAggregatesParamsTimespan = "year" +) + +// Defines values for GetIndicesAggregatesParamsTimespan. +const ( + GetIndicesAggregatesParamsTimespanDay GetIndicesAggregatesParamsTimespan = "day" + GetIndicesAggregatesParamsTimespanHour GetIndicesAggregatesParamsTimespan = "hour" + GetIndicesAggregatesParamsTimespanMinute GetIndicesAggregatesParamsTimespan = "minute" + GetIndicesAggregatesParamsTimespanMonth GetIndicesAggregatesParamsTimespan = "month" + GetIndicesAggregatesParamsTimespanQuarter GetIndicesAggregatesParamsTimespan = "quarter" + GetIndicesAggregatesParamsTimespanSecond GetIndicesAggregatesParamsTimespan = "second" + GetIndicesAggregatesParamsTimespanWeek GetIndicesAggregatesParamsTimespan = "week" + GetIndicesAggregatesParamsTimespanYear GetIndicesAggregatesParamsTimespan = "year" +) + +// Defines values for GetOptionsAggregatesParamsTimespan. +const ( + GetOptionsAggregatesParamsTimespanDay GetOptionsAggregatesParamsTimespan = "day" + GetOptionsAggregatesParamsTimespanHour GetOptionsAggregatesParamsTimespan = "hour" + GetOptionsAggregatesParamsTimespanMinute GetOptionsAggregatesParamsTimespan = "minute" + GetOptionsAggregatesParamsTimespanMonth GetOptionsAggregatesParamsTimespan = "month" + GetOptionsAggregatesParamsTimespanQuarter GetOptionsAggregatesParamsTimespan = "quarter" + GetOptionsAggregatesParamsTimespanSecond GetOptionsAggregatesParamsTimespan = "second" + GetOptionsAggregatesParamsTimespanWeek GetOptionsAggregatesParamsTimespan = "week" + GetOptionsAggregatesParamsTimespanYear GetOptionsAggregatesParamsTimespan = "year" +) + +// Defines values for GetStocksAggregatesParamsTimespan. +const ( + Day GetStocksAggregatesParamsTimespan = "day" + Hour GetStocksAggregatesParamsTimespan = "hour" + Minute GetStocksAggregatesParamsTimespan = "minute" + Month GetStocksAggregatesParamsTimespan = "month" + Quarter GetStocksAggregatesParamsTimespan = "quarter" + Second GetStocksAggregatesParamsTimespan = "second" + Week GetStocksAggregatesParamsTimespan = "week" + Year GetStocksAggregatesParamsTimespan = "year" +) + +// Defines values for ListNewsParamsOrder. +const ( + ListNewsParamsOrderAsc ListNewsParamsOrder = "asc" + ListNewsParamsOrderDesc ListNewsParamsOrder = "desc" +) + +// Defines values for ListNewsParamsSort. +const ( + PublishedUtc ListNewsParamsSort = "published_utc" +) + +// Defines values for GetCryptoSnapshotDirectionParamsDirection. +const ( + GetCryptoSnapshotDirectionParamsDirectionGainers GetCryptoSnapshotDirectionParamsDirection = "gainers" + GetCryptoSnapshotDirectionParamsDirectionLosers GetCryptoSnapshotDirectionParamsDirection = "losers" +) + +// Defines values for GetForexSnapshotDirectionParamsDirection. +const ( + GetForexSnapshotDirectionParamsDirectionGainers GetForexSnapshotDirectionParamsDirection = "gainers" + GetForexSnapshotDirectionParamsDirectionLosers GetForexSnapshotDirectionParamsDirection = "losers" +) + +// Defines values for GetStocksSnapshotDirectionParamsDirection. +const ( + Gainers GetStocksSnapshotDirectionParamsDirection = "gainers" + Losers GetStocksSnapshotDirectionParamsDirection = "losers" +) + +// Defines values for GetForexQuotesParamsOrder. +const ( + GetForexQuotesParamsOrderAsc GetForexQuotesParamsOrder = "asc" + GetForexQuotesParamsOrderDesc GetForexQuotesParamsOrder = "desc" +) + +// Defines values for GetForexQuotesParamsSort. +const ( + GetForexQuotesParamsSortTimestamp GetForexQuotesParamsSort = "timestamp" +) + +// Defines values for GetOptionsQuotesParamsOrder. +const ( + GetOptionsQuotesParamsOrderAsc GetOptionsQuotesParamsOrder = "asc" + GetOptionsQuotesParamsOrderDesc GetOptionsQuotesParamsOrder = "desc" +) + +// Defines values for GetOptionsQuotesParamsSort. +const ( + GetOptionsQuotesParamsSortTimestamp GetOptionsQuotesParamsSort = "timestamp" +) + +// Defines values for GetStocksQuotesParamsOrder. +const ( + GetStocksQuotesParamsOrderAsc GetStocksQuotesParamsOrder = "asc" + GetStocksQuotesParamsOrderDesc GetStocksQuotesParamsOrder = "desc" +) + +// Defines values for GetStocksQuotesParamsSort. +const ( + GetStocksQuotesParamsSortTimestamp GetStocksQuotesParamsSort = "timestamp" +) + +// Defines values for ListConditionsParamsAssetClass. +const ( + ListConditionsParamsAssetClassCrypto ListConditionsParamsAssetClass = "crypto" + ListConditionsParamsAssetClassFx ListConditionsParamsAssetClass = "fx" + ListConditionsParamsAssetClassOptions ListConditionsParamsAssetClass = "options" + ListConditionsParamsAssetClassStocks ListConditionsParamsAssetClass = "stocks" +) + +// Defines values for ListConditionsParamsDataType. +const ( + Bbo ListConditionsParamsDataType = "bbo" + Nbbo ListConditionsParamsDataType = "nbbo" + Trade ListConditionsParamsDataType = "trade" +) + +// Defines values for ListConditionsParamsSip. +const ( + CTA ListConditionsParamsSip = "CTA" + OPRA ListConditionsParamsSip = "OPRA" + UTP ListConditionsParamsSip = "UTP" +) + +// Defines values for ListConditionsParamsOrder. +const ( + ListConditionsParamsOrderAsc ListConditionsParamsOrder = "asc" + ListConditionsParamsOrderDesc ListConditionsParamsOrder = "desc" +) + +// Defines values for ListConditionsParamsSort. +const ( + ListConditionsParamsSortAssetClass ListConditionsParamsSort = "asset_class" + ListConditionsParamsSortDataTypes ListConditionsParamsSort = "data_types" + ListConditionsParamsSortId ListConditionsParamsSort = "id" + ListConditionsParamsSortLegacy ListConditionsParamsSort = "legacy" + ListConditionsParamsSortName ListConditionsParamsSort = "name" + ListConditionsParamsSortType ListConditionsParamsSort = "type" +) + +// Defines values for ListDividendsParamsFrequency. +const ( + ListDividendsParamsFrequencyN0 ListDividendsParamsFrequency = 0 + ListDividendsParamsFrequencyN1 ListDividendsParamsFrequency = 1 + ListDividendsParamsFrequencyN12 ListDividendsParamsFrequency = 12 + ListDividendsParamsFrequencyN2 ListDividendsParamsFrequency = 2 + ListDividendsParamsFrequencyN24 ListDividendsParamsFrequency = 24 + ListDividendsParamsFrequencyN4 ListDividendsParamsFrequency = 4 + ListDividendsParamsFrequencyN52 ListDividendsParamsFrequency = 52 +) + +// Defines values for ListDividendsParamsDividendType. +const ( + ListDividendsParamsDividendTypeCD ListDividendsParamsDividendType = "CD" + ListDividendsParamsDividendTypeLT ListDividendsParamsDividendType = "LT" + ListDividendsParamsDividendTypeSC ListDividendsParamsDividendType = "SC" + ListDividendsParamsDividendTypeST ListDividendsParamsDividendType = "ST" +) + +// Defines values for ListDividendsParamsOrder. +const ( + ListDividendsParamsOrderAsc ListDividendsParamsOrder = "asc" + ListDividendsParamsOrderDesc ListDividendsParamsOrder = "desc" +) + +// Defines values for ListDividendsParamsSort. +const ( + ListDividendsParamsSortCashAmount ListDividendsParamsSort = "cash_amount" + ListDividendsParamsSortDeclarationDate ListDividendsParamsSort = "declaration_date" + ListDividendsParamsSortExDividendDate ListDividendsParamsSort = "ex_dividend_date" + ListDividendsParamsSortPayDate ListDividendsParamsSort = "pay_date" + ListDividendsParamsSortRecordDate ListDividendsParamsSort = "record_date" + ListDividendsParamsSortTicker ListDividendsParamsSort = "ticker" +) + +// Defines values for ListExchangesParamsAssetClass. +const ( + ListExchangesParamsAssetClassCrypto ListExchangesParamsAssetClass = "crypto" + ListExchangesParamsAssetClassFutures ListExchangesParamsAssetClass = "futures" + ListExchangesParamsAssetClassFx ListExchangesParamsAssetClass = "fx" + ListExchangesParamsAssetClassOptions ListExchangesParamsAssetClass = "options" + ListExchangesParamsAssetClassStocks ListExchangesParamsAssetClass = "stocks" +) + +// Defines values for ListExchangesParamsLocale. +const ( + ListExchangesParamsLocaleGlobal ListExchangesParamsLocale = "global" + ListExchangesParamsLocaleUs ListExchangesParamsLocale = "us" +) + +// Defines values for ListOptionsContractsParamsContractType. +const ( + ListOptionsContractsParamsContractTypeCall ListOptionsContractsParamsContractType = "call" + ListOptionsContractsParamsContractTypePut ListOptionsContractsParamsContractType = "put" +) + +// Defines values for ListOptionsContractsParamsOrder. +const ( + ListOptionsContractsParamsOrderAsc ListOptionsContractsParamsOrder = "asc" + ListOptionsContractsParamsOrderDesc ListOptionsContractsParamsOrder = "desc" +) + +// Defines values for ListOptionsContractsParamsSort. +const ( + ListOptionsContractsParamsSortExpirationDate ListOptionsContractsParamsSort = "expiration_date" + ListOptionsContractsParamsSortStrikePrice ListOptionsContractsParamsSort = "strike_price" + ListOptionsContractsParamsSortTicker ListOptionsContractsParamsSort = "ticker" + ListOptionsContractsParamsSortUnderlyingTicker ListOptionsContractsParamsSort = "underlying_ticker" +) + +// Defines values for ListStockSplitsParamsOrder. +const ( + ListStockSplitsParamsOrderAsc ListStockSplitsParamsOrder = "asc" + ListStockSplitsParamsOrderDesc ListStockSplitsParamsOrder = "desc" +) + +// Defines values for ListStockSplitsParamsSort. +const ( + ListStockSplitsParamsSortExecutionDate ListStockSplitsParamsSort = "execution_date" + ListStockSplitsParamsSortTicker ListStockSplitsParamsSort = "ticker" +) + +// Defines values for ListTickersParamsType. +const ( + ListTickersParamsTypeADRC ListTickersParamsType = "ADRC" + ListTickersParamsTypeADRP ListTickersParamsType = "ADRP" + ListTickersParamsTypeADRR ListTickersParamsType = "ADRR" + ListTickersParamsTypeADRW ListTickersParamsType = "ADRW" + ListTickersParamsTypeAGEN ListTickersParamsType = "AGEN" + ListTickersParamsTypeBASKET ListTickersParamsType = "BASKET" + ListTickersParamsTypeBOND ListTickersParamsType = "BOND" + ListTickersParamsTypeCS ListTickersParamsType = "CS" + ListTickersParamsTypeEQLK ListTickersParamsType = "EQLK" + ListTickersParamsTypeETF ListTickersParamsType = "ETF" + ListTickersParamsTypeETN ListTickersParamsType = "ETN" + ListTickersParamsTypeFUND ListTickersParamsType = "FUND" + ListTickersParamsTypeGDR ListTickersParamsType = "GDR" + ListTickersParamsTypeINDEX ListTickersParamsType = "INDEX" + ListTickersParamsTypeLT ListTickersParamsType = "LT" + ListTickersParamsTypeNYRS ListTickersParamsType = "NYRS" + ListTickersParamsTypeOS ListTickersParamsType = "OS" + ListTickersParamsTypeOTHER ListTickersParamsType = "OTHER" + ListTickersParamsTypePFD ListTickersParamsType = "PFD" + ListTickersParamsTypeRIGHT ListTickersParamsType = "RIGHT" + ListTickersParamsTypeSP ListTickersParamsType = "SP" + ListTickersParamsTypeUNIT ListTickersParamsType = "UNIT" + ListTickersParamsTypeWARRANT ListTickersParamsType = "WARRANT" +) + +// Defines values for ListTickersParamsMarket. +const ( + ListTickersParamsMarketCrypto ListTickersParamsMarket = "crypto" + ListTickersParamsMarketFx ListTickersParamsMarket = "fx" + ListTickersParamsMarketIndices ListTickersParamsMarket = "indices" + ListTickersParamsMarketOtc ListTickersParamsMarket = "otc" + ListTickersParamsMarketStocks ListTickersParamsMarket = "stocks" +) + +// Defines values for ListTickersParamsOrder. +const ( + ListTickersParamsOrderAsc ListTickersParamsOrder = "asc" + ListTickersParamsOrderDesc ListTickersParamsOrder = "desc" +) + +// Defines values for ListTickersParamsSort. +const ( + ListTickersParamsSortBaseCurrencyName ListTickersParamsSort = "base_currency_name" + ListTickersParamsSortBaseCurrencySymbol ListTickersParamsSort = "base_currency_symbol" + ListTickersParamsSortCik ListTickersParamsSort = "cik" + ListTickersParamsSortCompositeFigi ListTickersParamsSort = "composite_figi" + ListTickersParamsSortCurrencyName ListTickersParamsSort = "currency_name" + ListTickersParamsSortCurrencySymbol ListTickersParamsSort = "currency_symbol" + ListTickersParamsSortDelistedUtc ListTickersParamsSort = "delisted_utc" + ListTickersParamsSortLastUpdatedUtc ListTickersParamsSort = "last_updated_utc" + ListTickersParamsSortLocale ListTickersParamsSort = "locale" + ListTickersParamsSortMarket ListTickersParamsSort = "market" + ListTickersParamsSortName ListTickersParamsSort = "name" + ListTickersParamsSortPrimaryExchange ListTickersParamsSort = "primary_exchange" + ListTickersParamsSortShareClassFigi ListTickersParamsSort = "share_class_figi" + ListTickersParamsSortTicker ListTickersParamsSort = "ticker" + ListTickersParamsSortType ListTickersParamsSort = "type" +) + +// Defines values for ListTickerTypesParamsAssetClass. +const ( + ListTickerTypesParamsAssetClassCrypto ListTickerTypesParamsAssetClass = "crypto" + ListTickerTypesParamsAssetClassFx ListTickerTypesParamsAssetClass = "fx" + ListTickerTypesParamsAssetClassIndices ListTickerTypesParamsAssetClass = "indices" + ListTickerTypesParamsAssetClassOptions ListTickerTypesParamsAssetClass = "options" + ListTickerTypesParamsAssetClassStocks ListTickerTypesParamsAssetClass = "stocks" +) + +// Defines values for ListTickerTypesParamsLocale. +const ( + ListTickerTypesParamsLocaleGlobal ListTickerTypesParamsLocale = "global" + ListTickerTypesParamsLocaleUs ListTickerTypesParamsLocale = "us" +) + +// Defines values for GetSnapshotsParamsType. +const ( + Crypto GetSnapshotsParamsType = "crypto" + Fx GetSnapshotsParamsType = "fx" + Indices GetSnapshotsParamsType = "indices" + Options GetSnapshotsParamsType = "options" + Stocks GetSnapshotsParamsType = "stocks" +) + +// Defines values for GetSnapshotsParamsOrder. +const ( + GetSnapshotsParamsOrderAsc GetSnapshotsParamsOrder = "asc" + GetSnapshotsParamsOrderDesc GetSnapshotsParamsOrder = "desc" +) + +// Defines values for GetSnapshotsParamsSort. +const ( + GetSnapshotsParamsSortTicker GetSnapshotsParamsSort = "ticker" +) + +// Defines values for GetIndicesSnapshotParamsOrder. +const ( + GetIndicesSnapshotParamsOrderAsc GetIndicesSnapshotParamsOrder = "asc" + GetIndicesSnapshotParamsOrderDesc GetIndicesSnapshotParamsOrder = "desc" +) + +// Defines values for GetIndicesSnapshotParamsSort. +const ( + GetIndicesSnapshotParamsSortTicker GetIndicesSnapshotParamsSort = "ticker" +) + +// Defines values for GetOptionsChainParamsContractType. +const ( + GetOptionsChainParamsContractTypeCall GetOptionsChainParamsContractType = "call" + GetOptionsChainParamsContractTypePut GetOptionsChainParamsContractType = "put" +) + +// Defines values for GetOptionsChainParamsOrder. +const ( + GetOptionsChainParamsOrderAsc GetOptionsChainParamsOrder = "asc" + GetOptionsChainParamsOrderDesc GetOptionsChainParamsOrder = "desc" +) + +// Defines values for GetOptionsChainParamsSort. +const ( + GetOptionsChainParamsSortExpirationDate GetOptionsChainParamsSort = "expiration_date" + GetOptionsChainParamsSortStrikePrice GetOptionsChainParamsSort = "strike_price" + GetOptionsChainParamsSortTicker GetOptionsChainParamsSort = "ticker" +) + +// Defines values for GetCryptoTradesParamsOrder. +const ( + GetCryptoTradesParamsOrderAsc GetCryptoTradesParamsOrder = "asc" + GetCryptoTradesParamsOrderDesc GetCryptoTradesParamsOrder = "desc" +) + +// Defines values for GetCryptoTradesParamsSort. +const ( + GetCryptoTradesParamsSortTimestamp GetCryptoTradesParamsSort = "timestamp" +) + +// Defines values for GetOptionsTradesParamsOrder. +const ( + GetOptionsTradesParamsOrderAsc GetOptionsTradesParamsOrder = "asc" + GetOptionsTradesParamsOrderDesc GetOptionsTradesParamsOrder = "desc" +) + +// Defines values for GetOptionsTradesParamsSort. +const ( + GetOptionsTradesParamsSortTimestamp GetOptionsTradesParamsSort = "timestamp" +) + +// Defines values for GetStocksTradesParamsOrder. +const ( + GetStocksTradesParamsOrderAsc GetStocksTradesParamsOrder = "asc" + GetStocksTradesParamsOrderDesc GetStocksTradesParamsOrder = "desc" +) + +// Defines values for GetStocksTradesParamsSort. +const ( + GetStocksTradesParamsSortTimestamp GetStocksTradesParamsSort = "timestamp" +) + +// Defines values for ListFinancialsParamsTimeframe. +const ( + Annual ListFinancialsParamsTimeframe = "annual" + Quarterly ListFinancialsParamsTimeframe = "quarterly" + Ttm ListFinancialsParamsTimeframe = "ttm" +) + +// Defines values for ListFinancialsParamsOrder. +const ( + ListFinancialsParamsOrderAsc ListFinancialsParamsOrder = "asc" + ListFinancialsParamsOrderDesc ListFinancialsParamsOrder = "desc" +) + +// Defines values for ListFinancialsParamsSort. +const ( + FilingDate ListFinancialsParamsSort = "filing_date" + PeriodOfReportDate ListFinancialsParamsSort = "period_of_report_date" +) + +// Defines values for ListIPOsParamsIpoStatus. +const ( + DirectListingProcess ListIPOsParamsIpoStatus = "direct_listing_process" + History ListIPOsParamsIpoStatus = "history" + New ListIPOsParamsIpoStatus = "new" + Pending ListIPOsParamsIpoStatus = "pending" + Postponed ListIPOsParamsIpoStatus = "postponed" + Rumor ListIPOsParamsIpoStatus = "rumor" + Withdrawn ListIPOsParamsIpoStatus = "withdrawn" +) + +// Defines values for ListIPOsParamsOrder. +const ( + Asc ListIPOsParamsOrder = "asc" + Desc ListIPOsParamsOrder = "desc" +) + +// Defines values for ListIPOsParamsSort. +const ( + AnnouncedDate ListIPOsParamsSort = "announced_date" + CurrencyCode ListIPOsParamsSort = "currency_code" + FinalIssuePrice ListIPOsParamsSort = "final_issue_price" + HighestOfferPrice ListIPOsParamsSort = "highest_offer_price" + IpoStatus ListIPOsParamsSort = "ipo_status" + Isin ListIPOsParamsSort = "isin" + IssuerName ListIPOsParamsSort = "issuer_name" + LastUpdated ListIPOsParamsSort = "last_updated" + ListingDate ListIPOsParamsSort = "listing_date" + LotSize ListIPOsParamsSort = "lot_size" + LowestOfferPrice ListIPOsParamsSort = "lowest_offer_price" + MaxSharesOffered ListIPOsParamsSort = "max_shares_offered" + MinSharesOffered ListIPOsParamsSort = "min_shares_offered" + PrimaryExchange ListIPOsParamsSort = "primary_exchange" + SecurityDescription ListIPOsParamsSort = "security_description" + SecurityType ListIPOsParamsSort = "security_type" + SharesOutstanding ListIPOsParamsSort = "shares_outstanding" + Ticker ListIPOsParamsSort = "ticker" + TotalOfferSize ListIPOsParamsSort = "total_offer_size" + UsCode ListIPOsParamsSort = "us_code" +) + +// GetBenzingaV1AnalystInsightsParams defines parameters for GetBenzingaV1AnalystInsights. +type GetBenzingaV1AnalystInsightsParams struct { + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` + + // LastUpdatedGt Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` + + // LastUpdatedGte Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` + + // LastUpdatedLt Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` + + // LastUpdatedLte Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `form:"firm,omitempty" json:"firm,omitempty"` + + // FirmAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FirmAnyOf *string `form:"firm.any_of,omitempty" json:"firm.any_of,omitempty"` + + // FirmGt Filter greater than the value. + FirmGt *string `form:"firm.gt,omitempty" json:"firm.gt,omitempty"` + + // FirmGte Filter greater than or equal to the value. + FirmGte *string `form:"firm.gte,omitempty" json:"firm.gte,omitempty"` + + // FirmLt Filter less than the value. + FirmLt *string `form:"firm.lt,omitempty" json:"firm.lt,omitempty"` + + // FirmLte Filter less than or equal to the value. + FirmLte *string `form:"firm.lte,omitempty" json:"firm.lte,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `form:"rating_action,omitempty" json:"rating_action,omitempty"` + + // RatingActionAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + RatingActionAnyOf *string `form:"rating_action.any_of,omitempty" json:"rating_action.any_of,omitempty"` + + // RatingActionGt Filter greater than the value. + RatingActionGt *string `form:"rating_action.gt,omitempty" json:"rating_action.gt,omitempty"` + + // RatingActionGte Filter greater than or equal to the value. + RatingActionGte *string `form:"rating_action.gte,omitempty" json:"rating_action.gte,omitempty"` + + // RatingActionLt Filter less than the value. + RatingActionLt *string `form:"rating_action.lt,omitempty" json:"rating_action.lt,omitempty"` + + // RatingActionLte Filter less than or equal to the value. + RatingActionLte *string `form:"rating_action.lte,omitempty" json:"rating_action.lte,omitempty"` + + // BenzingaFirmId The identifer used by Benzinga for the firm record. + BenzingaFirmId *string `form:"benzinga_firm_id,omitempty" json:"benzinga_firm_id,omitempty"` + + // BenzingaFirmIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaFirmIdAnyOf *string `form:"benzinga_firm_id.any_of,omitempty" json:"benzinga_firm_id.any_of,omitempty"` + + // BenzingaFirmIdGt Filter greater than the value. + BenzingaFirmIdGt *string `form:"benzinga_firm_id.gt,omitempty" json:"benzinga_firm_id.gt,omitempty"` + + // BenzingaFirmIdGte Filter greater than or equal to the value. + BenzingaFirmIdGte *string `form:"benzinga_firm_id.gte,omitempty" json:"benzinga_firm_id.gte,omitempty"` + + // BenzingaFirmIdLt Filter less than the value. + BenzingaFirmIdLt *string `form:"benzinga_firm_id.lt,omitempty" json:"benzinga_firm_id.lt,omitempty"` + + // BenzingaFirmIdLte Filter less than or equal to the value. + BenzingaFirmIdLte *string `form:"benzinga_firm_id.lte,omitempty" json:"benzinga_firm_id.lte,omitempty"` + + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `form:"benzinga_rating_id,omitempty" json:"benzinga_rating_id,omitempty"` + + // BenzingaRatingIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaRatingIdAnyOf *string `form:"benzinga_rating_id.any_of,omitempty" json:"benzinga_rating_id.any_of,omitempty"` + + // BenzingaRatingIdGt Filter greater than the value. + BenzingaRatingIdGt *string `form:"benzinga_rating_id.gt,omitempty" json:"benzinga_rating_id.gt,omitempty"` + + // BenzingaRatingIdGte Filter greater than or equal to the value. + BenzingaRatingIdGte *string `form:"benzinga_rating_id.gte,omitempty" json:"benzinga_rating_id.gte,omitempty"` + + // BenzingaRatingIdLt Filter less than the value. + BenzingaRatingIdLt *string `form:"benzinga_rating_id.lt,omitempty" json:"benzinga_rating_id.lt,omitempty"` + + // BenzingaRatingIdLte Filter less than or equal to the value. + BenzingaRatingIdLte *string `form:"benzinga_rating_id.lte,omitempty" json:"benzinga_rating_id.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1AnalystsParams defines parameters for GetBenzingaV1Analysts. +type GetBenzingaV1AnalystsParams struct { + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` + + // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaIdAnyOf *string `form:"benzinga_id.any_of,omitempty" json:"benzinga_id.any_of,omitempty"` + + // BenzingaIdGt Filter greater than the value. + BenzingaIdGt *string `form:"benzinga_id.gt,omitempty" json:"benzinga_id.gt,omitempty"` + + // BenzingaIdGte Filter greater than or equal to the value. + BenzingaIdGte *string `form:"benzinga_id.gte,omitempty" json:"benzinga_id.gte,omitempty"` + + // BenzingaIdLt Filter less than the value. + BenzingaIdLt *string `form:"benzinga_id.lt,omitempty" json:"benzinga_id.lt,omitempty"` + + // BenzingaIdLte Filter less than or equal to the value. + BenzingaIdLte *string `form:"benzinga_id.lte,omitempty" json:"benzinga_id.lte,omitempty"` + + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `form:"benzinga_firm_id,omitempty" json:"benzinga_firm_id,omitempty"` + + // BenzingaFirmIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaFirmIdAnyOf *string `form:"benzinga_firm_id.any_of,omitempty" json:"benzinga_firm_id.any_of,omitempty"` + + // BenzingaFirmIdGt Filter greater than the value. + BenzingaFirmIdGt *string `form:"benzinga_firm_id.gt,omitempty" json:"benzinga_firm_id.gt,omitempty"` + + // BenzingaFirmIdGte Filter greater than or equal to the value. + BenzingaFirmIdGte *string `form:"benzinga_firm_id.gte,omitempty" json:"benzinga_firm_id.gte,omitempty"` + + // BenzingaFirmIdLt Filter less than the value. + BenzingaFirmIdLt *string `form:"benzinga_firm_id.lt,omitempty" json:"benzinga_firm_id.lt,omitempty"` + + // BenzingaFirmIdLte Filter less than or equal to the value. + BenzingaFirmIdLte *string `form:"benzinga_firm_id.lte,omitempty" json:"benzinga_firm_id.lte,omitempty"` + + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `form:"firm_name,omitempty" json:"firm_name,omitempty"` + + // FirmNameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FirmNameAnyOf *string `form:"firm_name.any_of,omitempty" json:"firm_name.any_of,omitempty"` + + // FirmNameGt Filter greater than the value. + FirmNameGt *string `form:"firm_name.gt,omitempty" json:"firm_name.gt,omitempty"` + + // FirmNameGte Filter greater than or equal to the value. + FirmNameGte *string `form:"firm_name.gte,omitempty" json:"firm_name.gte,omitempty"` + + // FirmNameLt Filter less than the value. + FirmNameLt *string `form:"firm_name.lt,omitempty" json:"firm_name.lt,omitempty"` + + // FirmNameLte Filter less than or equal to the value. + FirmNameLte *string `form:"firm_name.lte,omitempty" json:"firm_name.lte,omitempty"` + + // FullName The full name of the analyst associated with the ratings. + FullName *string `form:"full_name,omitempty" json:"full_name,omitempty"` + + // FullNameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FullNameAnyOf *string `form:"full_name.any_of,omitempty" json:"full_name.any_of,omitempty"` + + // FullNameGt Filter greater than the value. + FullNameGt *string `form:"full_name.gt,omitempty" json:"full_name.gt,omitempty"` + + // FullNameGte Filter greater than or equal to the value. + FullNameGte *string `form:"full_name.gte,omitempty" json:"full_name.gte,omitempty"` + + // FullNameLt Filter less than the value. + FullNameLt *string `form:"full_name.lt,omitempty" json:"full_name.lt,omitempty"` + + // FullNameLte Filter less than or equal to the value. + FullNameLte *string `form:"full_name.lte,omitempty" json:"full_name.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'full_name' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1BullsBearsSayParams defines parameters for GetBenzingaV1BullsBearsSay. +type GetBenzingaV1BullsBearsSayParams struct { + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` + + // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaIdAnyOf *string `form:"benzinga_id.any_of,omitempty" json:"benzinga_id.any_of,omitempty"` + + // BenzingaIdGt Filter greater than the value. + BenzingaIdGt *string `form:"benzinga_id.gt,omitempty" json:"benzinga_id.gt,omitempty"` + + // BenzingaIdGte Filter greater than or equal to the value. + BenzingaIdGte *string `form:"benzinga_id.gte,omitempty" json:"benzinga_id.gte,omitempty"` + + // BenzingaIdLt Filter less than the value. + BenzingaIdLt *string `form:"benzinga_id.lt,omitempty" json:"benzinga_id.lt,omitempty"` + + // BenzingaIdLte Filter less than or equal to the value. + BenzingaIdLte *string `form:"benzinga_id.lte,omitempty" json:"benzinga_id.lte,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` + + // LastUpdatedGt Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` + + // LastUpdatedGte Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` + + // LastUpdatedLt Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` + + // LastUpdatedLte Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1ConsensusRatingsParams defines parameters for GetBenzingaV1ConsensusRatings. +type GetBenzingaV1ConsensusRatingsParams struct { + // Date The date range to aggregate analyst ratings over. For example, date.gte=2024-10-01 and date.lt=2025-01-01 for ratings published in Q4 2024. By default, all ratings are aggregated regardless of date. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetBenzingaV1EarningsParams defines parameters for GetBenzingaV1Earnings. +type GetBenzingaV1EarningsParams struct { + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Ticker The stock symbol of the company reporting earnings. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer. + Importance *int64 `form:"importance,omitempty" json:"importance,omitempty"` + + // ImportanceAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + ImportanceAnyOf *string `form:"importance.any_of,omitempty" json:"importance.any_of,omitempty"` + + // ImportanceGt Filter greater than the value. Value must be an integer. + ImportanceGt *int64 `form:"importance.gt,omitempty" json:"importance.gt,omitempty"` + + // ImportanceGte Filter greater than or equal to the value. Value must be an integer. + ImportanceGte *int64 `form:"importance.gte,omitempty" json:"importance.gte,omitempty"` + + // ImportanceLt Filter less than the value. Value must be an integer. + ImportanceLt *int64 `form:"importance.lt,omitempty" json:"importance.lt,omitempty"` + + // ImportanceLte Filter less than or equal to the value. Value must be an integer. + ImportanceLte *int64 `form:"importance.lte,omitempty" json:"importance.lte,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` + + // LastUpdatedAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedAnyOf *string `form:"last_updated.any_of,omitempty" json:"last_updated.any_of,omitempty"` + + // LastUpdatedGt Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` + + // LastUpdatedGte Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` + + // LastUpdatedLt Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` + + // LastUpdatedLte Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` + + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `form:"date_status,omitempty" json:"date_status,omitempty"` + + // DateStatusAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateStatusAnyOf *string `form:"date_status.any_of,omitempty" json:"date_status.any_of,omitempty"` + + // DateStatusGt Filter greater than the value. + DateStatusGt *string `form:"date_status.gt,omitempty" json:"date_status.gt,omitempty"` + + // DateStatusGte Filter greater than or equal to the value. + DateStatusGte *string `form:"date_status.gte,omitempty" json:"date_status.gte,omitempty"` + + // DateStatusLt Filter less than the value. + DateStatusLt *string `form:"date_status.lt,omitempty" json:"date_status.lt,omitempty"` + + // DateStatusLte Filter less than or equal to the value. + DateStatusLte *string `form:"date_status.lte,omitempty" json:"date_status.lte,omitempty"` + + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. Value must be a floating point number. + EpsSurprisePercent *float64 `form:"eps_surprise_percent,omitempty" json:"eps_surprise_percent,omitempty"` + + // EpsSurprisePercentAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number. + EpsSurprisePercentAnyOf *string `form:"eps_surprise_percent.any_of,omitempty" json:"eps_surprise_percent.any_of,omitempty"` + + // EpsSurprisePercentGt Filter greater than the value. Value must be a floating point number. + EpsSurprisePercentGt *float64 `form:"eps_surprise_percent.gt,omitempty" json:"eps_surprise_percent.gt,omitempty"` + + // EpsSurprisePercentGte Filter greater than or equal to the value. Value must be a floating point number. + EpsSurprisePercentGte *float64 `form:"eps_surprise_percent.gte,omitempty" json:"eps_surprise_percent.gte,omitempty"` + + // EpsSurprisePercentLt Filter less than the value. Value must be a floating point number. + EpsSurprisePercentLt *float64 `form:"eps_surprise_percent.lt,omitempty" json:"eps_surprise_percent.lt,omitempty"` + + // EpsSurprisePercentLte Filter less than or equal to the value. Value must be a floating point number. + EpsSurprisePercentLte *float64 `form:"eps_surprise_percent.lte,omitempty" json:"eps_surprise_percent.lte,omitempty"` + + // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. Value must be a floating point number. + RevenueSurprisePercent *float64 `form:"revenue_surprise_percent,omitempty" json:"revenue_surprise_percent,omitempty"` + + // RevenueSurprisePercentAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number. + RevenueSurprisePercentAnyOf *string `form:"revenue_surprise_percent.any_of,omitempty" json:"revenue_surprise_percent.any_of,omitempty"` + + // RevenueSurprisePercentGt Filter greater than the value. Value must be a floating point number. + RevenueSurprisePercentGt *float64 `form:"revenue_surprise_percent.gt,omitempty" json:"revenue_surprise_percent.gt,omitempty"` + + // RevenueSurprisePercentGte Filter greater than or equal to the value. Value must be a floating point number. + RevenueSurprisePercentGte *float64 `form:"revenue_surprise_percent.gte,omitempty" json:"revenue_surprise_percent.gte,omitempty"` + + // RevenueSurprisePercentLt Filter less than the value. Value must be a floating point number. + RevenueSurprisePercentLt *float64 `form:"revenue_surprise_percent.lt,omitempty" json:"revenue_surprise_percent.lt,omitempty"` + + // RevenueSurprisePercentLte Filter less than or equal to the value. Value must be a floating point number. + RevenueSurprisePercentLte *float64 `form:"revenue_surprise_percent.lte,omitempty" json:"revenue_surprise_percent.lte,omitempty"` + + // FiscalYear The fiscal year in which the earnings period falls. Value must be an integer. + FiscalYear *int64 `form:"fiscal_year,omitempty" json:"fiscal_year,omitempty"` + + // FiscalYearAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + FiscalYearAnyOf *string `form:"fiscal_year.any_of,omitempty" json:"fiscal_year.any_of,omitempty"` + + // FiscalYearGt Filter greater than the value. Value must be an integer. + FiscalYearGt *int64 `form:"fiscal_year.gt,omitempty" json:"fiscal_year.gt,omitempty"` + + // FiscalYearGte Filter greater than or equal to the value. Value must be an integer. + FiscalYearGte *int64 `form:"fiscal_year.gte,omitempty" json:"fiscal_year.gte,omitempty"` + + // FiscalYearLt Filter less than the value. Value must be an integer. + FiscalYearLt *int64 `form:"fiscal_year.lt,omitempty" json:"fiscal_year.lt,omitempty"` + + // FiscalYearLte Filter less than or equal to the value. Value must be an integer. + FiscalYearLte *int64 `form:"fiscal_year.lte,omitempty" json:"fiscal_year.lte,omitempty"` + + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `form:"fiscal_period,omitempty" json:"fiscal_period,omitempty"` + + // FiscalPeriodAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FiscalPeriodAnyOf *string `form:"fiscal_period.any_of,omitempty" json:"fiscal_period.any_of,omitempty"` + + // FiscalPeriodGt Filter greater than the value. + FiscalPeriodGt *string `form:"fiscal_period.gt,omitempty" json:"fiscal_period.gt,omitempty"` + + // FiscalPeriodGte Filter greater than or equal to the value. + FiscalPeriodGte *string `form:"fiscal_period.gte,omitempty" json:"fiscal_period.gte,omitempty"` + + // FiscalPeriodLt Filter less than the value. + FiscalPeriodLt *string `form:"fiscal_period.lt,omitempty" json:"fiscal_period.lt,omitempty"` + + // FiscalPeriodLte Filter less than or equal to the value. + FiscalPeriodLte *string `form:"fiscal_period.lte,omitempty" json:"fiscal_period.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1FirmsParams defines parameters for GetBenzingaV1Firms. +type GetBenzingaV1FirmsParams struct { + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` + + // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaIdAnyOf *string `form:"benzinga_id.any_of,omitempty" json:"benzinga_id.any_of,omitempty"` + + // BenzingaIdGt Filter greater than the value. + BenzingaIdGt *string `form:"benzinga_id.gt,omitempty" json:"benzinga_id.gt,omitempty"` + + // BenzingaIdGte Filter greater than or equal to the value. + BenzingaIdGte *string `form:"benzinga_id.gte,omitempty" json:"benzinga_id.gte,omitempty"` + + // BenzingaIdLt Filter less than the value. + BenzingaIdLt *string `form:"benzinga_id.lt,omitempty" json:"benzinga_id.lt,omitempty"` + + // BenzingaIdLte Filter less than or equal to the value. + BenzingaIdLte *string `form:"benzinga_id.lte,omitempty" json:"benzinga_id.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'name' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1GuidanceParams defines parameters for GetBenzingaV1Guidance. +type GetBenzingaV1GuidanceParams struct { + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) + Positioning *string `form:"positioning,omitempty" json:"positioning,omitempty"` + + // PositioningAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + PositioningAnyOf *string `form:"positioning.any_of,omitempty" json:"positioning.any_of,omitempty"` + + // PositioningGt Filter greater than the value. + PositioningGt *string `form:"positioning.gt,omitempty" json:"positioning.gt,omitempty"` + + // PositioningGte Filter greater than or equal to the value. + PositioningGte *string `form:"positioning.gte,omitempty" json:"positioning.gte,omitempty"` + + // PositioningLt Filter less than the value. + PositioningLt *string `form:"positioning.lt,omitempty" json:"positioning.lt,omitempty"` + + // PositioningLte Filter less than or equal to the value. + PositioningLte *string `form:"positioning.lte,omitempty" json:"positioning.lte,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer. + Importance *int64 `form:"importance,omitempty" json:"importance,omitempty"` + + // ImportanceAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + ImportanceAnyOf *string `form:"importance.any_of,omitempty" json:"importance.any_of,omitempty"` + + // ImportanceGt Filter greater than the value. Value must be an integer. + ImportanceGt *int64 `form:"importance.gt,omitempty" json:"importance.gt,omitempty"` + + // ImportanceGte Filter greater than or equal to the value. Value must be an integer. + ImportanceGte *int64 `form:"importance.gte,omitempty" json:"importance.gte,omitempty"` + + // ImportanceLt Filter less than the value. Value must be an integer. + ImportanceLt *int64 `form:"importance.lt,omitempty" json:"importance.lt,omitempty"` + + // ImportanceLte Filter less than or equal to the value. Value must be an integer. + ImportanceLte *int64 `form:"importance.lte,omitempty" json:"importance.lte,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` + + // LastUpdatedAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + LastUpdatedAnyOf *string `form:"last_updated.any_of,omitempty" json:"last_updated.any_of,omitempty"` + + // LastUpdatedGt Filter greater than the value. + LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` + + // LastUpdatedGte Filter greater than or equal to the value. + LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` + + // LastUpdatedLt Filter less than the value. + LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` + + // LastUpdatedLte Filter less than or equal to the value. + LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` + + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. Value must be an integer. + FiscalYear *int64 `form:"fiscal_year,omitempty" json:"fiscal_year,omitempty"` + + // FiscalYearAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + FiscalYearAnyOf *string `form:"fiscal_year.any_of,omitempty" json:"fiscal_year.any_of,omitempty"` + + // FiscalYearGt Filter greater than the value. Value must be an integer. + FiscalYearGt *int64 `form:"fiscal_year.gt,omitempty" json:"fiscal_year.gt,omitempty"` + + // FiscalYearGte Filter greater than or equal to the value. Value must be an integer. + FiscalYearGte *int64 `form:"fiscal_year.gte,omitempty" json:"fiscal_year.gte,omitempty"` + + // FiscalYearLt Filter less than the value. Value must be an integer. + FiscalYearLt *int64 `form:"fiscal_year.lt,omitempty" json:"fiscal_year.lt,omitempty"` + + // FiscalYearLte Filter less than or equal to the value. Value must be an integer. + FiscalYearLte *int64 `form:"fiscal_year.lte,omitempty" json:"fiscal_year.lte,omitempty"` + + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `form:"fiscal_period,omitempty" json:"fiscal_period,omitempty"` + + // FiscalPeriodAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FiscalPeriodAnyOf *string `form:"fiscal_period.any_of,omitempty" json:"fiscal_period.any_of,omitempty"` + + // FiscalPeriodGt Filter greater than the value. + FiscalPeriodGt *string `form:"fiscal_period.gt,omitempty" json:"fiscal_period.gt,omitempty"` + + // FiscalPeriodGte Filter greater than or equal to the value. + FiscalPeriodGte *string `form:"fiscal_period.gte,omitempty" json:"fiscal_period.gte,omitempty"` + + // FiscalPeriodLt Filter less than the value. + FiscalPeriodLt *string `form:"fiscal_period.lt,omitempty" json:"fiscal_period.lt,omitempty"` + + // FiscalPeriodLte Filter less than or equal to the value. + FiscalPeriodLte *string `form:"fiscal_period.lte,omitempty" json:"fiscal_period.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV1RatingsParams defines parameters for GetBenzingaV1Ratings. +type GetBenzingaV1RatingsParams struct { + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer. + Importance *int64 `form:"importance,omitempty" json:"importance,omitempty"` + + // ImportanceGt Filter greater than the value. Value must be an integer. + ImportanceGt *int64 `form:"importance.gt,omitempty" json:"importance.gt,omitempty"` + + // ImportanceGte Filter greater than or equal to the value. Value must be an integer. + ImportanceGte *int64 `form:"importance.gte,omitempty" json:"importance.gte,omitempty"` + + // ImportanceLt Filter less than the value. Value must be an integer. + ImportanceLt *int64 `form:"importance.lt,omitempty" json:"importance.lt,omitempty"` + + // ImportanceLte Filter less than or equal to the value. Value must be an integer. + ImportanceLte *int64 `form:"importance.lte,omitempty" json:"importance.lte,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` + + // LastUpdatedGt Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` + + // LastUpdatedGte Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` + + // LastUpdatedLt Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` + + // LastUpdatedLte Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `form:"rating_action,omitempty" json:"rating_action,omitempty"` + + // RatingActionAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + RatingActionAnyOf *string `form:"rating_action.any_of,omitempty" json:"rating_action.any_of,omitempty"` + + // RatingActionGt Filter greater than the value. + RatingActionGt *string `form:"rating_action.gt,omitempty" json:"rating_action.gt,omitempty"` + + // RatingActionGte Filter greater than or equal to the value. + RatingActionGte *string `form:"rating_action.gte,omitempty" json:"rating_action.gte,omitempty"` + + // RatingActionLt Filter less than the value. + RatingActionLt *string `form:"rating_action.lt,omitempty" json:"rating_action.lt,omitempty"` + + // RatingActionLte Filter less than or equal to the value. + RatingActionLte *string `form:"rating_action.lte,omitempty" json:"rating_action.lte,omitempty"` + + // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. + PriceTargetAction *string `form:"price_target_action,omitempty" json:"price_target_action,omitempty"` + + // PriceTargetActionAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + PriceTargetActionAnyOf *string `form:"price_target_action.any_of,omitempty" json:"price_target_action.any_of,omitempty"` + + // PriceTargetActionGt Filter greater than the value. + PriceTargetActionGt *string `form:"price_target_action.gt,omitempty" json:"price_target_action.gt,omitempty"` + + // PriceTargetActionGte Filter greater than or equal to the value. + PriceTargetActionGte *string `form:"price_target_action.gte,omitempty" json:"price_target_action.gte,omitempty"` + + // PriceTargetActionLt Filter less than the value. + PriceTargetActionLt *string `form:"price_target_action.lt,omitempty" json:"price_target_action.lt,omitempty"` + + // PriceTargetActionLte Filter less than or equal to the value. + PriceTargetActionLte *string `form:"price_target_action.lte,omitempty" json:"price_target_action.lte,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` + + // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaIdAnyOf *string `form:"benzinga_id.any_of,omitempty" json:"benzinga_id.any_of,omitempty"` + + // BenzingaIdGt Filter greater than the value. + BenzingaIdGt *string `form:"benzinga_id.gt,omitempty" json:"benzinga_id.gt,omitempty"` + + // BenzingaIdGte Filter greater than or equal to the value. + BenzingaIdGte *string `form:"benzinga_id.gte,omitempty" json:"benzinga_id.gte,omitempty"` + + // BenzingaIdLt Filter less than the value. + BenzingaIdLt *string `form:"benzinga_id.lt,omitempty" json:"benzinga_id.lt,omitempty"` + + // BenzingaIdLte Filter less than or equal to the value. + BenzingaIdLte *string `form:"benzinga_id.lte,omitempty" json:"benzinga_id.lte,omitempty"` + + // BenzingaAnalystId The identifer used by Benzinga for this analyst. + BenzingaAnalystId *string `form:"benzinga_analyst_id,omitempty" json:"benzinga_analyst_id,omitempty"` + + // BenzingaAnalystIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaAnalystIdAnyOf *string `form:"benzinga_analyst_id.any_of,omitempty" json:"benzinga_analyst_id.any_of,omitempty"` + + // BenzingaAnalystIdGt Filter greater than the value. + BenzingaAnalystIdGt *string `form:"benzinga_analyst_id.gt,omitempty" json:"benzinga_analyst_id.gt,omitempty"` + + // BenzingaAnalystIdGte Filter greater than or equal to the value. + BenzingaAnalystIdGte *string `form:"benzinga_analyst_id.gte,omitempty" json:"benzinga_analyst_id.gte,omitempty"` + + // BenzingaAnalystIdLt Filter less than the value. + BenzingaAnalystIdLt *string `form:"benzinga_analyst_id.lt,omitempty" json:"benzinga_analyst_id.lt,omitempty"` + + // BenzingaAnalystIdLte Filter less than or equal to the value. + BenzingaAnalystIdLte *string `form:"benzinga_analyst_id.lte,omitempty" json:"benzinga_analyst_id.lte,omitempty"` + + // BenzingaFirmId The identifer used by Benzinga for this firm. + BenzingaFirmId *string `form:"benzinga_firm_id,omitempty" json:"benzinga_firm_id,omitempty"` + + // BenzingaFirmIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + BenzingaFirmIdAnyOf *string `form:"benzinga_firm_id.any_of,omitempty" json:"benzinga_firm_id.any_of,omitempty"` + + // BenzingaFirmIdGt Filter greater than the value. + BenzingaFirmIdGt *string `form:"benzinga_firm_id.gt,omitempty" json:"benzinga_firm_id.gt,omitempty"` + + // BenzingaFirmIdGte Filter greater than or equal to the value. + BenzingaFirmIdGte *string `form:"benzinga_firm_id.gte,omitempty" json:"benzinga_firm_id.gte,omitempty"` + + // BenzingaFirmIdLt Filter less than the value. + BenzingaFirmIdLt *string `form:"benzinga_firm_id.lt,omitempty" json:"benzinga_firm_id.lt,omitempty"` + + // BenzingaFirmIdLte Filter less than or equal to the value. + BenzingaFirmIdLte *string `form:"benzinga_firm_id.lte,omitempty" json:"benzinga_firm_id.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetBenzingaV2NewsParams defines parameters for GetBenzingaV2News. +type GetBenzingaV2NewsParams struct { + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + Published *string `form:"published,omitempty" json:"published,omitempty"` + + // PublishedGt Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + PublishedGt *string `form:"published.gt,omitempty" json:"published.gt,omitempty"` + + // PublishedGte Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + PublishedGte *string `form:"published.gte,omitempty" json:"published.gte,omitempty"` + + // PublishedLt Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + PublishedLt *string `form:"published.lt,omitempty" json:"published.lt,omitempty"` + + // PublishedLte Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + PublishedLte *string `form:"published.lte,omitempty" json:"published.lte,omitempty"` + + // Channels Filter for arrays that contain the value. + Channels *string `form:"channels,omitempty" json:"channels,omitempty"` + + // ChannelsAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + ChannelsAllOf *string `form:"channels.all_of,omitempty" json:"channels.all_of,omitempty"` + + // ChannelsAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + ChannelsAnyOf *string `form:"channels.any_of,omitempty" json:"channels.any_of,omitempty"` + + // Tags Filter for arrays that contain the value. + Tags *string `form:"tags,omitempty" json:"tags,omitempty"` + + // TagsAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TagsAllOf *string `form:"tags.all_of,omitempty" json:"tags.all_of,omitempty"` + + // TagsAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TagsAnyOf *string `form:"tags.any_of,omitempty" json:"tags.any_of,omitempty"` + + // Author The name of the journalist or entity that authored the news article. + Author *string `form:"author,omitempty" json:"author,omitempty"` + + // AuthorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AuthorAnyOf *string `form:"author.any_of,omitempty" json:"author.any_of,omitempty"` + + // AuthorGt Filter greater than the value. + AuthorGt *string `form:"author.gt,omitempty" json:"author.gt,omitempty"` + + // AuthorGte Filter greater than or equal to the value. + AuthorGte *string `form:"author.gte,omitempty" json:"author.gte,omitempty"` + + // AuthorLt Filter less than the value. + AuthorLt *string `form:"author.lt,omitempty" json:"author.lt,omitempty"` + + // AuthorLte Filter less than or equal to the value. + AuthorLte *string `form:"author.lte,omitempty" json:"author.lte,omitempty"` + + // Stocks Filter for arrays that contain the value. + Stocks *string `form:"stocks,omitempty" json:"stocks,omitempty"` + + // StocksAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + StocksAllOf *string `form:"stocks.all_of,omitempty" json:"stocks.all_of,omitempty"` + + // StocksAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + StocksAnyOf *string `form:"stocks.any_of,omitempty" json:"stocks.any_of,omitempty"` + + // Tickers Filter for arrays that contain the value. + Tickers *string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // TickersAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TickersAllOf *string `form:"tickers.all_of,omitempty" json:"tickers.all_of,omitempty"` + + // TickersAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TickersAnyOf *string `form:"tickers.any_of,omitempty" json:"tickers.any_of,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'published' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetCryptoV1ExchangesParams defines parameters for GetCryptoV1Exchanges. +type GetCryptoV1ExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetEtfGlobalV1AnalyticsParams defines parameters for GetEtfGlobalV1Analytics. +type GetEtfGlobalV1AnalyticsParams struct { + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number. + RiskTotalScore *float64 `form:"risk_total_score,omitempty" json:"risk_total_score,omitempty"` + + // RiskTotalScoreGt Filter greater than the value. Value must be a floating point number. + RiskTotalScoreGt *float64 `form:"risk_total_score.gt,omitempty" json:"risk_total_score.gt,omitempty"` + + // RiskTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. + RiskTotalScoreGte *float64 `form:"risk_total_score.gte,omitempty" json:"risk_total_score.gte,omitempty"` + + // RiskTotalScoreLt Filter less than the value. Value must be a floating point number. + RiskTotalScoreLt *float64 `form:"risk_total_score.lt,omitempty" json:"risk_total_score.lt,omitempty"` + + // RiskTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. + RiskTotalScoreLte *float64 `form:"risk_total_score.lte,omitempty" json:"risk_total_score.lte,omitempty"` + + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number. + RewardScore *float64 `form:"reward_score,omitempty" json:"reward_score,omitempty"` + + // RewardScoreGt Filter greater than the value. Value must be a floating point number. + RewardScoreGt *float64 `form:"reward_score.gt,omitempty" json:"reward_score.gt,omitempty"` + + // RewardScoreGte Filter greater than or equal to the value. Value must be a floating point number. + RewardScoreGte *float64 `form:"reward_score.gte,omitempty" json:"reward_score.gte,omitempty"` + + // RewardScoreLt Filter less than the value. Value must be a floating point number. + RewardScoreLt *float64 `form:"reward_score.lt,omitempty" json:"reward_score.lt,omitempty"` + + // RewardScoreLte Filter less than or equal to the value. Value must be a floating point number. + RewardScoreLte *float64 `form:"reward_score.lte,omitempty" json:"reward_score.lte,omitempty"` + + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number. + QuantTotalScore *float64 `form:"quant_total_score,omitempty" json:"quant_total_score,omitempty"` + + // QuantTotalScoreGt Filter greater than the value. Value must be a floating point number. + QuantTotalScoreGt *float64 `form:"quant_total_score.gt,omitempty" json:"quant_total_score.gt,omitempty"` + + // QuantTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. + QuantTotalScoreGte *float64 `form:"quant_total_score.gte,omitempty" json:"quant_total_score.gte,omitempty"` + + // QuantTotalScoreLt Filter less than the value. Value must be a floating point number. + QuantTotalScoreLt *float64 `form:"quant_total_score.lt,omitempty" json:"quant_total_score.lt,omitempty"` + + // QuantTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. + QuantTotalScoreLte *float64 `form:"quant_total_score.lte,omitempty" json:"quant_total_score.lte,omitempty"` + + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `form:"quant_grade,omitempty" json:"quant_grade,omitempty"` + + // QuantGradeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + QuantGradeAnyOf *string `form:"quant_grade.any_of,omitempty" json:"quant_grade.any_of,omitempty"` + + // QuantGradeGt Filter greater than the value. + QuantGradeGt *string `form:"quant_grade.gt,omitempty" json:"quant_grade.gt,omitempty"` + + // QuantGradeGte Filter greater than or equal to the value. + QuantGradeGte *string `form:"quant_grade.gte,omitempty" json:"quant_grade.gte,omitempty"` + + // QuantGradeLt Filter less than the value. + QuantGradeLt *string `form:"quant_grade.lt,omitempty" json:"quant_grade.lt,omitempty"` + + // QuantGradeLte Filter less than or equal to the value. + QuantGradeLte *string `form:"quant_grade.lte,omitempty" json:"quant_grade.lte,omitempty"` + + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number. + QuantCompositeTechnical *float64 `form:"quant_composite_technical,omitempty" json:"quant_composite_technical,omitempty"` + + // QuantCompositeTechnicalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeTechnicalGt *float64 `form:"quant_composite_technical.gt,omitempty" json:"quant_composite_technical.gt,omitempty"` + + // QuantCompositeTechnicalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeTechnicalGte *float64 `form:"quant_composite_technical.gte,omitempty" json:"quant_composite_technical.gte,omitempty"` + + // QuantCompositeTechnicalLt Filter less than the value. Value must be a floating point number. + QuantCompositeTechnicalLt *float64 `form:"quant_composite_technical.lt,omitempty" json:"quant_composite_technical.lt,omitempty"` + + // QuantCompositeTechnicalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeTechnicalLte *float64 `form:"quant_composite_technical.lte,omitempty" json:"quant_composite_technical.lte,omitempty"` + + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number. + QuantCompositeSentiment *float64 `form:"quant_composite_sentiment,omitempty" json:"quant_composite_sentiment,omitempty"` + + // QuantCompositeSentimentGt Filter greater than the value. Value must be a floating point number. + QuantCompositeSentimentGt *float64 `form:"quant_composite_sentiment.gt,omitempty" json:"quant_composite_sentiment.gt,omitempty"` + + // QuantCompositeSentimentGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeSentimentGte *float64 `form:"quant_composite_sentiment.gte,omitempty" json:"quant_composite_sentiment.gte,omitempty"` + + // QuantCompositeSentimentLt Filter less than the value. Value must be a floating point number. + QuantCompositeSentimentLt *float64 `form:"quant_composite_sentiment.lt,omitempty" json:"quant_composite_sentiment.lt,omitempty"` + + // QuantCompositeSentimentLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeSentimentLte *float64 `form:"quant_composite_sentiment.lte,omitempty" json:"quant_composite_sentiment.lte,omitempty"` + + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number. + QuantCompositeBehavioral *float64 `form:"quant_composite_behavioral,omitempty" json:"quant_composite_behavioral,omitempty"` + + // QuantCompositeBehavioralGt Filter greater than the value. Value must be a floating point number. + QuantCompositeBehavioralGt *float64 `form:"quant_composite_behavioral.gt,omitempty" json:"quant_composite_behavioral.gt,omitempty"` + + // QuantCompositeBehavioralGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeBehavioralGte *float64 `form:"quant_composite_behavioral.gte,omitempty" json:"quant_composite_behavioral.gte,omitempty"` + + // QuantCompositeBehavioralLt Filter less than the value. Value must be a floating point number. + QuantCompositeBehavioralLt *float64 `form:"quant_composite_behavioral.lt,omitempty" json:"quant_composite_behavioral.lt,omitempty"` + + // QuantCompositeBehavioralLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeBehavioralLte *float64 `form:"quant_composite_behavioral.lte,omitempty" json:"quant_composite_behavioral.lte,omitempty"` + + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number. + QuantCompositeFundamental *float64 `form:"quant_composite_fundamental,omitempty" json:"quant_composite_fundamental,omitempty"` + + // QuantCompositeFundamentalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeFundamentalGt *float64 `form:"quant_composite_fundamental.gt,omitempty" json:"quant_composite_fundamental.gt,omitempty"` + + // QuantCompositeFundamentalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeFundamentalGte *float64 `form:"quant_composite_fundamental.gte,omitempty" json:"quant_composite_fundamental.gte,omitempty"` + + // QuantCompositeFundamentalLt Filter less than the value. Value must be a floating point number. + QuantCompositeFundamentalLt *float64 `form:"quant_composite_fundamental.lt,omitempty" json:"quant_composite_fundamental.lt,omitempty"` + + // QuantCompositeFundamentalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeFundamentalLte *float64 `form:"quant_composite_fundamental.lte,omitempty" json:"quant_composite_fundamental.lte,omitempty"` + + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number. + QuantCompositeGlobal *float64 `form:"quant_composite_global,omitempty" json:"quant_composite_global,omitempty"` + + // QuantCompositeGlobalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeGlobalGt *float64 `form:"quant_composite_global.gt,omitempty" json:"quant_composite_global.gt,omitempty"` + + // QuantCompositeGlobalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeGlobalGte *float64 `form:"quant_composite_global.gte,omitempty" json:"quant_composite_global.gte,omitempty"` + + // QuantCompositeGlobalLt Filter less than the value. Value must be a floating point number. + QuantCompositeGlobalLt *float64 `form:"quant_composite_global.lt,omitempty" json:"quant_composite_global.lt,omitempty"` + + // QuantCompositeGlobalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeGlobalLte *float64 `form:"quant_composite_global.lte,omitempty" json:"quant_composite_global.lte,omitempty"` + + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number. + QuantCompositeQuality *float64 `form:"quant_composite_quality,omitempty" json:"quant_composite_quality,omitempty"` + + // QuantCompositeQualityGt Filter greater than the value. Value must be a floating point number. + QuantCompositeQualityGt *float64 `form:"quant_composite_quality.gt,omitempty" json:"quant_composite_quality.gt,omitempty"` + + // QuantCompositeQualityGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeQualityGte *float64 `form:"quant_composite_quality.gte,omitempty" json:"quant_composite_quality.gte,omitempty"` + + // QuantCompositeQualityLt Filter less than the value. Value must be a floating point number. + QuantCompositeQualityLt *float64 `form:"quant_composite_quality.lt,omitempty" json:"quant_composite_quality.lt,omitempty"` + + // QuantCompositeQualityLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeQualityLte *float64 `form:"quant_composite_quality.lte,omitempty" json:"quant_composite_quality.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1ConstituentsParams defines parameters for GetEtfGlobalV1Constituents. +type GetEtfGlobalV1ConstituentsParams struct { + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `form:"constituent_ticker,omitempty" json:"constituent_ticker,omitempty"` + + // ConstituentTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ConstituentTickerAnyOf *string `form:"constituent_ticker.any_of,omitempty" json:"constituent_ticker.any_of,omitempty"` + + // ConstituentTickerGt Filter greater than the value. + ConstituentTickerGt *string `form:"constituent_ticker.gt,omitempty" json:"constituent_ticker.gt,omitempty"` + + // ConstituentTickerGte Filter greater than or equal to the value. + ConstituentTickerGte *string `form:"constituent_ticker.gte,omitempty" json:"constituent_ticker.gte,omitempty"` + + // ConstituentTickerLt Filter less than the value. + ConstituentTickerLt *string `form:"constituent_ticker.lt,omitempty" json:"constituent_ticker.lt,omitempty"` + + // ConstituentTickerLte Filter less than or equal to the value. + ConstituentTickerLte *string `form:"constituent_ticker.lte,omitempty" json:"constituent_ticker.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `form:"us_code,omitempty" json:"us_code,omitempty"` + + // UsCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + UsCodeAnyOf *string `form:"us_code.any_of,omitempty" json:"us_code.any_of,omitempty"` + + // UsCodeGt Filter greater than the value. + UsCodeGt *string `form:"us_code.gt,omitempty" json:"us_code.gt,omitempty"` + + // UsCodeGte Filter greater than or equal to the value. + UsCodeGte *string `form:"us_code.gte,omitempty" json:"us_code.gte,omitempty"` + + // UsCodeLt Filter less than the value. + UsCodeLt *string `form:"us_code.lt,omitempty" json:"us_code.lt,omitempty"` + + // UsCodeLte Filter less than or equal to the value. + UsCodeLte *string `form:"us_code.lte,omitempty" json:"us_code.lte,omitempty"` + + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + + // IsinAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + IsinAnyOf *string `form:"isin.any_of,omitempty" json:"isin.any_of,omitempty"` + + // IsinGt Filter greater than the value. + IsinGt *string `form:"isin.gt,omitempty" json:"isin.gt,omitempty"` + + // IsinGte Filter greater than or equal to the value. + IsinGte *string `form:"isin.gte,omitempty" json:"isin.gte,omitempty"` + + // IsinLt Filter less than the value. + IsinLt *string `form:"isin.lt,omitempty" json:"isin.lt,omitempty"` + + // IsinLte Filter less than or equal to the value. + IsinLte *string `form:"isin.lte,omitempty" json:"isin.lte,omitempty"` + + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `form:"figi,omitempty" json:"figi,omitempty"` + + // FigiAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FigiAnyOf *string `form:"figi.any_of,omitempty" json:"figi.any_of,omitempty"` + + // FigiGt Filter greater than the value. + FigiGt *string `form:"figi.gt,omitempty" json:"figi.gt,omitempty"` + + // FigiGte Filter greater than or equal to the value. + FigiGte *string `form:"figi.gte,omitempty" json:"figi.gte,omitempty"` + + // FigiLt Filter less than the value. + FigiLt *string `form:"figi.lt,omitempty" json:"figi.lt,omitempty"` + + // FigiLte Filter less than or equal to the value. + FigiLte *string `form:"figi.lte,omitempty" json:"figi.lte,omitempty"` + + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `form:"sedol,omitempty" json:"sedol,omitempty"` + + // SedolAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SedolAnyOf *string `form:"sedol.any_of,omitempty" json:"sedol.any_of,omitempty"` + + // SedolGt Filter greater than the value. + SedolGt *string `form:"sedol.gt,omitempty" json:"sedol.gt,omitempty"` + + // SedolGte Filter greater than or equal to the value. + SedolGte *string `form:"sedol.gte,omitempty" json:"sedol.gte,omitempty"` + + // SedolLt Filter less than the value. + SedolLt *string `form:"sedol.lt,omitempty" json:"sedol.lt,omitempty"` + + // SedolLte Filter less than or equal to the value. + SedolLte *string `form:"sedol.lte,omitempty" json:"sedol.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1FundFlowsParams defines parameters for GetEtfGlobalV1FundFlows. +type GetEtfGlobalV1FundFlowsParams struct { + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1ProfilesParams defines parameters for GetEtfGlobalV1Profiles. +type GetEtfGlobalV1ProfilesParams struct { + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1TaxonomiesParams defines parameters for GetEtfGlobalV1Taxonomies. +type GetEtfGlobalV1TaxonomiesParams struct { + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFedV1InflationParams defines parameters for GetFedV1Inflation. +type GetFedV1InflationParams struct { + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFedV1InflationExpectationsParams defines parameters for GetFedV1InflationExpectations. +type GetFedV1InflationExpectationsParams struct { + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFedV1LaborMarketParams defines parameters for GetFedV1LaborMarket. +type GetFedV1LaborMarketParams struct { + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFedV1TreasuryYieldsParams defines parameters for GetFedV1TreasuryYields. +type GetFedV1TreasuryYieldsParams struct { + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetForexV1ExchangesParams defines parameters for GetForexV1Exchanges. +type GetForexV1ExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetFuturesAggregatesParams defines parameters for GetFuturesAggregates. +type GetFuturesAggregatesParams struct { + // Resolution This sets the size of the aggregate windows. It accepts custom values that specify the granularity and the duration of the window. + // For example: 15mins, 30secs, 12hours, or 7days. + // There are maximum allowable candle sizes. For example, you can request "1min" to "59mins", but after that you will need to use "1hr". If you make a request for a candle size that is not supported, we will return a 400 "Bad Request - resolution value is not allowed." + Resolution *string `form:"resolution,omitempty" json:"resolution,omitempty"` + + // WindowStart Specifies the start time of the aggregate (OHLC) candles you want returned (YYYY-MM-DD date or nanosecond Unix timestamp). + // How it works - If not provided, the API returns the most recent candles available, up to the limit you set. - If provided, the value determines which candle(s) to return. The timestamp or date is “snapped” to the start time of the matching candle interval. - You can use comparison operators to form ranges: + // - `window_start.gte` – greater than or equal to + // - `window_start.gt` – greater than + // - `window_start.lte` – less than or equal to + // - `window_start.lt` – less than + // + // Examples 1. Most recent minute candles + // `/vX/aggs/ESU5?resolution=1min&limit=5` + // + // 2. Daily candle for August 5, 2025 + // `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05` + // + // 3. Daily candles from July 1–31, 2025 + // `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31` + // + // 4. 1,000 one-second candles after a specific timestamp + // `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000` + WindowStart *string `form:"window_start,omitempty" json:"window_start,omitempty"` + + // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // WindowStartGte Range by window_start. + WindowStartGte *string `form:"window_start.gte,omitempty" json:"window_start.gte,omitempty"` + + // WindowStartGt Range by window_start. + WindowStartGt *string `form:"window_start.gt,omitempty" json:"window_start.gt,omitempty"` + + // WindowStartLte Range by window_start. + WindowStartLte *string `form:"window_start.lte,omitempty" json:"window_start.lte,omitempty"` + + // WindowStartLt Range by window_start. + WindowStartLt *string `form:"window_start.lt,omitempty" json:"window_start.lt,omitempty"` + + // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). + Sort *GetFuturesAggregatesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesAggregatesParamsSort defines parameters for GetFuturesAggregates. +type GetFuturesAggregatesParamsSort string + +// GetFuturesVXContractsParams defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParams struct { + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // ProductCode The identifier for the contract's product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Ticker The ticker for the contract. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active *bool `form:"active,omitempty" json:"active,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *GetFuturesVXContractsParamsType `form:"type,omitempty" json:"type,omitempty"` + + // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TypeAnyOf *GetFuturesVXContractsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + + // FirstTradeDate The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDate *string `form:"first_trade_date,omitempty" json:"first_trade_date,omitempty"` + + // FirstTradeDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateGt *string `form:"first_trade_date.gt,omitempty" json:"first_trade_date.gt,omitempty"` + + // FirstTradeDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateGte *string `form:"first_trade_date.gte,omitempty" json:"first_trade_date.gte,omitempty"` + + // FirstTradeDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateLt *string `form:"first_trade_date.lt,omitempty" json:"first_trade_date.lt,omitempty"` + + // FirstTradeDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateLte *string `form:"first_trade_date.lte,omitempty" json:"first_trade_date.lte,omitempty"` + + // LastTradeDate The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'. + LastTradeDate *string `form:"last_trade_date,omitempty" json:"last_trade_date,omitempty"` + + // LastTradeDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateGt *string `form:"last_trade_date.gt,omitempty" json:"last_trade_date.gt,omitempty"` + + // LastTradeDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateGte *string `form:"last_trade_date.gte,omitempty" json:"last_trade_date.gte,omitempty"` + + // LastTradeDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateLt *string `form:"last_trade_date.lt,omitempty" json:"last_trade_date.lt,omitempty"` + + // LastTradeDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateLte *string `form:"last_trade_date.lte,omitempty" json:"last_trade_date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXContractsParamsType defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParamsType string + +// GetFuturesVXContractsParamsTypeAnyOf defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParamsTypeAnyOf string + +// GetFuturesVXExchangesParams defines parameters for GetFuturesVXExchanges. +type GetFuturesVXExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetFuturesVXMarketStatusParams defines parameters for GetFuturesVXMarketStatus. +type GetFuturesVXMarketStatusParams struct { + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetFuturesVXProductsParams defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParams struct { + // Name The full name of the product. + Name *string `form:"name,omitempty" json:"name,omitempty"` + + // NameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + NameAnyOf *string `form:"name.any_of,omitempty" json:"name.any_of,omitempty"` + + // NameGt Filter greater than the value. + NameGt *string `form:"name.gt,omitempty" json:"name.gt,omitempty"` + + // NameGte Filter greater than or equal to the value. + NameGte *string `form:"name.gte,omitempty" json:"name.gte,omitempty"` + + // NameLt Filter less than the value. + NameLt *string `form:"name.lt,omitempty" json:"name.lt,omitempty"` + + // NameLte Filter less than or equal to the value. + NameLte *string `form:"name.lte,omitempty" json:"name.lte,omitempty"` + + // ProductCode The identifier for the product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `form:"trading_venue,omitempty" json:"trading_venue,omitempty"` + + // TradingVenueAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TradingVenueAnyOf *string `form:"trading_venue.any_of,omitempty" json:"trading_venue.any_of,omitempty"` + + // TradingVenueGt Filter greater than the value. + TradingVenueGt *string `form:"trading_venue.gt,omitempty" json:"trading_venue.gt,omitempty"` + + // TradingVenueGte Filter greater than or equal to the value. + TradingVenueGte *string `form:"trading_venue.gte,omitempty" json:"trading_venue.gte,omitempty"` + + // TradingVenueLt Filter less than the value. + TradingVenueLt *string `form:"trading_venue.lt,omitempty" json:"trading_venue.lt,omitempty"` + + // TradingVenueLte Filter less than or equal to the value. + TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` + + // Sector The sector to which the product belongs. + Sector *GetFuturesVXProductsParamsSector `form:"sector,omitempty" json:"sector,omitempty"` + + // SectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SectorAnyOf *GetFuturesVXProductsParamsSectorAnyOf `form:"sector.any_of,omitempty" json:"sector.any_of,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *GetFuturesVXProductsParamsSubSector `form:"sub_sector,omitempty" json:"sub_sector,omitempty"` + + // SubSectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SubSectorAnyOf *GetFuturesVXProductsParamsSubSectorAnyOf `form:"sub_sector.any_of,omitempty" json:"sub_sector.any_of,omitempty"` + + // AssetClass The asset class to which the product belongs. + AssetClass *GetFuturesVXProductsParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + + // AssetClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AssetClassAnyOf *GetFuturesVXProductsParamsAssetClassAnyOf `form:"asset_class.any_of,omitempty" json:"asset_class.any_of,omitempty"` + + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *GetFuturesVXProductsParamsAssetSubClass `form:"asset_sub_class,omitempty" json:"asset_sub_class,omitempty"` + + // AssetSubClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AssetSubClassAnyOf *GetFuturesVXProductsParamsAssetSubClassAnyOf `form:"asset_sub_class.any_of,omitempty" json:"asset_sub_class.any_of,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *GetFuturesVXProductsParamsType `form:"type,omitempty" json:"type,omitempty"` + + // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TypeAnyOf *GetFuturesVXProductsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXProductsParamsSector defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSector string + +// GetFuturesVXProductsParamsSectorAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSectorAnyOf string + +// GetFuturesVXProductsParamsSubSector defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSubSector string + +// GetFuturesVXProductsParamsSubSectorAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSubSectorAnyOf string + +// GetFuturesVXProductsParamsAssetClass defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetClass string + +// GetFuturesVXProductsParamsAssetClassAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetClassAnyOf string + +// GetFuturesVXProductsParamsAssetSubClass defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetSubClass string + +// GetFuturesVXProductsParamsAssetSubClassAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetSubClassAnyOf string + +// GetFuturesVXProductsParamsType defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsType string + +// GetFuturesVXProductsParamsTypeAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsTypeAnyOf string + +// GetFuturesVXQuotesNewParams defines parameters for GetFuturesVXQuotesNew. +type GetFuturesVXQuotesNewParams struct { + // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampGte Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampLt Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesQuotesParams defines parameters for GetFuturesQuotes. +type GetFuturesQuotesParams struct { + // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // SessionEndDateGte Range by session_end_date. + SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` + + // SessionEndDateGt Range by session_end_date. + SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` + + // SessionEndDateLte Range by session_end_date. + SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` + + // SessionEndDateLt Range by session_end_date. + SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` + + // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). + Sort *GetFuturesQuotesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesQuotesParamsSort defines parameters for GetFuturesQuotes. +type GetFuturesQuotesParamsSort string + +// GetFuturesVXSchedulesParams defines parameters for GetFuturesVXSchedules. +type GetFuturesVXSchedulesParams struct { + // ProductCode The product code of the futures contract. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // SessionEndDateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SessionEndDateAnyOf *string `form:"session_end_date.any_of,omitempty" json:"session_end_date.any_of,omitempty"` + + // SessionEndDateGt Filter greater than the value. + SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` + + // SessionEndDateGte Filter greater than or equal to the value. + SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` + + // SessionEndDateLt Filter less than the value. + SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` + + // SessionEndDateLte Filter less than or equal to the value. + SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `form:"trading_venue,omitempty" json:"trading_venue,omitempty"` + + // TradingVenueAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TradingVenueAnyOf *string `form:"trading_venue.any_of,omitempty" json:"trading_venue.any_of,omitempty"` + + // TradingVenueGt Filter greater than the value. + TradingVenueGt *string `form:"trading_venue.gt,omitempty" json:"trading_venue.gt,omitempty"` + + // TradingVenueGte Filter greater than or equal to the value. + TradingVenueGte *string `form:"trading_venue.gte,omitempty" json:"trading_venue.gte,omitempty"` + + // TradingVenueLt Filter less than the value. + TradingVenueLt *string `form:"trading_venue.lt,omitempty" json:"trading_venue.lt,omitempty"` + + // TradingVenueLte Filter less than or equal to the value. + TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXSnapshotParams defines parameters for GetFuturesVXSnapshot. +type GetFuturesVXSnapshotParams struct { + // ProductCode The code for the contracts' underlying product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXSnapshotNativeParams defines parameters for GetFuturesVXSnapshotNative. +type GetFuturesVXSnapshotNativeParams struct { + // ProductCode The code for the contracts' underlying product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXTradesNewParams defines parameters for GetFuturesVXTradesNew. +type GetFuturesVXTradesNewParams struct { + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampGte Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampLt Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesTradesParams defines parameters for GetFuturesTrades. +type GetFuturesTradesParams struct { + // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // SessionEndDateGte Range by session_end_date. + SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` + + // SessionEndDateGt Range by session_end_date. + SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` + + // SessionEndDateLte Range by session_end_date. + SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` + + // SessionEndDateLt Range by session_end_date. + SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` + + // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). + Sort *GetFuturesTradesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesTradesParamsSort defines parameters for GetFuturesTrades. +type GetFuturesTradesParamsSort string + +// GetOptionsV1ExchangesParams defines parameters for GetOptionsV1Exchanges. +type GetOptionsV1ExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetStocksFilings10KVXSectionsParams defines parameters for GetStocksFilings10KVXSections. +type GetStocksFilings10KVXSectionsParams struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *GetStocksFilings10KVXSectionsParamsSection `form:"section,omitempty" json:"section,omitempty"` + + // SectionAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SectionAnyOf *GetStocksFilings10KVXSectionsParamsSectionAnyOf `form:"section.any_of,omitempty" json:"section.any_of,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + PeriodEnd *string `form:"period_end,omitempty" json:"period_end,omitempty"` + + // PeriodEndGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGt *string `form:"period_end.gt,omitempty" json:"period_end.gt,omitempty"` + + // PeriodEndGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGte *string `form:"period_end.gte,omitempty" json:"period_end.gte,omitempty"` + + // PeriodEndLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLt *string `form:"period_end.lt,omitempty" json:"period_end.lt,omitempty"` + + // PeriodEndLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLte *string `form:"period_end.lte,omitempty" json:"period_end.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '9999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFilings10KVXSectionsParamsSection defines parameters for GetStocksFilings10KVXSections. +type GetStocksFilings10KVXSectionsParamsSection string + +// GetStocksFilings10KVXSectionsParamsSectionAnyOf defines parameters for GetStocksFilings10KVXSections. +type GetStocksFilings10KVXSectionsParamsSectionAnyOf string + +// GetStocksFilingsVXIndexParams defines parameters for GetStocksFilingsVXIndex. +type GetStocksFilingsVXIndexParams struct { + // Cik SEC Central Index Key (CIK) identifying the filing entity. + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Ticker Stock ticker symbol for the filing entity, if available. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). + FormType *string `form:"form_type,omitempty" json:"form_type,omitempty"` + + // FormTypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FormTypeAnyOf *string `form:"form_type.any_of,omitempty" json:"form_type.any_of,omitempty"` + + // FormTypeGt Filter greater than the value. + FormTypeGt *string `form:"form_type.gt,omitempty" json:"form_type.gt,omitempty"` + + // FormTypeGte Filter greater than or equal to the value. + FormTypeGte *string `form:"form_type.gte,omitempty" json:"form_type.gte,omitempty"` + + // FormTypeLt Filter less than the value. + FormTypeLt *string `form:"form_type.lt,omitempty" json:"form_type.lt,omitempty"` + + // FormTypeLte Filter less than or equal to the value. + FormTypeLte *string `form:"form_type.lte,omitempty" json:"form_type.lte,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFilingsVXRiskFactorsParams defines parameters for GetStocksFilingsVXRiskFactors. +type GetStocksFilingsVXRiskFactorsParams struct { + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FilingDateAnyOf *string `form:"filing_date.any_of,omitempty" json:"filing_date.any_of,omitempty"` + + // FilingDateGt Filter greater than the value. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFinancialsV1BalanceSheetsParams defines parameters for GetStocksFinancialsV1BalanceSheets. +type GetStocksFinancialsV1BalanceSheetsParams struct { + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Tickers Filter for arrays that contain the value. + Tickers *string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // TickersAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TickersAllOf *string `form:"tickers.all_of,omitempty" json:"tickers.all_of,omitempty"` + + // TickersAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TickersAnyOf *string `form:"tickers.any_of,omitempty" json:"tickers.any_of,omitempty"` + + // PeriodEnd The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken. Value must be formatted 'yyyy-mm-dd'. + PeriodEnd *string `form:"period_end,omitempty" json:"period_end,omitempty"` + + // PeriodEndGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGt *string `form:"period_end.gt,omitempty" json:"period_end.gt,omitempty"` + + // PeriodEndGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGte *string `form:"period_end.gte,omitempty" json:"period_end.gte,omitempty"` + + // PeriodEndLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLt *string `form:"period_end.lt,omitempty" json:"period_end.lt,omitempty"` + + // PeriodEndLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLte *string `form:"period_end.lte,omitempty" json:"period_end.lte,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // FiscalYear The fiscal year for the reporting period. Value must be a floating point number. + FiscalYear *float64 `form:"fiscal_year,omitempty" json:"fiscal_year,omitempty"` + + // FiscalYearGt Filter greater than the value. Value must be a floating point number. + FiscalYearGt *float64 `form:"fiscal_year.gt,omitempty" json:"fiscal_year.gt,omitempty"` + + // FiscalYearGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalYearGte *float64 `form:"fiscal_year.gte,omitempty" json:"fiscal_year.gte,omitempty"` + + // FiscalYearLt Filter less than the value. Value must be a floating point number. + FiscalYearLt *float64 `form:"fiscal_year.lt,omitempty" json:"fiscal_year.lt,omitempty"` + + // FiscalYearLte Filter less than or equal to the value. Value must be a floating point number. + FiscalYearLte *float64 `form:"fiscal_year.lte,omitempty" json:"fiscal_year.lte,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. Value must be a floating point number. + FiscalQuarter *float64 `form:"fiscal_quarter,omitempty" json:"fiscal_quarter,omitempty"` + + // FiscalQuarterGt Filter greater than the value. Value must be a floating point number. + FiscalQuarterGt *float64 `form:"fiscal_quarter.gt,omitempty" json:"fiscal_quarter.gt,omitempty"` + + // FiscalQuarterGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalQuarterGte *float64 `form:"fiscal_quarter.gte,omitempty" json:"fiscal_quarter.gte,omitempty"` + + // FiscalQuarterLt Filter less than the value. Value must be a floating point number. + FiscalQuarterLt *float64 `form:"fiscal_quarter.lt,omitempty" json:"fiscal_quarter.lt,omitempty"` + + // FiscalQuarterLte Filter less than or equal to the value. Value must be a floating point number. + FiscalQuarterLte *float64 `form:"fiscal_quarter.lte,omitempty" json:"fiscal_quarter.lte,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual. + Timeframe *string `form:"timeframe,omitempty" json:"timeframe,omitempty"` + + // TimeframeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TimeframeAnyOf *string `form:"timeframe.any_of,omitempty" json:"timeframe.any_of,omitempty"` + + // TimeframeGt Filter greater than the value. + TimeframeGt *string `form:"timeframe.gt,omitempty" json:"timeframe.gt,omitempty"` + + // TimeframeGte Filter greater than or equal to the value. + TimeframeGte *string `form:"timeframe.gte,omitempty" json:"timeframe.gte,omitempty"` + + // TimeframeLt Filter less than the value. + TimeframeLt *string `form:"timeframe.lt,omitempty" json:"timeframe.lt,omitempty"` + + // TimeframeLte Filter less than or equal to the value. + TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` + + // MaxTicker Filter equal to the value. + MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` + + // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` + + // MaxTickerGt Filter greater than the value. + MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` + + // MaxTickerGte Filter greater than or equal to the value. + MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` + + // MaxTickerLt Filter less than the value. + MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` + + // MaxTickerLte Filter less than or equal to the value. + MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` + + // MinTicker Filter equal to the value. + MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` + + // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` + + // MinTickerGt Filter greater than the value. + MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` + + // MinTickerGte Filter greater than or equal to the value. + MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` + + // MinTickerLt Filter less than the value. + MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` + + // MinTickerLte Filter less than or equal to the value. + MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFinancialsV1CashFlowStatementsParams defines parameters for GetStocksFinancialsV1CashFlowStatements. +type GetStocksFinancialsV1CashFlowStatementsParams struct { + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + PeriodEnd *string `form:"period_end,omitempty" json:"period_end,omitempty"` + + // PeriodEndGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGt *string `form:"period_end.gt,omitempty" json:"period_end.gt,omitempty"` + + // PeriodEndGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGte *string `form:"period_end.gte,omitempty" json:"period_end.gte,omitempty"` + + // PeriodEndLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLt *string `form:"period_end.lt,omitempty" json:"period_end.lt,omitempty"` + + // PeriodEndLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLte *string `form:"period_end.lte,omitempty" json:"period_end.lte,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // Tickers Filter for arrays that contain the value. + Tickers *string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // TickersAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TickersAllOf *string `form:"tickers.all_of,omitempty" json:"tickers.all_of,omitempty"` + + // TickersAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TickersAnyOf *string `form:"tickers.any_of,omitempty" json:"tickers.any_of,omitempty"` + + // FiscalYear The fiscal year for the reporting period. Value must be a floating point number. + FiscalYear *float64 `form:"fiscal_year,omitempty" json:"fiscal_year,omitempty"` + + // FiscalYearGt Filter greater than the value. Value must be a floating point number. + FiscalYearGt *float64 `form:"fiscal_year.gt,omitempty" json:"fiscal_year.gt,omitempty"` + + // FiscalYearGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalYearGte *float64 `form:"fiscal_year.gte,omitempty" json:"fiscal_year.gte,omitempty"` + + // FiscalYearLt Filter less than the value. Value must be a floating point number. + FiscalYearLt *float64 `form:"fiscal_year.lt,omitempty" json:"fiscal_year.lt,omitempty"` + + // FiscalYearLte Filter less than or equal to the value. Value must be a floating point number. + FiscalYearLte *float64 `form:"fiscal_year.lte,omitempty" json:"fiscal_year.lte,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. Value must be a floating point number. + FiscalQuarter *float64 `form:"fiscal_quarter,omitempty" json:"fiscal_quarter,omitempty"` + + // FiscalQuarterGt Filter greater than the value. Value must be a floating point number. + FiscalQuarterGt *float64 `form:"fiscal_quarter.gt,omitempty" json:"fiscal_quarter.gt,omitempty"` + + // FiscalQuarterGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalQuarterGte *float64 `form:"fiscal_quarter.gte,omitempty" json:"fiscal_quarter.gte,omitempty"` + + // FiscalQuarterLt Filter less than the value. Value must be a floating point number. + FiscalQuarterLt *float64 `form:"fiscal_quarter.lt,omitempty" json:"fiscal_quarter.lt,omitempty"` + + // FiscalQuarterLte Filter less than or equal to the value. Value must be a floating point number. + FiscalQuarterLte *float64 `form:"fiscal_quarter.lte,omitempty" json:"fiscal_quarter.lte,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `form:"timeframe,omitempty" json:"timeframe,omitempty"` + + // TimeframeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TimeframeAnyOf *string `form:"timeframe.any_of,omitempty" json:"timeframe.any_of,omitempty"` + + // TimeframeGt Filter greater than the value. + TimeframeGt *string `form:"timeframe.gt,omitempty" json:"timeframe.gt,omitempty"` + + // TimeframeGte Filter greater than or equal to the value. + TimeframeGte *string `form:"timeframe.gte,omitempty" json:"timeframe.gte,omitempty"` + + // TimeframeLt Filter less than the value. + TimeframeLt *string `form:"timeframe.lt,omitempty" json:"timeframe.lt,omitempty"` + + // TimeframeLte Filter less than or equal to the value. + TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` + + // MaxTicker Filter equal to the value. + MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` + + // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` + + // MaxTickerGt Filter greater than the value. + MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` + + // MaxTickerGte Filter greater than or equal to the value. + MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` + + // MaxTickerLt Filter less than the value. + MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` + + // MaxTickerLte Filter less than or equal to the value. + MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` + + // MinTicker Filter equal to the value. + MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` + + // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` + + // MinTickerGt Filter greater than the value. + MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` + + // MinTickerGte Filter greater than or equal to the value. + MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` + + // MinTickerLt Filter less than the value. + MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` + + // MinTickerLte Filter less than or equal to the value. + MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFinancialsV1IncomeStatementsParams defines parameters for GetStocksFinancialsV1IncomeStatements. +type GetStocksFinancialsV1IncomeStatementsParams struct { + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Tickers Filter for arrays that contain the value. + Tickers *string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // TickersAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TickersAllOf *string `form:"tickers.all_of,omitempty" json:"tickers.all_of,omitempty"` + + // TickersAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TickersAnyOf *string `form:"tickers.any_of,omitempty" json:"tickers.any_of,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + PeriodEnd *string `form:"period_end,omitempty" json:"period_end,omitempty"` + + // PeriodEndGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGt *string `form:"period_end.gt,omitempty" json:"period_end.gt,omitempty"` + + // PeriodEndGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGte *string `form:"period_end.gte,omitempty" json:"period_end.gte,omitempty"` + + // PeriodEndLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLt *string `form:"period_end.lt,omitempty" json:"period_end.lt,omitempty"` + + // PeriodEndLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLte *string `form:"period_end.lte,omitempty" json:"period_end.lte,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // FiscalYear The fiscal year for the reporting period. Value must be a floating point number. + FiscalYear *float64 `form:"fiscal_year,omitempty" json:"fiscal_year,omitempty"` + + // FiscalYearGt Filter greater than the value. Value must be a floating point number. + FiscalYearGt *float64 `form:"fiscal_year.gt,omitempty" json:"fiscal_year.gt,omitempty"` + + // FiscalYearGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalYearGte *float64 `form:"fiscal_year.gte,omitempty" json:"fiscal_year.gte,omitempty"` + + // FiscalYearLt Filter less than the value. Value must be a floating point number. + FiscalYearLt *float64 `form:"fiscal_year.lt,omitempty" json:"fiscal_year.lt,omitempty"` + + // FiscalYearLte Filter less than or equal to the value. Value must be a floating point number. + FiscalYearLte *float64 `form:"fiscal_year.lte,omitempty" json:"fiscal_year.lte,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. Value must be a floating point number. + FiscalQuarter *float64 `form:"fiscal_quarter,omitempty" json:"fiscal_quarter,omitempty"` + + // FiscalQuarterGt Filter greater than the value. Value must be a floating point number. + FiscalQuarterGt *float64 `form:"fiscal_quarter.gt,omitempty" json:"fiscal_quarter.gt,omitempty"` + + // FiscalQuarterGte Filter greater than or equal to the value. Value must be a floating point number. + FiscalQuarterGte *float64 `form:"fiscal_quarter.gte,omitempty" json:"fiscal_quarter.gte,omitempty"` + + // FiscalQuarterLt Filter less than the value. Value must be a floating point number. + FiscalQuarterLt *float64 `form:"fiscal_quarter.lt,omitempty" json:"fiscal_quarter.lt,omitempty"` + + // FiscalQuarterLte Filter less than or equal to the value. Value must be a floating point number. + FiscalQuarterLte *float64 `form:"fiscal_quarter.lte,omitempty" json:"fiscal_quarter.lte,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `form:"timeframe,omitempty" json:"timeframe,omitempty"` + + // TimeframeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TimeframeAnyOf *string `form:"timeframe.any_of,omitempty" json:"timeframe.any_of,omitempty"` + + // TimeframeGt Filter greater than the value. + TimeframeGt *string `form:"timeframe.gt,omitempty" json:"timeframe.gt,omitempty"` + + // TimeframeGte Filter greater than or equal to the value. + TimeframeGte *string `form:"timeframe.gte,omitempty" json:"timeframe.gte,omitempty"` + + // TimeframeLt Filter less than the value. + TimeframeLt *string `form:"timeframe.lt,omitempty" json:"timeframe.lt,omitempty"` + + // TimeframeLte Filter less than or equal to the value. + TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` + + // MaxTicker Filter equal to the value. + MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` + + // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` + + // MaxTickerGt Filter greater than the value. + MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` + + // MaxTickerGte Filter greater than or equal to the value. + MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` + + // MaxTickerLt Filter less than the value. + MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` + + // MaxTickerLte Filter less than or equal to the value. + MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` + + // MinTicker Filter equal to the value. + MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` + + // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` + + // MinTickerGt Filter greater than the value. + MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` + + // MinTickerGte Filter greater than or equal to the value. + MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` + + // MinTickerLt Filter less than the value. + MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` + + // MinTickerLte Filter less than or equal to the value. + MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFinancialsV1RatiosParams defines parameters for GetStocksFinancialsV1Ratios. +type GetStocksFinancialsV1RatiosParams struct { + // Ticker Stock ticker symbol for the company. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Price Stock price used in ratio calculations, typically the closing price for the given date. Value must be a floating point number. + Price *float64 `form:"price,omitempty" json:"price,omitempty"` + + // PriceGt Filter greater than the value. Value must be a floating point number. + PriceGt *float64 `form:"price.gt,omitempty" json:"price.gt,omitempty"` + + // PriceGte Filter greater than or equal to the value. Value must be a floating point number. + PriceGte *float64 `form:"price.gte,omitempty" json:"price.gte,omitempty"` + + // PriceLt Filter less than the value. Value must be a floating point number. + PriceLt *float64 `form:"price.lt,omitempty" json:"price.lt,omitempty"` + + // PriceLte Filter less than or equal to the value. Value must be a floating point number. + PriceLte *float64 `form:"price.lte,omitempty" json:"price.lte,omitempty"` + + // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. Value must be a floating point number. + AverageVolume *float64 `form:"average_volume,omitempty" json:"average_volume,omitempty"` + + // AverageVolumeGt Filter greater than the value. Value must be a floating point number. + AverageVolumeGt *float64 `form:"average_volume.gt,omitempty" json:"average_volume.gt,omitempty"` + + // AverageVolumeGte Filter greater than or equal to the value. Value must be a floating point number. + AverageVolumeGte *float64 `form:"average_volume.gte,omitempty" json:"average_volume.gte,omitempty"` + + // AverageVolumeLt Filter less than the value. Value must be a floating point number. + AverageVolumeLt *float64 `form:"average_volume.lt,omitempty" json:"average_volume.lt,omitempty"` + + // AverageVolumeLte Filter less than or equal to the value. Value must be a floating point number. + AverageVolumeLte *float64 `form:"average_volume.lte,omitempty" json:"average_volume.lte,omitempty"` + + // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. Value must be a floating point number. + MarketCap *float64 `form:"market_cap,omitempty" json:"market_cap,omitempty"` + + // MarketCapGt Filter greater than the value. Value must be a floating point number. + MarketCapGt *float64 `form:"market_cap.gt,omitempty" json:"market_cap.gt,omitempty"` + + // MarketCapGte Filter greater than or equal to the value. Value must be a floating point number. + MarketCapGte *float64 `form:"market_cap.gte,omitempty" json:"market_cap.gte,omitempty"` + + // MarketCapLt Filter less than the value. Value must be a floating point number. + MarketCapLt *float64 `form:"market_cap.lt,omitempty" json:"market_cap.lt,omitempty"` + + // MarketCapLte Filter less than or equal to the value. Value must be a floating point number. + MarketCapLte *float64 `form:"market_cap.lte,omitempty" json:"market_cap.lte,omitempty"` + + // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. Value must be a floating point number. + EarningsPerShare *float64 `form:"earnings_per_share,omitempty" json:"earnings_per_share,omitempty"` + + // EarningsPerShareGt Filter greater than the value. Value must be a floating point number. + EarningsPerShareGt *float64 `form:"earnings_per_share.gt,omitempty" json:"earnings_per_share.gt,omitempty"` + + // EarningsPerShareGte Filter greater than or equal to the value. Value must be a floating point number. + EarningsPerShareGte *float64 `form:"earnings_per_share.gte,omitempty" json:"earnings_per_share.gte,omitempty"` + + // EarningsPerShareLt Filter less than the value. Value must be a floating point number. + EarningsPerShareLt *float64 `form:"earnings_per_share.lt,omitempty" json:"earnings_per_share.lt,omitempty"` + + // EarningsPerShareLte Filter less than or equal to the value. Value must be a floating point number. + EarningsPerShareLte *float64 `form:"earnings_per_share.lte,omitempty" json:"earnings_per_share.lte,omitempty"` + + // PriceToEarnings Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. Value must be a floating point number. + PriceToEarnings *float64 `form:"price_to_earnings,omitempty" json:"price_to_earnings,omitempty"` + + // PriceToEarningsGt Filter greater than the value. Value must be a floating point number. + PriceToEarningsGt *float64 `form:"price_to_earnings.gt,omitempty" json:"price_to_earnings.gt,omitempty"` + + // PriceToEarningsGte Filter greater than or equal to the value. Value must be a floating point number. + PriceToEarningsGte *float64 `form:"price_to_earnings.gte,omitempty" json:"price_to_earnings.gte,omitempty"` + + // PriceToEarningsLt Filter less than the value. Value must be a floating point number. + PriceToEarningsLt *float64 `form:"price_to_earnings.lt,omitempty" json:"price_to_earnings.lt,omitempty"` + + // PriceToEarningsLte Filter less than or equal to the value. Value must be a floating point number. + PriceToEarningsLte *float64 `form:"price_to_earnings.lte,omitempty" json:"price_to_earnings.lte,omitempty"` + + // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. Value must be a floating point number. + PriceToBook *float64 `form:"price_to_book,omitempty" json:"price_to_book,omitempty"` + + // PriceToBookGt Filter greater than the value. Value must be a floating point number. + PriceToBookGt *float64 `form:"price_to_book.gt,omitempty" json:"price_to_book.gt,omitempty"` + + // PriceToBookGte Filter greater than or equal to the value. Value must be a floating point number. + PriceToBookGte *float64 `form:"price_to_book.gte,omitempty" json:"price_to_book.gte,omitempty"` + + // PriceToBookLt Filter less than the value. Value must be a floating point number. + PriceToBookLt *float64 `form:"price_to_book.lt,omitempty" json:"price_to_book.lt,omitempty"` + + // PriceToBookLte Filter less than or equal to the value. Value must be a floating point number. + PriceToBookLte *float64 `form:"price_to_book.lte,omitempty" json:"price_to_book.lte,omitempty"` + + // PriceToSales Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. Value must be a floating point number. + PriceToSales *float64 `form:"price_to_sales,omitempty" json:"price_to_sales,omitempty"` + + // PriceToSalesGt Filter greater than the value. Value must be a floating point number. + PriceToSalesGt *float64 `form:"price_to_sales.gt,omitempty" json:"price_to_sales.gt,omitempty"` + + // PriceToSalesGte Filter greater than or equal to the value. Value must be a floating point number. + PriceToSalesGte *float64 `form:"price_to_sales.gte,omitempty" json:"price_to_sales.gte,omitempty"` + + // PriceToSalesLt Filter less than the value. Value must be a floating point number. + PriceToSalesLt *float64 `form:"price_to_sales.lt,omitempty" json:"price_to_sales.lt,omitempty"` + + // PriceToSalesLte Filter less than or equal to the value. Value must be a floating point number. + PriceToSalesLte *float64 `form:"price_to_sales.lte,omitempty" json:"price_to_sales.lte,omitempty"` + + // PriceToCashFlow Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. Value must be a floating point number. + PriceToCashFlow *float64 `form:"price_to_cash_flow,omitempty" json:"price_to_cash_flow,omitempty"` + + // PriceToCashFlowGt Filter greater than the value. Value must be a floating point number. + PriceToCashFlowGt *float64 `form:"price_to_cash_flow.gt,omitempty" json:"price_to_cash_flow.gt,omitempty"` + + // PriceToCashFlowGte Filter greater than or equal to the value. Value must be a floating point number. + PriceToCashFlowGte *float64 `form:"price_to_cash_flow.gte,omitempty" json:"price_to_cash_flow.gte,omitempty"` + + // PriceToCashFlowLt Filter less than the value. Value must be a floating point number. + PriceToCashFlowLt *float64 `form:"price_to_cash_flow.lt,omitempty" json:"price_to_cash_flow.lt,omitempty"` + + // PriceToCashFlowLte Filter less than or equal to the value. Value must be a floating point number. + PriceToCashFlowLte *float64 `form:"price_to_cash_flow.lte,omitempty" json:"price_to_cash_flow.lte,omitempty"` + + // PriceToFreeCashFlow Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. Value must be a floating point number. + PriceToFreeCashFlow *float64 `form:"price_to_free_cash_flow,omitempty" json:"price_to_free_cash_flow,omitempty"` + + // PriceToFreeCashFlowGt Filter greater than the value. Value must be a floating point number. + PriceToFreeCashFlowGt *float64 `form:"price_to_free_cash_flow.gt,omitempty" json:"price_to_free_cash_flow.gt,omitempty"` + + // PriceToFreeCashFlowGte Filter greater than or equal to the value. Value must be a floating point number. + PriceToFreeCashFlowGte *float64 `form:"price_to_free_cash_flow.gte,omitempty" json:"price_to_free_cash_flow.gte,omitempty"` + + // PriceToFreeCashFlowLt Filter less than the value. Value must be a floating point number. + PriceToFreeCashFlowLt *float64 `form:"price_to_free_cash_flow.lt,omitempty" json:"price_to_free_cash_flow.lt,omitempty"` + + // PriceToFreeCashFlowLte Filter less than or equal to the value. Value must be a floating point number. + PriceToFreeCashFlowLte *float64 `form:"price_to_free_cash_flow.lte,omitempty" json:"price_to_free_cash_flow.lte,omitempty"` + + // DividendYield Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. Value must be a floating point number. + DividendYield *float64 `form:"dividend_yield,omitempty" json:"dividend_yield,omitempty"` + + // DividendYieldGt Filter greater than the value. Value must be a floating point number. + DividendYieldGt *float64 `form:"dividend_yield.gt,omitempty" json:"dividend_yield.gt,omitempty"` + + // DividendYieldGte Filter greater than or equal to the value. Value must be a floating point number. + DividendYieldGte *float64 `form:"dividend_yield.gte,omitempty" json:"dividend_yield.gte,omitempty"` + + // DividendYieldLt Filter less than the value. Value must be a floating point number. + DividendYieldLt *float64 `form:"dividend_yield.lt,omitempty" json:"dividend_yield.lt,omitempty"` + + // DividendYieldLte Filter less than or equal to the value. Value must be a floating point number. + DividendYieldLte *float64 `form:"dividend_yield.lte,omitempty" json:"dividend_yield.lte,omitempty"` + + // ReturnOnAssets Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. Value must be a floating point number. + ReturnOnAssets *float64 `form:"return_on_assets,omitempty" json:"return_on_assets,omitempty"` + + // ReturnOnAssetsGt Filter greater than the value. Value must be a floating point number. + ReturnOnAssetsGt *float64 `form:"return_on_assets.gt,omitempty" json:"return_on_assets.gt,omitempty"` + + // ReturnOnAssetsGte Filter greater than or equal to the value. Value must be a floating point number. + ReturnOnAssetsGte *float64 `form:"return_on_assets.gte,omitempty" json:"return_on_assets.gte,omitempty"` + + // ReturnOnAssetsLt Filter less than the value. Value must be a floating point number. + ReturnOnAssetsLt *float64 `form:"return_on_assets.lt,omitempty" json:"return_on_assets.lt,omitempty"` + + // ReturnOnAssetsLte Filter less than or equal to the value. Value must be a floating point number. + ReturnOnAssetsLte *float64 `form:"return_on_assets.lte,omitempty" json:"return_on_assets.lte,omitempty"` + + // ReturnOnEquity Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. Value must be a floating point number. + ReturnOnEquity *float64 `form:"return_on_equity,omitempty" json:"return_on_equity,omitempty"` + + // ReturnOnEquityGt Filter greater than the value. Value must be a floating point number. + ReturnOnEquityGt *float64 `form:"return_on_equity.gt,omitempty" json:"return_on_equity.gt,omitempty"` + + // ReturnOnEquityGte Filter greater than or equal to the value. Value must be a floating point number. + ReturnOnEquityGte *float64 `form:"return_on_equity.gte,omitempty" json:"return_on_equity.gte,omitempty"` + + // ReturnOnEquityLt Filter less than the value. Value must be a floating point number. + ReturnOnEquityLt *float64 `form:"return_on_equity.lt,omitempty" json:"return_on_equity.lt,omitempty"` + + // ReturnOnEquityLte Filter less than or equal to the value. Value must be a floating point number. + ReturnOnEquityLte *float64 `form:"return_on_equity.lte,omitempty" json:"return_on_equity.lte,omitempty"` + + // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. Value must be a floating point number. + DebtToEquity *float64 `form:"debt_to_equity,omitempty" json:"debt_to_equity,omitempty"` + + // DebtToEquityGt Filter greater than the value. Value must be a floating point number. + DebtToEquityGt *float64 `form:"debt_to_equity.gt,omitempty" json:"debt_to_equity.gt,omitempty"` + + // DebtToEquityGte Filter greater than or equal to the value. Value must be a floating point number. + DebtToEquityGte *float64 `form:"debt_to_equity.gte,omitempty" json:"debt_to_equity.gte,omitempty"` + + // DebtToEquityLt Filter less than the value. Value must be a floating point number. + DebtToEquityLt *float64 `form:"debt_to_equity.lt,omitempty" json:"debt_to_equity.lt,omitempty"` + + // DebtToEquityLte Filter less than or equal to the value. Value must be a floating point number. + DebtToEquityLte *float64 `form:"debt_to_equity.lte,omitempty" json:"debt_to_equity.lte,omitempty"` + + // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. Value must be a floating point number. + Current *float64 `form:"current,omitempty" json:"current,omitempty"` + + // CurrentGt Filter greater than the value. Value must be a floating point number. + CurrentGt *float64 `form:"current.gt,omitempty" json:"current.gt,omitempty"` + + // CurrentGte Filter greater than or equal to the value. Value must be a floating point number. + CurrentGte *float64 `form:"current.gte,omitempty" json:"current.gte,omitempty"` + + // CurrentLt Filter less than the value. Value must be a floating point number. + CurrentLt *float64 `form:"current.lt,omitempty" json:"current.lt,omitempty"` + + // CurrentLte Filter less than or equal to the value. Value must be a floating point number. + CurrentLte *float64 `form:"current.lte,omitempty" json:"current.lte,omitempty"` + + // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. Value must be a floating point number. + Quick *float64 `form:"quick,omitempty" json:"quick,omitempty"` + + // QuickGt Filter greater than the value. Value must be a floating point number. + QuickGt *float64 `form:"quick.gt,omitempty" json:"quick.gt,omitempty"` + + // QuickGte Filter greater than or equal to the value. Value must be a floating point number. + QuickGte *float64 `form:"quick.gte,omitempty" json:"quick.gte,omitempty"` + + // QuickLt Filter less than the value. Value must be a floating point number. + QuickLt *float64 `form:"quick.lt,omitempty" json:"quick.lt,omitempty"` + + // QuickLte Filter less than or equal to the value. Value must be a floating point number. + QuickLte *float64 `form:"quick.lte,omitempty" json:"quick.lte,omitempty"` + + // Cash Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. Value must be a floating point number. + Cash *float64 `form:"cash,omitempty" json:"cash,omitempty"` + + // CashGt Filter greater than the value. Value must be a floating point number. + CashGt *float64 `form:"cash.gt,omitempty" json:"cash.gt,omitempty"` + + // CashGte Filter greater than or equal to the value. Value must be a floating point number. + CashGte *float64 `form:"cash.gte,omitempty" json:"cash.gte,omitempty"` + + // CashLt Filter less than the value. Value must be a floating point number. + CashLt *float64 `form:"cash.lt,omitempty" json:"cash.lt,omitempty"` + + // CashLte Filter less than or equal to the value. Value must be a floating point number. + CashLte *float64 `form:"cash.lte,omitempty" json:"cash.lte,omitempty"` + + // EvToSales Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. Value must be a floating point number. + EvToSales *float64 `form:"ev_to_sales,omitempty" json:"ev_to_sales,omitempty"` + + // EvToSalesGt Filter greater than the value. Value must be a floating point number. + EvToSalesGt *float64 `form:"ev_to_sales.gt,omitempty" json:"ev_to_sales.gt,omitempty"` + + // EvToSalesGte Filter greater than or equal to the value. Value must be a floating point number. + EvToSalesGte *float64 `form:"ev_to_sales.gte,omitempty" json:"ev_to_sales.gte,omitempty"` + + // EvToSalesLt Filter less than the value. Value must be a floating point number. + EvToSalesLt *float64 `form:"ev_to_sales.lt,omitempty" json:"ev_to_sales.lt,omitempty"` + + // EvToSalesLte Filter less than or equal to the value. Value must be a floating point number. + EvToSalesLte *float64 `form:"ev_to_sales.lte,omitempty" json:"ev_to_sales.lte,omitempty"` + + // EvToEbitda Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. Value must be a floating point number. + EvToEbitda *float64 `form:"ev_to_ebitda,omitempty" json:"ev_to_ebitda,omitempty"` + + // EvToEbitdaGt Filter greater than the value. Value must be a floating point number. + EvToEbitdaGt *float64 `form:"ev_to_ebitda.gt,omitempty" json:"ev_to_ebitda.gt,omitempty"` + + // EvToEbitdaGte Filter greater than or equal to the value. Value must be a floating point number. + EvToEbitdaGte *float64 `form:"ev_to_ebitda.gte,omitempty" json:"ev_to_ebitda.gte,omitempty"` + + // EvToEbitdaLt Filter less than the value. Value must be a floating point number. + EvToEbitdaLt *float64 `form:"ev_to_ebitda.lt,omitempty" json:"ev_to_ebitda.lt,omitempty"` + + // EvToEbitdaLte Filter less than or equal to the value. Value must be a floating point number. + EvToEbitdaLte *float64 `form:"ev_to_ebitda.lte,omitempty" json:"ev_to_ebitda.lte,omitempty"` + + // EnterpriseValue Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. Value must be a floating point number. + EnterpriseValue *float64 `form:"enterprise_value,omitempty" json:"enterprise_value,omitempty"` + + // EnterpriseValueGt Filter greater than the value. Value must be a floating point number. + EnterpriseValueGt *float64 `form:"enterprise_value.gt,omitempty" json:"enterprise_value.gt,omitempty"` + + // EnterpriseValueGte Filter greater than or equal to the value. Value must be a floating point number. + EnterpriseValueGte *float64 `form:"enterprise_value.gte,omitempty" json:"enterprise_value.gte,omitempty"` + + // EnterpriseValueLt Filter less than the value. Value must be a floating point number. + EnterpriseValueLt *float64 `form:"enterprise_value.lt,omitempty" json:"enterprise_value.lt,omitempty"` + + // EnterpriseValueLte Filter less than or equal to the value. Value must be a floating point number. + EnterpriseValueLte *float64 `form:"enterprise_value.lte,omitempty" json:"enterprise_value.lte,omitempty"` + + // FreeCashFlow Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). Value must be a floating point number. + FreeCashFlow *float64 `form:"free_cash_flow,omitempty" json:"free_cash_flow,omitempty"` + + // FreeCashFlowGt Filter greater than the value. Value must be a floating point number. + FreeCashFlowGt *float64 `form:"free_cash_flow.gt,omitempty" json:"free_cash_flow.gt,omitempty"` + + // FreeCashFlowGte Filter greater than or equal to the value. Value must be a floating point number. + FreeCashFlowGte *float64 `form:"free_cash_flow.gte,omitempty" json:"free_cash_flow.gte,omitempty"` + + // FreeCashFlowLt Filter less than the value. Value must be a floating point number. + FreeCashFlowLt *float64 `form:"free_cash_flow.lt,omitempty" json:"free_cash_flow.lt,omitempty"` + + // FreeCashFlowLte Filter less than or equal to the value. Value must be a floating point number. + FreeCashFlowLte *float64 `form:"free_cash_flow.lte,omitempty" json:"free_cash_flow.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksTaxonomiesVXRiskFactorsParams defines parameters for GetStocksTaxonomiesVXRiskFactors. +type GetStocksTaxonomiesVXRiskFactorsParams struct { + // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy Value must be a floating point number. + Taxonomy *float64 `form:"taxonomy,omitempty" json:"taxonomy,omitempty"` + + // TaxonomyGt Filter greater than the value. Value must be a floating point number. + TaxonomyGt *float64 `form:"taxonomy.gt,omitempty" json:"taxonomy.gt,omitempty"` + + // TaxonomyGte Filter greater than or equal to the value. Value must be a floating point number. + TaxonomyGte *float64 `form:"taxonomy.gte,omitempty" json:"taxonomy.gte,omitempty"` + + // TaxonomyLt Filter less than the value. Value must be a floating point number. + TaxonomyLt *float64 `form:"taxonomy.lt,omitempty" json:"taxonomy.lt,omitempty"` + + // TaxonomyLte Filter less than or equal to the value. Value must be a floating point number. + TaxonomyLte *float64 `form:"taxonomy.lte,omitempty" json:"taxonomy.lte,omitempty"` + + // PrimaryCategory Top-level risk category + PrimaryCategory *string `form:"primary_category,omitempty" json:"primary_category,omitempty"` + + // PrimaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + PrimaryCategoryAnyOf *string `form:"primary_category.any_of,omitempty" json:"primary_category.any_of,omitempty"` + + // PrimaryCategoryGt Filter greater than the value. + PrimaryCategoryGt *string `form:"primary_category.gt,omitempty" json:"primary_category.gt,omitempty"` + + // PrimaryCategoryGte Filter greater than or equal to the value. + PrimaryCategoryGte *string `form:"primary_category.gte,omitempty" json:"primary_category.gte,omitempty"` + + // PrimaryCategoryLt Filter less than the value. + PrimaryCategoryLt *string `form:"primary_category.lt,omitempty" json:"primary_category.lt,omitempty"` + + // PrimaryCategoryLte Filter less than or equal to the value. + PrimaryCategoryLte *string `form:"primary_category.lte,omitempty" json:"primary_category.lte,omitempty"` + + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `form:"secondary_category,omitempty" json:"secondary_category,omitempty"` + + // SecondaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SecondaryCategoryAnyOf *string `form:"secondary_category.any_of,omitempty" json:"secondary_category.any_of,omitempty"` + + // SecondaryCategoryGt Filter greater than the value. + SecondaryCategoryGt *string `form:"secondary_category.gt,omitempty" json:"secondary_category.gt,omitempty"` + + // SecondaryCategoryGte Filter greater than or equal to the value. + SecondaryCategoryGte *string `form:"secondary_category.gte,omitempty" json:"secondary_category.gte,omitempty"` + + // SecondaryCategoryLt Filter less than the value. + SecondaryCategoryLt *string `form:"secondary_category.lt,omitempty" json:"secondary_category.lt,omitempty"` + + // SecondaryCategoryLte Filter less than or equal to the value. + SecondaryCategoryLte *string `form:"secondary_category.lte,omitempty" json:"secondary_category.lte,omitempty"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `form:"tertiary_category,omitempty" json:"tertiary_category,omitempty"` + + // TertiaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TertiaryCategoryAnyOf *string `form:"tertiary_category.any_of,omitempty" json:"tertiary_category.any_of,omitempty"` + + // TertiaryCategoryGt Filter greater than the value. + TertiaryCategoryGt *string `form:"tertiary_category.gt,omitempty" json:"tertiary_category.gt,omitempty"` + + // TertiaryCategoryGte Filter greater than or equal to the value. + TertiaryCategoryGte *string `form:"tertiary_category.gte,omitempty" json:"tertiary_category.gte,omitempty"` + + // TertiaryCategoryLt Filter less than the value. + TertiaryCategoryLt *string `form:"tertiary_category.lt,omitempty" json:"tertiary_category.lt,omitempty"` + + // TertiaryCategoryLte Filter less than or equal to the value. + TertiaryCategoryLte *string `form:"tertiary_category.lte,omitempty" json:"tertiary_category.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '200' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'taxonomy' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksV1DividendsParams defines parameters for GetStocksV1Dividends. +type GetStocksV1DividendsParams struct { + // Ticker Stock symbol for the company issuing the dividend + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // ExDividendDate Date when the stock begins trading without the dividend value Value must be formatted 'yyyy-mm-dd'. + ExDividendDate *string `form:"ex_dividend_date,omitempty" json:"ex_dividend_date,omitempty"` + + // ExDividendDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ExDividendDateGt *string `form:"ex_dividend_date.gt,omitempty" json:"ex_dividend_date.gt,omitempty"` + + // ExDividendDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ExDividendDateGte *string `form:"ex_dividend_date.gte,omitempty" json:"ex_dividend_date.gte,omitempty"` + + // ExDividendDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ExDividendDateLt *string `form:"ex_dividend_date.lt,omitempty" json:"ex_dividend_date.lt,omitempty"` + + // ExDividendDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ExDividendDateLte *string `form:"ex_dividend_date.lte,omitempty" json:"ex_dividend_date.lte,omitempty"` + + // Frequency How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. Value must be an integer. + Frequency *int64 `form:"frequency,omitempty" json:"frequency,omitempty"` + + // FrequencyGt Filter greater than the value. Value must be an integer. + FrequencyGt *int64 `form:"frequency.gt,omitempty" json:"frequency.gt,omitempty"` + + // FrequencyGte Filter greater than or equal to the value. Value must be an integer. + FrequencyGte *int64 `form:"frequency.gte,omitempty" json:"frequency.gte,omitempty"` + + // FrequencyLt Filter less than the value. Value must be an integer. + FrequencyLt *int64 `form:"frequency.lt,omitempty" json:"frequency.lt,omitempty"` + + // FrequencyLte Filter less than or equal to the value. Value must be an integer. + FrequencyLte *int64 `form:"frequency.lte,omitempty" json:"frequency.lte,omitempty"` + + // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) + DistributionType *GetStocksV1DividendsParamsDistributionType `form:"distribution_type,omitempty" json:"distribution_type,omitempty"` + + // DistributionTypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DistributionTypeAnyOf *GetStocksV1DividendsParamsDistributionTypeAnyOf `form:"distribution_type.any_of,omitempty" json:"distribution_type.any_of,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksV1DividendsParamsDistributionType defines parameters for GetStocksV1Dividends. +type GetStocksV1DividendsParamsDistributionType string + +// GetStocksV1DividendsParamsDistributionTypeAnyOf defines parameters for GetStocksV1Dividends. +type GetStocksV1DividendsParamsDistributionTypeAnyOf string + +// GetStocksV1ExchangesParams defines parameters for GetStocksV1Exchanges. +type GetStocksV1ExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetStocksV1ShortInterestParams defines parameters for GetStocksV1ShortInterest. +type GetStocksV1ShortInterestParams struct { + // Ticker The primary ticker symbol for the stock. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. Value must be a floating point number. + DaysToCover *float64 `form:"days_to_cover,omitempty" json:"days_to_cover,omitempty"` + + // DaysToCoverAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number. + DaysToCoverAnyOf *string `form:"days_to_cover.any_of,omitempty" json:"days_to_cover.any_of,omitempty"` + + // DaysToCoverGt Filter greater than the value. Value must be a floating point number. + DaysToCoverGt *float64 `form:"days_to_cover.gt,omitempty" json:"days_to_cover.gt,omitempty"` + + // DaysToCoverGte Filter greater than or equal to the value. Value must be a floating point number. + DaysToCoverGte *float64 `form:"days_to_cover.gte,omitempty" json:"days_to_cover.gte,omitempty"` + + // DaysToCoverLt Filter less than the value. Value must be a floating point number. + DaysToCoverLt *float64 `form:"days_to_cover.lt,omitempty" json:"days_to_cover.lt,omitempty"` + + // DaysToCoverLte Filter less than or equal to the value. Value must be a floating point number. + DaysToCoverLte *float64 `form:"days_to_cover.lte,omitempty" json:"days_to_cover.lte,omitempty"` + + // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. + SettlementDate *string `form:"settlement_date,omitempty" json:"settlement_date,omitempty"` + + // SettlementDateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SettlementDateAnyOf *string `form:"settlement_date.any_of,omitempty" json:"settlement_date.any_of,omitempty"` + + // SettlementDateGt Filter greater than the value. + SettlementDateGt *string `form:"settlement_date.gt,omitempty" json:"settlement_date.gt,omitempty"` + + // SettlementDateGte Filter greater than or equal to the value. + SettlementDateGte *string `form:"settlement_date.gte,omitempty" json:"settlement_date.gte,omitempty"` + + // SettlementDateLt Filter less than the value. + SettlementDateLt *string `form:"settlement_date.lt,omitempty" json:"settlement_date.lt,omitempty"` + + // SettlementDateLte Filter less than or equal to the value. + SettlementDateLte *string `form:"settlement_date.lte,omitempty" json:"settlement_date.lte,omitempty"` + + // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. Value must be an integer. + AvgDailyVolume *int64 `form:"avg_daily_volume,omitempty" json:"avg_daily_volume,omitempty"` + + // AvgDailyVolumeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + AvgDailyVolumeAnyOf *string `form:"avg_daily_volume.any_of,omitempty" json:"avg_daily_volume.any_of,omitempty"` + + // AvgDailyVolumeGt Filter greater than the value. Value must be an integer. + AvgDailyVolumeGt *int64 `form:"avg_daily_volume.gt,omitempty" json:"avg_daily_volume.gt,omitempty"` + + // AvgDailyVolumeGte Filter greater than or equal to the value. Value must be an integer. + AvgDailyVolumeGte *int64 `form:"avg_daily_volume.gte,omitempty" json:"avg_daily_volume.gte,omitempty"` + + // AvgDailyVolumeLt Filter less than the value. Value must be an integer. + AvgDailyVolumeLt *int64 `form:"avg_daily_volume.lt,omitempty" json:"avg_daily_volume.lt,omitempty"` + + // AvgDailyVolumeLte Filter less than or equal to the value. Value must be an integer. + AvgDailyVolumeLte *int64 `form:"avg_daily_volume.lte,omitempty" json:"avg_daily_volume.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksV1ShortVolumeParams defines parameters for GetStocksV1ShortVolume. +type GetStocksV1ShortVolumeParams struct { + // Ticker The primary ticker symbol for the stock. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Date The date of trade activity reported in the format YYYY-MM-DD + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // ShortVolumeRatio The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. Value must be a floating point number. + ShortVolumeRatio *float64 `form:"short_volume_ratio,omitempty" json:"short_volume_ratio,omitempty"` + + // ShortVolumeRatioAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number. + ShortVolumeRatioAnyOf *string `form:"short_volume_ratio.any_of,omitempty" json:"short_volume_ratio.any_of,omitempty"` + + // ShortVolumeRatioGt Filter greater than the value. Value must be a floating point number. + ShortVolumeRatioGt *float64 `form:"short_volume_ratio.gt,omitempty" json:"short_volume_ratio.gt,omitempty"` + + // ShortVolumeRatioGte Filter greater than or equal to the value. Value must be a floating point number. + ShortVolumeRatioGte *float64 `form:"short_volume_ratio.gte,omitempty" json:"short_volume_ratio.gte,omitempty"` + + // ShortVolumeRatioLt Filter less than the value. Value must be a floating point number. + ShortVolumeRatioLt *float64 `form:"short_volume_ratio.lt,omitempty" json:"short_volume_ratio.lt,omitempty"` + + // ShortVolumeRatioLte Filter less than or equal to the value. Value must be a floating point number. + ShortVolumeRatioLte *float64 `form:"short_volume_ratio.lte,omitempty" json:"short_volume_ratio.lte,omitempty"` + + // TotalVolume Total reported volume across all venues for the ticker on the given date. Value must be an integer. + TotalVolume *int64 `form:"total_volume,omitempty" json:"total_volume,omitempty"` + + // TotalVolumeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer. + TotalVolumeAnyOf *string `form:"total_volume.any_of,omitempty" json:"total_volume.any_of,omitempty"` + + // TotalVolumeGt Filter greater than the value. Value must be an integer. + TotalVolumeGt *int64 `form:"total_volume.gt,omitempty" json:"total_volume.gt,omitempty"` + + // TotalVolumeGte Filter greater than or equal to the value. Value must be an integer. + TotalVolumeGte *int64 `form:"total_volume.gte,omitempty" json:"total_volume.gte,omitempty"` + + // TotalVolumeLt Filter less than the value. Value must be an integer. + TotalVolumeLt *int64 `form:"total_volume.lt,omitempty" json:"total_volume.lt,omitempty"` + + // TotalVolumeLte Filter less than or equal to the value. Value must be an integer. + TotalVolumeLte *int64 `form:"total_volume.lte,omitempty" json:"total_volume.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksV1SplitsParams defines parameters for GetStocksV1Splits. +type GetStocksV1SplitsParams struct { + // Ticker Stock symbol for the company that executed the split + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // ExecutionDate Date when the stock split was applied and shares adjusted Value must be formatted 'yyyy-mm-dd'. + ExecutionDate *string `form:"execution_date,omitempty" json:"execution_date,omitempty"` + + // ExecutionDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ExecutionDateGt *string `form:"execution_date.gt,omitempty" json:"execution_date.gt,omitempty"` + + // ExecutionDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ExecutionDateGte *string `form:"execution_date.gte,omitempty" json:"execution_date.gte,omitempty"` + + // ExecutionDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ExecutionDateLt *string `form:"execution_date.lt,omitempty" json:"execution_date.lt,omitempty"` + + // ExecutionDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ExecutionDateLte *string `form:"execution_date.lte,omitempty" json:"execution_date.lte,omitempty"` + + // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) + AdjustmentType *GetStocksV1SplitsParamsAdjustmentType `form:"adjustment_type,omitempty" json:"adjustment_type,omitempty"` + + // AdjustmentTypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AdjustmentTypeAnyOf *GetStocksV1SplitsParamsAdjustmentTypeAnyOf `form:"adjustment_type.any_of,omitempty" json:"adjustment_type.any_of,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'execution_date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksV1SplitsParamsAdjustmentType defines parameters for GetStocksV1Splits. +type GetStocksV1SplitsParamsAdjustmentType string + +// GetStocksV1SplitsParamsAdjustmentTypeAnyOf defines parameters for GetStocksV1Splits. +type GetStocksV1SplitsParamsAdjustmentTypeAnyOf string + +// GetStocksVXFloatParams defines parameters for GetStocksVXFloat. +type GetStocksVXFloatParams struct { + // Ticker The primary ticker symbol for the stock. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // FreeFloatPercent Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. Value must be a floating point number. + FreeFloatPercent *float64 `form:"free_float_percent,omitempty" json:"free_float_percent,omitempty"` + + // FreeFloatPercentGt Filter greater than the value. Value must be a floating point number. + FreeFloatPercentGt *float64 `form:"free_float_percent.gt,omitempty" json:"free_float_percent.gt,omitempty"` + + // FreeFloatPercentGte Filter greater than or equal to the value. Value must be a floating point number. + FreeFloatPercentGte *float64 `form:"free_float_percent.gte,omitempty" json:"free_float_percent.gte,omitempty"` + + // FreeFloatPercentLt Filter less than the value. Value must be a floating point number. + FreeFloatPercentLt *float64 `form:"free_float_percent.lt,omitempty" json:"free_float_percent.lt,omitempty"` + + // FreeFloatPercentLte Filter less than or equal to the value. Value must be a floating point number. + FreeFloatPercentLte *float64 `form:"free_float_percent.lte,omitempty" json:"free_float_percent.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetTmxV1CorporateEventsParams defines parameters for GetTmxV1CorporateEvents. +type GetTmxV1CorporateEventsParams struct { + // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + DateAnyOf *string `form:"date.any_of,omitempty" json:"date.any_of,omitempty"` + + // DateGt Filter greater than the value. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // Type The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop. + Type *string `form:"type,omitempty" json:"type,omitempty"` + + // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TypeAnyOf *string `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + + // TypeGt Filter greater than the value. + TypeGt *string `form:"type.gt,omitempty" json:"type.gt,omitempty"` + + // TypeGte Filter greater than or equal to the value. + TypeGte *string `form:"type.gte,omitempty" json:"type.gte,omitempty"` + + // TypeLt Filter less than the value. + TypeLt *string `form:"type.lt,omitempty" json:"type.lt,omitempty"` + + // TypeLte Filter less than or equal to the value. + TypeLte *string `form:"type.lte,omitempty" json:"type.lte,omitempty"` + + // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. + Status *string `form:"status,omitempty" json:"status,omitempty"` + + // StatusAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + StatusAnyOf *string `form:"status.any_of,omitempty" json:"status.any_of,omitempty"` + + // StatusGt Filter greater than the value. + StatusGt *string `form:"status.gt,omitempty" json:"status.gt,omitempty"` + + // StatusGte Filter greater than or equal to the value. + StatusGte *string `form:"status.gte,omitempty" json:"status.gte,omitempty"` + + // StatusLt Filter less than the value. + StatusLt *string `form:"status.lt,omitempty" json:"status.lt,omitempty"` + + // StatusLte Filter less than or equal to the value. + StatusLte *string `form:"status.lte,omitempty" json:"status.lte,omitempty"` + + // Ticker The company's stock symbol. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Isin Standard international identifier for the company's common stock. + Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + + // IsinAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + IsinAnyOf *string `form:"isin.any_of,omitempty" json:"isin.any_of,omitempty"` + + // IsinGt Filter greater than the value. + IsinGt *string `form:"isin.gt,omitempty" json:"isin.gt,omitempty"` + + // IsinGte Filter greater than or equal to the value. + IsinGte *string `form:"isin.gte,omitempty" json:"isin.gte,omitempty"` + + // IsinLt Filter less than the value. + IsinLt *string `form:"isin.lt,omitempty" json:"isin.lt,omitempty"` + + // IsinLte Filter less than or equal to the value. + IsinLte *string `form:"isin.lte,omitempty" json:"isin.lte,omitempty"` + + // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + TradingVenue *string `form:"trading_venue,omitempty" json:"trading_venue,omitempty"` + + // TradingVenueAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TradingVenueAnyOf *string `form:"trading_venue.any_of,omitempty" json:"trading_venue.any_of,omitempty"` + + // TradingVenueGt Filter greater than the value. + TradingVenueGt *string `form:"trading_venue.gt,omitempty" json:"trading_venue.gt,omitempty"` + + // TradingVenueGte Filter greater than or equal to the value. + TradingVenueGte *string `form:"trading_venue.gte,omitempty" json:"trading_venue.gte,omitempty"` + + // TradingVenueLt Filter less than the value. + TradingVenueLt *string `form:"trading_venue.lt,omitempty" json:"trading_venue.lt,omitempty"` + + // TradingVenueLte Filter less than or equal to the value. + TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` + + // TmxCompanyId Unique numeric identifier for the company used by TMX. Value must be an integer. + TmxCompanyId *int64 `form:"tmx_company_id,omitempty" json:"tmx_company_id,omitempty"` + + // TmxCompanyIdGt Filter greater than the value. Value must be an integer. + TmxCompanyIdGt *int64 `form:"tmx_company_id.gt,omitempty" json:"tmx_company_id.gt,omitempty"` + + // TmxCompanyIdGte Filter greater than or equal to the value. Value must be an integer. + TmxCompanyIdGte *int64 `form:"tmx_company_id.gte,omitempty" json:"tmx_company_id.gte,omitempty"` + + // TmxCompanyIdLt Filter less than the value. Value must be an integer. + TmxCompanyIdLt *int64 `form:"tmx_company_id.lt,omitempty" json:"tmx_company_id.lt,omitempty"` + + // TmxCompanyIdLte Filter less than or equal to the value. Value must be an integer. + TmxCompanyIdLte *int64 `form:"tmx_company_id.lte,omitempty" json:"tmx_company_id.lte,omitempty"` + + // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. + TmxRecordId *string `form:"tmx_record_id,omitempty" json:"tmx_record_id,omitempty"` + + // TmxRecordIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TmxRecordIdAnyOf *string `form:"tmx_record_id.any_of,omitempty" json:"tmx_record_id.any_of,omitempty"` + + // TmxRecordIdGt Filter greater than the value. + TmxRecordIdGt *string `form:"tmx_record_id.gt,omitempty" json:"tmx_record_id.gt,omitempty"` + + // TmxRecordIdGte Filter greater than or equal to the value. + TmxRecordIdGte *string `form:"tmx_record_id.gte,omitempty" json:"tmx_record_id.gte,omitempty"` + + // TmxRecordIdLt Filter less than the value. + TmxRecordIdLt *string `form:"tmx_record_id.lt,omitempty" json:"tmx_record_id.lt,omitempty"` + + // TmxRecordIdLte Filter less than or equal to the value. + TmxRecordIdLte *string `form:"tmx_record_id.lte,omitempty" json:"tmx_record_id.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetCurrencyConversionParams defines parameters for GetCurrencyConversion. +type GetCurrencyConversionParams struct { + // Amount The amount to convert, with a decimal. + Amount *float32 `form:"amount,omitempty" json:"amount,omitempty"` + + // Precision The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy. + Precision *GetCurrencyConversionParamsPrecision `form:"precision,omitempty" json:"precision,omitempty"` +} + +// GetCurrencyConversionParamsPrecision defines parameters for GetCurrencyConversion. +type GetCurrencyConversionParamsPrecision int + +// DeprecatedGetHistoricCryptoTradesParams defines parameters for DeprecatedGetHistoricCryptoTrades. +type DeprecatedGetHistoricCryptoTradesParams struct { + // Offset The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results. + Offset *int `form:"offset,omitempty" json:"offset,omitempty"` + + // Limit Limit the size of the response, max 10000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// DeprecatedGetHistoricForexQuotesParams defines parameters for DeprecatedGetHistoricForexQuotes. +type DeprecatedGetHistoricForexQuotesParams struct { + // Offset The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results. + Offset *int `form:"offset,omitempty" json:"offset,omitempty"` + + // Limit Limit the size of the response, max 10000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetCryptoEMAParams defines parameters for GetCryptoEMA. +type GetCryptoEMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetCryptoEMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Window The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to + // calculate the exponential moving average (EMA). + SeriesType *GetCryptoEMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetCryptoEMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetCryptoEMAParamsTimespan defines parameters for GetCryptoEMA. +type GetCryptoEMAParamsTimespan string + +// GetCryptoEMAParamsSeriesType defines parameters for GetCryptoEMA. +type GetCryptoEMAParamsSeriesType string + +// GetCryptoEMAParamsOrder defines parameters for GetCryptoEMA. +type GetCryptoEMAParamsOrder string + +// GetForexEMAParams defines parameters for GetForexEMA. +type GetForexEMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetForexEMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to + // calculate the exponential moving average (EMA). + SeriesType *GetForexEMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetForexEMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetForexEMAParamsTimespan defines parameters for GetForexEMA. +type GetForexEMAParamsTimespan string + +// GetForexEMAParamsSeriesType defines parameters for GetForexEMA. +type GetForexEMAParamsSeriesType string + +// GetForexEMAParamsOrder defines parameters for GetForexEMA. +type GetForexEMAParamsOrder string + +// GetIndicesEMAParams defines parameters for GetIndicesEMA. +type GetIndicesEMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetIndicesEMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The value in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close values to + // calculate the exponential moving average (EMA). + SeriesType *GetIndicesEMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetIndicesEMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetIndicesEMAParamsTimespan defines parameters for GetIndicesEMA. +type GetIndicesEMAParamsTimespan string + +// GetIndicesEMAParamsSeriesType defines parameters for GetIndicesEMA. +type GetIndicesEMAParamsSeriesType string + +// GetIndicesEMAParamsOrder defines parameters for GetIndicesEMA. +type GetIndicesEMAParamsOrder string + +// GetOptionsEMAParams defines parameters for GetOptionsEMA. +type GetOptionsEMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetOptionsEMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to + // calculate the exponential moving average (EMA). + SeriesType *GetOptionsEMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetOptionsEMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetOptionsEMAParamsTimespan defines parameters for GetOptionsEMA. +type GetOptionsEMAParamsTimespan string + +// GetOptionsEMAParamsSeriesType defines parameters for GetOptionsEMA. +type GetOptionsEMAParamsSeriesType string + +// GetOptionsEMAParamsOrder defines parameters for GetOptionsEMA. +type GetOptionsEMAParamsOrder string + +// GetStocksEMAParams defines parameters for GetStocksEMA. +type GetStocksEMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetStocksEMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to + // calculate the exponential moving average (EMA). + SeriesType *GetStocksEMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetStocksEMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetStocksEMAParamsTimespan defines parameters for GetStocksEMA. +type GetStocksEMAParamsTimespan string + +// GetStocksEMAParamsSeriesType defines parameters for GetStocksEMA. +type GetStocksEMAParamsSeriesType string + +// GetStocksEMAParamsOrder defines parameters for GetStocksEMA. +type GetStocksEMAParamsOrder string + +// GetCryptoMACDParams defines parameters for GetCryptoMACD. +type GetCryptoMACDParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetCryptoMACDParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // ShortWindow The short window size used to calculate MACD data. + ShortWindow *int `form:"short_window,omitempty" json:"short_window,omitempty"` + + // LongWindow The long window size used to calculate MACD data. + LongWindow *int `form:"long_window,omitempty" json:"long_window,omitempty"` + + // SignalWindow The window size used to calculate the MACD signal line. + SignalWindow *int `form:"signal_window,omitempty" json:"signal_window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to + // calculate the MACD. + SeriesType *GetCryptoMACDParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetCryptoMACDParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetCryptoMACDParamsTimespan defines parameters for GetCryptoMACD. +type GetCryptoMACDParamsTimespan string + +// GetCryptoMACDParamsSeriesType defines parameters for GetCryptoMACD. +type GetCryptoMACDParamsSeriesType string + +// GetCryptoMACDParamsOrder defines parameters for GetCryptoMACD. +type GetCryptoMACDParamsOrder string + +// GetForexMACDParams defines parameters for GetForexMACD. +type GetForexMACDParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetForexMACDParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // ShortWindow The short window size used to calculate MACD data. + ShortWindow *int `form:"short_window,omitempty" json:"short_window,omitempty"` + + // LongWindow The long window size used to calculate MACD data. + LongWindow *int `form:"long_window,omitempty" json:"long_window,omitempty"` + + // SignalWindow The window size used to calculate the MACD signal line. + SignalWindow *int `form:"signal_window,omitempty" json:"signal_window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to + // calculate the MACD. + SeriesType *GetForexMACDParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetForexMACDParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetForexMACDParamsTimespan defines parameters for GetForexMACD. +type GetForexMACDParamsTimespan string + +// GetForexMACDParamsSeriesType defines parameters for GetForexMACD. +type GetForexMACDParamsSeriesType string + +// GetForexMACDParamsOrder defines parameters for GetForexMACD. +type GetForexMACDParamsOrder string + +// GetIndicesMACDParams defines parameters for GetIndicesMACD. +type GetIndicesMACDParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetIndicesMACDParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // ShortWindow The short window size used to calculate MACD data. + ShortWindow *int `form:"short_window,omitempty" json:"short_window,omitempty"` + + // LongWindow The long window size used to calculate MACD data. + LongWindow *int `form:"long_window,omitempty" json:"long_window,omitempty"` + + // SignalWindow The window size used to calculate the MACD signal line. + SignalWindow *int `form:"signal_window,omitempty" json:"signal_window,omitempty"` + + // SeriesType The value in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close values to + // calculate the MACD. + SeriesType *GetIndicesMACDParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetIndicesMACDParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetIndicesMACDParamsTimespan defines parameters for GetIndicesMACD. +type GetIndicesMACDParamsTimespan string + +// GetIndicesMACDParamsSeriesType defines parameters for GetIndicesMACD. +type GetIndicesMACDParamsSeriesType string + +// GetIndicesMACDParamsOrder defines parameters for GetIndicesMACD. +type GetIndicesMACDParamsOrder string + +// GetOptionsMACDParams defines parameters for GetOptionsMACD. +type GetOptionsMACDParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetOptionsMACDParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // ShortWindow The short window size used to calculate MACD data. + ShortWindow *int `form:"short_window,omitempty" json:"short_window,omitempty"` + + // LongWindow The long window size used to calculate MACD data. + LongWindow *int `form:"long_window,omitempty" json:"long_window,omitempty"` + + // SignalWindow The window size used to calculate the MACD signal line. + SignalWindow *int `form:"signal_window,omitempty" json:"signal_window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to + // calculate the MACD. + SeriesType *GetOptionsMACDParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetOptionsMACDParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetOptionsMACDParamsTimespan defines parameters for GetOptionsMACD. +type GetOptionsMACDParamsTimespan string + +// GetOptionsMACDParamsSeriesType defines parameters for GetOptionsMACD. +type GetOptionsMACDParamsSeriesType string + +// GetOptionsMACDParamsOrder defines parameters for GetOptionsMACD. +type GetOptionsMACDParamsOrder string + +// GetStocksMACDParams defines parameters for GetStocksMACD. +type GetStocksMACDParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetStocksMACDParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // ShortWindow The short window size used to calculate MACD data. + ShortWindow *int `form:"short_window,omitempty" json:"short_window,omitempty"` + + // LongWindow The long window size used to calculate MACD data. + LongWindow *int `form:"long_window,omitempty" json:"long_window,omitempty"` + + // SignalWindow The window size used to calculate the MACD signal line. + SignalWindow *int `form:"signal_window,omitempty" json:"signal_window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to + // calculate the MACD. + SeriesType *GetStocksMACDParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetStocksMACDParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetStocksMACDParamsTimespan defines parameters for GetStocksMACD. +type GetStocksMACDParamsTimespan string + +// GetStocksMACDParamsSeriesType defines parameters for GetStocksMACD. +type GetStocksMACDParamsSeriesType string + +// GetStocksMACDParamsOrder defines parameters for GetStocksMACD. +type GetStocksMACDParamsOrder string + +// GetCryptoRSIParams defines parameters for GetCryptoRSI. +type GetCryptoRSIParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetCryptoRSIParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Window The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to + // calculate the relative strength index (RSI). + SeriesType *GetCryptoRSIParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetCryptoRSIParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetCryptoRSIParamsTimespan defines parameters for GetCryptoRSI. +type GetCryptoRSIParamsTimespan string + +// GetCryptoRSIParamsSeriesType defines parameters for GetCryptoRSI. +type GetCryptoRSIParamsSeriesType string + +// GetCryptoRSIParamsOrder defines parameters for GetCryptoRSI. +type GetCryptoRSIParamsOrder string + +// GetForexRSIParams defines parameters for GetForexRSI. +type GetForexRSIParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetForexRSIParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the relative strength index (RSI). + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to + // calculate the relative strength index (RSI). + SeriesType *GetForexRSIParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetForexRSIParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetForexRSIParamsTimespan defines parameters for GetForexRSI. +type GetForexRSIParamsTimespan string + +// GetForexRSIParamsSeriesType defines parameters for GetForexRSI. +type GetForexRSIParamsSeriesType string + +// GetForexRSIParamsOrder defines parameters for GetForexRSI. +type GetForexRSIParamsOrder string + +// GetIndicesRSIParams defines parameters for GetIndicesRSI. +type GetIndicesRSIParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetIndicesRSIParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the relative strength index (RSI). + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The value in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close values to + // calculate the relative strength index (RSI). + SeriesType *GetIndicesRSIParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetIndicesRSIParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetIndicesRSIParamsTimespan defines parameters for GetIndicesRSI. +type GetIndicesRSIParamsTimespan string + +// GetIndicesRSIParamsSeriesType defines parameters for GetIndicesRSI. +type GetIndicesRSIParamsSeriesType string + +// GetIndicesRSIParamsOrder defines parameters for GetIndicesRSI. +type GetIndicesRSIParamsOrder string + +// GetOptionsRSIParams defines parameters for GetOptionsRSI. +type GetOptionsRSIParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetOptionsRSIParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the relative strength index (RSI). + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to + // calculate the relative strength index (RSI). + SeriesType *GetOptionsRSIParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetOptionsRSIParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetOptionsRSIParamsTimespan defines parameters for GetOptionsRSI. +type GetOptionsRSIParamsTimespan string + +// GetOptionsRSIParamsSeriesType defines parameters for GetOptionsRSI. +type GetOptionsRSIParamsSeriesType string + +// GetOptionsRSIParamsOrder defines parameters for GetOptionsRSI. +type GetOptionsRSIParamsOrder string + +// GetStocksRSIParams defines parameters for GetStocksRSI. +type GetStocksRSIParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetStocksRSIParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the relative strength index (RSI). + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to + // calculate the relative strength index (RSI). + SeriesType *GetStocksRSIParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetStocksRSIParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetStocksRSIParamsTimespan defines parameters for GetStocksRSI. +type GetStocksRSIParamsTimespan string + +// GetStocksRSIParamsSeriesType defines parameters for GetStocksRSI. +type GetStocksRSIParamsSeriesType string + +// GetStocksRSIParamsOrder defines parameters for GetStocksRSI. +type GetStocksRSIParamsOrder string + +// GetCryptoSMAParams defines parameters for GetCryptoSMA. +type GetCryptoSMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetCryptoSMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Window The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to + // calculate the simple moving average (SMA). + SeriesType *GetCryptoSMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetCryptoSMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetCryptoSMAParamsTimespan defines parameters for GetCryptoSMA. +type GetCryptoSMAParamsTimespan string + +// GetCryptoSMAParamsSeriesType defines parameters for GetCryptoSMA. +type GetCryptoSMAParamsSeriesType string + +// GetCryptoSMAParamsOrder defines parameters for GetCryptoSMA. +type GetCryptoSMAParamsOrder string + +// GetForexSMAParams defines parameters for GetForexSMA. +type GetForexSMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetForexSMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to + // calculate the simple moving average (SMA). + SeriesType *GetForexSMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetForexSMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetForexSMAParamsTimespan defines parameters for GetForexSMA. +type GetForexSMAParamsTimespan string + +// GetForexSMAParamsSeriesType defines parameters for GetForexSMA. +type GetForexSMAParamsSeriesType string + +// GetForexSMAParamsOrder defines parameters for GetForexSMA. +type GetForexSMAParamsOrder string + +// GetIndicesSMAParams defines parameters for GetIndicesSMA. +type GetIndicesSMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetIndicesSMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The value in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close values to + // calculate the simple moving average (SMA). + SeriesType *GetIndicesSMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetIndicesSMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetIndicesSMAParamsTimespan defines parameters for GetIndicesSMA. +type GetIndicesSMAParamsTimespan string + +// GetIndicesSMAParamsSeriesType defines parameters for GetIndicesSMA. +type GetIndicesSMAParamsSeriesType string + +// GetIndicesSMAParamsOrder defines parameters for GetIndicesSMA. +type GetIndicesSMAParamsOrder string + +// GetOptionsSMAParams defines parameters for GetOptionsSMA. +type GetOptionsSMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetOptionsSMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to + // calculate the simple moving average (SMA). + SeriesType *GetOptionsSMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetOptionsSMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetOptionsSMAParamsTimespan defines parameters for GetOptionsSMA. +type GetOptionsSMAParamsTimespan string + +// GetOptionsSMAParamsSeriesType defines parameters for GetOptionsSMA. +type GetOptionsSMAParamsSeriesType string + +// GetOptionsSMAParamsOrder defines parameters for GetOptionsSMA. +type GetOptionsSMAParamsOrder string + +// GetStocksSMAParams defines parameters for GetStocksSMA. +type GetStocksSMAParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // Timespan The size of the aggregate time window. + Timespan *GetStocksSMAParamsTimespan `form:"timespan,omitempty" json:"timespan,omitempty"` + + // Adjusted Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Window The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average. + Window *int `form:"window,omitempty" json:"window,omitempty"` + + // SeriesType The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to + // calculate the simple moving average (SMA). + SeriesType *GetStocksSMAParamsSeriesType `form:"series_type,omitempty" json:"series_type,omitempty"` + + // ExpandUnderlying Whether or not to include the aggregates used to calculate this indicator in the response. + ExpandUnderlying *bool `form:"expand_underlying,omitempty" json:"expand_underlying,omitempty"` + + // Order The order in which to return the results, ordered by timestamp. + Order *GetStocksSMAParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 5000 + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` +} + +// GetStocksSMAParamsTimespan defines parameters for GetStocksSMA. +type GetStocksSMAParamsTimespan string + +// GetStocksSMAParamsSeriesType defines parameters for GetStocksSMA. +type GetStocksSMAParamsSeriesType string + +// GetStocksSMAParamsOrder defines parameters for GetStocksSMA. +type GetStocksSMAParamsOrder string + +// GetCryptoOpenCloseParams defines parameters for GetCryptoOpenClose. +type GetCryptoOpenCloseParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetOptionsOpenCloseParams defines parameters for GetOptionsOpenClose. +type GetOptionsOpenCloseParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetStocksOpenCloseParams defines parameters for GetStocksOpenClose. +type GetStocksOpenCloseParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetV1ReferenceIposParams defines parameters for GetV1ReferenceIpos. +type GetV1ReferenceIposParams struct { + // Ticker The ticker symbol of the IPO event. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. + UsCode *string `form:"us_code,omitempty" json:"us_code,omitempty"` + + // UsCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + UsCodeAnyOf *string `form:"us_code.any_of,omitempty" json:"us_code.any_of,omitempty"` + + // UsCodeGt Filter greater than the value. + UsCodeGt *string `form:"us_code.gt,omitempty" json:"us_code.gt,omitempty"` + + // UsCodeGte Filter greater than or equal to the value. + UsCodeGte *string `form:"us_code.gte,omitempty" json:"us_code.gte,omitempty"` + + // UsCodeLt Filter less than the value. + UsCodeLt *string `form:"us_code.lt,omitempty" json:"us_code.lt,omitempty"` + + // UsCodeLte Filter less than or equal to the value. + UsCodeLte *string `form:"us_code.lte,omitempty" json:"us_code.lte,omitempty"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + + // IsinAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + IsinAnyOf *string `form:"isin.any_of,omitempty" json:"isin.any_of,omitempty"` + + // IsinGt Filter greater than the value. + IsinGt *string `form:"isin.gt,omitempty" json:"isin.gt,omitempty"` + + // IsinGte Filter greater than or equal to the value. + IsinGte *string `form:"isin.gte,omitempty" json:"isin.gte,omitempty"` + + // IsinLt Filter less than the value. + IsinLt *string `form:"isin.lt,omitempty" json:"isin.lt,omitempty"` + + // IsinLte Filter less than or equal to the value. + IsinLte *string `form:"isin.lte,omitempty" json:"isin.lte,omitempty"` + + // ListingDate First trading date for the newly listed entity. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + ListingDate *string `form:"listing_date,omitempty" json:"listing_date,omitempty"` + + // ListingDateGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + ListingDateGt *string `form:"listing_date.gt,omitempty" json:"listing_date.gt,omitempty"` + + // ListingDateGte Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + ListingDateGte *string `form:"listing_date.gte,omitempty" json:"listing_date.gte,omitempty"` + + // ListingDateLt Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + ListingDateLt *string `form:"listing_date.lt,omitempty" json:"listing_date.lt,omitempty"` + + // ListingDateLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + ListingDateLte *string `form:"listing_date.lte,omitempty" json:"listing_date.lte,omitempty"` + + // IpoStatus The status of the IPO. + IpoStatus *GetV1ReferenceIposParamsIpoStatus `form:"ipo_status,omitempty" json:"ipo_status,omitempty"` + + // IpoStatusAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + IpoStatusAnyOf *GetV1ReferenceIposParamsIpoStatusAnyOf `form:"ipo_status.any_of,omitempty" json:"ipo_status.any_of,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'listing_date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetV1ReferenceIposParamsIpoStatus defines parameters for GetV1ReferenceIpos. +type GetV1ReferenceIposParamsIpoStatus string + +// GetV1ReferenceIposParamsIpoStatusAnyOf defines parameters for GetV1ReferenceIpos. +type GetV1ReferenceIposParamsIpoStatusAnyOf string + +// GetSnapshotSummaryParams defines parameters for GetSnapshotSummary. +type GetSnapshotSummaryParams struct { + // TickerAnyOf Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned. + // + // Warning: The maximum number of characters allowed in a URL are subject to your technology stack. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` +} + +// GetGroupedCryptoAggregatesParams defines parameters for GetGroupedCryptoAggregates. +type GetGroupedCryptoAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetGroupedForexAggregatesParams defines parameters for GetGroupedForexAggregates. +type GetGroupedForexAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetGroupedStocksAggregatesParams defines parameters for GetGroupedStocksAggregates. +type GetGroupedStocksAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // IncludeOtc Include OTC securities in the response. Default is false (don't include OTC securities). + IncludeOtc *bool `form:"include_otc,omitempty" json:"include_otc,omitempty"` +} + +// GetPreviousCryptoAggregatesParams defines parameters for GetPreviousCryptoAggregates. +type GetPreviousCryptoAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetCryptoAggregatesParams defines parameters for GetCryptoAggregates. +type GetCryptoAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Sort Sort the results by timestamp. + // `asc` will return results in ascending order (oldest at the top), + // `desc` will return results in descending order (newest at the top). + Sort interface{} `form:"sort,omitempty" json:"sort,omitempty"` + + // Limit Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. + // Read more about how limit is used to calculate aggregate results in our article on + // Aggregate Data API Improvements. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetCryptoAggregatesParamsTimespan defines parameters for GetCryptoAggregates. +type GetCryptoAggregatesParamsTimespan string + +// GetPreviousForexAggregatesParams defines parameters for GetPreviousForexAggregates. +type GetPreviousForexAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetForexAggregatesParams defines parameters for GetForexAggregates. +type GetForexAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Sort Sort the results by timestamp. + // `asc` will return results in ascending order (oldest at the top), + // `desc` will return results in descending order (newest at the top). + Sort interface{} `form:"sort,omitempty" json:"sort,omitempty"` + + // Limit Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. + // Read more about how limit is used to calculate aggregate results in our article on + // Aggregate Data API Improvements. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetForexAggregatesParamsTimespan defines parameters for GetForexAggregates. +type GetForexAggregatesParamsTimespan string + +// GetIndicesAggregatesParams defines parameters for GetIndicesAggregates. +type GetIndicesAggregatesParams struct { + // Sort Sort the results by timestamp. + // `asc` will return results in ascending order (oldest at the top), + // `desc` will return results in descending order (newest at the top). + Sort interface{} `form:"sort,omitempty" json:"sort,omitempty"` + + // Limit Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. + // Read more about how limit is used to calculate aggregate results in our article on + // Aggregate Data API Improvements. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetIndicesAggregatesParamsTimespan defines parameters for GetIndicesAggregates. +type GetIndicesAggregatesParamsTimespan string + +// GetPreviousOptionsAggregatesParams defines parameters for GetPreviousOptionsAggregates. +type GetPreviousOptionsAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetOptionsAggregatesParams defines parameters for GetOptionsAggregates. +type GetOptionsAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Sort Sort the results by timestamp. + // `asc` will return results in ascending order (oldest at the top), + // `desc` will return results in descending order (newest at the top). + Sort interface{} `form:"sort,omitempty" json:"sort,omitempty"` + + // Limit Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. + // Read more about how limit is used to calculate aggregate results in our article on + // Aggregate Data API Improvements. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetOptionsAggregatesParamsTimespan defines parameters for GetOptionsAggregates. +type GetOptionsAggregatesParamsTimespan string + +// GetPreviousStocksAggregatesParams defines parameters for GetPreviousStocksAggregates. +type GetPreviousStocksAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` +} + +// GetStocksAggregatesParams defines parameters for GetStocksAggregates. +type GetStocksAggregatesParams struct { + // Adjusted Whether or not the results are adjusted for splits. By default, results are adjusted. + // Set this to false to get results that are NOT adjusted for splits. + Adjusted *bool `form:"adjusted,omitempty" json:"adjusted,omitempty"` + + // Sort Sort the results by timestamp. + // `asc` will return results in ascending order (oldest at the top), + // `desc` will return results in descending order (newest at the top). + Sort interface{} `form:"sort,omitempty" json:"sort,omitempty"` + + // Limit Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. + // Read more about how limit is used to calculate aggregate results in our article on + // Aggregate Data API Improvements. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetStocksAggregatesParamsTimespan defines parameters for GetStocksAggregates. +type GetStocksAggregatesParamsTimespan string + +// ListNewsParams defines parameters for ListNews. +type ListNewsParams struct { + // Ticker Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // PublishedUtc Return results published on, before, or after this date. + PublishedUtc *struct { + union json.RawMessage + } `form:"published_utc,omitempty" json:"published_utc,omitempty"` + + // TickerGte Search by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Search by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Search by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Search by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // PublishedUtcGte Search by published_utc. + PublishedUtcGte *struct { + union json.RawMessage + } `form:"published_utc.gte,omitempty" json:"published_utc.gte,omitempty"` + + // PublishedUtcGt Search by published_utc. + PublishedUtcGt *struct { + union json.RawMessage + } `form:"published_utc.gt,omitempty" json:"published_utc.gt,omitempty"` + + // PublishedUtcLte Search by published_utc. + PublishedUtcLte *struct { + union json.RawMessage + } `form:"published_utc.lte,omitempty" json:"published_utc.lte,omitempty"` + + // PublishedUtcLt Search by published_utc. + PublishedUtcLt *struct { + union json.RawMessage + } `form:"published_utc.lt,omitempty" json:"published_utc.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListNewsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListNewsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListNewsParamsPublishedUtc0 defines parameters for ListNews. +type ListNewsParamsPublishedUtc0 = time.Time + +// ListNewsParamsPublishedUtc1 defines parameters for ListNews. +type ListNewsParamsPublishedUtc1 = openapi_types.Date + +// ListNewsParamsPublishedUtcGte0 defines parameters for ListNews. +type ListNewsParamsPublishedUtcGte0 = time.Time + +// ListNewsParamsPublishedUtcGte1 defines parameters for ListNews. +type ListNewsParamsPublishedUtcGte1 = openapi_types.Date + +// ListNewsParamsPublishedUtcGt0 defines parameters for ListNews. +type ListNewsParamsPublishedUtcGt0 = time.Time + +// ListNewsParamsPublishedUtcGt1 defines parameters for ListNews. +type ListNewsParamsPublishedUtcGt1 = openapi_types.Date + +// ListNewsParamsPublishedUtcLte0 defines parameters for ListNews. +type ListNewsParamsPublishedUtcLte0 = time.Time + +// ListNewsParamsPublishedUtcLte1 defines parameters for ListNews. +type ListNewsParamsPublishedUtcLte1 = openapi_types.Date + +// ListNewsParamsPublishedUtcLt0 defines parameters for ListNews. +type ListNewsParamsPublishedUtcLt0 = time.Time + +// ListNewsParamsPublishedUtcLt1 defines parameters for ListNews. +type ListNewsParamsPublishedUtcLt1 = openapi_types.Date + +// ListNewsParamsOrder defines parameters for ListNews. +type ListNewsParamsOrder string + +// ListNewsParamsSort defines parameters for ListNews. +type ListNewsParamsSort string + +// GetCryptoSnapshotTickersParams defines parameters for GetCryptoSnapshotTickers. +type GetCryptoSnapshotTickersParams struct { + // Tickers A case-sensitive comma separated list of tickers to get snapshots for. For example, X:BTCUSD, X:ETHBTC, and X:BOBAUSD. Empty string defaults to querying all tickers. + Tickers *[]string `form:"tickers,omitempty" json:"tickers,omitempty"` +} + +// GetCryptoSnapshotDirectionParamsDirection defines parameters for GetCryptoSnapshotDirection. +type GetCryptoSnapshotDirectionParamsDirection string + +// GetForexSnapshotTickersParams defines parameters for GetForexSnapshotTickers. +type GetForexSnapshotTickersParams struct { + // Tickers A case-sensitive comma separated list of tickers to get snapshots for. For example, C:EURUSD, C:GBPCAD, and C:AUDINR. Empty string defaults to querying all tickers. + Tickers *[]string `form:"tickers,omitempty" json:"tickers,omitempty"` +} + +// GetForexSnapshotDirectionParamsDirection defines parameters for GetForexSnapshotDirection. +type GetForexSnapshotDirectionParamsDirection string + +// GetStocksSnapshotTickersParams defines parameters for GetStocksSnapshotTickers. +type GetStocksSnapshotTickersParams struct { + // Tickers A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers. + Tickers *[]string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // IncludeOtc Include OTC securities in the response. Default is false (don't include OTC securities). + IncludeOtc *bool `form:"include_otc,omitempty" json:"include_otc,omitempty"` +} + +// GetStocksSnapshotDirectionParams defines parameters for GetStocksSnapshotDirection. +type GetStocksSnapshotDirectionParams struct { + // IncludeOtc Include OTC securities in the response. Default is false (don't include OTC securities). + IncludeOtc *bool `form:"include_otc,omitempty" json:"include_otc,omitempty"` +} + +// GetStocksSnapshotDirectionParamsDirection defines parameters for GetStocksSnapshotDirection. +type GetStocksSnapshotDirectionParamsDirection string + +// DeprecatedGetHistoricStocksQuotesParams defines parameters for DeprecatedGetHistoricStocksQuotes. +type DeprecatedGetHistoricStocksQuotesParams struct { + // Timestamp The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results. + Timestamp *int `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampLimit The maximum timestamp allowed in the results. + TimestampLimit *int `form:"timestampLimit,omitempty" json:"timestampLimit,omitempty"` + + // Reverse Reverse the order of the results. + Reverse *bool `form:"reverse,omitempty" json:"reverse,omitempty"` + + // Limit Limit the size of the response, max 50000 and default 5000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// DeprecatedGetHistoricStocksTradesParams defines parameters for DeprecatedGetHistoricStocksTrades. +type DeprecatedGetHistoricStocksTradesParams struct { + // Timestamp The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results. + Timestamp *int `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampLimit The maximum timestamp allowed in the results. + TimestampLimit *int `form:"timestampLimit,omitempty" json:"timestampLimit,omitempty"` + + // Reverse Reverse the order of the results. + Reverse *bool `form:"reverse,omitempty" json:"reverse,omitempty"` + + // Limit Limit the size of the response, max 50000 and default 5000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetForexQuotesParams defines parameters for GetForexQuotes. +type GetForexQuotesParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetForexQuotesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetForexQuotesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetForexQuotesParamsOrder defines parameters for GetForexQuotes. +type GetForexQuotesParamsOrder string + +// GetForexQuotesParamsSort defines parameters for GetForexQuotes. +type GetForexQuotesParamsSort string + +// GetOptionsQuotesParams defines parameters for GetOptionsQuotes. +type GetOptionsQuotesParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetOptionsQuotesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetOptionsQuotesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetOptionsQuotesParamsOrder defines parameters for GetOptionsQuotes. +type GetOptionsQuotesParamsOrder string + +// GetOptionsQuotesParamsSort defines parameters for GetOptionsQuotes. +type GetOptionsQuotesParamsSort string + +// GetStocksQuotesParams defines parameters for GetStocksQuotes. +type GetStocksQuotesParams struct { + // Timestamp Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetStocksQuotesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetStocksQuotesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksQuotesParamsOrder defines parameters for GetStocksQuotes. +type GetStocksQuotesParamsOrder string + +// GetStocksQuotesParamsSort defines parameters for GetStocksQuotes. +type GetStocksQuotesParamsSort string + +// ListConditionsParams defines parameters for ListConditions. +type ListConditionsParams struct { + // AssetClass Filter for conditions within a given asset class. + AssetClass *ListConditionsParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + + // DataType Filter by data type. + DataType *ListConditionsParamsDataType `form:"data_type,omitempty" json:"data_type,omitempty"` + + // Id Filter for conditions with a given ID. + Id *int `form:"id,omitempty" json:"id,omitempty"` + + // Sip Filter by SIP. If the condition contains a mapping for that SIP, the condition will be returned. + Sip *ListConditionsParamsSip `form:"sip,omitempty" json:"sip,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListConditionsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListConditionsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListConditionsParamsAssetClass defines parameters for ListConditions. +type ListConditionsParamsAssetClass string + +// ListConditionsParamsDataType defines parameters for ListConditions. +type ListConditionsParamsDataType string + +// ListConditionsParamsSip defines parameters for ListConditions. +type ListConditionsParamsSip string + +// ListConditionsParamsOrder defines parameters for ListConditions. +type ListConditionsParamsOrder string + +// ListConditionsParamsSort defines parameters for ListConditions. +type ListConditionsParamsSort string + +// ListDividendsParams defines parameters for ListDividends. +type ListDividendsParams struct { + // Ticker Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // ExDividendDate Query by ex-dividend date with the format YYYY-MM-DD. + ExDividendDate *openapi_types.Date `form:"ex_dividend_date,omitempty" json:"ex_dividend_date,omitempty"` + + // RecordDate Query by record date with the format YYYY-MM-DD. + RecordDate *openapi_types.Date `form:"record_date,omitempty" json:"record_date,omitempty"` + + // DeclarationDate Query by declaration date with the format YYYY-MM-DD. + DeclarationDate *openapi_types.Date `form:"declaration_date,omitempty" json:"declaration_date,omitempty"` + + // PayDate Query by pay date with the format YYYY-MM-DD. + PayDate *openapi_types.Date `form:"pay_date,omitempty" json:"pay_date,omitempty"` + + // Frequency Query by the number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly). + Frequency *ListDividendsParamsFrequency `form:"frequency,omitempty" json:"frequency,omitempty"` + + // CashAmount Query by the cash amount of the dividend. + CashAmount *float32 `form:"cash_amount,omitempty" json:"cash_amount,omitempty"` + + // DividendType Query by the type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD. + // Special Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC. + DividendType *ListDividendsParamsDividendType `form:"dividend_type,omitempty" json:"dividend_type,omitempty"` + + // TickerGte Range by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Range by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Range by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Range by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // ExDividendDateGte Range by ex_dividend_date. + ExDividendDateGte *openapi_types.Date `form:"ex_dividend_date.gte,omitempty" json:"ex_dividend_date.gte,omitempty"` + + // ExDividendDateGt Range by ex_dividend_date. + ExDividendDateGt *openapi_types.Date `form:"ex_dividend_date.gt,omitempty" json:"ex_dividend_date.gt,omitempty"` + + // ExDividendDateLte Range by ex_dividend_date. + ExDividendDateLte *openapi_types.Date `form:"ex_dividend_date.lte,omitempty" json:"ex_dividend_date.lte,omitempty"` + + // ExDividendDateLt Range by ex_dividend_date. + ExDividendDateLt *openapi_types.Date `form:"ex_dividend_date.lt,omitempty" json:"ex_dividend_date.lt,omitempty"` + + // RecordDateGte Range by record_date. + RecordDateGte *openapi_types.Date `form:"record_date.gte,omitempty" json:"record_date.gte,omitempty"` + + // RecordDateGt Range by record_date. + RecordDateGt *openapi_types.Date `form:"record_date.gt,omitempty" json:"record_date.gt,omitempty"` + + // RecordDateLte Range by record_date. + RecordDateLte *openapi_types.Date `form:"record_date.lte,omitempty" json:"record_date.lte,omitempty"` + + // RecordDateLt Range by record_date. + RecordDateLt *openapi_types.Date `form:"record_date.lt,omitempty" json:"record_date.lt,omitempty"` + + // DeclarationDateGte Range by declaration_date. + DeclarationDateGte *openapi_types.Date `form:"declaration_date.gte,omitempty" json:"declaration_date.gte,omitempty"` + + // DeclarationDateGt Range by declaration_date. + DeclarationDateGt *openapi_types.Date `form:"declaration_date.gt,omitempty" json:"declaration_date.gt,omitempty"` + + // DeclarationDateLte Range by declaration_date. + DeclarationDateLte *openapi_types.Date `form:"declaration_date.lte,omitempty" json:"declaration_date.lte,omitempty"` + + // DeclarationDateLt Range by declaration_date. + DeclarationDateLt *openapi_types.Date `form:"declaration_date.lt,omitempty" json:"declaration_date.lt,omitempty"` + + // PayDateGte Range by pay_date. + PayDateGte *openapi_types.Date `form:"pay_date.gte,omitempty" json:"pay_date.gte,omitempty"` + + // PayDateGt Range by pay_date. + PayDateGt *openapi_types.Date `form:"pay_date.gt,omitempty" json:"pay_date.gt,omitempty"` + + // PayDateLte Range by pay_date. + PayDateLte *openapi_types.Date `form:"pay_date.lte,omitempty" json:"pay_date.lte,omitempty"` + + // PayDateLt Range by pay_date. + PayDateLt *openapi_types.Date `form:"pay_date.lt,omitempty" json:"pay_date.lt,omitempty"` + + // CashAmountGte Range by cash_amount. + CashAmountGte *float32 `form:"cash_amount.gte,omitempty" json:"cash_amount.gte,omitempty"` + + // CashAmountGt Range by cash_amount. + CashAmountGt *float32 `form:"cash_amount.gt,omitempty" json:"cash_amount.gt,omitempty"` + + // CashAmountLte Range by cash_amount. + CashAmountLte *float32 `form:"cash_amount.lte,omitempty" json:"cash_amount.lte,omitempty"` + + // CashAmountLt Range by cash_amount. + CashAmountLt *float32 `form:"cash_amount.lt,omitempty" json:"cash_amount.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListDividendsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListDividendsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListDividendsParamsFrequency defines parameters for ListDividends. +type ListDividendsParamsFrequency int + +// ListDividendsParamsDividendType defines parameters for ListDividends. +type ListDividendsParamsDividendType string + +// ListDividendsParamsOrder defines parameters for ListDividends. +type ListDividendsParamsOrder string + +// ListDividendsParamsSort defines parameters for ListDividends. +type ListDividendsParamsSort string + +// ListExchangesParams defines parameters for ListExchanges. +type ListExchangesParams struct { + // AssetClass Filter by asset class. + AssetClass *ListExchangesParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + + // Locale Filter by locale. + Locale *ListExchangesParamsLocale `form:"locale,omitempty" json:"locale,omitempty"` +} + +// ListExchangesParamsAssetClass defines parameters for ListExchanges. +type ListExchangesParamsAssetClass string + +// ListExchangesParamsLocale defines parameters for ListExchanges. +type ListExchangesParamsLocale string + +// ListOptionsContractsParams defines parameters for ListOptionsContracts. +type ListOptionsContractsParams struct { + // UnderlyingTicker Query for contracts relating to an underlying stock ticker. + UnderlyingTicker *string `form:"underlying_ticker,omitempty" json:"underlying_ticker,omitempty"` + + // Ticker This parameter has been deprecated. To search by specific options ticker, use the Options Contract endpoint [here](https://massive.com/docs/rest/options/contracts/contract-overview). + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // ContractType Query by the type of contract. + ContractType *ListOptionsContractsParamsContractType `form:"contract_type,omitempty" json:"contract_type,omitempty"` + + // ExpirationDate Query by contract expiration with date format YYYY-MM-DD. + ExpirationDate *string `form:"expiration_date,omitempty" json:"expiration_date,omitempty"` + + // AsOf Specify a point in time for contracts as of this date with format YYYY-MM-DD. Defaults to today's date. + AsOf *string `form:"as_of,omitempty" json:"as_of,omitempty"` + + // StrikePrice Query by strike price of a contract. + StrikePrice *float32 `form:"strike_price,omitempty" json:"strike_price,omitempty"` + + // Expired Query for expired contracts. Default is false. + Expired *bool `form:"expired,omitempty" json:"expired,omitempty"` + + // UnderlyingTickerGte Range by underlying_ticker. + UnderlyingTickerGte *string `form:"underlying_ticker.gte,omitempty" json:"underlying_ticker.gte,omitempty"` + + // UnderlyingTickerGt Range by underlying_ticker. + UnderlyingTickerGt *string `form:"underlying_ticker.gt,omitempty" json:"underlying_ticker.gt,omitempty"` + + // UnderlyingTickerLte Range by underlying_ticker. + UnderlyingTickerLte *string `form:"underlying_ticker.lte,omitempty" json:"underlying_ticker.lte,omitempty"` + + // UnderlyingTickerLt Range by underlying_ticker. + UnderlyingTickerLt *string `form:"underlying_ticker.lt,omitempty" json:"underlying_ticker.lt,omitempty"` + + // ExpirationDateGte Range by expiration_date. + ExpirationDateGte *string `form:"expiration_date.gte,omitempty" json:"expiration_date.gte,omitempty"` + + // ExpirationDateGt Range by expiration_date. + ExpirationDateGt *string `form:"expiration_date.gt,omitempty" json:"expiration_date.gt,omitempty"` + + // ExpirationDateLte Range by expiration_date. + ExpirationDateLte *string `form:"expiration_date.lte,omitempty" json:"expiration_date.lte,omitempty"` + + // ExpirationDateLt Range by expiration_date. + ExpirationDateLt *string `form:"expiration_date.lt,omitempty" json:"expiration_date.lt,omitempty"` + + // StrikePriceGte Range by strike_price. + StrikePriceGte *float32 `form:"strike_price.gte,omitempty" json:"strike_price.gte,omitempty"` + + // StrikePriceGt Range by strike_price. + StrikePriceGt *float32 `form:"strike_price.gt,omitempty" json:"strike_price.gt,omitempty"` + + // StrikePriceLte Range by strike_price. + StrikePriceLte *float32 `form:"strike_price.lte,omitempty" json:"strike_price.lte,omitempty"` + + // StrikePriceLt Range by strike_price. + StrikePriceLt *float32 `form:"strike_price.lt,omitempty" json:"strike_price.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListOptionsContractsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListOptionsContractsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListOptionsContractsParamsContractType defines parameters for ListOptionsContracts. +type ListOptionsContractsParamsContractType string + +// ListOptionsContractsParamsOrder defines parameters for ListOptionsContracts. +type ListOptionsContractsParamsOrder string + +// ListOptionsContractsParamsSort defines parameters for ListOptionsContracts. +type ListOptionsContractsParamsSort string + +// GetOptionsContractParams defines parameters for GetOptionsContract. +type GetOptionsContractParams struct { + // AsOf Specify a point in time for the contract as of this date with format YYYY-MM-DD. Defaults to today's date. + AsOf *string `form:"as_of,omitempty" json:"as_of,omitempty"` +} + +// ListStockSplitsParams defines parameters for ListStockSplits. +type ListStockSplitsParams struct { + // Ticker Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // ExecutionDate Query by execution date with the format YYYY-MM-DD. + ExecutionDate *openapi_types.Date `form:"execution_date,omitempty" json:"execution_date,omitempty"` + + // ReverseSplit Query for reverse stock splits. A split ratio where split_from is greater than split_to represents a reverse split. By default this filter is not used. + ReverseSplit *bool `form:"reverse_split,omitempty" json:"reverse_split,omitempty"` + + // TickerGte Range by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Range by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Range by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Range by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // ExecutionDateGte Range by execution_date. + ExecutionDateGte *openapi_types.Date `form:"execution_date.gte,omitempty" json:"execution_date.gte,omitempty"` + + // ExecutionDateGt Range by execution_date. + ExecutionDateGt *openapi_types.Date `form:"execution_date.gt,omitempty" json:"execution_date.gt,omitempty"` + + // ExecutionDateLte Range by execution_date. + ExecutionDateLte *openapi_types.Date `form:"execution_date.lte,omitempty" json:"execution_date.lte,omitempty"` + + // ExecutionDateLt Range by execution_date. + ExecutionDateLt *openapi_types.Date `form:"execution_date.lt,omitempty" json:"execution_date.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListStockSplitsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListStockSplitsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListStockSplitsParamsOrder defines parameters for ListStockSplits. +type ListStockSplitsParamsOrder string + +// ListStockSplitsParamsSort defines parameters for ListStockSplits. +type ListStockSplitsParamsSort string + +// ListTickersParams defines parameters for ListTickers. +type ListTickersParams struct { + // Ticker Specify a ticker symbol. + // Defaults to empty string which queries all tickers. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // Type Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + // Defaults to empty string which queries all types. + Type *ListTickersParamsType `form:"type,omitempty" json:"type,omitempty"` + + // Market Filter by market type. By default all markets are included. + Market *ListTickersParamsMarket `form:"market,omitempty" json:"market,omitempty"` + + // Exchange Specify the asset's primary exchange Market Identifier Code (MIC) according to [ISO 10383](https://www.iso20022.org/market-identifier-codes). + // Defaults to empty string which queries all exchanges. + Exchange *string `form:"exchange,omitempty" json:"exchange,omitempty"` + + // Cusip Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes [at their website](https://www.cusip.com/identifiers.html#/CUSIP). + // Defaults to empty string which queries all CUSIPs. + // + // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. + Cusip *string `form:"cusip,omitempty" json:"cusip,omitempty"` + + // Cik Specify the CIK of the asset you want to search for. Find more information about CIK codes [at their website](https://www.sec.gov/edgar/searchedgar/cik.htm). + // Defaults to empty string which queries all CIKs. + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // Date Specify a point in time to retrieve tickers available on that date. + // Defaults to the most recent available date. + Date *openapi_types.Date `form:"date,omitempty" json:"date,omitempty"` + + // Search Search for terms within the ticker and/or company name. + Search *string `form:"search,omitempty" json:"search,omitempty"` + + // Active Specify if the tickers returned should be actively traded on the queried date. Default is true. + Active *bool `form:"active,omitempty" json:"active,omitempty"` + + // TickerGte Range by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Range by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Range by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Range by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListTickersParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 100 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListTickersParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListTickersParamsType defines parameters for ListTickers. +type ListTickersParamsType string + +// ListTickersParamsMarket defines parameters for ListTickers. +type ListTickersParamsMarket string + +// ListTickersParamsOrder defines parameters for ListTickers. +type ListTickersParamsOrder string + +// ListTickersParamsSort defines parameters for ListTickers. +type ListTickersParamsSort string + +// ListTickerTypesParams defines parameters for ListTickerTypes. +type ListTickerTypesParams struct { + // AssetClass Filter by asset class. + AssetClass *ListTickerTypesParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + + // Locale Filter by locale. + Locale *ListTickerTypesParamsLocale `form:"locale,omitempty" json:"locale,omitempty"` +} + +// ListTickerTypesParamsAssetClass defines parameters for ListTickerTypes. +type ListTickerTypesParamsAssetClass string + +// ListTickerTypesParamsLocale defines parameters for ListTickerTypes. +type ListTickerTypesParamsLocale string + +// GetTickerParams defines parameters for GetTicker. +type GetTickerParams struct { + // Date Specify a point in time to get information about the ticker available on that date. + // When retrieving information from SEC filings, we compare this date with the period of report date on the SEC filing. + // + // For example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on 2019-06-29. + // That means that the filing was submitted on 2019-07-31, but the filing was created based on information from 2019-06-29. + // If you were to query for AAPL details on 2019-06-29, the ticker details would include information from the SEC filing. + // + // Defaults to the most recent available date. + Date *openapi_types.Date `form:"date,omitempty" json:"date,omitempty"` +} + +// GetSnapshotsParams defines parameters for GetSnapshots. +type GetSnapshotsParams struct { + // Ticker Search a range of tickers lexicographically. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // Type Query by the type of asset. + Type *GetSnapshotsParamsType `form:"type,omitempty" json:"type,omitempty"` + + // TickerGte Range by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Range by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Range by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Range by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerAnyOf Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner. + // + // Warning: The maximum number of characters allowed in a URL are subject to your technology stack. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetSnapshotsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 250. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetSnapshotsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetSnapshotsParamsType defines parameters for GetSnapshots. +type GetSnapshotsParamsType string + +// GetSnapshotsParamsOrder defines parameters for GetSnapshots. +type GetSnapshotsParamsOrder string + +// GetSnapshotsParamsSort defines parameters for GetSnapshots. +type GetSnapshotsParamsSort string + +// GetIndicesSnapshotParams defines parameters for GetIndicesSnapshot. +type GetIndicesSnapshotParams struct { + // TickerAnyOf Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner. + // + // Warning: The maximum number of characters allowed in a URL are subject to your technology stack. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // Ticker Search a range of tickers lexicographically. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // TickerGte Range by ticker. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerGt Range by ticker. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerLte Range by ticker. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // TickerLt Range by ticker. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetIndicesSnapshotParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 250. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetIndicesSnapshotParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetIndicesSnapshotParamsOrder defines parameters for GetIndicesSnapshot. +type GetIndicesSnapshotParamsOrder string + +// GetIndicesSnapshotParamsSort defines parameters for GetIndicesSnapshot. +type GetIndicesSnapshotParamsSort string + +// GetOptionsChainParams defines parameters for GetOptionsChain. +type GetOptionsChainParams struct { + // StrikePrice Query by strike price of a contract. + StrikePrice *float32 `form:"strike_price,omitempty" json:"strike_price,omitempty"` + + // ExpirationDate Query by contract expiration with date format YYYY-MM-DD. + ExpirationDate *string `form:"expiration_date,omitempty" json:"expiration_date,omitempty"` + + // ContractType Query by the type of contract. + ContractType *GetOptionsChainParamsContractType `form:"contract_type,omitempty" json:"contract_type,omitempty"` + + // StrikePriceGte Range by strike_price. + StrikePriceGte *float32 `form:"strike_price.gte,omitempty" json:"strike_price.gte,omitempty"` + + // StrikePriceGt Range by strike_price. + StrikePriceGt *float32 `form:"strike_price.gt,omitempty" json:"strike_price.gt,omitempty"` + + // StrikePriceLte Range by strike_price. + StrikePriceLte *float32 `form:"strike_price.lte,omitempty" json:"strike_price.lte,omitempty"` + + // StrikePriceLt Range by strike_price. + StrikePriceLt *float32 `form:"strike_price.lt,omitempty" json:"strike_price.lt,omitempty"` + + // ExpirationDateGte Range by expiration_date. + ExpirationDateGte *string `form:"expiration_date.gte,omitempty" json:"expiration_date.gte,omitempty"` + + // ExpirationDateGt Range by expiration_date. + ExpirationDateGt *string `form:"expiration_date.gt,omitempty" json:"expiration_date.gt,omitempty"` + + // ExpirationDateLte Range by expiration_date. + ExpirationDateLte *string `form:"expiration_date.lte,omitempty" json:"expiration_date.lte,omitempty"` + + // ExpirationDateLt Range by expiration_date. + ExpirationDateLt *string `form:"expiration_date.lt,omitempty" json:"expiration_date.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetOptionsChainParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 250. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetOptionsChainParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetOptionsChainParamsContractType defines parameters for GetOptionsChain. +type GetOptionsChainParamsContractType string + +// GetOptionsChainParamsOrder defines parameters for GetOptionsChain. +type GetOptionsChainParamsOrder string + +// GetOptionsChainParamsSort defines parameters for GetOptionsChain. +type GetOptionsChainParamsSort string + +// GetCryptoTradesParams defines parameters for GetCryptoTrades. +type GetCryptoTradesParams struct { + // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetCryptoTradesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetCryptoTradesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetCryptoTradesParamsOrder defines parameters for GetCryptoTrades. +type GetCryptoTradesParamsOrder string + +// GetCryptoTradesParamsSort defines parameters for GetCryptoTrades. +type GetCryptoTradesParamsSort string + +// GetOptionsTradesParams defines parameters for GetOptionsTrades. +type GetOptionsTradesParams struct { + // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetOptionsTradesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetOptionsTradesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetOptionsTradesParamsOrder defines parameters for GetOptionsTrades. +type GetOptionsTradesParamsOrder string + +// GetOptionsTradesParamsSort defines parameters for GetOptionsTrades. +type GetOptionsTradesParamsSort string + +// GetStocksTradesParams defines parameters for GetStocksTrades. +type GetStocksTradesParams struct { + // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGte Range by timestamp. + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampGt Range by timestamp. + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampLte Range by timestamp. + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // TimestampLt Range by timestamp. + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *GetStocksTradesParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 1000 and max is 50000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *GetStocksTradesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksTradesParamsOrder defines parameters for GetStocksTrades. +type GetStocksTradesParamsOrder string + +// GetStocksTradesParamsSort defines parameters for GetStocksTrades. +type GetStocksTradesParamsSort string + +// ListFinancialsParams defines parameters for ListFinancials. +type ListFinancialsParams struct { + // Ticker Query by company ticker. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // Cik Query by central index key (CIK) Number + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CompanyName Query by company name. + CompanyName *string `form:"company_name,omitempty" json:"company_name,omitempty"` + + // Sic Query by standard industrial classification (SIC) + Sic *string `form:"sic,omitempty" json:"sic,omitempty"` + + // FilingDate Query by the date when the filing with financials data was filed in YYYY-MM-DD format. + // + // Best used when querying over date ranges to find financials based on filings that happen in a time period. + // + // Examples: + // + // To get financials based on filings that have happened after January 1, 2009 use the query param filing_date.gte=2009-01-01 + // + // To get financials based on filings that happened in the year 2009 use the query params filing_date.gte=2009-01-01&filing_date.lt=2010-01-01 + FilingDate *openapi_types.Date `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // PeriodOfReportDate The period of report for the filing with financials data in YYYY-MM-DD format. + PeriodOfReportDate *openapi_types.Date `form:"period_of_report_date,omitempty" json:"period_of_report_date,omitempty"` + + // Timeframe Query by timeframe. Annual financials originate from 10-K filings, and quarterly financials originate from 10-Q filings. Note: Most companies do not file quarterly reports for Q4 and instead include those financials in their annual report, so some companies my not return quarterly financials for Q4 + Timeframe *ListFinancialsParamsTimeframe `form:"timeframe,omitempty" json:"timeframe,omitempty"` + + // IncludeSources Whether or not to include the `xpath` and `formula` attributes for each financial data point. + // See the `xpath` and `formula` response attributes for more info. False by default. + IncludeSources *bool `form:"include_sources,omitempty" json:"include_sources,omitempty"` + + // CompanyNameSearch Search by company_name. + CompanyNameSearch *string `form:"company_name.search,omitempty" json:"company_name.search,omitempty"` + + // FilingDateGte Search by filing_date. + FilingDateGte *openapi_types.Date `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateGt Search by filing_date. + FilingDateGt *openapi_types.Date `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateLte Search by filing_date. + FilingDateLte *openapi_types.Date `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // FilingDateLt Search by filing_date. + FilingDateLt *openapi_types.Date `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // PeriodOfReportDateGte Search by period_of_report_date. + PeriodOfReportDateGte *openapi_types.Date `form:"period_of_report_date.gte,omitempty" json:"period_of_report_date.gte,omitempty"` + + // PeriodOfReportDateGt Search by period_of_report_date. + PeriodOfReportDateGt *openapi_types.Date `form:"period_of_report_date.gt,omitempty" json:"period_of_report_date.gt,omitempty"` + + // PeriodOfReportDateLte Search by period_of_report_date. + PeriodOfReportDateLte *openapi_types.Date `form:"period_of_report_date.lte,omitempty" json:"period_of_report_date.lte,omitempty"` + + // PeriodOfReportDateLt Search by period_of_report_date. + PeriodOfReportDateLt *openapi_types.Date `form:"period_of_report_date.lt,omitempty" json:"period_of_report_date.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListFinancialsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 100. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListFinancialsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListFinancialsParamsTimeframe defines parameters for ListFinancials. +type ListFinancialsParamsTimeframe string + +// ListFinancialsParamsOrder defines parameters for ListFinancials. +type ListFinancialsParamsOrder string + +// ListFinancialsParamsSort defines parameters for ListFinancials. +type ListFinancialsParamsSort string + +// ListIPOsParams defines parameters for ListIPOs. +type ListIPOsParams struct { + // Ticker Specify a case-sensitive ticker symbol. For example, TSLA represents Tesla Inc. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` + + // UsCode Specify a us_code. This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades. + UsCode *string `form:"us_code,omitempty" json:"us_code,omitempty"` + + // Isin Specify an International Securities Identification Number (ISIN). This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + + // ListingDate Specify a listing date. This is the first trading date for the newly listed entity. + ListingDate *openapi_types.Date `form:"listing_date,omitempty" json:"listing_date,omitempty"` + + // IpoStatus Specify an IPO status. + IpoStatus *ListIPOsParamsIpoStatus `form:"ipo_status,omitempty" json:"ipo_status,omitempty"` + + // ListingDateGte Range by listing_date. + ListingDateGte *openapi_types.Date `form:"listing_date.gte,omitempty" json:"listing_date.gte,omitempty"` + + // ListingDateGt Range by listing_date. + ListingDateGt *openapi_types.Date `form:"listing_date.gt,omitempty" json:"listing_date.gt,omitempty"` + + // ListingDateLte Range by listing_date. + ListingDateLte *openapi_types.Date `form:"listing_date.lte,omitempty" json:"listing_date.lte,omitempty"` + + // ListingDateLt Range by listing_date. + ListingDateLt *openapi_types.Date `form:"listing_date.lt,omitempty" json:"listing_date.lt,omitempty"` + + // Order Order results based on the `sort` field. + Order *ListIPOsParamsOrder `form:"order,omitempty" json:"order,omitempty"` + + // Limit Limit the number of results returned, default is 10 and max is 1000. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort Sort field used for ordering. + Sort *ListIPOsParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// ListIPOsParamsIpoStatus defines parameters for ListIPOs. +type ListIPOsParamsIpoStatus string + +// ListIPOsParamsOrder defines parameters for ListIPOs. +type ListIPOsParamsOrder string + +// ListIPOsParamsSort defines parameters for ListIPOs. +type ListIPOsParamsSort string + +// GetEventsParams defines parameters for GetEvents. +type GetEventsParams struct { + // Types A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type. + // Leave blank to return all supported event_types. + Types *string `form:"types,omitempty" json:"types,omitempty"` +} + +// RequestEditorFn is the function signature for the RequestEditor callback function +type RequestEditorFn func(ctx context.Context, req *http.Request) error + +// Doer performs HTTP requests. +// +// The standard http.Client implements this interface. +type HttpRequestDoer interface { + Do(req *http.Request) (*http.Response, error) +} + +// Client which conforms to the OpenAPI3 specification for this service. +type Client struct { + // The endpoint of the server conforming to this interface, with scheme, + // https://api.deepmap.com for example. This can contain a path relative + // to the server, such as https://api.deepmap.com/dev-test, and all the + // paths in the swagger spec will be appended to the server. + Server string + + // Doer for performing requests, typically a *http.Client with any + // customized settings, such as certificate chains. + Client HttpRequestDoer + + // A list of callbacks for modifying requests which are generated before sending over + // the network. + RequestEditors []RequestEditorFn +} + +// ClientOption allows setting custom parameters during construction +type ClientOption func(*Client) error + +// Creates a new Client, with reasonable defaults +func NewClient(server string, opts ...ClientOption) (*Client, error) { + // create a client with sane default values + client := Client{ + Server: server, + } + // mutate client and add all optional params + for _, o := range opts { + if err := o(&client); err != nil { + return nil, err + } + } + // ensure the server URL always has a trailing slash + if !strings.HasSuffix(client.Server, "/") { + client.Server += "/" + } + // create httpClient, if not already present + if client.Client == nil { + client.Client = &http.Client{} + } + return &client, nil +} + +// WithHTTPClient allows overriding the default Doer, which is +// automatically created using http.Client. This is useful for tests. +func WithHTTPClient(doer HttpRequestDoer) ClientOption { + return func(c *Client) error { + c.Client = doer + return nil + } +} + +// WithRequestEditorFn allows setting up a callback function, which will be +// called right before sending the request. This can be used to mutate the request. +func WithRequestEditorFn(fn RequestEditorFn) ClientOption { + return func(c *Client) error { + c.RequestEditors = append(c.RequestEditors, fn) + return nil + } +} + +// The interface specification for the client above. +type ClientInterface interface { + // GetBenzingaV1AnalystInsights request + GetBenzingaV1AnalystInsights(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1Analysts request + GetBenzingaV1Analysts(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1BullsBearsSay request + GetBenzingaV1BullsBearsSay(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1ConsensusRatings request + GetBenzingaV1ConsensusRatings(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1Earnings request + GetBenzingaV1Earnings(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1Firms request + GetBenzingaV1Firms(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1Guidance request + GetBenzingaV1Guidance(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV1Ratings request + GetBenzingaV1Ratings(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetBenzingaV2News request + GetBenzingaV2News(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoV1Exchanges request + GetCryptoV1Exchanges(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEtfGlobalV1Analytics request + GetEtfGlobalV1Analytics(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEtfGlobalV1Constituents request + GetEtfGlobalV1Constituents(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEtfGlobalV1FundFlows request + GetEtfGlobalV1FundFlows(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEtfGlobalV1Profiles request + GetEtfGlobalV1Profiles(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEtfGlobalV1Taxonomies request + GetEtfGlobalV1Taxonomies(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFedV1Inflation request + GetFedV1Inflation(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFedV1InflationExpectations request + GetFedV1InflationExpectations(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFedV1LaborMarket request + GetFedV1LaborMarket(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFedV1TreasuryYields request + GetFedV1TreasuryYields(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexV1Exchanges request + GetForexV1Exchanges(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesAggregates request + GetFuturesAggregates(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXContracts request + GetFuturesVXContracts(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXExchanges request + GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXMarketStatus request + GetFuturesVXMarketStatus(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXProducts request + GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXQuotesNew request + GetFuturesVXQuotesNew(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesQuotes request + GetFuturesQuotes(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXSchedules request + GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXSnapshot request + GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXSnapshotNative request + GetFuturesVXSnapshotNative(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesVXTradesNew request + GetFuturesVXTradesNew(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesTrades request + GetFuturesTrades(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsV1Exchanges request + GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFilings10KVXSections request + GetStocksFilings10KVXSections(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFilingsVXIndex request + GetStocksFilingsVXIndex(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFilingsVXRiskFactors request + GetStocksFilingsVXRiskFactors(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFinancialsV1BalanceSheets request + GetStocksFinancialsV1BalanceSheets(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFinancialsV1CashFlowStatements request + GetStocksFinancialsV1CashFlowStatements(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFinancialsV1IncomeStatements request + GetStocksFinancialsV1IncomeStatements(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFinancialsV1Ratios request + GetStocksFinancialsV1Ratios(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksTaxonomiesVXRiskFactors request + GetStocksTaxonomiesVXRiskFactors(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksV1Dividends request + GetStocksV1Dividends(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksV1Exchanges request + GetStocksV1Exchanges(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksV1ShortInterest request + GetStocksV1ShortInterest(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksV1ShortVolume request + GetStocksV1ShortVolume(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksV1Splits request + GetStocksV1Splits(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksVXFloat request + GetStocksVXFloat(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetTmxV1CorporateEvents request + GetTmxV1CorporateEvents(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCurrencyConversion request + GetCurrencyConversion(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // DeprecatedGetHistoricCryptoTrades request + DeprecatedGetHistoricCryptoTrades(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // DeprecatedGetHistoricForexQuotes request + DeprecatedGetHistoricForexQuotes(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoEMA request + GetCryptoEMA(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexEMA request + GetForexEMA(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesEMA request + GetIndicesEMA(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsEMA request + GetOptionsEMA(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksEMA request + GetStocksEMA(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoMACD request + GetCryptoMACD(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexMACD request + GetForexMACD(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesMACD request + GetIndicesMACD(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsMACD request + GetOptionsMACD(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksMACD request + GetStocksMACD(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoRSI request + GetCryptoRSI(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexRSI request + GetForexRSI(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesRSI request + GetIndicesRSI(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsRSI request + GetOptionsRSI(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksRSI request + GetStocksRSI(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoSMA request + GetCryptoSMA(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexSMA request + GetForexSMA(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesSMA request + GetIndicesSMA(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsSMA request + GetOptionsSMA(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksSMA request + GetStocksSMA(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetLastCryptoTrade request + GetLastCryptoTrade(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetLastCurrencyQuote request + GetLastCurrencyQuote(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetMarketStatus request + GetMarketStatus(ctx context.Context, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetMarketHolidays request + GetMarketHolidays(ctx context.Context, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoOpenClose request + GetCryptoOpenClose(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesOpenClose request + GetIndicesOpenClose(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsOpenClose request + GetOptionsOpenClose(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksOpenClose request + GetStocksOpenClose(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetV1ReferenceIpos request + GetV1ReferenceIpos(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetRelatedCompanies request + GetRelatedCompanies(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetSnapshotSummary request + GetSnapshotSummary(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetGroupedCryptoAggregates request + GetGroupedCryptoAggregates(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetGroupedForexAggregates request + GetGroupedForexAggregates(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetGroupedStocksAggregates request + GetGroupedStocksAggregates(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetPreviousCryptoAggregates request + GetPreviousCryptoAggregates(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoAggregates request + GetCryptoAggregates(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetPreviousForexAggregates request + GetPreviousForexAggregates(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexAggregates request + GetForexAggregates(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetPreviousIndicesAggregates request + GetPreviousIndicesAggregates(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesAggregates request + GetIndicesAggregates(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetPreviousOptionsAggregates request + GetPreviousOptionsAggregates(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsAggregates request + GetOptionsAggregates(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetPreviousStocksAggregates request + GetPreviousStocksAggregates(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksAggregates request + GetStocksAggregates(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetLastStocksQuote request + GetLastStocksQuote(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetLastOptionsTrade request + GetLastOptionsTrade(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetLastStocksTrade request + GetLastStocksTrade(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListNews request + ListNews(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoSnapshotTickers request + GetCryptoSnapshotTickers(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoSnapshotTicker request + GetCryptoSnapshotTicker(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // DeprecatedGetCryptoSnapshotTickerBook request + DeprecatedGetCryptoSnapshotTickerBook(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoSnapshotDirection request + GetCryptoSnapshotDirection(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexSnapshotTickers request + GetForexSnapshotTickers(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexSnapshotTicker request + GetForexSnapshotTicker(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexSnapshotDirection request + GetForexSnapshotDirection(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksSnapshotTickers request + GetStocksSnapshotTickers(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksSnapshotTicker request + GetStocksSnapshotTicker(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksSnapshotDirection request + GetStocksSnapshotDirection(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // DeprecatedGetHistoricStocksQuotes request + DeprecatedGetHistoricStocksQuotes(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // DeprecatedGetHistoricStocksTrades request + DeprecatedGetHistoricStocksTrades(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetForexQuotes request + GetForexQuotes(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsQuotes request + GetOptionsQuotes(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksQuotes request + GetStocksQuotes(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListConditions request + ListConditions(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListDividends request + ListDividends(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListExchanges request + ListExchanges(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListOptionsContracts request + ListOptionsContracts(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsContract request + GetOptionsContract(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListStockSplits request + ListStockSplits(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListTickers request + ListTickers(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListTickerTypes request + ListTickerTypes(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetTicker request + GetTicker(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetSnapshots request + GetSnapshots(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetIndicesSnapshot request + GetIndicesSnapshot(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsChain request + GetOptionsChain(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionContract request + GetOptionContract(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetCryptoTrades request + GetCryptoTrades(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetOptionsTrades request + GetOptionsTrades(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksTrades request + GetStocksTrades(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListFinancials request + ListFinancials(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // ListIPOs request + ListIPOs(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetEvents request + GetEvents(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*http.Response, error) +} + +func (c *Client) GetBenzingaV1AnalystInsights(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1AnalystInsightsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1Analysts(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1AnalystsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1BullsBearsSay(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1BullsBearsSayRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1ConsensusRatings(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1ConsensusRatingsRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1Earnings(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1EarningsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1Firms(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1FirmsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1Guidance(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1GuidanceRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV1Ratings(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1RatingsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetBenzingaV2News(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV2NewsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoV1Exchanges(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoV1ExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEtfGlobalV1Analytics(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEtfGlobalV1AnalyticsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEtfGlobalV1Constituents(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEtfGlobalV1ConstituentsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEtfGlobalV1FundFlows(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEtfGlobalV1FundFlowsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEtfGlobalV1Profiles(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEtfGlobalV1ProfilesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEtfGlobalV1Taxonomies(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEtfGlobalV1TaxonomiesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFedV1Inflation(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFedV1InflationRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFedV1InflationExpectations(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFedV1InflationExpectationsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFedV1LaborMarket(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFedV1LaborMarketRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFedV1TreasuryYields(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFedV1TreasuryYieldsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexV1Exchanges(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexV1ExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesAggregates(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesAggregatesRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXContracts(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXContractsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXMarketStatus(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXMarketStatusRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXProductsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXQuotesNew(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXQuotesNewRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesQuotes(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesQuotesRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXSchedulesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXSnapshotRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXSnapshotNative(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXSnapshotNativeRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXTradesNew(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXTradesNewRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesTrades(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesTradesRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsV1ExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFilings10KVXSections(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilings10KVXSectionsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFilingsVXIndex(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilingsVXIndexRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFilingsVXRiskFactors(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilingsVXRiskFactorsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFinancialsV1BalanceSheets(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFinancialsV1BalanceSheetsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFinancialsV1CashFlowStatements(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFinancialsV1CashFlowStatementsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFinancialsV1IncomeStatements(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFinancialsV1IncomeStatementsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksFinancialsV1Ratios(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFinancialsV1RatiosRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksTaxonomiesVXRiskFactors(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksTaxonomiesVXRiskFactorsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksV1Dividends(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksV1DividendsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksV1Exchanges(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksV1ExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksV1ShortInterest(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksV1ShortInterestRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksV1ShortVolume(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksV1ShortVolumeRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksV1Splits(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksV1SplitsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksVXFloat(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksVXFloatRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetTmxV1CorporateEvents(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetTmxV1CorporateEventsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCurrencyConversion(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCurrencyConversionRequest(c.Server, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) DeprecatedGetHistoricCryptoTrades(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewDeprecatedGetHistoricCryptoTradesRequest(c.Server, from, to, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) DeprecatedGetHistoricForexQuotes(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewDeprecatedGetHistoricForexQuotesRequest(c.Server, from, to, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoEMA(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoEMARequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexEMA(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexEMARequest(c.Server, fxTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesEMA(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesEMARequest(c.Server, indicesTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsEMA(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsEMARequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksEMA(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksEMARequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoMACD(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoMACDRequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexMACD(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexMACDRequest(c.Server, fxTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesMACD(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesMACDRequest(c.Server, indicesTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsMACD(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsMACDRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksMACD(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksMACDRequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoRSI(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoRSIRequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexRSI(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexRSIRequest(c.Server, fxTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesRSI(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesRSIRequest(c.Server, indicesTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsRSI(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsRSIRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksRSI(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksRSIRequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoSMA(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoSMARequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexSMA(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexSMARequest(c.Server, fxTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesSMA(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesSMARequest(c.Server, indicesTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsSMA(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsSMARequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksSMA(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksSMARequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetLastCryptoTrade(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetLastCryptoTradeRequest(c.Server, from, to) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetLastCurrencyQuote(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetLastCurrencyQuoteRequest(c.Server, from, to) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetMarketStatus(ctx context.Context, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetMarketStatusRequest(c.Server) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetMarketHolidays(ctx context.Context, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetMarketHolidaysRequest(c.Server) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoOpenClose(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoOpenCloseRequest(c.Server, from, to, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesOpenClose(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesOpenCloseRequest(c.Server, indicesTicker, date) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsOpenClose(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsOpenCloseRequest(c.Server, optionsTicker, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksOpenClose(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksOpenCloseRequest(c.Server, stocksTicker, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetV1ReferenceIpos(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetV1ReferenceIposRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetRelatedCompanies(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetRelatedCompaniesRequest(c.Server, ticker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetSnapshotSummary(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetSnapshotSummaryRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetGroupedCryptoAggregates(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetGroupedCryptoAggregatesRequest(c.Server, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetGroupedForexAggregates(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetGroupedForexAggregatesRequest(c.Server, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetGroupedStocksAggregates(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetGroupedStocksAggregatesRequest(c.Server, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetPreviousCryptoAggregates(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetPreviousCryptoAggregatesRequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoAggregates(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoAggregatesRequest(c.Server, cryptoTicker, multiplier, timespan, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetPreviousForexAggregates(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetPreviousForexAggregatesRequest(c.Server, forexTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexAggregates(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexAggregatesRequest(c.Server, forexTicker, multiplier, timespan, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetPreviousIndicesAggregates(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetPreviousIndicesAggregatesRequest(c.Server, indicesTicker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesAggregates(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesAggregatesRequest(c.Server, indicesTicker, multiplier, timespan, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetPreviousOptionsAggregates(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetPreviousOptionsAggregatesRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsAggregates(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsAggregatesRequest(c.Server, optionsTicker, multiplier, timespan, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetPreviousStocksAggregates(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetPreviousStocksAggregatesRequest(c.Server, stocksTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksAggregates(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksAggregatesRequest(c.Server, stocksTicker, multiplier, timespan, from, to, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetLastStocksQuote(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetLastStocksQuoteRequest(c.Server, stocksTicker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetLastOptionsTrade(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetLastOptionsTradeRequest(c.Server, optionsTicker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetLastStocksTrade(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetLastStocksTradeRequest(c.Server, stocksTicker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListNews(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListNewsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoSnapshotTickers(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoSnapshotTickersRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoSnapshotTicker(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoSnapshotTickerRequest(c.Server, ticker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) DeprecatedGetCryptoSnapshotTickerBook(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewDeprecatedGetCryptoSnapshotTickerBookRequest(c.Server, ticker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoSnapshotDirection(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoSnapshotDirectionRequest(c.Server, direction) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexSnapshotTickers(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexSnapshotTickersRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexSnapshotTicker(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexSnapshotTickerRequest(c.Server, ticker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexSnapshotDirection(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexSnapshotDirectionRequest(c.Server, direction) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksSnapshotTickers(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksSnapshotTickersRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksSnapshotTicker(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksSnapshotTickerRequest(c.Server, stocksTicker) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksSnapshotDirection(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksSnapshotDirectionRequest(c.Server, direction, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) DeprecatedGetHistoricStocksQuotes(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewDeprecatedGetHistoricStocksQuotesRequest(c.Server, ticker, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) DeprecatedGetHistoricStocksTrades(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewDeprecatedGetHistoricStocksTradesRequest(c.Server, ticker, date, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetForexQuotes(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetForexQuotesRequest(c.Server, fxTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsQuotes(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsQuotesRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksQuotes(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksQuotesRequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListConditions(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListConditionsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListDividends(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListDividendsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListExchanges(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListOptionsContracts(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListOptionsContractsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsContract(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsContractRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListStockSplits(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListStockSplitsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListTickers(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListTickersRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListTickerTypes(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListTickerTypesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetTicker(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetTickerRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetSnapshots(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetSnapshotsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetIndicesSnapshot(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetIndicesSnapshotRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsChain(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsChainRequest(c.Server, underlyingAsset, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionContract(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionContractRequest(c.Server, underlyingAsset, optionContract) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetCryptoTrades(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetCryptoTradesRequest(c.Server, cryptoTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetOptionsTrades(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsTradesRequest(c.Server, optionsTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetStocksTrades(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksTradesRequest(c.Server, stockTicker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListFinancials(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListFinancialsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) ListIPOs(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewListIPOsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetEvents(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetEventsRequest(c.Server, id, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +// NewGetBenzingaV1AnalystInsightsRequest generates requests for GetBenzingaV1AnalystInsights +func NewGetBenzingaV1AnalystInsightsRequest(server string, params *GetBenzingaV1AnalystInsightsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/analyst-insights") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdated != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated", runtime.ParamLocationQuery, *params.LastUpdated); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gt", runtime.ParamLocationQuery, *params.LastUpdatedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gte", runtime.ParamLocationQuery, *params.LastUpdatedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lt", runtime.ParamLocationQuery, *params.LastUpdatedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lte", runtime.ParamLocationQuery, *params.LastUpdatedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Firm != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm", runtime.ParamLocationQuery, *params.Firm); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm.any_of", runtime.ParamLocationQuery, *params.FirmAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm.gt", runtime.ParamLocationQuery, *params.FirmGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm.gte", runtime.ParamLocationQuery, *params.FirmGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm.lt", runtime.ParamLocationQuery, *params.FirmLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm.lte", runtime.ParamLocationQuery, *params.FirmLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingAction != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action", runtime.ParamLocationQuery, *params.RatingAction); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.any_of", runtime.ParamLocationQuery, *params.RatingActionAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.gt", runtime.ParamLocationQuery, *params.RatingActionGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.gte", runtime.ParamLocationQuery, *params.RatingActionGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.lt", runtime.ParamLocationQuery, *params.RatingActionLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.lte", runtime.ParamLocationQuery, *params.RatingActionLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id", runtime.ParamLocationQuery, *params.BenzingaFirmId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.any_of", runtime.ParamLocationQuery, *params.BenzingaFirmIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gt", runtime.ParamLocationQuery, *params.BenzingaFirmIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gte", runtime.ParamLocationQuery, *params.BenzingaFirmIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lt", runtime.ParamLocationQuery, *params.BenzingaFirmIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lte", runtime.ParamLocationQuery, *params.BenzingaFirmIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id", runtime.ParamLocationQuery, *params.BenzingaRatingId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id.any_of", runtime.ParamLocationQuery, *params.BenzingaRatingIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id.gt", runtime.ParamLocationQuery, *params.BenzingaRatingIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id.gte", runtime.ParamLocationQuery, *params.BenzingaRatingIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id.lt", runtime.ParamLocationQuery, *params.BenzingaRatingIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaRatingIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_rating_id.lte", runtime.ParamLocationQuery, *params.BenzingaRatingIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1AnalystsRequest generates requests for GetBenzingaV1Analysts +func NewGetBenzingaV1AnalystsRequest(server string, params *GetBenzingaV1AnalystsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/analysts") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.BenzingaId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id", runtime.ParamLocationQuery, *params.BenzingaId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.any_of", runtime.ParamLocationQuery, *params.BenzingaIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gt", runtime.ParamLocationQuery, *params.BenzingaIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gte", runtime.ParamLocationQuery, *params.BenzingaIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lt", runtime.ParamLocationQuery, *params.BenzingaIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lte", runtime.ParamLocationQuery, *params.BenzingaIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id", runtime.ParamLocationQuery, *params.BenzingaFirmId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.any_of", runtime.ParamLocationQuery, *params.BenzingaFirmIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gt", runtime.ParamLocationQuery, *params.BenzingaFirmIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gte", runtime.ParamLocationQuery, *params.BenzingaFirmIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lt", runtime.ParamLocationQuery, *params.BenzingaFirmIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lte", runtime.ParamLocationQuery, *params.BenzingaFirmIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmName != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name", runtime.ParamLocationQuery, *params.FirmName); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmNameAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name.any_of", runtime.ParamLocationQuery, *params.FirmNameAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmNameGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name.gt", runtime.ParamLocationQuery, *params.FirmNameGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmNameGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name.gte", runtime.ParamLocationQuery, *params.FirmNameGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmNameLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name.lt", runtime.ParamLocationQuery, *params.FirmNameLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirmNameLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "firm_name.lte", runtime.ParamLocationQuery, *params.FirmNameLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullName != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name", runtime.ParamLocationQuery, *params.FullName); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullNameAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name.any_of", runtime.ParamLocationQuery, *params.FullNameAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullNameGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name.gt", runtime.ParamLocationQuery, *params.FullNameGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullNameGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name.gte", runtime.ParamLocationQuery, *params.FullNameGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullNameLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name.lt", runtime.ParamLocationQuery, *params.FullNameLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FullNameLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "full_name.lte", runtime.ParamLocationQuery, *params.FullNameLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1BullsBearsSayRequest generates requests for GetBenzingaV1BullsBearsSay +func NewGetBenzingaV1BullsBearsSayRequest(server string, params *GetBenzingaV1BullsBearsSayParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/bulls-bears-say") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id", runtime.ParamLocationQuery, *params.BenzingaId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.any_of", runtime.ParamLocationQuery, *params.BenzingaIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gt", runtime.ParamLocationQuery, *params.BenzingaIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gte", runtime.ParamLocationQuery, *params.BenzingaIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lt", runtime.ParamLocationQuery, *params.BenzingaIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lte", runtime.ParamLocationQuery, *params.BenzingaIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdated != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated", runtime.ParamLocationQuery, *params.LastUpdated); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gt", runtime.ParamLocationQuery, *params.LastUpdatedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gte", runtime.ParamLocationQuery, *params.LastUpdatedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lt", runtime.ParamLocationQuery, *params.LastUpdatedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lte", runtime.ParamLocationQuery, *params.LastUpdatedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1ConsensusRatingsRequest generates requests for GetBenzingaV1ConsensusRatings +func NewGetBenzingaV1ConsensusRatingsRequest(server string, ticker string, params *GetBenzingaV1ConsensusRatingsParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/consensus-ratings/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1EarningsRequest generates requests for GetBenzingaV1Earnings +func NewGetBenzingaV1EarningsRequest(server string, params *GetBenzingaV1EarningsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/earnings") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Importance != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance", runtime.ParamLocationQuery, *params.Importance); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.any_of", runtime.ParamLocationQuery, *params.ImportanceAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gt", runtime.ParamLocationQuery, *params.ImportanceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gte", runtime.ParamLocationQuery, *params.ImportanceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lt", runtime.ParamLocationQuery, *params.ImportanceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lte", runtime.ParamLocationQuery, *params.ImportanceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdated != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated", runtime.ParamLocationQuery, *params.LastUpdated); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.any_of", runtime.ParamLocationQuery, *params.LastUpdatedAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gt", runtime.ParamLocationQuery, *params.LastUpdatedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gte", runtime.ParamLocationQuery, *params.LastUpdatedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lt", runtime.ParamLocationQuery, *params.LastUpdatedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lte", runtime.ParamLocationQuery, *params.LastUpdatedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatus != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status", runtime.ParamLocationQuery, *params.DateStatus); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatusAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status.any_of", runtime.ParamLocationQuery, *params.DateStatusAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatusGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status.gt", runtime.ParamLocationQuery, *params.DateStatusGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatusGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status.gte", runtime.ParamLocationQuery, *params.DateStatusGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatusLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status.lt", runtime.ParamLocationQuery, *params.DateStatusLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateStatusLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date_status.lte", runtime.ParamLocationQuery, *params.DateStatusLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercent != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent", runtime.ParamLocationQuery, *params.EpsSurprisePercent); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercentAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent.any_of", runtime.ParamLocationQuery, *params.EpsSurprisePercentAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercentGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent.gt", runtime.ParamLocationQuery, *params.EpsSurprisePercentGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercentGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent.gte", runtime.ParamLocationQuery, *params.EpsSurprisePercentGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercentLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent.lt", runtime.ParamLocationQuery, *params.EpsSurprisePercentLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EpsSurprisePercentLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "eps_surprise_percent.lte", runtime.ParamLocationQuery, *params.EpsSurprisePercentLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercent != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent", runtime.ParamLocationQuery, *params.RevenueSurprisePercent); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercentAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent.any_of", runtime.ParamLocationQuery, *params.RevenueSurprisePercentAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercentGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent.gt", runtime.ParamLocationQuery, *params.RevenueSurprisePercentGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercentGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent.gte", runtime.ParamLocationQuery, *params.RevenueSurprisePercentGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercentLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent.lt", runtime.ParamLocationQuery, *params.RevenueSurprisePercentLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RevenueSurprisePercentLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "revenue_surprise_percent.lte", runtime.ParamLocationQuery, *params.RevenueSurprisePercentLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYear != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.any_of", runtime.ParamLocationQuery, *params.FiscalYearAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriod != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period", runtime.ParamLocationQuery, *params.FiscalPeriod); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.any_of", runtime.ParamLocationQuery, *params.FiscalPeriodAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.gt", runtime.ParamLocationQuery, *params.FiscalPeriodGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.gte", runtime.ParamLocationQuery, *params.FiscalPeriodGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.lt", runtime.ParamLocationQuery, *params.FiscalPeriodLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.lte", runtime.ParamLocationQuery, *params.FiscalPeriodLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1FirmsRequest generates requests for GetBenzingaV1Firms +func NewGetBenzingaV1FirmsRequest(server string, params *GetBenzingaV1FirmsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/firms") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.BenzingaId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id", runtime.ParamLocationQuery, *params.BenzingaId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.any_of", runtime.ParamLocationQuery, *params.BenzingaIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gt", runtime.ParamLocationQuery, *params.BenzingaIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gte", runtime.ParamLocationQuery, *params.BenzingaIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lt", runtime.ParamLocationQuery, *params.BenzingaIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lte", runtime.ParamLocationQuery, *params.BenzingaIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1GuidanceRequest generates requests for GetBenzingaV1Guidance +func NewGetBenzingaV1GuidanceRequest(server string, params *GetBenzingaV1GuidanceParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/guidance") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Positioning != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning", runtime.ParamLocationQuery, *params.Positioning); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PositioningAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning.any_of", runtime.ParamLocationQuery, *params.PositioningAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PositioningGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning.gt", runtime.ParamLocationQuery, *params.PositioningGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PositioningGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning.gte", runtime.ParamLocationQuery, *params.PositioningGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PositioningLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning.lt", runtime.ParamLocationQuery, *params.PositioningLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PositioningLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "positioning.lte", runtime.ParamLocationQuery, *params.PositioningLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Importance != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance", runtime.ParamLocationQuery, *params.Importance); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.any_of", runtime.ParamLocationQuery, *params.ImportanceAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gt", runtime.ParamLocationQuery, *params.ImportanceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gte", runtime.ParamLocationQuery, *params.ImportanceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lt", runtime.ParamLocationQuery, *params.ImportanceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lte", runtime.ParamLocationQuery, *params.ImportanceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdated != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated", runtime.ParamLocationQuery, *params.LastUpdated); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.any_of", runtime.ParamLocationQuery, *params.LastUpdatedAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gt", runtime.ParamLocationQuery, *params.LastUpdatedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gte", runtime.ParamLocationQuery, *params.LastUpdatedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lt", runtime.ParamLocationQuery, *params.LastUpdatedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lte", runtime.ParamLocationQuery, *params.LastUpdatedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYear != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.any_of", runtime.ParamLocationQuery, *params.FiscalYearAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriod != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period", runtime.ParamLocationQuery, *params.FiscalPeriod); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.any_of", runtime.ParamLocationQuery, *params.FiscalPeriodAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.gt", runtime.ParamLocationQuery, *params.FiscalPeriodGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.gte", runtime.ParamLocationQuery, *params.FiscalPeriodGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.lt", runtime.ParamLocationQuery, *params.FiscalPeriodLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalPeriodLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_period.lte", runtime.ParamLocationQuery, *params.FiscalPeriodLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV1RatingsRequest generates requests for GetBenzingaV1Ratings +func NewGetBenzingaV1RatingsRequest(server string, params *GetBenzingaV1RatingsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v1/ratings") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Importance != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance", runtime.ParamLocationQuery, *params.Importance); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gt", runtime.ParamLocationQuery, *params.ImportanceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.gte", runtime.ParamLocationQuery, *params.ImportanceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lt", runtime.ParamLocationQuery, *params.ImportanceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ImportanceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "importance.lte", runtime.ParamLocationQuery, *params.ImportanceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdated != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated", runtime.ParamLocationQuery, *params.LastUpdated); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gt", runtime.ParamLocationQuery, *params.LastUpdatedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.gte", runtime.ParamLocationQuery, *params.LastUpdatedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lt", runtime.ParamLocationQuery, *params.LastUpdatedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastUpdatedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_updated.lte", runtime.ParamLocationQuery, *params.LastUpdatedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingAction != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action", runtime.ParamLocationQuery, *params.RatingAction); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.any_of", runtime.ParamLocationQuery, *params.RatingActionAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.gt", runtime.ParamLocationQuery, *params.RatingActionGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.gte", runtime.ParamLocationQuery, *params.RatingActionGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.lt", runtime.ParamLocationQuery, *params.RatingActionLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RatingActionLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "rating_action.lte", runtime.ParamLocationQuery, *params.RatingActionLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetAction != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action", runtime.ParamLocationQuery, *params.PriceTargetAction); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetActionAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action.any_of", runtime.ParamLocationQuery, *params.PriceTargetActionAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetActionGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action.gt", runtime.ParamLocationQuery, *params.PriceTargetActionGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetActionGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action.gte", runtime.ParamLocationQuery, *params.PriceTargetActionGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetActionLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action.lt", runtime.ParamLocationQuery, *params.PriceTargetActionLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceTargetActionLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_target_action.lte", runtime.ParamLocationQuery, *params.PriceTargetActionLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id", runtime.ParamLocationQuery, *params.BenzingaId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.any_of", runtime.ParamLocationQuery, *params.BenzingaIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gt", runtime.ParamLocationQuery, *params.BenzingaIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.gte", runtime.ParamLocationQuery, *params.BenzingaIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lt", runtime.ParamLocationQuery, *params.BenzingaIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_id.lte", runtime.ParamLocationQuery, *params.BenzingaIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id", runtime.ParamLocationQuery, *params.BenzingaAnalystId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id.any_of", runtime.ParamLocationQuery, *params.BenzingaAnalystIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id.gt", runtime.ParamLocationQuery, *params.BenzingaAnalystIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id.gte", runtime.ParamLocationQuery, *params.BenzingaAnalystIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id.lt", runtime.ParamLocationQuery, *params.BenzingaAnalystIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaAnalystIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_analyst_id.lte", runtime.ParamLocationQuery, *params.BenzingaAnalystIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id", runtime.ParamLocationQuery, *params.BenzingaFirmId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.any_of", runtime.ParamLocationQuery, *params.BenzingaFirmIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gt", runtime.ParamLocationQuery, *params.BenzingaFirmIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.gte", runtime.ParamLocationQuery, *params.BenzingaFirmIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lt", runtime.ParamLocationQuery, *params.BenzingaFirmIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.BenzingaFirmIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "benzinga_firm_id.lte", runtime.ParamLocationQuery, *params.BenzingaFirmIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetBenzingaV2NewsRequest generates requests for GetBenzingaV2News +func NewGetBenzingaV2NewsRequest(server string, params *GetBenzingaV2NewsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/benzinga/v2/news") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Published != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published", runtime.ParamLocationQuery, *params.Published); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published.gt", runtime.ParamLocationQuery, *params.PublishedGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published.gte", runtime.ParamLocationQuery, *params.PublishedGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published.lt", runtime.ParamLocationQuery, *params.PublishedLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published.lte", runtime.ParamLocationQuery, *params.PublishedLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Channels != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "channels", runtime.ParamLocationQuery, *params.Channels); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ChannelsAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "channels.all_of", runtime.ParamLocationQuery, *params.ChannelsAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ChannelsAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "channels.any_of", runtime.ParamLocationQuery, *params.ChannelsAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Tags != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tags", runtime.ParamLocationQuery, *params.Tags); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TagsAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tags.all_of", runtime.ParamLocationQuery, *params.TagsAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TagsAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tags.any_of", runtime.ParamLocationQuery, *params.TagsAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Author != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author", runtime.ParamLocationQuery, *params.Author); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AuthorAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author.any_of", runtime.ParamLocationQuery, *params.AuthorAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AuthorGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author.gt", runtime.ParamLocationQuery, *params.AuthorGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AuthorGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author.gte", runtime.ParamLocationQuery, *params.AuthorGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AuthorLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author.lt", runtime.ParamLocationQuery, *params.AuthorLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AuthorLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "author.lte", runtime.ParamLocationQuery, *params.AuthorLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Stocks != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "stocks", runtime.ParamLocationQuery, *params.Stocks); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StocksAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "stocks.all_of", runtime.ParamLocationQuery, *params.StocksAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StocksAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "stocks.any_of", runtime.ParamLocationQuery, *params.StocksAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoV1ExchangesRequest generates requests for GetCryptoV1Exchanges +func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/crypto/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1AnalyticsRequest generates requests for GetEtfGlobalV1Analytics +func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1AnalyticsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/analytics") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RiskTotalScore != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score", runtime.ParamLocationQuery, *params.RiskTotalScore); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RiskTotalScoreGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gt", runtime.ParamLocationQuery, *params.RiskTotalScoreGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RiskTotalScoreGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gte", runtime.ParamLocationQuery, *params.RiskTotalScoreGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RiskTotalScoreLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lt", runtime.ParamLocationQuery, *params.RiskTotalScoreLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RiskTotalScoreLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lte", runtime.ParamLocationQuery, *params.RiskTotalScoreLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RewardScore != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score", runtime.ParamLocationQuery, *params.RewardScore); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RewardScoreGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gt", runtime.ParamLocationQuery, *params.RewardScoreGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RewardScoreGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gte", runtime.ParamLocationQuery, *params.RewardScoreGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RewardScoreLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lt", runtime.ParamLocationQuery, *params.RewardScoreLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RewardScoreLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lte", runtime.ParamLocationQuery, *params.RewardScoreLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantTotalScore != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score", runtime.ParamLocationQuery, *params.QuantTotalScore); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantTotalScoreGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gt", runtime.ParamLocationQuery, *params.QuantTotalScoreGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantTotalScoreGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gte", runtime.ParamLocationQuery, *params.QuantTotalScoreGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantTotalScoreLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lt", runtime.ParamLocationQuery, *params.QuantTotalScoreLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantTotalScoreLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lte", runtime.ParamLocationQuery, *params.QuantTotalScoreLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGrade != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade", runtime.ParamLocationQuery, *params.QuantGrade); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGradeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.any_of", runtime.ParamLocationQuery, *params.QuantGradeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGradeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gt", runtime.ParamLocationQuery, *params.QuantGradeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGradeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gte", runtime.ParamLocationQuery, *params.QuantGradeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGradeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lt", runtime.ParamLocationQuery, *params.QuantGradeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantGradeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lte", runtime.ParamLocationQuery, *params.QuantGradeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeTechnical != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical", runtime.ParamLocationQuery, *params.QuantCompositeTechnical); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeTechnicalGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeTechnicalGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeTechnicalLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeTechnicalLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeSentiment != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment", runtime.ParamLocationQuery, *params.QuantCompositeSentiment); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeSentimentGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeSentimentGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeSentimentLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeSentimentLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeBehavioral != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral", runtime.ParamLocationQuery, *params.QuantCompositeBehavioral); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeBehavioralGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeBehavioralGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeBehavioralLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeBehavioralLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeFundamental != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental", runtime.ParamLocationQuery, *params.QuantCompositeFundamental); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeFundamentalGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeFundamentalGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeFundamentalLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeFundamentalLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeGlobal != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global", runtime.ParamLocationQuery, *params.QuantCompositeGlobal); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeGlobalGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeGlobalGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeGlobalLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeGlobalLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQuality != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality", runtime.ParamLocationQuery, *params.QuantCompositeQuality); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gt", runtime.ParamLocationQuery, *params.QuantCompositeQualityGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gte", runtime.ParamLocationQuery, *params.QuantCompositeQualityGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lt", runtime.ParamLocationQuery, *params.QuantCompositeQualityLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lte", runtime.ParamLocationQuery, *params.QuantCompositeQualityLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1ConstituentsRequest generates requests for GetEtfGlobalV1Constituents +func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1ConstituentsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/constituents") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker", runtime.ParamLocationQuery, *params.ConstituentTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.any_of", runtime.ParamLocationQuery, *params.ConstituentTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gt", runtime.ParamLocationQuery, *params.ConstituentTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gte", runtime.ParamLocationQuery, *params.ConstituentTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lt", runtime.ParamLocationQuery, *params.ConstituentTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ConstituentTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lte", runtime.ParamLocationQuery, *params.ConstituentTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Isin != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Figi != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi", runtime.ParamLocationQuery, *params.Figi); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.any_of", runtime.ParamLocationQuery, *params.FigiAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gt", runtime.ParamLocationQuery, *params.FigiGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gte", runtime.ParamLocationQuery, *params.FigiGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lt", runtime.ParamLocationQuery, *params.FigiLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lte", runtime.ParamLocationQuery, *params.FigiLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sedol != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol", runtime.ParamLocationQuery, *params.Sedol); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.any_of", runtime.ParamLocationQuery, *params.SedolAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gt", runtime.ParamLocationQuery, *params.SedolGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gte", runtime.ParamLocationQuery, *params.SedolGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lt", runtime.ParamLocationQuery, *params.SedolLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lte", runtime.ParamLocationQuery, *params.SedolLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1FundFlowsRequest generates requests for GetEtfGlobalV1FundFlows +func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1FundFlowsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/fund-flows") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProcessedDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1ProfilesRequest generates requests for GetEtfGlobalV1Profiles +func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1ProfilesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/profiles") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProcessedDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1TaxonomiesRequest generates requests for GetEtfGlobalV1Taxonomies +func NewGetEtfGlobalV1TaxonomiesRequest(server string, params *GetEtfGlobalV1TaxonomiesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/taxonomies") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProcessedDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProcessedDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EffectiveDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompositeTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFedV1InflationRequest generates requests for GetFedV1Inflation +func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/fed/v1/inflation") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFedV1InflationExpectationsRequest generates requests for GetFedV1InflationExpectations +func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1InflationExpectationsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/fed/v1/inflation-expectations") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFedV1LaborMarketRequest generates requests for GetFedV1LaborMarket +func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/fed/v1/labor-market") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFedV1TreasuryYieldsRequest generates requests for GetFedV1TreasuryYields +func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYieldsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/fed/v1/treasury-yields") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexV1ExchangesRequest generates requests for GetForexV1Exchanges +func NewGetForexV1ExchangesRequest(server string, params *GetForexV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/forex/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesAggregatesRequest generates requests for GetFuturesAggregates +func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFuturesAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/aggs/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Resolution != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "resolution", runtime.ParamLocationQuery, *params.Resolution); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.WindowStart != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start", runtime.ParamLocationQuery, *params.WindowStart); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.WindowStartGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gte", runtime.ParamLocationQuery, *params.WindowStartGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.WindowStartGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gt", runtime.ParamLocationQuery, *params.WindowStartGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.WindowStartLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lte", runtime.ParamLocationQuery, *params.WindowStartLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.WindowStartLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lt", runtime.ParamLocationQuery, *params.WindowStartLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXContractsRequest generates requests for GetFuturesVXContracts +func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContractsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/contracts") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Active != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Type != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirstTradeDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date", runtime.ParamLocationQuery, *params.FirstTradeDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirstTradeDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gt", runtime.ParamLocationQuery, *params.FirstTradeDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirstTradeDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gte", runtime.ParamLocationQuery, *params.FirstTradeDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirstTradeDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lt", runtime.ParamLocationQuery, *params.FirstTradeDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FirstTradeDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lte", runtime.ParamLocationQuery, *params.FirstTradeDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date", runtime.ParamLocationQuery, *params.LastTradeDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gt", runtime.ParamLocationQuery, *params.LastTradeDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gte", runtime.ParamLocationQuery, *params.LastTradeDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lt", runtime.ParamLocationQuery, *params.LastTradeDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lte", runtime.ParamLocationQuery, *params.LastTradeDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXExchangesRequest generates requests for GetFuturesVXExchanges +func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXMarketStatusRequest generates requests for GetFuturesVXMarketStatus +func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarketStatusParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/market-status") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXProductsRequest generates requests for GetFuturesVXProducts +func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/products") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Name != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.NameAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.NameGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.NameGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.NameLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.NameLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenue != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sector != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector", runtime.ParamLocationQuery, *params.Sector); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SectorAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector.any_of", runtime.ParamLocationQuery, *params.SectorAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SubSector != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector", runtime.ParamLocationQuery, *params.SubSector); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SubSectorAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector.any_of", runtime.ParamLocationQuery, *params.SubSectorAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AssetClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AssetClassAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class.any_of", runtime.ParamLocationQuery, *params.AssetClassAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AssetSubClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class", runtime.ParamLocationQuery, *params.AssetSubClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AssetSubClassAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class.any_of", runtime.ParamLocationQuery, *params.AssetSubClassAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Type != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXQuotesNewRequest generates requests for GetFuturesVXQuotesNew +func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFuturesVXQuotesNewParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/quotes-new/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesQuotesRequest generates requests for GetFuturesQuotes +func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFuturesQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXSchedulesRequest generates requests for GetFuturesVXSchedules +func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedulesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/schedules") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.any_of", runtime.ParamLocationQuery, *params.SessionEndDateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenue != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXSnapshotRequest generates requests for GetFuturesVXSnapshot +func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/snapshot") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXSnapshotNativeRequest generates requests for GetFuturesVXSnapshotNative +func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSnapshotNativeParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/snapshot-native") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ProductCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXTradesNewRequest generates requests for GetFuturesVXTradesNew +func NewGetFuturesVXTradesNewRequest(server string, ticker string, params *GetFuturesVXTradesNewParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/trades-new/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesTradesRequest generates requests for GetFuturesTrades +func NewGetFuturesTradesRequest(server string, ticker string, params *GetFuturesTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SessionEndDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsV1ExchangesRequest generates requests for GetOptionsV1Exchanges +func NewGetOptionsV1ExchangesRequest(server string, params *GetOptionsV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/options/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFilings10KVXSectionsRequest generates requests for GetStocksFilings10KVXSections +func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFilings10KVXSectionsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/filings/10-K/vX/sections") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Section != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section", runtime.ParamLocationQuery, *params.Section); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SectionAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section.any_of", runtime.ParamLocationQuery, *params.SectionAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEnd != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFilingsVXIndexRequest generates requests for GetStocksFilingsVXIndex +func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVXIndexParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/filings/vX/index") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormTypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.any_of", runtime.ParamLocationQuery, *params.FormTypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormTypeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormTypeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormTypeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FormTypeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFilingsVXRiskFactorsRequest generates requests for GetStocksFilingsVXRiskFactors +func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFilingsVXRiskFactorsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/filings/vX/risk-factors") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.any_of", runtime.ParamLocationQuery, *params.FilingDateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1BalanceSheetsRequest generates requests for GetStocksFinancialsV1BalanceSheets +func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStocksFinancialsV1BalanceSheetsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/balance-sheets") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEnd != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYear != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarter != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timeframe != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1CashFlowStatementsRequest generates requests for GetStocksFinancialsV1CashFlowStatements +func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *GetStocksFinancialsV1CashFlowStatementsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/cash-flow-statements") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEnd != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYear != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarter != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timeframe != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1IncomeStatementsRequest generates requests for GetStocksFinancialsV1IncomeStatements +func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetStocksFinancialsV1IncomeStatementsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/income-statements") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAllOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickersAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEnd != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodEndLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYear != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalYearLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarter != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FiscalQuarterLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timeframe != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MaxTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MinTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1RatiosRequest generates requests for GetStocksFinancialsV1Ratios +func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinancialsV1RatiosParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/ratios") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Price != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price", runtime.ParamLocationQuery, *params.Price); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gt", runtime.ParamLocationQuery, *params.PriceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gte", runtime.ParamLocationQuery, *params.PriceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lt", runtime.ParamLocationQuery, *params.PriceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lte", runtime.ParamLocationQuery, *params.PriceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AverageVolume != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume", runtime.ParamLocationQuery, *params.AverageVolume); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AverageVolumeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gt", runtime.ParamLocationQuery, *params.AverageVolumeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AverageVolumeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gte", runtime.ParamLocationQuery, *params.AverageVolumeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AverageVolumeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lt", runtime.ParamLocationQuery, *params.AverageVolumeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AverageVolumeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lte", runtime.ParamLocationQuery, *params.AverageVolumeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MarketCap != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap", runtime.ParamLocationQuery, *params.MarketCap); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MarketCapGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gt", runtime.ParamLocationQuery, *params.MarketCapGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MarketCapGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gte", runtime.ParamLocationQuery, *params.MarketCapGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MarketCapLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lt", runtime.ParamLocationQuery, *params.MarketCapLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.MarketCapLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lte", runtime.ParamLocationQuery, *params.MarketCapLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EarningsPerShare != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share", runtime.ParamLocationQuery, *params.EarningsPerShare); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EarningsPerShareGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gt", runtime.ParamLocationQuery, *params.EarningsPerShareGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EarningsPerShareGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gte", runtime.ParamLocationQuery, *params.EarningsPerShareGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EarningsPerShareLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lt", runtime.ParamLocationQuery, *params.EarningsPerShareLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EarningsPerShareLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lte", runtime.ParamLocationQuery, *params.EarningsPerShareLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToEarnings != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings", runtime.ParamLocationQuery, *params.PriceToEarnings); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToEarningsGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gt", runtime.ParamLocationQuery, *params.PriceToEarningsGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToEarningsGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gte", runtime.ParamLocationQuery, *params.PriceToEarningsGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToEarningsLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lt", runtime.ParamLocationQuery, *params.PriceToEarningsLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToEarningsLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lte", runtime.ParamLocationQuery, *params.PriceToEarningsLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToBook != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book", runtime.ParamLocationQuery, *params.PriceToBook); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToBookGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gt", runtime.ParamLocationQuery, *params.PriceToBookGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToBookGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gte", runtime.ParamLocationQuery, *params.PriceToBookGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToBookLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lt", runtime.ParamLocationQuery, *params.PriceToBookLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToBookLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lte", runtime.ParamLocationQuery, *params.PriceToBookLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToSales != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales", runtime.ParamLocationQuery, *params.PriceToSales); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToSalesGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gt", runtime.ParamLocationQuery, *params.PriceToSalesGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToSalesGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gte", runtime.ParamLocationQuery, *params.PriceToSalesGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToSalesLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lt", runtime.ParamLocationQuery, *params.PriceToSalesLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToSalesLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lte", runtime.ParamLocationQuery, *params.PriceToSalesLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToCashFlow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow", runtime.ParamLocationQuery, *params.PriceToCashFlow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToCashFlowGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToCashFlowGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToCashFlowGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToCashFlowGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToCashFlowLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToCashFlowLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToCashFlowLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToCashFlowLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToFreeCashFlow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow", runtime.ParamLocationQuery, *params.PriceToFreeCashFlow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToFreeCashFlowGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToFreeCashFlowGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToFreeCashFlowLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PriceToFreeCashFlowLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendYield != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield", runtime.ParamLocationQuery, *params.DividendYield); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendYieldGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gt", runtime.ParamLocationQuery, *params.DividendYieldGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendYieldGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gte", runtime.ParamLocationQuery, *params.DividendYieldGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendYieldLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lt", runtime.ParamLocationQuery, *params.DividendYieldLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendYieldLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lte", runtime.ParamLocationQuery, *params.DividendYieldLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnAssets != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets", runtime.ParamLocationQuery, *params.ReturnOnAssets); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnAssetsGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gt", runtime.ParamLocationQuery, *params.ReturnOnAssetsGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnAssetsGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gte", runtime.ParamLocationQuery, *params.ReturnOnAssetsGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnAssetsLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lt", runtime.ParamLocationQuery, *params.ReturnOnAssetsLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnAssetsLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lte", runtime.ParamLocationQuery, *params.ReturnOnAssetsLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnEquity != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity", runtime.ParamLocationQuery, *params.ReturnOnEquity); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnEquityGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gt", runtime.ParamLocationQuery, *params.ReturnOnEquityGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnEquityGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gte", runtime.ParamLocationQuery, *params.ReturnOnEquityGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnEquityLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lt", runtime.ParamLocationQuery, *params.ReturnOnEquityLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReturnOnEquityLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lte", runtime.ParamLocationQuery, *params.ReturnOnEquityLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DebtToEquity != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity", runtime.ParamLocationQuery, *params.DebtToEquity); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DebtToEquityGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gt", runtime.ParamLocationQuery, *params.DebtToEquityGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DebtToEquityGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gte", runtime.ParamLocationQuery, *params.DebtToEquityGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DebtToEquityLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lt", runtime.ParamLocationQuery, *params.DebtToEquityLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DebtToEquityLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lte", runtime.ParamLocationQuery, *params.DebtToEquityLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Current != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current", runtime.ParamLocationQuery, *params.Current); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CurrentGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gt", runtime.ParamLocationQuery, *params.CurrentGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CurrentGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gte", runtime.ParamLocationQuery, *params.CurrentGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CurrentLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lt", runtime.ParamLocationQuery, *params.CurrentLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CurrentLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lte", runtime.ParamLocationQuery, *params.CurrentLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Quick != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick", runtime.ParamLocationQuery, *params.Quick); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuickGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gt", runtime.ParamLocationQuery, *params.QuickGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuickGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gte", runtime.ParamLocationQuery, *params.QuickGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuickLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lt", runtime.ParamLocationQuery, *params.QuickLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuickLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lte", runtime.ParamLocationQuery, *params.QuickLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cash != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash", runtime.ParamLocationQuery, *params.Cash); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gt", runtime.ParamLocationQuery, *params.CashGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gte", runtime.ParamLocationQuery, *params.CashGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lt", runtime.ParamLocationQuery, *params.CashLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lte", runtime.ParamLocationQuery, *params.CashLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToSales != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales", runtime.ParamLocationQuery, *params.EvToSales); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToSalesGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gt", runtime.ParamLocationQuery, *params.EvToSalesGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToSalesGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gte", runtime.ParamLocationQuery, *params.EvToSalesGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToSalesLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lt", runtime.ParamLocationQuery, *params.EvToSalesLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToSalesLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lte", runtime.ParamLocationQuery, *params.EvToSalesLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToEbitda != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda", runtime.ParamLocationQuery, *params.EvToEbitda); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToEbitdaGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gt", runtime.ParamLocationQuery, *params.EvToEbitdaGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToEbitdaGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gte", runtime.ParamLocationQuery, *params.EvToEbitdaGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToEbitdaLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lt", runtime.ParamLocationQuery, *params.EvToEbitdaLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EvToEbitdaLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lte", runtime.ParamLocationQuery, *params.EvToEbitdaLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EnterpriseValue != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value", runtime.ParamLocationQuery, *params.EnterpriseValue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EnterpriseValueGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gt", runtime.ParamLocationQuery, *params.EnterpriseValueGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EnterpriseValueGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gte", runtime.ParamLocationQuery, *params.EnterpriseValueGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EnterpriseValueLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lt", runtime.ParamLocationQuery, *params.EnterpriseValueLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.EnterpriseValueLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lte", runtime.ParamLocationQuery, *params.EnterpriseValueLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeCashFlow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow", runtime.ParamLocationQuery, *params.FreeCashFlow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeCashFlowGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gt", runtime.ParamLocationQuery, *params.FreeCashFlowGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeCashFlowGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gte", runtime.ParamLocationQuery, *params.FreeCashFlowGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeCashFlowLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lt", runtime.ParamLocationQuery, *params.FreeCashFlowLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeCashFlowLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lte", runtime.ParamLocationQuery, *params.FreeCashFlowLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksTaxonomiesVXRiskFactorsRequest generates requests for GetStocksTaxonomiesVXRiskFactors +func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocksTaxonomiesVXRiskFactorsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/taxonomies/vX/risk-factors") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Taxonomy != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy", runtime.ParamLocationQuery, *params.Taxonomy); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TaxonomyGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gt", runtime.ParamLocationQuery, *params.TaxonomyGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TaxonomyGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gte", runtime.ParamLocationQuery, *params.TaxonomyGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TaxonomyLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lt", runtime.ParamLocationQuery, *params.TaxonomyLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TaxonomyLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lte", runtime.ParamLocationQuery, *params.TaxonomyLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategory != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category", runtime.ParamLocationQuery, *params.PrimaryCategory); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategoryAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.any_of", runtime.ParamLocationQuery, *params.PrimaryCategoryAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategoryGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gt", runtime.ParamLocationQuery, *params.PrimaryCategoryGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategoryGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gte", runtime.ParamLocationQuery, *params.PrimaryCategoryGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategoryLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lt", runtime.ParamLocationQuery, *params.PrimaryCategoryLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PrimaryCategoryLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lte", runtime.ParamLocationQuery, *params.PrimaryCategoryLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategory != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category", runtime.ParamLocationQuery, *params.SecondaryCategory); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategoryAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.any_of", runtime.ParamLocationQuery, *params.SecondaryCategoryAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategoryGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gt", runtime.ParamLocationQuery, *params.SecondaryCategoryGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategoryGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gte", runtime.ParamLocationQuery, *params.SecondaryCategoryGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategoryLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lt", runtime.ParamLocationQuery, *params.SecondaryCategoryLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SecondaryCategoryLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lte", runtime.ParamLocationQuery, *params.SecondaryCategoryLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategory != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category", runtime.ParamLocationQuery, *params.TertiaryCategory); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategoryAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.any_of", runtime.ParamLocationQuery, *params.TertiaryCategoryAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategoryGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gt", runtime.ParamLocationQuery, *params.TertiaryCategoryGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategoryGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gte", runtime.ParamLocationQuery, *params.TertiaryCategoryGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategoryLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lt", runtime.ParamLocationQuery, *params.TertiaryCategoryLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TertiaryCategoryLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lte", runtime.ParamLocationQuery, *params.TertiaryCategoryLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksV1DividendsRequest generates requests for GetStocksV1Dividends +func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/dividends") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Frequency != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FrequencyGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gt", runtime.ParamLocationQuery, *params.FrequencyGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FrequencyGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gte", runtime.ParamLocationQuery, *params.FrequencyGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FrequencyLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lt", runtime.ParamLocationQuery, *params.FrequencyLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FrequencyLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lte", runtime.ParamLocationQuery, *params.FrequencyLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DistributionType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type", runtime.ParamLocationQuery, *params.DistributionType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DistributionTypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type.any_of", runtime.ParamLocationQuery, *params.DistributionTypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksV1ExchangesRequest generates requests for GetStocksV1Exchanges +func NewGetStocksV1ExchangesRequest(server string, params *GetStocksV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksV1ShortInterestRequest generates requests for GetStocksV1ShortInterest +func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortInterestParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/short-interest") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCover != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover", runtime.ParamLocationQuery, *params.DaysToCover); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCoverAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.any_of", runtime.ParamLocationQuery, *params.DaysToCoverAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCoverGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gt", runtime.ParamLocationQuery, *params.DaysToCoverGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCoverGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gte", runtime.ParamLocationQuery, *params.DaysToCoverGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCoverLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lt", runtime.ParamLocationQuery, *params.DaysToCoverLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DaysToCoverLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lte", runtime.ParamLocationQuery, *params.DaysToCoverLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date", runtime.ParamLocationQuery, *params.SettlementDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.any_of", runtime.ParamLocationQuery, *params.SettlementDateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gt", runtime.ParamLocationQuery, *params.SettlementDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gte", runtime.ParamLocationQuery, *params.SettlementDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lt", runtime.ParamLocationQuery, *params.SettlementDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SettlementDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lte", runtime.ParamLocationQuery, *params.SettlementDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolume != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume", runtime.ParamLocationQuery, *params.AvgDailyVolume); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolumeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.any_of", runtime.ParamLocationQuery, *params.AvgDailyVolumeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolumeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gt", runtime.ParamLocationQuery, *params.AvgDailyVolumeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolumeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gte", runtime.ParamLocationQuery, *params.AvgDailyVolumeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolumeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lt", runtime.ParamLocationQuery, *params.AvgDailyVolumeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AvgDailyVolumeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lte", runtime.ParamLocationQuery, *params.AvgDailyVolumeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksV1ShortVolumeRequest generates requests for GetStocksV1ShortVolume +func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVolumeParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/short-volume") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatio != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio", runtime.ParamLocationQuery, *params.ShortVolumeRatio); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatioAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.any_of", runtime.ParamLocationQuery, *params.ShortVolumeRatioAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatioGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gt", runtime.ParamLocationQuery, *params.ShortVolumeRatioGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatioGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gte", runtime.ParamLocationQuery, *params.ShortVolumeRatioGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatioLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lt", runtime.ParamLocationQuery, *params.ShortVolumeRatioLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortVolumeRatioLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lte", runtime.ParamLocationQuery, *params.ShortVolumeRatioLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolume != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume", runtime.ParamLocationQuery, *params.TotalVolume); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolumeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume.any_of", runtime.ParamLocationQuery, *params.TotalVolumeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolumeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume.gt", runtime.ParamLocationQuery, *params.TotalVolumeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolumeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume.gte", runtime.ParamLocationQuery, *params.TotalVolumeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolumeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume.lt", runtime.ParamLocationQuery, *params.TotalVolumeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TotalVolumeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "total_volume.lte", runtime.ParamLocationQuery, *params.TotalVolumeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksV1SplitsRequest generates requests for GetStocksV1Splits +func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/splits") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AdjustmentType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type", runtime.ParamLocationQuery, *params.AdjustmentType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AdjustmentTypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type.any_of", runtime.ParamLocationQuery, *params.AdjustmentTypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksVXFloatRequest generates requests for GetStocksVXFloat +func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/vX/float") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeFloatPercent != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent", runtime.ParamLocationQuery, *params.FreeFloatPercent); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeFloatPercentGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gt", runtime.ParamLocationQuery, *params.FreeFloatPercentGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeFloatPercentGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gte", runtime.ParamLocationQuery, *params.FreeFloatPercentGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeFloatPercentLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lt", runtime.ParamLocationQuery, *params.FreeFloatPercentLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FreeFloatPercentLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lte", runtime.ParamLocationQuery, *params.FreeFloatPercentLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetTmxV1CorporateEventsRequest generates requests for GetTmxV1CorporateEvents +func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateEventsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/tmx/v1/corporate-events") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Type != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gt", runtime.ParamLocationQuery, *params.TypeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gte", runtime.ParamLocationQuery, *params.TypeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lt", runtime.ParamLocationQuery, *params.TypeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TypeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lte", runtime.ParamLocationQuery, *params.TypeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Status != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status", runtime.ParamLocationQuery, *params.Status); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StatusAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.any_of", runtime.ParamLocationQuery, *params.StatusAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StatusGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gt", runtime.ParamLocationQuery, *params.StatusGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StatusGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gte", runtime.ParamLocationQuery, *params.StatusGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StatusLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lt", runtime.ParamLocationQuery, *params.StatusLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StatusLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lte", runtime.ParamLocationQuery, *params.StatusLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Isin != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenue != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxCompanyId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id", runtime.ParamLocationQuery, *params.TmxCompanyId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxCompanyIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gt", runtime.ParamLocationQuery, *params.TmxCompanyIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxCompanyIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gte", runtime.ParamLocationQuery, *params.TmxCompanyIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxCompanyIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lt", runtime.ParamLocationQuery, *params.TmxCompanyIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxCompanyIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lte", runtime.ParamLocationQuery, *params.TmxCompanyIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordId != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id", runtime.ParamLocationQuery, *params.TmxRecordId); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordIdAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.any_of", runtime.ParamLocationQuery, *params.TmxRecordIdAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordIdGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gt", runtime.ParamLocationQuery, *params.TmxRecordIdGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordIdGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gte", runtime.ParamLocationQuery, *params.TmxRecordIdGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordIdLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lt", runtime.ParamLocationQuery, *params.TmxRecordIdLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TmxRecordIdLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lte", runtime.ParamLocationQuery, *params.TmxRecordIdLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCurrencyConversionRequest generates requests for GetCurrencyConversion +func NewGetCurrencyConversionRequest(server string, from string, to string, params *GetCurrencyConversionParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/conversion/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Amount != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "amount", runtime.ParamLocationQuery, *params.Amount); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Precision != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "precision", runtime.ParamLocationQuery, *params.Precision); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetHistoricCryptoTradesRequest generates requests for DeprecatedGetHistoricCryptoTrades +func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/historic/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Offset != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetHistoricForexQuotesRequest generates requests for DeprecatedGetHistoricForexQuotes +func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/historic/forex/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Offset != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoEMARequest generates requests for GetCryptoEMA +func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCryptoEMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexEMARequest generates requests for GetForexEMA +func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesEMARequest generates requests for GetIndicesEMA +func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetIndicesEMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsEMARequest generates requests for GetOptionsEMA +func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOptionsEMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksEMARequest generates requests for GetStocksEMA +func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocksEMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoMACDRequest generates requests for GetCryptoMACD +func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryptoMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexMACDRequest generates requests for GetForexMACD +func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesMACDRequest generates requests for GetIndicesMACD +func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIndicesMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsMACDRequest generates requests for GetOptionsMACD +func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOptionsMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksMACDRequest generates requests for GetStocksMACD +func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStocksMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoRSIRequest generates requests for GetCryptoRSI +func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCryptoRSIParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexRSIRequest generates requests for GetForexRSI +func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesRSIRequest generates requests for GetIndicesRSI +func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetIndicesRSIParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsRSIRequest generates requests for GetOptionsRSI +func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOptionsRSIParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksRSIRequest generates requests for GetStocksRSI +func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocksRSIParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSMARequest generates requests for GetCryptoSMA +func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCryptoSMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSMARequest generates requests for GetForexSMA +func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesSMARequest generates requests for GetIndicesSMA +func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetIndicesSMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsSMARequest generates requests for GetOptionsSMA +func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOptionsSMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSMARequest generates requests for GetStocksSMA +func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocksSMAParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Window != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastCryptoTradeRequest generates requests for GetLastCryptoTrade +func NewGetLastCryptoTradeRequest(server string, from string, to string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/last/crypto/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastCurrencyQuoteRequest generates requests for GetLastCurrencyQuote +func NewGetLastCurrencyQuoteRequest(server string, from string, to string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/last_quote/currencies/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetMarketStatusRequest generates requests for GetMarketStatus +func NewGetMarketStatusRequest(server string) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/marketstatus/now") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetMarketHolidaysRequest generates requests for GetMarketHolidays +func NewGetMarketHolidaysRequest(server string) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/marketstatus/upcoming") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoOpenCloseRequest generates requests for GetCryptoOpenClose +func NewGetCryptoOpenCloseRequest(server string, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesOpenCloseRequest generates requests for GetIndicesOpenClose +func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsOpenCloseRequest generates requests for GetOptionsOpenClose +func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksOpenCloseRequest generates requests for GetStocksOpenClose +func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetV1ReferenceIposRequest generates requests for GetV1ReferenceIpos +func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/reference/ipos") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCodeLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Isin != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IpoStatus != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IpoStatusAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status.any_of", runtime.ParamLocationQuery, *params.IpoStatusAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetRelatedCompaniesRequest generates requests for GetRelatedCompanies +func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/related-companies/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetSnapshotSummaryRequest generates requests for GetSnapshotSummary +func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/summaries") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetGroupedCryptoAggregatesRequest generates requests for GetGroupedCryptoAggregates +func NewGetGroupedCryptoAggregatesRequest(server string, date string, params *GetGroupedCryptoAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/crypto/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetGroupedForexAggregatesRequest generates requests for GetGroupedForexAggregates +func NewGetGroupedForexAggregatesRequest(server string, date string, params *GetGroupedForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/fx/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetGroupedStocksAggregatesRequest generates requests for GetGroupedStocksAggregates +func NewGetGroupedStocksAggregatesRequest(server string, date string, params *GetGroupedStocksAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/us/market/stocks/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IncludeOtc != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousCryptoAggregatesRequest generates requests for GetPreviousCryptoAggregates +func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, params *GetPreviousCryptoAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoAggregatesRequest generates requests for GetCryptoAggregates +func NewGetCryptoAggregatesRequest(server string, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousForexAggregatesRequest generates requests for GetPreviousForexAggregates +func NewGetPreviousForexAggregatesRequest(server string, forexTicker string, params *GetPreviousForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexAggregatesRequest generates requests for GetForexAggregates +func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousIndicesAggregatesRequest generates requests for GetPreviousIndicesAggregates +func NewGetPreviousIndicesAggregatesRequest(server string, indicesTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesAggregatesRequest generates requests for GetIndicesAggregates +func NewGetIndicesAggregatesRequest(server string, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousOptionsAggregatesRequest generates requests for GetPreviousOptionsAggregates +func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, params *GetPreviousOptionsAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsAggregatesRequest generates requests for GetOptionsAggregates +func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousStocksAggregatesRequest generates requests for GetPreviousStocksAggregates +func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, params *GetPreviousStocksAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksAggregatesRequest generates requests for GetStocksAggregates +func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastStocksQuoteRequest generates requests for GetLastStocksQuote +func NewGetLastStocksQuoteRequest(server string, stocksTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/last/nbbo/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastOptionsTradeRequest generates requests for GetLastOptionsTrade +func NewGetLastOptionsTradeRequest(server string, optionsTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastStocksTradeRequest generates requests for GetLastStocksTrade +func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListNewsRequest generates requests for ListNews +func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/reference/news") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedUtc != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc", runtime.ParamLocationQuery, *params.PublishedUtc); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedUtcGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gte", runtime.ParamLocationQuery, *params.PublishedUtcGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedUtcGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gt", runtime.ParamLocationQuery, *params.PublishedUtcGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedUtcLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lte", runtime.ParamLocationQuery, *params.PublishedUtcLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PublishedUtcLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lt", runtime.ParamLocationQuery, *params.PublishedUtcLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSnapshotTickersRequest generates requests for GetCryptoSnapshotTickers +func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshotTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSnapshotTickerRequest generates requests for GetCryptoSnapshotTicker +func NewGetCryptoSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetCryptoSnapshotTickerBookRequest generates requests for DeprecatedGetCryptoSnapshotTickerBook +func NewDeprecatedGetCryptoSnapshotTickerBookRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s/book", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSnapshotDirectionRequest generates requests for GetCryptoSnapshotDirection +func NewGetCryptoSnapshotDirectionRequest(server string, direction GetCryptoSnapshotDirectionParamsDirection) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSnapshotTickersRequest generates requests for GetForexSnapshotTickers +func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSnapshotTickerRequest generates requests for GetForexSnapshotTicker +func NewGetForexSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSnapshotDirectionRequest generates requests for GetForexSnapshotDirection +func NewGetForexSnapshotDirectionRequest(server string, direction GetForexSnapshotDirectionParamsDirection) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSnapshotTickersRequest generates requests for GetStocksSnapshotTickers +func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshotTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IncludeOtc != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSnapshotTickerRequest generates requests for GetStocksSnapshotTicker +func NewGetStocksSnapshotTickerRequest(server string, stocksTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSnapshotDirectionRequest generates requests for GetStocksSnapshotDirection +func NewGetStocksSnapshotDirectionRequest(server string, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.IncludeOtc != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetHistoricStocksQuotesRequest generates requests for DeprecatedGetHistoricStocksQuotes +func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/ticks/stocks/nbbo/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLimit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Reverse != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetHistoricStocksTradesRequest generates requests for DeprecatedGetHistoricStocksTrades +func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/ticks/stocks/trades/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLimit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Reverse != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexQuotesRequest generates requests for GetForexQuotes +func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsQuotesRequest generates requests for GetOptionsQuotes +func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *GetOptionsQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksQuotesRequest generates requests for GetStocksQuotes +func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetStocksQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListConditionsRequest generates requests for ListConditions +func NewListConditionsRequest(server string, params *ListConditionsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/conditions") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.AssetClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DataType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "data_type", runtime.ParamLocationQuery, *params.DataType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Id != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "id", runtime.ParamLocationQuery, *params.Id); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sip != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip", runtime.ParamLocationQuery, *params.Sip); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListDividendsRequest generates requests for ListDividends +func NewListDividendsRequest(server string, params *ListDividendsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/dividends") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RecordDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date", runtime.ParamLocationQuery, *params.RecordDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DeclarationDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date", runtime.ParamLocationQuery, *params.DeclarationDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PayDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date", runtime.ParamLocationQuery, *params.PayDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Frequency != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmount != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount", runtime.ParamLocationQuery, *params.CashAmount); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DividendType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_type", runtime.ParamLocationQuery, *params.DividendType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExDividendDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RecordDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gte", runtime.ParamLocationQuery, *params.RecordDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RecordDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gt", runtime.ParamLocationQuery, *params.RecordDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RecordDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lte", runtime.ParamLocationQuery, *params.RecordDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.RecordDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lt", runtime.ParamLocationQuery, *params.RecordDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DeclarationDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gte", runtime.ParamLocationQuery, *params.DeclarationDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DeclarationDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gt", runtime.ParamLocationQuery, *params.DeclarationDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DeclarationDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lte", runtime.ParamLocationQuery, *params.DeclarationDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.DeclarationDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lt", runtime.ParamLocationQuery, *params.DeclarationDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PayDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gte", runtime.ParamLocationQuery, *params.PayDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PayDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gt", runtime.ParamLocationQuery, *params.PayDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PayDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lte", runtime.ParamLocationQuery, *params.PayDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PayDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lt", runtime.ParamLocationQuery, *params.PayDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gte", runtime.ParamLocationQuery, *params.CashAmountGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gt", runtime.ParamLocationQuery, *params.CashAmountGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lte", runtime.ParamLocationQuery, *params.CashAmountLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lt", runtime.ParamLocationQuery, *params.CashAmountLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListExchangesRequest generates requests for ListExchanges +func NewListExchangesRequest(server string, params *ListExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.AssetClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Locale != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListOptionsContractsRequest generates requests for ListOptionsContracts +func NewListOptionsContractsRequest(server string, params *ListOptionsContractsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/options/contracts") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.UnderlyingTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker", runtime.ParamLocationQuery, *params.UnderlyingTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ContractType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.AsOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePrice != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Expired != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expired", runtime.ParamLocationQuery, *params.Expired); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UnderlyingTickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gte", runtime.ParamLocationQuery, *params.UnderlyingTickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UnderlyingTickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gt", runtime.ParamLocationQuery, *params.UnderlyingTickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UnderlyingTickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lte", runtime.ParamLocationQuery, *params.UnderlyingTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UnderlyingTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lt", runtime.ParamLocationQuery, *params.UnderlyingTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsContractRequest generates requests for GetOptionsContract +func NewGetOptionsContractRequest(server string, optionsTicker string, params *GetOptionsContractParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "options_ticker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/options/contracts/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.AsOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListStockSplitsRequest generates requests for ListStockSplits +func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/splits") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ReverseSplit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse_split", runtime.ParamLocationQuery, *params.ReverseSplit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExecutionDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListTickersRequest generates requests for ListTickers +func NewListTickersRequest(server string, params *ListTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Type != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Market != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market", runtime.ParamLocationQuery, *params.Market); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Exchange != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "exchange", runtime.ParamLocationQuery, *params.Exchange); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cusip != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cusip", runtime.ParamLocationQuery, *params.Cusip); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Search != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "search", runtime.ParamLocationQuery, *params.Search); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Active != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListTickerTypesRequest generates requests for ListTickerTypes +func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/tickers/types") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.AssetClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Locale != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetTickerRequest generates requests for GetTicker +func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetSnapshotsRequest generates requests for GetSnapshots +func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/snapshot") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Type != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesSnapshotRequest generates requests for GetIndicesSnapshot +func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/snapshot/indices") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsChainRequest generates requests for GetOptionsChain +func NewGetOptionsChainRequest(server string, underlyingAsset string, params *GetOptionsChainParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/snapshot/options/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.StrikePrice != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ContractType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionContractRequest generates requests for GetOptionContract +func NewGetOptionContractRequest(server string, underlyingAsset string, optionContract string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "optionContract", runtime.ParamLocationPath, optionContract) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/snapshot/options/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoTradesRequest generates requests for GetCryptoTrades +func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCryptoTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsTradesRequest generates requests for GetOptionsTrades +func NewGetOptionsTradesRequest(server string, optionsTicker string, params *GetOptionsTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksTradesRequest generates requests for GetStocksTrades +func NewGetStocksTradesRequest(server string, stockTicker string, params *GetStocksTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListFinancialsRequest generates requests for ListFinancials +func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/vX/reference/financials") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompanyName != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name", runtime.ParamLocationQuery, *params.CompanyName); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sic != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sic", runtime.ParamLocationQuery, *params.Sic); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodOfReportDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date", runtime.ParamLocationQuery, *params.PeriodOfReportDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timeframe != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IncludeSources != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_sources", runtime.ParamLocationQuery, *params.IncludeSources); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CompanyNameSearch != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name.search", runtime.ParamLocationQuery, *params.CompanyNameSearch); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FilingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodOfReportDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gte", runtime.ParamLocationQuery, *params.PeriodOfReportDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodOfReportDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gt", runtime.ParamLocationQuery, *params.PeriodOfReportDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodOfReportDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lte", runtime.ParamLocationQuery, *params.PeriodOfReportDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.PeriodOfReportDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lt", runtime.ParamLocationQuery, *params.PeriodOfReportDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListIPOsRequest generates requests for ListIPOs +func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/vX/reference/ipos") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UsCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Isin != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDate != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IpoStatus != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ListingDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEventsRequest generates requests for GetEvents +func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "id", runtime.ParamLocationPath, id) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/vX/reference/tickers/%s/events", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Types != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "types", runtime.ParamLocationQuery, *params.Types); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +func (c *Client) applyEditors(ctx context.Context, req *http.Request, additionalEditors []RequestEditorFn) error { + for _, r := range c.RequestEditors { + if err := r(ctx, req); err != nil { + return err + } + } + for _, r := range additionalEditors { + if err := r(ctx, req); err != nil { + return err + } + } + return nil +} + +// ClientWithResponses builds on ClientInterface to offer response payloads +type ClientWithResponses struct { + ClientInterface +} + +// NewClientWithResponses creates a new ClientWithResponses, which wraps +// Client with return type handling +func NewClientWithResponses(server string, opts ...ClientOption) (*ClientWithResponses, error) { + client, err := NewClient(server, opts...) + if err != nil { + return nil, err + } + return &ClientWithResponses{client}, nil +} + +// WithBaseURL overrides the baseURL. +func WithBaseURL(baseURL string) ClientOption { + return func(c *Client) error { + newBaseURL, err := url.Parse(baseURL) + if err != nil { + return err + } + c.Server = newBaseURL.String() + return nil + } +} + +// ClientWithResponsesInterface is the interface specification for the client with responses above. +type ClientWithResponsesInterface interface { + // GetBenzingaV1AnalystInsightsWithResponse request + GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) + + // GetBenzingaV1AnalystsWithResponse request + GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) + + // GetBenzingaV1BullsBearsSayWithResponse request + GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) + + // GetBenzingaV1ConsensusRatingsWithResponse request + GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) + + // GetBenzingaV1EarningsWithResponse request + GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) + + // GetBenzingaV1FirmsWithResponse request + GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) + + // GetBenzingaV1GuidanceWithResponse request + GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) + + // GetBenzingaV1RatingsWithResponse request + GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) + + // GetBenzingaV2NewsWithResponse request + GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) + + // GetCryptoV1ExchangesWithResponse request + GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) + + // GetEtfGlobalV1AnalyticsWithResponse request + GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) + + // GetEtfGlobalV1ConstituentsWithResponse request + GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) + + // GetEtfGlobalV1FundFlowsWithResponse request + GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) + + // GetEtfGlobalV1ProfilesWithResponse request + GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) + + // GetEtfGlobalV1TaxonomiesWithResponse request + GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) + + // GetFedV1InflationWithResponse request + GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) + + // GetFedV1InflationExpectationsWithResponse request + GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) + + // GetFedV1LaborMarketWithResponse request + GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) + + // GetFedV1TreasuryYieldsWithResponse request + GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) + + // GetForexV1ExchangesWithResponse request + GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) + + // GetFuturesAggregatesWithResponse request + GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) + + // GetFuturesVXContractsWithResponse request + GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) + + // GetFuturesVXExchangesWithResponse request + GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) + + // GetFuturesVXMarketStatusWithResponse request + GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) + + // GetFuturesVXProductsWithResponse request + GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) + + // GetFuturesVXQuotesNewWithResponse request + GetFuturesVXQuotesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesNewResponse, error) + + // GetFuturesQuotesWithResponse request + GetFuturesQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesQuotesResponse, error) + + // GetFuturesVXSchedulesWithResponse request + GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) + + // GetFuturesVXSnapshotWithResponse request + GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) + + // GetFuturesVXSnapshotNativeWithResponse request + GetFuturesVXSnapshotNativeWithResponse(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotNativeResponse, error) + + // GetFuturesVXTradesNewWithResponse request + GetFuturesVXTradesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesNewResponse, error) + + // GetFuturesTradesWithResponse request + GetFuturesTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesTradesResponse, error) + + // GetOptionsV1ExchangesWithResponse request + GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) + + // GetStocksFilings10KVXSectionsWithResponse request + GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) + + // GetStocksFilingsVXIndexWithResponse request + GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) + + // GetStocksFilingsVXRiskFactorsWithResponse request + GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) + + // GetStocksFinancialsV1BalanceSheetsWithResponse request + GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) + + // GetStocksFinancialsV1CashFlowStatementsWithResponse request + GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) + + // GetStocksFinancialsV1IncomeStatementsWithResponse request + GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) + + // GetStocksFinancialsV1RatiosWithResponse request + GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) + + // GetStocksTaxonomiesVXRiskFactorsWithResponse request + GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) + + // GetStocksV1DividendsWithResponse request + GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) + + // GetStocksV1ExchangesWithResponse request + GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) + + // GetStocksV1ShortInterestWithResponse request + GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) + + // GetStocksV1ShortVolumeWithResponse request + GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) + + // GetStocksV1SplitsWithResponse request + GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) + + // GetStocksVXFloatWithResponse request + GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) + + // GetTmxV1CorporateEventsWithResponse request + GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) + + // GetCurrencyConversionWithResponse request + GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) + + // DeprecatedGetHistoricCryptoTradesWithResponse request + DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) + + // DeprecatedGetHistoricForexQuotesWithResponse request + DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) + + // GetCryptoEMAWithResponse request + GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) + + // GetForexEMAWithResponse request + GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) + + // GetIndicesEMAWithResponse request + GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) + + // GetOptionsEMAWithResponse request + GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) + + // GetStocksEMAWithResponse request + GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) + + // GetCryptoMACDWithResponse request + GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) + + // GetForexMACDWithResponse request + GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) + + // GetIndicesMACDWithResponse request + GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) + + // GetOptionsMACDWithResponse request + GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) + + // GetStocksMACDWithResponse request + GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) + + // GetCryptoRSIWithResponse request + GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) + + // GetForexRSIWithResponse request + GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) + + // GetIndicesRSIWithResponse request + GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) + + // GetOptionsRSIWithResponse request + GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) + + // GetStocksRSIWithResponse request + GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) + + // GetCryptoSMAWithResponse request + GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) + + // GetForexSMAWithResponse request + GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) + + // GetIndicesSMAWithResponse request + GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) + + // GetOptionsSMAWithResponse request + GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) + + // GetStocksSMAWithResponse request + GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) + + // GetLastCryptoTradeWithResponse request + GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) + + // GetLastCurrencyQuoteWithResponse request + GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) + + // GetMarketStatusWithResponse request + GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) + + // GetMarketHolidaysWithResponse request + GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) + + // GetCryptoOpenCloseWithResponse request + GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) + + // GetIndicesOpenCloseWithResponse request + GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) + + // GetOptionsOpenCloseWithResponse request + GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) + + // GetStocksOpenCloseWithResponse request + GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) + + // GetV1ReferenceIposWithResponse request + GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) + + // GetRelatedCompaniesWithResponse request + GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) + + // GetSnapshotSummaryWithResponse request + GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) + + // GetGroupedCryptoAggregatesWithResponse request + GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) + + // GetGroupedForexAggregatesWithResponse request + GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) + + // GetGroupedStocksAggregatesWithResponse request + GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) + + // GetPreviousCryptoAggregatesWithResponse request + GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) + + // GetCryptoAggregatesWithResponse request + GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) + + // GetPreviousForexAggregatesWithResponse request + GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) + + // GetForexAggregatesWithResponse request + GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) + + // GetPreviousIndicesAggregatesWithResponse request + GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) + + // GetIndicesAggregatesWithResponse request + GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) + + // GetPreviousOptionsAggregatesWithResponse request + GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) + + // GetOptionsAggregatesWithResponse request + GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) + + // GetPreviousStocksAggregatesWithResponse request + GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) + + // GetStocksAggregatesWithResponse request + GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) + + // GetLastStocksQuoteWithResponse request + GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) + + // GetLastOptionsTradeWithResponse request + GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) + + // GetLastStocksTradeWithResponse request + GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) + + // ListNewsWithResponse request + ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) + + // GetCryptoSnapshotTickersWithResponse request + GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) + + // GetCryptoSnapshotTickerWithResponse request + GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) + + // DeprecatedGetCryptoSnapshotTickerBookWithResponse request + DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) + + // GetCryptoSnapshotDirectionWithResponse request + GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) + + // GetForexSnapshotTickersWithResponse request + GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) + + // GetForexSnapshotTickerWithResponse request + GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) + + // GetForexSnapshotDirectionWithResponse request + GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) + + // GetStocksSnapshotTickersWithResponse request + GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) + + // GetStocksSnapshotTickerWithResponse request + GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) + + // GetStocksSnapshotDirectionWithResponse request + GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) + + // DeprecatedGetHistoricStocksQuotesWithResponse request + DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) + + // DeprecatedGetHistoricStocksTradesWithResponse request + DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) + + // GetForexQuotesWithResponse request + GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) + + // GetOptionsQuotesWithResponse request + GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) + + // GetStocksQuotesWithResponse request + GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) + + // ListConditionsWithResponse request + ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) + + // ListDividendsWithResponse request + ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) + + // ListExchangesWithResponse request + ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) + + // ListOptionsContractsWithResponse request + ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) + + // GetOptionsContractWithResponse request + GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) + + // ListStockSplitsWithResponse request + ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) + + // ListTickersWithResponse request + ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) + + // ListTickerTypesWithResponse request + ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) + + // GetTickerWithResponse request + GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) + + // GetSnapshotsWithResponse request + GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) + + // GetIndicesSnapshotWithResponse request + GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) + + // GetOptionsChainWithResponse request + GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) + + // GetOptionContractWithResponse request + GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) + + // GetCryptoTradesWithResponse request + GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) + + // GetOptionsTradesWithResponse request + GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) + + // GetStocksTradesWithResponse request + GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) + + // ListFinancialsWithResponse request + ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) + + // ListIPOsWithResponse request + ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) + + // GetEventsWithResponse request + GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) +} + +type GetBenzingaV1AnalystInsightsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The identifer used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. + Insight *string `json:"insight,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights400Status `json:"status"` + } +} +type GetBenzingaV1AnalystInsights200Status string +type GetBenzingaV1AnalystInsights400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1AnalystInsightsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1AnalystInsightsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1AnalystsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `json:"firm_name,omitempty"` + + // FullName The full name of the analyst associated with the ratings. + FullName *string `json:"full_name,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` + + // OverallAvgReturn The average percent price difference per rating since the date of recommendation. + OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` + + // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. + OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` + + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + + // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. + SmartScore *float64 `json:"smart_score,omitempty"` + + // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. + TotalRatings *float64 `json:"total_ratings,omitempty"` + + // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. + TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts400Status `json:"status"` + } +} +type GetBenzingaV1Analysts200Status string +type GetBenzingaV1Analysts400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1AnalystsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1AnalystsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1BullsBearsSayResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. + BearCase *string `json:"bear_case,omitempty"` + + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. + BullCase *string `json:"bull_case,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay400Status `json:"status"` + } +} +type GetBenzingaV1BullsBearsSay200Status string +type GetBenzingaV1BullsBearsSay400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1BullsBearsSayResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1BullsBearsSayResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1ConsensusRatingsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` + + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` + + // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. + ConsensusRating *string `json:"consensus_rating,omitempty"` + + // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). + ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` + + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_price_target,omitempty"` + + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` + + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` + + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` + + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` + + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` + + // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. + StrongBuyRatings int64 `json:"strong_buy_ratings"` + + // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. + StrongSellRatings int64 `json:"strong_sell_ratings"` + + // Ticker The requested ticker. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + } +} +type GetBenzingaV1ConsensusRatings200Status string +type GetBenzingaV1ConsensusRatings400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1ConsensusRatingsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1ConsensusRatingsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1EarningsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // ActualEps The actual earnings per share (EPS) reported by the company for the given period. + ActualEps *float64 `json:"actual_eps,omitempty"` + + // ActualRevenue The actual revenue reported by the company for the given fiscal period. + ActualRevenue *float64 `json:"actual_revenue,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // CompanyName The name of the company releasing earnings. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,omitempty"` + + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `json:"date_status,omitempty"` + + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` + + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,omitempty"` + + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. + EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + + // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. + EstimatedEps *float64 `json:"estimated_eps,omitempty"` + + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` + + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `json:"fiscal_period,omitempty"` + + // FiscalYear The fiscal year in which the earnings period falls. + FiscalYear *int64 `json:"fiscal_year,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context, commentary, or clarifying notes related to the earnings event. + Notes *string `json:"notes,omitempty"` + + // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. + PreviousEps *float64 `json:"previous_eps,omitempty"` + + // PreviousRevenue The company's revenue for the previous comparable fiscal period. + PreviousRevenue *float64 `json:"previous_revenue,omitempty"` + + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // RevenueSurprise The difference between the actual and estimated revenue. + RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + + // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. + RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + + // Ticker The stock symbol of the company reporting earnings. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings400Status `json:"status"` + } +} +type GetBenzingaV1Earnings200Status string +type GetBenzingaV1Earnings400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1EarningsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1EarningsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1FirmsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` + + // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. + LastUpdated *string `json:"last_updated,omitempty"` + + // Name The name of a research firm or investment bank which issues ratings. + Name *string `json:"name,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms400Status `json:"status"` + } +} +type GetBenzingaV1Firms200Status string +type GetBenzingaV1Firms400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1FirmsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1FirmsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1GuidanceResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaId A unique identifier assigned by Benzinga to the guidance record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // CompanyName The name of the company issuing guidance. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `json:"date,omitempty"` + + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` + + // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. + EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` + + // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. + EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` + + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,omitempty"` + + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + FiscalYear *int64 `json:"fiscal_year,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` + + // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. + MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` + + // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. + MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` + + // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. + MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` + + // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. + MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` + + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` + + // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) + Positioning *string `json:"positioning,omitempty"` + + // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` + + // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` + + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` + + // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` + + // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). + ReleaseType *string `json:"release_type,omitempty"` + + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` + + // Time The time of day the guidance was announced, in HH:mm:ss format. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Guidance200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Guidance400Status `json:"status"` + } +} +type GetBenzingaV1Guidance200Status string +type GetBenzingaV1Guidance400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1GuidanceResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1GuidanceResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV1RatingsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. + AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` + + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` + + // BenzingaAnalystId The identifer used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` + + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` + + // BenzingaFirmId The identifer used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaNewsUrl A link to the Benzinga articles page for this ticker + BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context or commentary. + Notes *string `json:"notes,omitempty"` + + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + + // PreviousPriceTarget The previous price target set by the analyst. + PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + + // PreviousRating The previous rating set by the analyst. + PreviousRating *string `json:"previous_rating,omitempty"` + + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. + PriceTargetAction *string `json:"price_target_action,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Ratings200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Ratings400Status `json:"status"` + } +} +type GetBenzingaV1Ratings200Status string +type GetBenzingaV1Ratings400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV1RatingsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1RatingsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetBenzingaV2NewsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` + + // Body The full text content of the news article. + Body *string `json:"body,omitempty"` + + // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). + Channels *[]string `json:"channels,omitempty"` + + // Images A list of images associated with the article. + Images *[]string `json:"images,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. + LastUpdated time.Time `json:"last_updated"` + + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. + Published time.Time `json:"published"` + + // Tags A list of tags that describe the themes or content of the article. + Tags *[]string `json:"tags,omitempty"` + + // Teaser A short summary or lead-in to the news article's content. + Teaser *string `json:"teaser,omitempty"` + + // Tickers A list of stock or crypto tickers mentioned in the article. + Tickers *[]string `json:"tickers,omitempty"` + + // Title The headline of the news article. + Title string `json:"title"` + + // Url The direct link to the source of the news article. + Url string `json:"url"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV2News200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV2News400Status `json:"status"` + } +} +type GetBenzingaV2News200Status string +type GetBenzingaV2News400Status string + +// Status returns HTTPResponse.Status +func (r GetBenzingaV2NewsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV2NewsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoV1ExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Id Numeric identifier for the cryptocurrency exchange or trading platform. + Id string `json:"id"` + + // Name Full official name of the cryptocurrency exchange or digital asset trading platform. + Name string `json:"name"` + + // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. + Type string `json:"type"` + + // Url Official website URL of the cryptocurrency exchange. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetCryptoV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetCryptoV1Exchanges400Status `json:"status"` + } +} +type GetCryptoV1Exchanges200Status string +type GetCryptoV1Exchanges400Status string + +// Status returns HTTPResponse.Status +func (r GetCryptoV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEtfGlobalV1AnalyticsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. + QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` + + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. + QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` + + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. + QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` + + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. + QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` + + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. + QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` + + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. + QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` + + // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. + QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` + + // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. + QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` + + // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. + QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` + + // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. + QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` + + // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. + QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` + + // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. + QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` + + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `json:"quant_grade,omitempty"` + + // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. + QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` + + // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. + QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` + + // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. + QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` + + // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. + QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` + + // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. + QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + + // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. + QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + + // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. + QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + + // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. + QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` + + // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. + QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` + + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. + QuantTotalScore *float64 `json:"quant_total_score,omitempty"` + + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. + RewardScore *float64 `json:"reward_score,omitempty"` + + // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. + RiskCountry *float64 `json:"risk_country,omitempty"` + + // RiskDeviation A component score measuring how much the ETF deviates from expected performance. + RiskDeviation *float64 `json:"risk_deviation,omitempty"` + + // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. + RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + + // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. + RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + + // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. + RiskStructure *float64 `json:"risk_structure,omitempty"` + + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. + RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + + // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. + RiskVolatility *float64 `json:"risk_volatility,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics400Status `json:"status"` + } +} +type GetEtfGlobalV1Analytics200Status string +type GetEtfGlobalV1Analytics400Status string + +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1AnalyticsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1AnalyticsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEtfGlobalV1ConstituentsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. + AssetClass *string `json:"asset_class,omitempty"` + + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,omitempty"` + + // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. + ConstituentRank int64 `json:"constituent_rank"` + + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,omitempty"` + + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,omitempty"` + + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,omitempty"` + + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,omitempty"` + + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,omitempty"` + + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. + SecurityType *string `json:"security_type,omitempty"` + + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` + + // SharesHeld The number of shares of this constituent security that the ETF currently owns. + SharesHeld *float64 `json:"shares_held,omitempty"` + + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `json:"us_code,omitempty"` + + // Weight The percentage weight of this constituent security within the ETF's total portfolio. + Weight *float64 `json:"weight,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Constituents200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Constituents400Status `json:"status"` + } +} +type GetEtfGlobalV1Constituents200Status string +type GetEtfGlobalV1Constituents400Status string + +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1ConstituentsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1ConstituentsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEtfGlobalV1FundFlowsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. + FundFlow *float64 `json:"fund_flow,omitempty"` + + // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. + Nav *float64 `json:"nav,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. + SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1FundFlows200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1FundFlows400Status `json:"status"` + } +} +type GetEtfGlobalV1FundFlows200Status string +type GetEtfGlobalV1FundFlows400Status string + +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1FundFlowsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1FundFlowsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEtfGlobalV1ProfilesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` + + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` + + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` + + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` + + // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. + AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` + + // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. + BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` + + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` + + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` + + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,omitempty"` + + // CreationUnitSize The size of creation units for the ETF. + CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` + + // CurrencyExposure Currency exposure breakdown of the ETF. + CurrencyExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"currency_exposure,omitempty"` + + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,omitempty"` + + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` + + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` + + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` + + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,omitempty"` + + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` + + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` + + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` + + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` + + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` + + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` + + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` + + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification string `json:"management_classification"` + + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` + + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` + + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` + + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` + + // OptionsAvailable Availability of options on the ETF. + OptionsAvailable *int32 `json:"options_available,omitempty"` + + // OptionsVolume Options trading volume for the ETF. + OptionsVolume *float64 `json:"options_volume,omitempty"` + + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` + + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` + + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` + + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` + + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` + + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. + TotalExpenses *float64 `json:"total_expenses,omitempty"` + + // TransferAgent The transfer agent for the ETF. + TransferAgent *string `json:"transfer_agent,omitempty"` + + // Trustee The trustee of the ETF. + Trustee *string `json:"trustee,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Profiles200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Profiles400Status `json:"status"` + } +} +type GetEtfGlobalV1Profiles200Status string +type GetEtfGlobalV1Profiles400Status string + +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1ProfilesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1ProfilesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEtfGlobalV1TaxonomiesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` + + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` + + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` + + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` + + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` + + // Duration The duration characteristics for fixed income ETFs. + Duration *string `json:"duration,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // Esg Environmental, Social, and Governance characteristics. + Esg *string `json:"esg,omitempty"` + + // ExposureMechanism The mechanism used to achieve exposure. + ExposureMechanism *string `json:"exposure_mechanism,omitempty"` + + // Factor Factor exposure characteristics of the ETF. + Factor *string `json:"factor,omitempty"` + + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` + + // HedgeReset The frequency of hedge reset, if applicable. + HedgeReset *string `json:"hedge_reset,omitempty"` + + // HoldingsDisclosureFrequency How frequently holdings are disclosed. + HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` + + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + + // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. + Isin *string `json:"isin,omitempty"` + + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeverageReset The frequency of leverage reset, if applicable. + LeverageReset *string `json:"leverage_reset,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification string `json:"management_classification"` + + // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. + ManagementStyle *string `json:"management_style,omitempty"` + + // Maturity The maturity profile for fixed income ETFs. + Maturity *string `json:"maturity,omitempty"` + + // Objective The primary investment objective of the ETF. + Objective *string `json:"objective,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` + + // RebalanceFrequency How frequently the ETF rebalances its holdings. + RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` + + // ReconstitutionFrequency How frequently the index is reconstituted. + ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SecondaryObjective The secondary investment objective, if applicable. + SecondaryObjective *string `json:"secondary_objective,omitempty"` + + // SelectionMethodology The methodology used to select securities. + SelectionMethodology *string `json:"selection_methodology,omitempty"` + + // SelectionUniverse The universe from which securities are selected. + SelectionUniverse *string `json:"selection_universe,omitempty"` + + // StrategicFocus The strategic investment focus of the ETF. + StrategicFocus *string `json:"strategic_focus,omitempty"` + + // TargetedFocus The targeted investment focus of the ETF. + TargetedFocus *string `json:"targeted_focus,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // UsCode A unique identifier code that identifies this ETF in US markets. + UsCode *string `json:"us_code,omitempty"` + + // WeightingMethodology The methodology used to weight holdings. + WeightingMethodology *string `json:"weighting_methodology,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Taxonomies200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + } +} +type GetEtfGlobalV1Taxonomies200Status string +type GetEtfGlobalV1Taxonomies400Status string + +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1TaxonomiesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFedV1InflationResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. + Cpi *float32 `json:"cpi,omitempty"` + + // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. + CpiCore *float32 `json:"cpi_core,omitempty"` + + // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. + CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` + + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` + + // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. + Pce *float32 `json:"pce,omitempty"` + + // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. + PceCore *float32 `json:"pce_core,omitempty"` + + // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. + PceSpending *float32 `json:"pce_spending,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1Inflation200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1Inflation400Status `json:"status"` + } +} +type GetFedV1Inflation200Status string +type GetFedV1Inflation400Status string + +// Status returns HTTPResponse.Status +func (r GetFedV1InflationResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFedV1InflationResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFedV1InflationExpectationsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` + + // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. + ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` + + // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. + Market10Year *float32 `json:"market_10_year,omitempty"` + + // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. + Market5Year *float32 `json:"market_5_year,omitempty"` + + // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model10Year *float32 `json:"model_10_year,omitempty"` + + // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model1Year *float32 `json:"model_1_year,omitempty"` + + // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model30Year *float32 `json:"model_30_year,omitempty"` + + // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model5Year *float32 `json:"model_5_year,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1InflationExpectations200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1InflationExpectations400Status `json:"status"` + } +} +type GetFedV1InflationExpectations200Status string +type GetFedV1InflationExpectations400Status string + +// Status returns HTTPResponse.Status +func (r GetFedV1InflationExpectationsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFedV1InflationExpectationsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFedV1LaborMarketResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` + + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` + + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,omitempty"` + + // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). + LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` + + // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). + UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1LaborMarket200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1LaborMarket400Status `json:"status"` + } +} +type GetFedV1LaborMarket200Status string +type GetFedV1LaborMarket400Status string + +// Status returns HTTPResponse.Status +func (r GetFedV1LaborMarketResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFedV1LaborMarketResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFedV1TreasuryYieldsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` + + // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis + Yield10Year *float32 `json:"yield_10_year,omitempty"` + + // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis + Yield1Month *float32 `json:"yield_1_month,omitempty"` + + // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis + Yield1Year *float32 `json:"yield_1_year,omitempty"` + + // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis + Yield20Year *float32 `json:"yield_20_year,omitempty"` + + // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis + Yield2Year *float32 `json:"yield_2_year,omitempty"` + + // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis + Yield30Year *float32 `json:"yield_30_year,omitempty"` + + // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis + Yield3Month *float32 `json:"yield_3_month,omitempty"` + + // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis + Yield3Year *float32 `json:"yield_3_year,omitempty"` + + // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis + Yield5Year *float32 `json:"yield_5_year,omitempty"` + + // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis + Yield6Month *float32 `json:"yield_6_month,omitempty"` + + // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis + Yield7Year *float32 `json:"yield_7_year,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1TreasuryYields200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1TreasuryYields400Status `json:"status"` + } +} +type GetFedV1TreasuryYields200Status string +type GetFedV1TreasuryYields400Status string + +// Status returns HTTPResponse.Status +func (r GetFedV1TreasuryYieldsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFedV1TreasuryYieldsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexV1ExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Id Numeric identifier for the forex trading venue or institution. + Id string `json:"id"` + + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name string `json:"name"` + + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type string `json:"type"` + } `json:"results"` + + // Status The status of this request's response. + Status GetForexV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetForexV1Exchanges400Status `json:"status"` + } +} +type GetForexV1Exchanges200Status string +type GetForexV1Exchanges400Status string + +// Status returns HTTPResponse.Status +func (r GetForexV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, the URL to the next page of results. + NextUrl *string `json:"next_url,omitempty"` + Results []struct { + // Close The last price within the timeframe. + Close float64 `json:"close"` + + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` + + // High The highest price within the timeframe. + High float64 `json:"high"` + + // Low The lowest price within the timeframe. + Low float64 `json:"low"` + + // Open The opening price within the timeframe. + Open float64 `json:"open"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` + + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` + + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` + + // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. + WindowStart int64 `json:"window_start"` + } `json:"results"` + + // Status The status of the response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetFuturesAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXContractsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active bool `json:"active"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. + Date openapi_types.Date `json:"date"` + + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` + + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` + + // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. + GroupCode *string `json:"group_code,omitempty"` + + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + + // MaxOrderQuantity The maximum order quantity. + MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + + // MinOrderQuantity The minimum order quantity. + MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // ProductCode The identifier for the contract's product. + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The date on which this contract settles. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + + // SettlementTickSize The tick size for settlement. + SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + + // SpreadTickSize The tick size for spreads. + SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + + // Ticker The ticker for the contract. + Ticker *string `json:"ticker,omitempty"` + + // TradeTickSize The tick size for trades. + TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXContracts200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXContracts400Status `json:"status"` + } +} +type GetFuturesVXContracts200Status string +type GetFuturesVXContracts400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXContractsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXContractsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the futures exchange or trading venue. + Id string `json:"id"` + + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type string `json:"type"` + + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXExchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXExchanges400Status `json:"status"` + } +} +type GetFuturesVXExchanges200Status string +type GetFuturesVXExchanges400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXMarketStatusResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,omitempty"` + + // Name The name of the futures product. + Name *string `json:"name,omitempty"` + + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,omitempty"` + + // SessionEndDate The trading date for the current session. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXMarketStatus200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXMarketStatus400Status `json:"status"` + } +} +type GetFuturesVXMarketStatus200Status string +type GetFuturesVXMarketStatus400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXMarketStatusResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXMarketStatusResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXProductsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` + + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. + Date openapi_types.Date `json:"date"` + + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Name The full name of the product. + Name *string `json:"name,omitempty"` + + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` + + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` + + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` + + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` + + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,omitempty"` + + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXProducts200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXProducts400Status `json:"status"` + } +} +type GetFuturesVXProducts200Status string +type GetFuturesVXProducts400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXProductsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXProductsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXQuotesNewResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The ask size. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The bid size. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,omitempty"` + + // ReportSequence The report sequence number. + ReportSequence int64 `json:"report_sequence"` + + // SequenceNumber The sequence number represents the order in which quote events occurred for this ticker. + SequenceNumber int64 `json:"sequence_number"` + + // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. + SessionEndDate string `json:"session_end_date"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Timestamp int64 `json:"timestamp"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXQuotesNew200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXQuotesNew400Status `json:"status"` + } +} +type GetFuturesVXQuotesNew200Status string +type GetFuturesVXQuotesNew400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXQuotesNewResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXQuotesNewResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + Results *[]struct { + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int `json:"ask_timestamp,omitempty"` + + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int `json:"bid_timestamp,omitempty"` + + // ReportSequence The reporting sequence number. + ReportSequence int `json:"report_sequence"` + + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber int `json:"sequence_number"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker string `json:"ticker"` + + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp int `json:"timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetFuturesQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXSchedulesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` + + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,omitempty"` + + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,omitempty"` + + // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSchedules200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSchedules400Status `json:"status"` + } +} +type GetFuturesVXSchedules200Status string +type GetFuturesVXSchedules400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXSchedulesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXSchedulesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXSnapshotResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + Details *struct { + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The day that this contract is settled. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + Ticker *string `json:"ticker,omitempty"` + } `json:"details,omitempty"` + LastMinute *struct { + // Close The price at the end of the minute bar. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` + + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + + // Volume The number of contracts traded in the minute bar. + Volume *float64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` + + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` + + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_quote,omitempty"` + LastTrade *struct { + // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + Session *struct { + // Change The change in price during this session. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percentage change in price during this session. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The price at the end of the session. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the session. + High *float64 `json:"high,omitempty"` + + // Low The lowest price reached in the session. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the session. + Open *float64 `json:"open,omitempty"` + + // PreviousSettlement The settlement price of the previous session. + PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + + // SettlementPrice The final settlement price at the end of the session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Volume The number of contracts traded in the session. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshot200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshot400Status `json:"status"` + } +} +type GetFuturesVXSnapshot200Status string +type GetFuturesVXSnapshot400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXSnapshotResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXSnapshotResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXSnapshotNativeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + Details *struct { + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The day that this contract is settled. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + Ticker *string `json:"ticker,omitempty"` + } `json:"details,omitempty"` + LastMinute *struct { + // Close The price at the end of the minute bar. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` + + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + + // Volume The number of contracts traded in the minute bar. + Volume *float64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` + + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` + + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_quote,omitempty"` + LastTrade *struct { + // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + Session *struct { + // Change The change in price during this session. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percentage change in price during this session. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The price at the end of the session. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the session. + High *float64 `json:"high,omitempty"` + + // Low The lowest price reached in the session. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the session. + Open *float64 `json:"open,omitempty"` + + // PreviousSettlement The settlement price of the previous session. + PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + + // SettlementPrice The final settlement price at the end of the session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Volume The number of contracts traded in the session. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshotNative200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshotNative400Status `json:"status"` + } +} +type GetFuturesVXSnapshotNative200Status string +type GetFuturesVXSnapshotNative400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXSnapshotNativeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXSnapshotNativeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesVXTradesNewResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int64 `json:"correction,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price float64 `json:"price"` + + // ReportSequence The report sequence number. + ReportSequence int64 `json:"report_sequence"` + + // SequenceNumber The sequence number represents the sequence in which trade events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. + SessionEndDate string `json:"session_end_date"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). + Ticker string `json:"ticker"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp int64 `json:"timestamp"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXTradesNew200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXTradesNew400Status `json:"status"` + } +} +type GetFuturesVXTradesNew200Status string +type GetFuturesVXTradesNew400Status string + +// Status returns HTTPResponse.Status +func (r GetFuturesVXTradesNewResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesVXTradesNewResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFuturesTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + Results *[]struct { + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price float64 `json:"price"` + + // ReportSequence The reporting sequence number. + ReportSequence int `json:"report_sequence"` + + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber int `json:"sequence_number"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size float64 `json:"size"` + + // Ticker ticker of the trade + Ticker string `json:"ticker"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp int `json:"timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetFuturesTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsV1ExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the options trading venue or exchange. + Id string `json:"id"` + + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the options exchange or trading venue. + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type string `json:"type"` + + // Url Official website URL of the organization operating the options exchange. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetOptionsV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetOptionsV1Exchanges400Status `json:"status"` + } +} +type GetOptionsV1Exchanges200Status string +type GetOptionsV1Exchanges400Status string + +// Status returns HTTPResponse.Status +func (r GetOptionsV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFilings10KVXSectionsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` + + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,omitempty"` + + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilings10KVXSections200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilings10KVXSections400Status `json:"status"` + } +} +type GetStocksFilings10KVXSections200Status string +type GetStocksFilings10KVXSections400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFilings10KVXSectionsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFilings10KVXSectionsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFilingsVXIndexResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000320193-24-000123'). + AccessionNumber *string `json:"accession_number,omitempty"` + + // Cik SEC Central Index Key (CIK) identifying the filing entity. + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` + + // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). + FormType *string `json:"form_type,omitempty"` + + // IssuerName Name of the company or entity that submitted the filing. + IssuerName *string `json:"issuer_name,omitempty"` + + // Ticker Stock ticker symbol for the filing entity, if available. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilingsVXIndex200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilingsVXIndex400Status `json:"status"` + } +} +type GetStocksFilingsVXIndex200Status string +type GetStocksFilingsVXIndex400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFilingsVXIndexResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFilingsVXIndexResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFilingsVXRiskFactorsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `json:"filing_date,omitempty"` + + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // SupportingText Snippet of text to support the given label + SupportingText *string `json:"supporting_text,omitempty"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilingsVXRiskFactors200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilingsVXRiskFactors400Status `json:"status"` + } +} +type GetStocksFilingsVXRiskFactors200Status string +type GetStocksFilingsVXRiskFactors400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFilingsVXRiskFactorsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFinancialsV1BalanceSheetsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AccountsPayable Amounts owed to suppliers and vendors for goods and services purchased on credit. + AccountsPayable *float64 `json:"accounts_payable,omitempty"` + + // AccruedAndOtherCurrentLiabilities Current liabilities not classified elsewhere, including accrued expenses, taxes payable, and other obligations due within one year. + AccruedAndOtherCurrentLiabilities *float64 `json:"accrued_and_other_current_liabilities,omitempty"` + + // AccumulatedOtherComprehensiveIncome Cumulative gains and losses that bypass the income statement, including foreign currency translation adjustments and unrealized gains/losses on securities. + AccumulatedOtherComprehensiveIncome *float64 `json:"accumulated_other_comprehensive_income,omitempty"` + + // AdditionalPaidInCapital Amount received from shareholders in excess of the par or stated value of shares issued. + AdditionalPaidInCapital *float64 `json:"additional_paid_in_capital,omitempty"` + + // CashAndEquivalents Cash on hand and short-term, highly liquid investments that are readily convertible to known amounts of cash. + CashAndEquivalents *float64 `json:"cash_and_equivalents,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // CommitmentsAndContingencies Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events. + CommitmentsAndContingencies *float64 `json:"commitments_and_contingencies,omitempty"` + + // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. + CommonStock *float64 `json:"common_stock,omitempty"` + + // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. + DebtCurrent *float64 `json:"debt_current,omitempty"` + + // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. + DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // Goodwill Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations. + Goodwill *float64 `json:"goodwill,omitempty"` + + // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. + IntangibleAssetsNet *float64 `json:"intangible_assets_net,omitempty"` + + // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. + Inventories *float64 `json:"inventories,omitempty"` + + // LongTermDebtAndCapitalLeaseObligations Long-term borrowings and capital lease obligations with maturities greater than one year. + LongTermDebtAndCapitalLeaseObligations *float64 `json:"long_term_debt_and_capital_lease_obligations,omitempty"` + + // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + + // OtherAssets Non-current assets not classified elsewhere, including long-term investments, deferred tax assets, and other long-term assets. + OtherAssets *float64 `json:"other_assets,omitempty"` + + // OtherCurrentAssets Current assets not classified elsewhere, including prepaid expenses, taxes receivable, and other assets expected to be converted to cash within one year. + OtherCurrentAssets *float64 `json:"other_current_assets,omitempty"` + + // OtherEquity Equity components not classified elsewhere in shareholders' equity. + OtherEquity *float64 `json:"other_equity,omitempty"` + + // OtherNoncurrentLiabilities Non-current liabilities not classified elsewhere, including deferred tax liabilities, pension obligations, and other long-term liabilities. + OtherNoncurrentLiabilities *float64 `json:"other_noncurrent_liabilities,omitempty"` + + // PeriodEnd The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken. + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. + PreferredStock *float64 `json:"preferred_stock,omitempty"` + + // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. + PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` + + // Receivables Amounts owed to the company by customers and other parties, primarily accounts receivable, net of allowances for doubtful accounts. + Receivables *float64 `json:"receivables,omitempty"` + + // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. + RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,omitempty"` + + // ShortTermInvestments Marketable securities and other investments with maturities of one year or less that are not classified as cash equivalents. + ShortTermInvestments *float64 `json:"short_term_investments,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual. + Timeframe string `json:"timeframe"` + + // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. + TotalAssets *float64 `json:"total_assets,omitempty"` + + // TotalCurrentAssets Sum of all current assets expected to be converted to cash, sold, or consumed within one year. + TotalCurrentAssets *float64 `json:"total_current_assets,omitempty"` + + // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. + TotalCurrentLiabilities *float64 `json:"total_current_liabilities,omitempty"` + + // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. + TotalEquity *float64 `json:"total_equity,omitempty"` + + // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. + TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,omitempty"` + + // TotalLiabilities Sum of all current and non-current liabilities representing everything the company owes. + TotalLiabilities *float64 `json:"total_liabilities,omitempty"` + + // TotalLiabilitiesAndEquity Sum of total liabilities and total equity, which should equal total assets per the fundamental accounting equation. + TotalLiabilitiesAndEquity *float64 `json:"total_liabilities_and_equity,omitempty"` + + // TreasuryStock Cost of the company's own shares that have been repurchased and are held in treasury, typically reported as a negative value. + TreasuryStock *float64 `json:"treasury_stock,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1BalanceSheets200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1BalanceSheets400Status `json:"status"` + } +} +type GetStocksFinancialsV1BalanceSheets200Status string +type GetStocksFinancialsV1BalanceSheets400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFinancialsV1BalanceSheetsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFinancialsV1CashFlowStatementsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CashFromOperatingActivitiesContinuingOperations Cash generated from continuing business operations before discontinued operations. + CashFromOperatingActivitiesContinuingOperations *float64 `json:"cash_from_operating_activities_continuing_operations,omitempty"` + + // ChangeInCashAndEquivalents Net change in cash and cash equivalents during the period, representing the sum of operating, investing, and financing cash flows plus currency effects. + ChangeInCashAndEquivalents *float64 `json:"change_in_cash_and_equivalents,omitempty"` + + // ChangeInOtherOperatingAssetsAndLiabilitiesNet Net change in working capital components including accounts receivable, inventory, accounts payable, and other operating items. + ChangeInOtherOperatingAssetsAndLiabilitiesNet *float64 `json:"change_in_other_operating_assets_and_liabilities_net,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // DepreciationDepletionAndAmortization Non-cash charges for the reduction in value of tangible and intangible assets over time. + DepreciationDepletionAndAmortization *float64 `json:"depreciation_depletion_and_amortization,omitempty"` + + // Dividends Cash payments to shareholders in the form of dividends, typically reported as negative values. + Dividends *float64 `json:"dividends,omitempty"` + + // EffectOfCurrencyExchangeRate Impact of foreign exchange rate changes on cash and cash equivalents denominated in foreign currencies. + EffectOfCurrencyExchangeRate *float64 `json:"effect_of_currency_exchange_rate,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // IncomeLossFromDiscontinuedOperations After-tax income or loss from business operations that have been discontinued. + IncomeLossFromDiscontinuedOperations *float64 `json:"income_loss_from_discontinued_operations,omitempty"` + + // LongTermDebtIssuancesRepayments Net cash flows from issuing or repaying long-term debt obligations. + LongTermDebtIssuancesRepayments *float64 `json:"long_term_debt_issuances_repayments,omitempty"` + + // NetCashFromFinancingActivities Total cash generated or used by financing activities, including debt issuance, debt repayment, dividends, and share transactions. + NetCashFromFinancingActivities *float64 `json:"net_cash_from_financing_activities,omitempty"` + + // NetCashFromFinancingActivitiesContinuingOperations Cash flows from financing activities of continuing operations before discontinued operations. + NetCashFromFinancingActivitiesContinuingOperations *float64 `json:"net_cash_from_financing_activities_continuing_operations,omitempty"` + + // NetCashFromFinancingActivitiesDiscontinuedOperations Cash flows from financing activities of discontinued business segments. + NetCashFromFinancingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_financing_activities_discontinued_operations,omitempty"` + + // NetCashFromInvestingActivities Total cash generated or used by investing activities, including capital expenditures, acquisitions, and asset sales. + NetCashFromInvestingActivities *float64 `json:"net_cash_from_investing_activities,omitempty"` + + // NetCashFromInvestingActivitiesContinuingOperations Cash flows from investing activities of continuing operations before discontinued operations. + NetCashFromInvestingActivitiesContinuingOperations *float64 `json:"net_cash_from_investing_activities_continuing_operations,omitempty"` + + // NetCashFromInvestingActivitiesDiscontinuedOperations Cash flows from investing activities of discontinued business segments. + NetCashFromInvestingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_investing_activities_discontinued_operations,omitempty"` + + // NetCashFromOperatingActivities Total cash generated or used by operating activities, representing cash flow from core business operations. + NetCashFromOperatingActivities *float64 `json:"net_cash_from_operating_activities,omitempty"` + + // NetCashFromOperatingActivitiesDiscontinuedOperations Cash flows from operating activities of discontinued business segments. + NetCashFromOperatingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_operating_activities_discontinued_operations,omitempty"` + + // NetIncome Net income used as the starting point for operating cash flow calculations. + NetIncome *float64 `json:"net_income,omitempty"` + + // NoncontrollingInterests Cash flows related to minority shareholders in consolidated subsidiaries. + NoncontrollingInterests *float64 `json:"noncontrolling_interests,omitempty"` + + // OtherCashAdjustments Other miscellaneous adjustments to cash flows not classified elsewhere. + OtherCashAdjustments *float64 `json:"other_cash_adjustments,omitempty"` + + // OtherFinancingActivities Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions. + OtherFinancingActivities *float64 `json:"other_financing_activities,omitempty"` + + // OtherInvestingActivities Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments. + OtherInvestingActivities *float64 `json:"other_investing_activities,omitempty"` + + // OtherOperatingActivities Other adjustments to reconcile net income to operating cash flow not classified elsewhere. + OtherOperatingActivities *float64 `json:"other_operating_activities,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PurchaseOfPropertyPlantAndEquipment Cash outflows for capital expenditures on fixed assets, typically reported as negative values. + PurchaseOfPropertyPlantAndEquipment *float64 `json:"purchase_of_property_plant_and_equipment,omitempty"` + + // SaleOfPropertyPlantAndEquipment Cash inflows from disposing of fixed assets, typically reported as positive values. + SaleOfPropertyPlantAndEquipment *float64 `json:"sale_of_property_plant_and_equipment,omitempty"` + + // ShortTermDebtIssuancesRepayments Net cash flows from issuing or repaying short-term debt obligations. + ShortTermDebtIssuancesRepayments *float64 `json:"short_term_debt_issuances_repayments,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` + } +} +type GetStocksFinancialsV1CashFlowStatements200Status string +type GetStocksFinancialsV1CashFlowStatements400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFinancialsV1CashFlowStatementsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFinancialsV1IncomeStatementsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BasicEarningsPerShare Earnings per share calculated using the weighted average number of basic shares outstanding. For TTM records, recalculated as TTM net income divided by average basic shares outstanding over the four quarters. + BasicEarningsPerShare *float64 `json:"basic_earnings_per_share,omitempty"` + + // BasicSharesOutstanding Weighted average number of common shares outstanding during the period, used in basic EPS calculation. For TTM records, represents the average over the four most recent quarters. + BasicSharesOutstanding *float64 `json:"basic_shares_outstanding,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. + ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` + + // CostOfRevenue Direct costs attributable to the production of goods or services sold, also known as cost of goods sold (COGS). + CostOfRevenue *float64 `json:"cost_of_revenue,omitempty"` + + // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. + DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_amortization,omitempty"` + + // DilutedEarningsPerShare Earnings per share calculated using diluted shares outstanding, including the effect of potentially dilutive securities. For TTM records, recalculated as TTM net income divided by average diluted shares outstanding over the four quarters. + DilutedEarningsPerShare *float64 `json:"diluted_earnings_per_share,omitempty"` + + // DilutedSharesOutstanding Weighted average number of shares outstanding including the dilutive effect of stock options, warrants, and convertible securities. For TTM records, represents the average over the four most recent quarters. + DilutedSharesOutstanding *float64 `json:"diluted_shares_outstanding,omitempty"` + + // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. + DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` + + // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. + Ebitda *float64 `json:"ebitda,omitempty"` + + // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. + EquityInAffiliates *float64 `json:"equity_in_affiliates,omitempty"` + + // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. + ExtraordinaryItems *float64 `json:"extraordinary_items,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. + GrossProfit *float64 `json:"gross_profit,omitempty"` + + // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. + IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,omitempty"` + + // IncomeTaxes Income tax expense or benefit for the period. + IncomeTaxes *float64 `json:"income_taxes,omitempty"` + + // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. + InterestExpense *float64 `json:"interest_expense,omitempty"` + + // InterestIncome Income earned from interest-bearing investments and cash equivalents. + InterestIncome *float64 `json:"interest_income,omitempty"` + + // NetIncomeLossAttributableCommonShareholders Net income or loss available to common shareholders after preferred dividends and noncontrolling interests. + NetIncomeLossAttributableCommonShareholders *float64 `json:"net_income_loss_attributable_common_shareholders,omitempty"` + + // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + + // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. + OperatingIncome *float64 `json:"operating_income,omitempty"` + + // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. + OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` + + // OtherOperatingExpenses Operating expenses not classified in the main expense categories. + OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. + PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` + + // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. + ResearchDevelopment *float64 `json:"research_development,omitempty"` + + // Revenue Total revenue or net sales for the period, representing the company's gross income from operations. + Revenue *float64 `json:"revenue,omitempty"` + + // SellingGeneralAdministrative Expenses related to selling products and general administrative costs not directly tied to production. + SellingGeneralAdministrative *float64 `json:"selling_general_administrative,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` + + // TotalOperatingExpenses Sum of all operating expenses including cost of revenue, SG&A, R&D, depreciation, and other operating expenses. + TotalOperatingExpenses *float64 `json:"total_operating_expenses,omitempty"` + + // TotalOtherIncomeExpense Net total of all non-operating income and expenses including interest income, interest expense, and other items. + TotalOtherIncomeExpense *float64 `json:"total_other_income_expense,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1IncomeStatements200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1IncomeStatements400Status `json:"status"` + } +} +type GetStocksFinancialsV1IncomeStatements200Status string +type GetStocksFinancialsV1IncomeStatements400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFinancialsV1IncomeStatementsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksFinancialsV1RatiosResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. + AverageVolume *float64 `json:"average_volume,omitempty"` + + // Cash Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. + Cash *float64 `json:"cash,omitempty"` + + // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. + Cik *string `json:"cik,omitempty"` + + // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. + Current *float64 `json:"current,omitempty"` + + // Date Date for which the ratios are calculated, representing the trading date with available price data. + Date string `json:"date"` + + // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. + DebtToEquity *float64 `json:"debt_to_equity,omitempty"` + + // DividendYield Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. + DividendYield *float64 `json:"dividend_yield,omitempty"` + + // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. + EarningsPerShare *float64 `json:"earnings_per_share,omitempty"` + + // EnterpriseValue Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. + EnterpriseValue *float64 `json:"enterprise_value,omitempty"` + + // EvToEbitda Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. + EvToEbitda *float64 `json:"ev_to_ebitda,omitempty"` + + // EvToSales Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. + EvToSales *float64 `json:"ev_to_sales,omitempty"` + + // FreeCashFlow Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). + FreeCashFlow *float64 `json:"free_cash_flow,omitempty"` + + // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Price Stock price used in ratio calculations, typically the closing price for the given date. + Price float64 `json:"price"` + + // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. + PriceToBook *float64 `json:"price_to_book,omitempty"` + + // PriceToCashFlow Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. + PriceToCashFlow *float64 `json:"price_to_cash_flow,omitempty"` + + // PriceToEarnings Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. + PriceToEarnings *float64 `json:"price_to_earnings,omitempty"` + + // PriceToFreeCashFlow Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. + PriceToFreeCashFlow *float64 `json:"price_to_free_cash_flow,omitempty"` + + // PriceToSales Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. + PriceToSales *float64 `json:"price_to_sales,omitempty"` + + // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. + Quick *float64 `json:"quick,omitempty"` + + // ReturnOnAssets Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. + ReturnOnAssets *float64 `json:"return_on_assets,omitempty"` + + // ReturnOnEquity Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. + ReturnOnEquity *float64 `json:"return_on_equity,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker string `json:"ticker"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios400Status `json:"status"` + } +} +type GetStocksFinancialsV1Ratios200Status string +type GetStocksFinancialsV1Ratios400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksFinancialsV1RatiosResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksFinancialsV1RatiosResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksTaxonomiesVXRiskFactorsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Description Detailed explanation of what this risk category encompasses, including specific examples and potential impacts + Description *string `json:"description,omitempty"` + + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy + Taxonomy float64 `json:"taxonomy"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` + } +} +type GetStocksTaxonomiesVXRiskFactors200Status string +type GetStocksTaxonomiesVXRiskFactors400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksTaxonomiesVXRiskFactorsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksV1DividendsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CashAmount Original dividend amount per share in the specified currency + CashAmount *float64 `json:"cash_amount,omitempty"` + + // Currency Currency code for the dividend payment (e.g., USD, CAD) + Currency *string `json:"currency,omitempty"` + + // DeclarationDate Date when the company officially announced the dividend + DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` + + // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) + DistributionType string `json:"distribution_type"` + + // ExDividendDate Date when the stock begins trading without the dividend value + ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` + + // Frequency How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. + Frequency *int64 `json:"frequency,omitempty"` + + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset dividend effects on historical prices. To adjust a historical price for dividends: for a price on date D, find the first dividend whose `ex_dividend_date` is after date D and multiply the price by that dividend's `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + + // Id Unique identifier for each dividend record + Id *string `json:"id,omitempty"` + + // PayDate Date when the dividend payment is distributed to shareholders + PayDate *openapi_types.Date `json:"pay_date,omitempty"` + + // RecordDate Date when shareholders must be on record to be eligible for the dividend payment + RecordDate *openapi_types.Date `json:"record_date,omitempty"` + + // SplitAdjustedCashAmount Dividend amount adjusted for stock splits that occurred after the dividend was paid, expressed on a current share basis + SplitAdjustedCashAmount *float64 `json:"split_adjusted_cash_amount,omitempty"` + + // Ticker Stock symbol for the company issuing the dividend + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Dividends200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Dividends400Status `json:"status"` + } +} +type GetStocksV1Dividends200Status string +type GetStocksV1Dividends400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksV1DividendsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksV1DividendsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksV1ExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Short acronym or abbreviation (may be null for some venues). + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the trading venue or exchange. + Id string `json:"id"` + + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the market (may be empty for some venues). + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the exchange, trading venue, or reporting facility. + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in market data feeds and trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility. + Type string `json:"type"` + + // Url Official website URL of the organization operating the venue. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Exchanges400Status `json:"status"` + } +} +type GetStocksV1Exchanges200Status string +type GetStocksV1Exchanges400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksV1ShortInterestResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. + AvgDailyVolume int64 `json:"avg_daily_volume"` + + // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. + DaysToCover float64 `json:"days_to_cover"` + + // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. + SettlementDate string `json:"settlement_date"` + + // ShortInterest The total number of shares that have been sold short but have not yet been covered or closed out. + ShortInterest *int64 `json:"short_interest,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1ShortInterest200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1ShortInterest400Status `json:"status"` + } +} +type GetStocksV1ShortInterest200Status string +type GetStocksV1ShortInterest400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksV1ShortInterestResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksV1ShortInterestResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksV1ShortVolumeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdfShortVolume Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume. + AdfShortVolume *int64 `json:"adf_short_volume,omitempty"` + + // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. + AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` + + // Date The date of trade activity reported in the format YYYY-MM-DD + Date string `json:"date"` + + // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. + ExemptVolume *int64 `json:"exempt_volume,omitempty"` + + // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. + NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` + + // NasdaqCarteretShortVolumeExempt Short volume from Nasdaq Carteret that was marked as exempt. + NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` + + // NasdaqChicagoShortVolume Short volume reported from Nasdaq's Chicago facility, excluding exempt volume. + NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` + + // NasdaqChicagoShortVolumeExempt Short volume from Nasdaq Chicago that was marked as exempt. + NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` + + // NonExemptVolume Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume). + NonExemptVolume *int64 `json:"non_exempt_volume,omitempty"` + + // NyseShortVolume Short volume reported from NYSE facilities, excluding exempt volume. + NyseShortVolume *int64 `json:"nyse_short_volume,omitempty"` + + // NyseShortVolumeExempt Short volume from NYSE facilities that was marked as exempt. + NyseShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` + + // ShortVolume Total number of shares sold short across all venues for the ticker on the given date. + ShortVolume *int64 `json:"short_volume,omitempty"` + + // ShortVolumeRatio The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. + ShortVolumeRatio *float32 `json:"short_volume_ratio,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + + // TotalVolume Total reported volume across all venues for the ticker on the given date. + TotalVolume *int64 `json:"total_volume,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1ShortVolume200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1ShortVolume400Status `json:"status"` + } +} +type GetStocksV1ShortVolume200Status string +type GetStocksV1ShortVolume400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksV1ShortVolumeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksV1ShortVolumeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksV1SplitsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) + AdjustmentType string `json:"adjustment_type"` + + // ExecutionDate Date when the stock split was applied and shares adjusted + ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` + + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset split effects on historical prices. To adjust a historical price for splits: for a price on date D, find the first split whose `execution_date` is after date D and multiply the unadjusted price by the `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + + // Id Unique identifier for each stock split event + Id *string `json:"id,omitempty"` + + // SplitFrom Denominator of the split ratio (old shares) + SplitFrom *float64 `json:"split_from,omitempty"` + + // SplitTo Numerator of the split ratio (new shares) + SplitTo *float64 `json:"split_to,omitempty"` + + // Ticker Stock symbol for the company that executed the split + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Splits200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Splits400Status `json:"status"` + } +} +type GetStocksV1Splits200Status string +type GetStocksV1Splits400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksV1SplitsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksV1SplitsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksVXFloatResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // EffectiveDate The effective date of the free float measurement. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FreeFloat Number of shares freely tradable in the market. Free float shares represent the portion of a company's outstanding shares that is freely tradable in the market, excluding any holdings considered strategic, controlling, or long term. This excludes insiders, directors, founders, 5 percent plus shareholders, cross holdings, government stakes except pensions, restricted or locked up shares, employee plans, and any entities with board influence, leaving only shares that are genuinely available for public trading. + FreeFloat *int64 `json:"free_float,omitempty"` + + // FreeFloatPercent Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. + FreeFloatPercent *float64 `json:"free_float_percent,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksVXFloat200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksVXFloat400Status `json:"status"` + } +} +type GetStocksVXFloat200Status string +type GetStocksVXFloat400Status string + +// Status returns HTTPResponse.Status +func (r GetStocksVXFloatResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksVXFloatResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetTmxV1CorporateEventsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompanyName Full name of the company. + CompanyName *string `json:"company_name,omitempty"` + + // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. + Date *string `json:"date,omitempty"` + + // Isin Standard international identifier for the company's common stock. + Isin *string `json:"isin,omitempty"` + + // Name Name or title of the event. + Name *string `json:"name,omitempty"` + + // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. + Status *string `json:"status,omitempty"` + + // Ticker The company's stock symbol. + Ticker *string `json:"ticker,omitempty"` + + // TmxCompanyId Unique numeric identifier for the company used by TMX. + TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` + + // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. + TmxRecordId *string `json:"tmx_record_id,omitempty"` + + // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop. + Type *string `json:"type,omitempty"` + + // Url URL linking to the primary public source of the event announcement, if available. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetTmxV1CorporateEvents200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetTmxV1CorporateEvents400Status `json:"status"` + } +} +type GetTmxV1CorporateEvents200Status string +type GetTmxV1CorporateEvents400Status string + +// Status returns HTTPResponse.Status +func (r GetTmxV1CorporateEventsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetTmxV1CorporateEventsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCurrencyConversionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Converted The result of the conversion. + Converted float64 `json:"converted"` + + // From The "from" currency symbol. + From string `json:"from"` + + // InitialAmount The amount to convert. + InitialAmount float64 `json:"initialAmount"` + + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + + // To The "to" currency symbol. + To string `json:"to"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCurrencyConversionResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCurrencyConversionResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricCryptoTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` + + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` + + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + Ticks []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"ticks"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricCryptoTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricCryptoTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricForexQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` + + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` + + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` + + // Pair The currency pair that was evaluated from the request. + Pair string `json:"pair"` + Ticks []struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"ticks"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricForexQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoEMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoEMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoEMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexEMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexEMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexEMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesEMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesEMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesEMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsEMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsEMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsEMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksEMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksEMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksEMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoMACDResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexMACDResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesMACDResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsMACDResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksMACDResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoRSIResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexRSIResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesRSIResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsRSIResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksRSIResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetLastCryptoTradeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Last Contains the requested trade data for the specified cryptocurrency pair. + Last *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } +} + +// Status returns HTTPResponse.Status +func (r GetLastCryptoTradeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastCryptoTradeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetLastCurrencyQuoteResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } +} + +// Status returns HTTPResponse.Status +func (r GetLastCurrencyQuoteResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastCurrencyQuoteResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetMarketStatusResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours Whether or not the market is in post-market hours. + AfterHours *bool `json:"afterHours,omitempty"` + + // Currencies Contains the status of various currency markets. + Currencies *struct { + // Crypto The status of the crypto market. + Crypto *string `json:"crypto,omitempty"` + + // Fx The status of the forex market. + Fx *string `json:"fx,omitempty"` + } `json:"currencies,omitempty"` + + // EarlyHours Whether or not the market is in pre-market hours. + EarlyHours *bool `json:"earlyHours,omitempty"` + + // Exchanges Contains the status of different US stock exchanges (e.g., Nasdaq, NYSE). + Exchanges *struct { + // Nasdaq The status of the Nasdaq market. + Nasdaq *string `json:"nasdaq,omitempty"` + + // Nyse The status of the NYSE market. + Nyse *string `json:"nyse,omitempty"` + + // Otc The status of the OTC market. + Otc *string `json:"otc,omitempty"` + } `json:"exchanges,omitempty"` + + // IndicesGroups Contains the status of various index groups (e.g., MSCI, FTSE Russell). + IndicesGroups *struct { + // Cccy The status of Cboe Streaming Market Indices Cryptocurrency ("CCCY") indices trading hours. + Cccy *string `json:"cccy,omitempty"` + + // Cgi The status of Cboe Global Indices ("CGI") trading hours. + Cgi *string `json:"cgi,omitempty"` + + // DowJones The status of Dow Jones indices trading hours + DowJones *string `json:"dow_jones,omitempty"` + + // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. + FtseRussell *string `json:"ftse_russell,omitempty"` + + // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. + Msci *string `json:"msci,omitempty"` + + // Mstar The status of Morningstar ("MSTAR") indices trading hours. + Mstar *string `json:"mstar,omitempty"` + + // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. + Mstarc *string `json:"mstarc,omitempty"` + + // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. + Nasdaq *string `json:"nasdaq,omitempty"` + + // SAndP The status of Standard & Poor's ("S&P") indices trading hours. + SAndP *string `json:"s_and_p,omitempty"` + + // SocieteGenerale The status of Societe Generale indices trading hours. + SocieteGenerale *string `json:"societe_generale,omitempty"` + } `json:"indicesGroups,omitempty"` + + // Market The status of the market as a whole. + Market *string `json:"market,omitempty"` + + // ServerTime The current time of the server, returned as a date-time in RFC3339 format. + ServerTime *string `json:"serverTime,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetMarketStatusResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetMarketStatusResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetMarketHolidaysResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *[]struct { + // Close The market close time on the holiday (if it's not closed). + Close *string `json:"close,omitempty"` + + // Date The date of the holiday. + Date *string `json:"date,omitempty"` + + // Exchange Which market the record is for. + Exchange *string `json:"exchange,omitempty"` + + // Name The name of the holiday. + Name *string `json:"name,omitempty"` + + // Open The market open time on the holiday (if it's not closed). + Open *string `json:"open,omitempty"` + + // Status The status of the market on the holiday. + Status *string `json:"status,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetMarketHolidaysResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetMarketHolidaysResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // ClosingTrades An array of results containing the requested data. + ClosingTrades []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"closingTrades"` + + // Day The date requested. + Day openapi_types.Date `json:"day"` + + // IsUTC Whether or not the timestamps are in UTC timezone. + IsUTC bool `json:"isUTC"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // OpenTrades An array of results containing the requested data. + OpenTrades []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"openTrades"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours The close value of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close value for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest value for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest value for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open value for the symbol in the given time period. + Open float64 `json:"open"` + + // PreMarket The open value of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetV1ReferenceIposResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *int64 `json:"announced_date,omitempty"` + + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` + + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` + + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float64 `json:"highest_offer_price,omitempty"` + + // IpoStatus The status of the IPO. + IpoStatus *string `json:"ipo_status,omitempty"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` + + // IssuerName Name of issuer. + IssuerName *string `json:"issuer_name,omitempty"` + + // LastUpdated The date when the IPO event was last modified. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // ListingDate First trading date for the newly listed entity. + ListingDate *int64 `json:"listing_date,omitempty"` + + // LotSize The minimum number of shares that an investor may apply for during an IPO. + LotSize *int64 `json:"lot_size,omitempty"` + + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float64 `json:"lowest_offer_price,omitempty"` + + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *int64 `json:"min_shares_offered,omitempty"` + + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SecurityDescription A brief description of the security. e.g. Class A Shares + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, CS stands for Common Stock. + SecurityType *string `json:"security_type,omitempty"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *int64 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + Ticker *string `json:"ticker,omitempty"` + + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float64 `json:"total_offer_size,omitempty"` + + // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. + UsCode *string `json:"us_code,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetV1ReferenceIpos200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetV1ReferenceIpos400Status `json:"status"` + } +} +type GetV1ReferenceIpos200Status string +type GetV1ReferenceIpos400Status string + +// Status returns HTTPResponse.Status +func (r GetV1ReferenceIposResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetV1ReferenceIposResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetRelatedCompaniesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Ticker A ticker related to the requested ticker. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + + // Ticker The ticker being queried. + Ticker *string `json:"ticker,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetRelatedCompaniesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetRelatedCompaniesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetSnapshotSummaryResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` + + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` + + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name Name of ticker, forex, or crypto asset. + Name *string `json:"name,omitempty"` + Options *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshotSummary200ResultsOptionsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float64 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // UnderlyingTicker The ticker for the option contract. + UnderlyingTicker string `json:"underlying_ticker"` + } `json:"options,omitempty"` + + // Price The most up to date ticker price. + Price *float64 `json:"price,omitempty"` + + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price of the asset for the day. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + + // High The highest price of the asset for the day. + High float64 `json:"high"` + + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` + + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` + + // Open The open price of the asset for the day. + Open float64 `json:"open"` + + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` + + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Type The market for this ticker of stock, crypto, fx, option. + Type *GetSnapshotSummary200ResultsType `json:"type,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetSnapshotSummary200ResultsOptionsContractType string +type GetSnapshotSummary200ResultsOptionsExerciseStyle string +type GetSnapshotSummary200ResultsType string + +// Status returns HTTPResponse.Status +func (r GetSnapshotSummaryResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetSnapshotSummaryResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetGroupedCryptoAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetGroupedCryptoAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetGroupedCryptoAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetGroupedForexAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetGroupedForexAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetGroupedForexAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetGroupedStocksAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetGroupedStocksAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetGroupedStocksAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetPreviousCryptoAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetPreviousCryptoAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetPreviousCryptoAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetPreviousForexAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetPreviousForexAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetPreviousForexAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetPreviousIndicesAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close value for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetPreviousIndicesAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetPreviousIndicesAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close value for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetIndicesAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetPreviousOptionsAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetPreviousOptionsAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetPreviousOptionsAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetPreviousStocksAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetPreviousStocksAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetPreviousStocksAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + // Embedded fields due to inline allOf schema + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetLastStocksQuoteResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // P The ask price. + AskPrice *float64 `json:"P,omitempty"` + + // S The total number of shares available for sale at the current ask price. + AskSize *int `json:"S,omitempty"` + + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"X,omitempty"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I A list of indicator codes. + I *[]int32 `json:"i,omitempty"` + + // P The bid price. + BidPrice *float64 `json:"p,omitempty"` + + // Q 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). + Q int64 `json:"q"` + + // S The total number of shares that buyers want to purchase at the current bid price. + BidSize *int `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"x,omitempty"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetLastStocksQuoteResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastStocksQuoteResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetLastOptionsTradeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // E The trade correction indicator. + E *int `json:"e,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // Q 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). + Q int64 `json:"q"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` + + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetLastOptionsTradeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastOptionsTradeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetLastStocksTradeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // Ds The size of the trade including the fractional component. This is represented as a decimal string. + Ds string `json:"ds"` + + // E The trade correction indicator. + E *int `json:"e,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // Q 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). + Q int64 `json:"q"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` + + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetLastStocksTradeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastStocksTradeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListNewsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AmpUrl The mobile friendly Accelerated Mobile Page (AMP) URL. + AmpUrl *string `json:"amp_url,omitempty"` + + // ArticleUrl A link to the news article. + ArticleUrl string `json:"article_url"` + + // Author The article's author. + Author string `json:"author"` + + // Description A description of the article. + Description *string `json:"description,omitempty"` + + // Id Unique identifier for the article. + Id string `json:"id"` + + // ImageUrl The article's image URL. + ImageUrl *string `json:"image_url,omitempty"` + + // Insights The insights related to the article. + Insights *[]struct { + // Sentiment The sentiment of the insight. + Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` + + // SentimentReasoning The reasoning behind the sentiment. + SentimentReasoning string `json:"sentiment_reasoning"` + + // Ticker The ticker symbol associated with the insight. + Ticker string `json:"ticker"` + } `json:"insights,omitempty"` + + // Keywords The keywords associated with the article (which will vary depending on + // the publishing source). + Keywords *[]string `json:"keywords,omitempty"` + + // PublishedUtc The UTC date and time when the article was published, formatted in RFC3339 standard (e.g. YYYY-MM-DDTHH:MM:SSZ). + PublishedUtc time.Time `json:"published_utc"` + + // Publisher Details the source of the news article, including the publisher's name, logo, and homepage URLs. This information helps users identify and access the original source of news content. + Publisher struct { + // FaviconUrl The publisher's homepage favicon URL. + FaviconUrl *string `json:"favicon_url,omitempty"` + + // HomepageUrl The publisher's homepage URL. + HomepageUrl string `json:"homepage_url"` + + // LogoUrl The publisher's logo URL. + LogoUrl string `json:"logo_url"` + + // Name The publisher's name. + Name string `json:"name"` + } `json:"publisher"` + + // Tickers The ticker symbols associated with the article. + Tickers []string `json:"tickers"` + + // Title The title of the news article. + Title string `json:"title"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListNews200ResultsInsightsSentiment string + +// Status returns HTTPResponse.Status +func (r ListNewsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListNewsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoSnapshotTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoSnapshotTickersResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoSnapshotTickersResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoSnapshotTickerResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoSnapshotTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoSnapshotTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetCryptoSnapshotTickerBookResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + Data *struct { + // AskCount The combined total number of asks in the book. + AskCount float64 `json:"askCount"` + Asks []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` + + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"asks"` + + // BidCount The combined total number of bids in the book. + BidCount float64 `json:"bidCount"` + Bids []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` + + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"bids"` + + // Spread The difference between the best bid and the best ask price across exchanges. + Spread float64 `json:"spread"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"data,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoSnapshotDirectionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoSnapshotDirectionResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoSnapshotDirectionResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexSnapshotTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexSnapshotTickersResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexSnapshotTickersResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexSnapshotTickerResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexSnapshotTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexSnapshotTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexSnapshotDirectionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexSnapshotDirectionResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexSnapshotDirectionResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksSnapshotTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksSnapshotTickersResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSnapshotTickersResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksSnapshotTickerResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"ticker,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksSnapshotTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSnapshotTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksSnapshotDirectionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksSnapshotDirectionResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSnapshotDirectionResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricStocksQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q 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). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize int `json:"S"` + + // X The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange int `json:"X"` + + // C A list of condition codes. + C []int `json:"c"` + + // I The indicators. For more information, see our glossary of [Conditions and + // Indicators](https://massive.com/glossary/conditions-indicators). + I []int `json:"i"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize int `json:"s"` + + // X The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricStocksQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricStocksTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q 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). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // C A list of condition codes. + C []int `json:"c"` + + // E The trade correction indicator. + E int `json:"e"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R int `json:"r"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricStocksTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricStocksTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The total number of shares available for sale at the current ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The total number of shares that buyers want to purchase at the current bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Indicators A list of indicator codes. + Indicators *[]int32 `json:"indicators,omitempty"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListConditionsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions200ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions400ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions400ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions400ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditionsDefaultResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListConditions200ResultsAssetClass string +type ListConditions200ResultsDataTypes string +type ListConditions200ResultsType string +type ListConditions400ResultsAssetClass string +type ListConditions400ResultsDataTypes string +type ListConditions400ResultsType string +type ListConditionsDefaultResultsAssetClass string +type ListConditionsDefaultResultsDataTypes string +type ListConditionsDefaultResultsType string + +// Status returns HTTPResponse.Status +func (r ListConditionsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListConditionsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListDividendsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // CashAmount The cash amount of the dividend per share owned. + CashAmount float32 `json:"cash_amount"` + + // Currency The currency in which the dividend is paid. + Currency *string `json:"currency,omitempty"` + + // DeclarationDate The date that the dividend was announced. + DeclarationDate *string `json:"declaration_date,omitempty"` + + // DividendType The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD. + // Special Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC. + // Long-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively. + DividendType ListDividends200ResultsDividendType `json:"dividend_type"` + + // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. + ExDividendDate string `json:"ex_dividend_date"` + + // Frequency The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly). + Frequency int `json:"frequency"` + + // Id The unique identifier of the dividend. + Id string `json:"id"` + + // PayDate The date that the dividend is paid out. + PayDate *string `json:"pay_date,omitempty"` + + // RecordDate The date that the stock must be held to receive the dividend, set by the company. + RecordDate *string `json:"record_date,omitempty"` + + // Ticker The ticker symbol of the dividend. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListDividends200ResultsDividendType string + +// Status returns HTTPResponse.Status +func (r ListDividendsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListDividendsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Acronym A commonly used abbreviation for this exchange. + Acronym *string `json:"acronym,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` + + // Id A unique identifier used by Massive for this exchange. + Id int `json:"id"` + + // Locale An identifier for a geographical location. + Locale ListExchanges200ResultsLocale `json:"locale"` + + // Mic The Market Identifier Code of this exchange (see ISO 10383). + Mic *string `json:"mic,omitempty"` + + // Name Name of this exchange. + Name string `json:"name"` + + // OperatingMic The MIC of the entity that operates this exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId The ID used by SIP's to represent this exchange. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Represents the type of exchange. + Type ListExchanges200ResultsType `json:"type"` + + // Url A link to this exchange's website, if one exists. + Url *string `json:"url,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListExchanges200ResultsAssetClass string +type ListExchanges200ResultsLocale string +type ListExchanges200ResultsType string + +// Status returns HTTPResponse.Status +func (r ListExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListOptionsContractsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListOptionsContracts200ResultsExerciseStyle string + +// Status returns HTTPResponse.Status +func (r ListOptionsContractsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListOptionsContractsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsContractResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested data for the specified options contract. + Results *struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetOptionsContract200ResultsExerciseStyle string + +// Status returns HTTPResponse.Status +func (r GetOptionsContractResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsContractResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListStockSplitsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // ExecutionDate The execution date of the stock split. On this date the stock split was applied. + ExecutionDate string `json:"execution_date"` + + // Id The unique identifier for this stock split. + Id string `json:"id"` + + // SplitFrom The second number in the split ratio. + // + // For example: In a 2-for-1 split, split_from would be 1. + SplitFrom float32 `json:"split_from"` + + // SplitTo The first number in the split ratio. + // + // For example: In a 2-for-1 split, split_to would be 2. + SplitTo float32 `json:"split_to"` + + // Ticker The ticker symbol of the stock split. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r ListStockSplitsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListStockSplitsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of tickers that match your query. + // + // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. + Results *[]struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active *bool `json:"active,omitempty"` + + // BaseCurrencyName The name of the currency that this asset is priced against. + BaseCurrencyName *string `json:"base_currency_name,omitempty"` + + // BaseCurrencySymbol The ISO 4217 code of the currency that this asset is priced against. + BaseCurrencySymbol *string `json:"base_currency_symbol,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName *string `json:"currency_name,omitempty"` + + // CurrencySymbol The ISO 4217 code of the currency that this asset is traded with. + CurrencySymbol *string `json:"currency_symbol,omitempty"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // LastUpdatedUtc The information is accurate up to this time. + LastUpdatedUtc *time.Time `json:"last_updated_utc,omitempty"` + + // Locale The locale of the asset. + Locale ListTickers200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market ListTickers200ResultsMarket `json:"market"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListTickers200ResultsLocale string +type ListTickers200ResultsMarket string + +// Status returns HTTPResponse.Status +func (r ListTickersResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListTickersResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListTickerTypesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListTickerTypes200ResultsAssetClass `json:"asset_class"` + + // Code A code used by Massive to refer to this ticker type. + Code string `json:"code"` + + // Description A short description of this ticker type. + Description string `json:"description"` + + // Locale An identifier for a geographical location. + Locale ListTickerTypes200ResultsLocale `json:"locale"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListTickerTypes200ResultsAssetClass string +type ListTickerTypes200ResultsLocale string + +// Status returns HTTPResponse.Status +func (r ListTickerTypesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListTickerTypesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetTickerResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Ticker with details. + Results *struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active bool `json:"active"` + + // Address Company headquarters address details. + Address *struct { + // Address1 The first line of the company's headquarters address. + Address1 *string `json:"address1,omitempty"` + + // Address2 The second line of the company's headquarters address, if applicable. + Address2 *string `json:"address2,omitempty"` + + // City The city of the company's headquarters address. + City *string `json:"city,omitempty"` + + // PostalCode The postal code of the company's headquarters address. + PostalCode *string `json:"postal_code,omitempty"` + + // State The state of the company's headquarters address. + State *string `json:"state,omitempty"` + } `json:"address,omitempty"` + + // Branding Provides URLs aiding in visual identification. + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` + + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName string `json:"currency_name"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // Description A description of the company and what they do/offer. + Description *string `json:"description,omitempty"` + + // HomepageUrl The URL of the company's website homepage. + HomepageUrl *string `json:"homepage_url,omitempty"` + + // ListDate The date that the symbol was first publicly listed in the format YYYY-MM-DD. + ListDate *string `json:"list_date,omitempty"` + + // Locale The locale of the asset. + Locale GetTicker200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market GetTicker200ResultsMarket `json:"market"` + + // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PhoneNumber The phone number for the company behind this ticker. + PhoneNumber *string `json:"phone_number,omitempty"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // RoundLot Round lot size of this security. + RoundLot *float64 `json:"round_lot,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. + ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,omitempty"` + + // SicCode The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List. + SicCode *string `json:"sic_code,omitempty"` + + // SicDescription A description of this ticker's SIC code. + SicDescription *string `json:"sic_description,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. + TickerRoot *string `json:"ticker_root,omitempty"` + + // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. + TickerSuffix *string `json:"ticker_suffix,omitempty"` + + // TotalEmployees The approximate number of employees for the company. + TotalEmployees *float32 `json:"total_employees,omitempty"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + + // WeightedSharesOutstanding The shares outstanding calculated assuming all shares of other share classes are converted to this share class. + WeightedSharesOutstanding *float64 `json:"weighted_shares_outstanding,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetTicker200ResultsLocale string +type GetTicker200ResultsMarket string + +// Status returns HTTPResponse.Status +func (r GetTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetSnapshotsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice *float64 `json:"break_even_price,omitempty"` + + // Details The details for this contract. + Details *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshots200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshots200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + } `json:"details,omitempty"` + + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastMinute The most recent minute aggregate for this stock. + LastMinute *struct { + // Close The closing value for the minute aggreate. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // High The highest value for the minute aggregate. + High float64 `json:"high"` + + // Low The lowest value for the minute aggregate. + Low float64 `json:"low"` + + // Open The open value for the minute aggregate. + Open float64 `json:"open"` + + // Transactions The number of transactions that took place within the minute aggregate. + Transactions int32 `json:"transactions"` + + // Volume The trading volume for the minute aggregate. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the minute aggregate. + Vwap float64 `json:"vwap"` + } `json:"last_minute,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated int64 `json:"last_updated"` + + // Midpoint The average of the bid and ask price. + Midpoint *float64 `json:"midpoint,omitempty"` + + // Timeframe The time relevance of the data. + Timeframe GetSnapshots200ResultsLastQuoteTimeframe `json:"timeframe"` + } `json:"last_quote,omitempty"` + + // LastTrade The most recent quote for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // DecimalSize The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalSize *string `json:"decimal_size,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int `json:"exchange,omitempty"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID. + Id *string `json:"id,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp *int64 `json:"sip_timestamp,omitempty"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading. + // Possible values for indices snapshots are regular_trading, closed, early_trading, and late_trading. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest *float64 `json:"open_interest,omitempty"` + + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price of the asset for the day. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + + // High The highest price of the asset for the day. + High float64 `json:"high"` + + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` + + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` + + // Open The open price of the asset for the day. + Open float64 `json:"open"` + + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` + + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The asset class for this ticker. + Type *GetSnapshots200ResultsType `json:"type,omitempty"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset *struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetSnapshots200ResultsDetailsContractType string +type GetSnapshots200ResultsDetailsExerciseStyle string +type GetSnapshots200ResultsLastQuoteTimeframe string +type GetSnapshots200ResultsLastTradeTimeframe string +type GetSnapshots200ResultsTimeframe string +type GetSnapshots200ResultsType string +type GetSnapshots200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetSnapshotsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetSnapshotsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesSnapshotResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name Name of Index. + Name *string `json:"name,omitempty"` + + // Session Trading session metrics, detailing change percentages and key price points (open, close, high, low) for the asset within the current trading day. + Session *struct { + // Change The value of the change for the index from the previous trading day. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percent of the change for the index from the previous trading day. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The closing value for the index of the day. + Close *float64 `json:"close,omitempty"` + + // High The highest value for the index of the day. + High *float64 `json:"high,omitempty"` + + // Low The lowest value for the index of the day. + Low *float64 `json:"low,omitempty"` + + // Open The open value for the index of the day. + Open *float64 `json:"open,omitempty"` + + // PreviousClose The closing value for the index of previous trading day. + PreviousClose *float64 `json:"previous_close,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetIndicesSnapshot200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The indices market. + Type *GetIndicesSnapshot200ResultsType `json:"type,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetIndicesSnapshot200ResultsTimeframe string +type GetIndicesSnapshot200ResultsType string + +// Status returns HTTPResponse.Status +func (r GetIndicesSnapshotResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesSnapshotResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsChainResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionsChain200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetOptionsChain200ResultsDetailsContractType string +type GetOptionsChain200ResultsDetailsExerciseStyle string +type GetOptionsChain200ResultsLastQuoteTimeframe string +type GetOptionsChain200ResultsLastTradeTimeframe string +type GetOptionsChain200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetOptionsChainResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsChainResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionContractResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results Contains the requested snapshot data for the specified contract. + Results *struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionContract200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionContract200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetOptionContract200ResultsDetailsContractType string +type GetOptionContract200ResultsDetailsExerciseStyle string +type GetOptionContract200ResultsLastQuoteTimeframe string +type GetOptionContract200ResultsLastTradeTimeframe string +type GetOptionContract200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetOptionContractResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionContractResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade on the exchange that the trade happened on. + Id *string `json:"id,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade in the base currency of the crypto pair. + Price float64 `json:"price"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // DecimalSize The size of the trade including the fractional component. This is represented as a decimal string. + DecimalSize string `json:"decimal_size"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + Id string `json:"id"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SequenceNumber The sequence number represents the sequence in which trade events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfId The ID for the Trade Reporting Facility where the trade took place. + TrfId *int `json:"trf_id,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListFinancialsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results []struct { + // AcceptanceDatetime The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format. + AcceptanceDatetime *string `json:"acceptance_datetime,omitempty"` + + // Cik The CIK number for the company. + Cik string `json:"cik"` + + // CompanyName The company name. + CompanyName string `json:"company_name"` + + // EndDate The end date of the period that these financials cover in YYYYMMDD format. + EndDate *string `json:"end_date,omitempty"` + + // FilingDate The date that the SEC filing which these financials were derived from was made available. Note that this is not necessarily the date when this information became public, as some companies may publish a press release before filing with the SEC. + FilingDate *string `json:"filing_date,omitempty"` + + // Financials Structured financial statements with detailed data points and metadata. + Financials struct { + // BalanceSheet Balance sheet. + // The keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms. + BalanceSheet *struct { + // Asterisk An individual financial data point. + Asterisk *struct { + // DerivedFrom The list of report IDs (or errata) which were used to derive this data point. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived. + DerivedFrom *[]string `json:"derived_from,omitempty"` + + // Formula The name of the formula used to derive this data point from other financial data points. + // Information about the formulas can be found here. + // This value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute. + Formula *string `json:"formula,omitempty"` + + // Label A human readable label for the financial data point. + Label string `json:"label"` + + // Order An indicator of what order within the statement that you would find this data point. + Order int `json:"order"` + + // Source The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived. + Source *string `json:"source,omitempty"` + + // Unit The unit of the financial data point. + Unit string `json:"unit"` + + // Value The value of the financial data point. + Value float32 `json:"value"` + + // Xpath The XPath 1.0 query that identifies the fact from within the XBRL source file. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport. + Xpath *string `json:"xpath,omitempty"` + } `json:"*,omitempty"` + } `json:"balance_sheet,omitempty"` + + // CashFlowStatement Cash flow statement. + // The keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + CashFlowStatement *map[string]interface{} `json:"cash_flow_statement,omitempty"` + + // ComprehensiveIncome Comprehensive income. + // The keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + ComprehensiveIncome *map[string]interface{} `json:"comprehensive_income,omitempty"` + + // IncomeStatement Income statement. + // The keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + IncomeStatement *map[string]interface{} `json:"income_statement,omitempty"` + } `json:"financials"` + + // FiscalPeriod Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY). + FiscalPeriod string `json:"fiscal_period"` + + // FiscalYear Fiscal year of the report according to the company. + FiscalYear *string `json:"fiscal_year,omitempty"` + + // Sic The Standard Industrial Classification (SIC) code for the company. + Sic *string `json:"sic,omitempty"` + + // SourceFilingFileUrl The URL of the specific XBRL instance document within the SEC filing that these financials were derived from. + SourceFilingFileUrl *string `json:"source_filing_file_url,omitempty"` + + // SourceFilingUrl The URL of the SEC filing that these financials were derived from. + SourceFilingUrl *string `json:"source_filing_url,omitempty"` + + // StartDate The start date of the period that these financials cover in YYYYMMDD format. + StartDate *string `json:"start_date,omitempty"` + + // Tickers The list of ticker symbols for the company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The timeframe of the report (quarterly, annual or ttm). + Timeframe string `json:"timeframe"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r ListFinancialsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListFinancialsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListIPOsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *openapi_types.Date `json:"announced_date,omitempty"` + + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` + + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float32 `json:"final_issue_price,omitempty"` + + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float32 `json:"highest_offer_price,omitempty"` + + // IpoStatus The status of the IPO event. IPO events start out as status "rumor" or "pending". On listing day, the status changes to "new". After the listing day, the status changes to "history". + // + // The status "direct_listing_process" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO). + IpoStatus ListIPOs200ResultsIpoStatus `json:"ipo_status"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` + + // IssuerName Name of issuer. + IssuerName string `json:"issuer_name"` + + // LastUpdated The date when the IPO event was last modified. + LastUpdated openapi_types.Date `json:"last_updated"` + + // ListingDate First trading date for the newly listed entity. + ListingDate *openapi_types.Date `json:"listing_date,omitempty"` + + // LotSize The minimum number of shares that can be bought or sold in a single transaction. + LotSize *float32 `json:"lot_size,omitempty"` + + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float32 `json:"lowest_offer_price,omitempty"` + + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *float32 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *float32 `json:"min_shares_offered,omitempty"` + + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SecurityDescription Description of the security. + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, "CS" stands for Common Stock. + SecurityType string `json:"security_type"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *float32 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + Ticker string `json:"ticker"` + + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float32 `json:"total_offer_size,omitempty"` + + // UsCode This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades. + UsCode *string `json:"us_code,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListIPOs200ResultsIpoStatus string + +// Status returns HTTPResponse.Status +func (r ListIPOsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListIPOsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEventsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested event data for the specified ticker. + Results *struct { + // Events An array of event containing the requested data. + Events *[]GetEvents_200_Results_Events_Item `json:"events,omitempty"` + + // Name The name of the asset. + Name *string `json:"name,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetEvents200ResultsEvents0 struct { + // Date The date the event took place + Date openapi_types.Date `json:"date"` + + // EventType The type of historical event for the asset + EventType string `json:"event_type"` + + // TickerChange Details about a ticker change + TickerChange *struct { + // Ticker A ticker symbol + Ticker *string `json:"ticker,omitempty"` + } `json:"ticker_change,omitempty"` +} +type GetEvents_200_Results_Events_Item struct { + union json.RawMessage +} + +// Status returns HTTPResponse.Status +func (r GetEventsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEventsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +// GetBenzingaV1AnalystInsightsWithResponse request returning *GetBenzingaV1AnalystInsightsResponse +func (c *ClientWithResponses) GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) { + rsp, err := c.GetBenzingaV1AnalystInsights(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1AnalystInsightsResponse(rsp) +} + +// GetBenzingaV1AnalystsWithResponse request returning *GetBenzingaV1AnalystsResponse +func (c *ClientWithResponses) GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) { + rsp, err := c.GetBenzingaV1Analysts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1AnalystsResponse(rsp) +} + +// GetBenzingaV1BullsBearsSayWithResponse request returning *GetBenzingaV1BullsBearsSayResponse +func (c *ClientWithResponses) GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) { + rsp, err := c.GetBenzingaV1BullsBearsSay(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1BullsBearsSayResponse(rsp) +} + +// GetBenzingaV1ConsensusRatingsWithResponse request returning *GetBenzingaV1ConsensusRatingsResponse +func (c *ClientWithResponses) GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) { + rsp, err := c.GetBenzingaV1ConsensusRatings(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1ConsensusRatingsResponse(rsp) +} + +// GetBenzingaV1EarningsWithResponse request returning *GetBenzingaV1EarningsResponse +func (c *ClientWithResponses) GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) { + rsp, err := c.GetBenzingaV1Earnings(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1EarningsResponse(rsp) +} + +// GetBenzingaV1FirmsWithResponse request returning *GetBenzingaV1FirmsResponse +func (c *ClientWithResponses) GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) { + rsp, err := c.GetBenzingaV1Firms(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1FirmsResponse(rsp) +} + +// GetBenzingaV1GuidanceWithResponse request returning *GetBenzingaV1GuidanceResponse +func (c *ClientWithResponses) GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) { + rsp, err := c.GetBenzingaV1Guidance(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1GuidanceResponse(rsp) +} + +// GetBenzingaV1RatingsWithResponse request returning *GetBenzingaV1RatingsResponse +func (c *ClientWithResponses) GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) { + rsp, err := c.GetBenzingaV1Ratings(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1RatingsResponse(rsp) +} + +// GetBenzingaV2NewsWithResponse request returning *GetBenzingaV2NewsResponse +func (c *ClientWithResponses) GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) { + rsp, err := c.GetBenzingaV2News(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV2NewsResponse(rsp) +} + +// GetCryptoV1ExchangesWithResponse request returning *GetCryptoV1ExchangesResponse +func (c *ClientWithResponses) GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) { + rsp, err := c.GetCryptoV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoV1ExchangesResponse(rsp) +} + +// GetEtfGlobalV1AnalyticsWithResponse request returning *GetEtfGlobalV1AnalyticsResponse +func (c *ClientWithResponses) GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) { + rsp, err := c.GetEtfGlobalV1Analytics(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1AnalyticsResponse(rsp) +} + +// GetEtfGlobalV1ConstituentsWithResponse request returning *GetEtfGlobalV1ConstituentsResponse +func (c *ClientWithResponses) GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) { + rsp, err := c.GetEtfGlobalV1Constituents(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1ConstituentsResponse(rsp) +} + +// GetEtfGlobalV1FundFlowsWithResponse request returning *GetEtfGlobalV1FundFlowsResponse +func (c *ClientWithResponses) GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) { + rsp, err := c.GetEtfGlobalV1FundFlows(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1FundFlowsResponse(rsp) +} + +// GetEtfGlobalV1ProfilesWithResponse request returning *GetEtfGlobalV1ProfilesResponse +func (c *ClientWithResponses) GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) { + rsp, err := c.GetEtfGlobalV1Profiles(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1ProfilesResponse(rsp) +} + +// GetEtfGlobalV1TaxonomiesWithResponse request returning *GetEtfGlobalV1TaxonomiesResponse +func (c *ClientWithResponses) GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) { + rsp, err := c.GetEtfGlobalV1Taxonomies(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1TaxonomiesResponse(rsp) +} + +// GetFedV1InflationWithResponse request returning *GetFedV1InflationResponse +func (c *ClientWithResponses) GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) { + rsp, err := c.GetFedV1Inflation(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1InflationResponse(rsp) +} + +// GetFedV1InflationExpectationsWithResponse request returning *GetFedV1InflationExpectationsResponse +func (c *ClientWithResponses) GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) { + rsp, err := c.GetFedV1InflationExpectations(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1InflationExpectationsResponse(rsp) +} + +// GetFedV1LaborMarketWithResponse request returning *GetFedV1LaborMarketResponse +func (c *ClientWithResponses) GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) { + rsp, err := c.GetFedV1LaborMarket(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1LaborMarketResponse(rsp) +} + +// GetFedV1TreasuryYieldsWithResponse request returning *GetFedV1TreasuryYieldsResponse +func (c *ClientWithResponses) GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) { + rsp, err := c.GetFedV1TreasuryYields(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1TreasuryYieldsResponse(rsp) +} + +// GetForexV1ExchangesWithResponse request returning *GetForexV1ExchangesResponse +func (c *ClientWithResponses) GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) { + rsp, err := c.GetForexV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexV1ExchangesResponse(rsp) +} + +// GetFuturesAggregatesWithResponse request returning *GetFuturesAggregatesResponse +func (c *ClientWithResponses) GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) { + rsp, err := c.GetFuturesAggregates(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesAggregatesResponse(rsp) +} + +// GetFuturesVXContractsWithResponse request returning *GetFuturesVXContractsResponse +func (c *ClientWithResponses) GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) { + rsp, err := c.GetFuturesVXContracts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXContractsResponse(rsp) +} + +// GetFuturesVXExchangesWithResponse request returning *GetFuturesVXExchangesResponse +func (c *ClientWithResponses) GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) { + rsp, err := c.GetFuturesVXExchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXExchangesResponse(rsp) +} + +// GetFuturesVXMarketStatusWithResponse request returning *GetFuturesVXMarketStatusResponse +func (c *ClientWithResponses) GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) { + rsp, err := c.GetFuturesVXMarketStatus(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXMarketStatusResponse(rsp) +} + +// GetFuturesVXProductsWithResponse request returning *GetFuturesVXProductsResponse +func (c *ClientWithResponses) GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) { + rsp, err := c.GetFuturesVXProducts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXProductsResponse(rsp) +} + +// GetFuturesVXQuotesNewWithResponse request returning *GetFuturesVXQuotesNewResponse +func (c *ClientWithResponses) GetFuturesVXQuotesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesNewResponse, error) { + rsp, err := c.GetFuturesVXQuotesNew(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXQuotesNewResponse(rsp) +} + +// GetFuturesQuotesWithResponse request returning *GetFuturesQuotesResponse +func (c *ClientWithResponses) GetFuturesQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesQuotesResponse, error) { + rsp, err := c.GetFuturesQuotes(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesQuotesResponse(rsp) +} + +// GetFuturesVXSchedulesWithResponse request returning *GetFuturesVXSchedulesResponse +func (c *ClientWithResponses) GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) { + rsp, err := c.GetFuturesVXSchedules(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXSchedulesResponse(rsp) +} + +// GetFuturesVXSnapshotWithResponse request returning *GetFuturesVXSnapshotResponse +func (c *ClientWithResponses) GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) { + rsp, err := c.GetFuturesVXSnapshot(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXSnapshotResponse(rsp) +} + +// GetFuturesVXSnapshotNativeWithResponse request returning *GetFuturesVXSnapshotNativeResponse +func (c *ClientWithResponses) GetFuturesVXSnapshotNativeWithResponse(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotNativeResponse, error) { + rsp, err := c.GetFuturesVXSnapshotNative(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXSnapshotNativeResponse(rsp) +} + +// GetFuturesVXTradesNewWithResponse request returning *GetFuturesVXTradesNewResponse +func (c *ClientWithResponses) GetFuturesVXTradesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesNewResponse, error) { + rsp, err := c.GetFuturesVXTradesNew(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXTradesNewResponse(rsp) +} + +// GetFuturesTradesWithResponse request returning *GetFuturesTradesResponse +func (c *ClientWithResponses) GetFuturesTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesTradesResponse, error) { + rsp, err := c.GetFuturesTrades(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesTradesResponse(rsp) +} + +// GetOptionsV1ExchangesWithResponse request returning *GetOptionsV1ExchangesResponse +func (c *ClientWithResponses) GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) { + rsp, err := c.GetOptionsV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsV1ExchangesResponse(rsp) +} + +// GetStocksFilings10KVXSectionsWithResponse request returning *GetStocksFilings10KVXSectionsResponse +func (c *ClientWithResponses) GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) { + rsp, err := c.GetStocksFilings10KVXSections(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilings10KVXSectionsResponse(rsp) +} + +// GetStocksFilingsVXIndexWithResponse request returning *GetStocksFilingsVXIndexResponse +func (c *ClientWithResponses) GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) { + rsp, err := c.GetStocksFilingsVXIndex(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXIndexResponse(rsp) +} + +// GetStocksFilingsVXRiskFactorsWithResponse request returning *GetStocksFilingsVXRiskFactorsResponse +func (c *ClientWithResponses) GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) { + rsp, err := c.GetStocksFilingsVXRiskFactors(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXRiskFactorsResponse(rsp) +} + +// GetStocksFinancialsV1BalanceSheetsWithResponse request returning *GetStocksFinancialsV1BalanceSheetsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) { + rsp, err := c.GetStocksFinancialsV1BalanceSheets(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1BalanceSheetsResponse(rsp) +} + +// GetStocksFinancialsV1CashFlowStatementsWithResponse request returning *GetStocksFinancialsV1CashFlowStatementsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) { + rsp, err := c.GetStocksFinancialsV1CashFlowStatements(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1CashFlowStatementsResponse(rsp) +} + +// GetStocksFinancialsV1IncomeStatementsWithResponse request returning *GetStocksFinancialsV1IncomeStatementsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) { + rsp, err := c.GetStocksFinancialsV1IncomeStatements(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1IncomeStatementsResponse(rsp) +} + +// GetStocksFinancialsV1RatiosWithResponse request returning *GetStocksFinancialsV1RatiosResponse +func (c *ClientWithResponses) GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) { + rsp, err := c.GetStocksFinancialsV1Ratios(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1RatiosResponse(rsp) +} + +// GetStocksTaxonomiesVXRiskFactorsWithResponse request returning *GetStocksTaxonomiesVXRiskFactorsResponse +func (c *ClientWithResponses) GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) { + rsp, err := c.GetStocksTaxonomiesVXRiskFactors(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp) +} + +// GetStocksV1DividendsWithResponse request returning *GetStocksV1DividendsResponse +func (c *ClientWithResponses) GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) { + rsp, err := c.GetStocksV1Dividends(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1DividendsResponse(rsp) +} + +// GetStocksV1ExchangesWithResponse request returning *GetStocksV1ExchangesResponse +func (c *ClientWithResponses) GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) { + rsp, err := c.GetStocksV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ExchangesResponse(rsp) +} + +// GetStocksV1ShortInterestWithResponse request returning *GetStocksV1ShortInterestResponse +func (c *ClientWithResponses) GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) { + rsp, err := c.GetStocksV1ShortInterest(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ShortInterestResponse(rsp) +} + +// GetStocksV1ShortVolumeWithResponse request returning *GetStocksV1ShortVolumeResponse +func (c *ClientWithResponses) GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) { + rsp, err := c.GetStocksV1ShortVolume(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ShortVolumeResponse(rsp) +} + +// GetStocksV1SplitsWithResponse request returning *GetStocksV1SplitsResponse +func (c *ClientWithResponses) GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) { + rsp, err := c.GetStocksV1Splits(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1SplitsResponse(rsp) +} + +// GetStocksVXFloatWithResponse request returning *GetStocksVXFloatResponse +func (c *ClientWithResponses) GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) { + rsp, err := c.GetStocksVXFloat(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksVXFloatResponse(rsp) +} + +// GetTmxV1CorporateEventsWithResponse request returning *GetTmxV1CorporateEventsResponse +func (c *ClientWithResponses) GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) { + rsp, err := c.GetTmxV1CorporateEvents(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetTmxV1CorporateEventsResponse(rsp) +} + +// GetCurrencyConversionWithResponse request returning *GetCurrencyConversionResponse +func (c *ClientWithResponses) GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) { + rsp, err := c.GetCurrencyConversion(ctx, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCurrencyConversionResponse(rsp) +} + +// DeprecatedGetHistoricCryptoTradesWithResponse request returning *DeprecatedGetHistoricCryptoTradesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) { + rsp, err := c.DeprecatedGetHistoricCryptoTrades(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricCryptoTradesResponse(rsp) +} + +// DeprecatedGetHistoricForexQuotesWithResponse request returning *DeprecatedGetHistoricForexQuotesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) { + rsp, err := c.DeprecatedGetHistoricForexQuotes(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricForexQuotesResponse(rsp) +} + +// GetCryptoEMAWithResponse request returning *GetCryptoEMAResponse +func (c *ClientWithResponses) GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) { + rsp, err := c.GetCryptoEMA(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoEMAResponse(rsp) +} + +// GetForexEMAWithResponse request returning *GetForexEMAResponse +func (c *ClientWithResponses) GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) { + rsp, err := c.GetForexEMA(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexEMAResponse(rsp) +} + +// GetIndicesEMAWithResponse request returning *GetIndicesEMAResponse +func (c *ClientWithResponses) GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) { + rsp, err := c.GetIndicesEMA(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesEMAResponse(rsp) +} + +// GetOptionsEMAWithResponse request returning *GetOptionsEMAResponse +func (c *ClientWithResponses) GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) { + rsp, err := c.GetOptionsEMA(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsEMAResponse(rsp) +} + +// GetStocksEMAWithResponse request returning *GetStocksEMAResponse +func (c *ClientWithResponses) GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) { + rsp, err := c.GetStocksEMA(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksEMAResponse(rsp) +} + +// GetCryptoMACDWithResponse request returning *GetCryptoMACDResponse +func (c *ClientWithResponses) GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) { + rsp, err := c.GetCryptoMACD(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoMACDResponse(rsp) +} + +// GetForexMACDWithResponse request returning *GetForexMACDResponse +func (c *ClientWithResponses) GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) { + rsp, err := c.GetForexMACD(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexMACDResponse(rsp) +} + +// GetIndicesMACDWithResponse request returning *GetIndicesMACDResponse +func (c *ClientWithResponses) GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) { + rsp, err := c.GetIndicesMACD(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesMACDResponse(rsp) +} + +// GetOptionsMACDWithResponse request returning *GetOptionsMACDResponse +func (c *ClientWithResponses) GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) { + rsp, err := c.GetOptionsMACD(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsMACDResponse(rsp) +} + +// GetStocksMACDWithResponse request returning *GetStocksMACDResponse +func (c *ClientWithResponses) GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) { + rsp, err := c.GetStocksMACD(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksMACDResponse(rsp) +} + +// GetCryptoRSIWithResponse request returning *GetCryptoRSIResponse +func (c *ClientWithResponses) GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) { + rsp, err := c.GetCryptoRSI(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoRSIResponse(rsp) +} + +// GetForexRSIWithResponse request returning *GetForexRSIResponse +func (c *ClientWithResponses) GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) { + rsp, err := c.GetForexRSI(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexRSIResponse(rsp) +} + +// GetIndicesRSIWithResponse request returning *GetIndicesRSIResponse +func (c *ClientWithResponses) GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) { + rsp, err := c.GetIndicesRSI(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesRSIResponse(rsp) +} + +// GetOptionsRSIWithResponse request returning *GetOptionsRSIResponse +func (c *ClientWithResponses) GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) { + rsp, err := c.GetOptionsRSI(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsRSIResponse(rsp) +} + +// GetStocksRSIWithResponse request returning *GetStocksRSIResponse +func (c *ClientWithResponses) GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) { + rsp, err := c.GetStocksRSI(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksRSIResponse(rsp) +} + +// GetCryptoSMAWithResponse request returning *GetCryptoSMAResponse +func (c *ClientWithResponses) GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) { + rsp, err := c.GetCryptoSMA(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSMAResponse(rsp) +} + +// GetForexSMAWithResponse request returning *GetForexSMAResponse +func (c *ClientWithResponses) GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) { + rsp, err := c.GetForexSMA(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSMAResponse(rsp) +} + +// GetIndicesSMAWithResponse request returning *GetIndicesSMAResponse +func (c *ClientWithResponses) GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) { + rsp, err := c.GetIndicesSMA(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesSMAResponse(rsp) +} + +// GetOptionsSMAWithResponse request returning *GetOptionsSMAResponse +func (c *ClientWithResponses) GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) { + rsp, err := c.GetOptionsSMA(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsSMAResponse(rsp) +} + +// GetStocksSMAWithResponse request returning *GetStocksSMAResponse +func (c *ClientWithResponses) GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) { + rsp, err := c.GetStocksSMA(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSMAResponse(rsp) +} + +// GetLastCryptoTradeWithResponse request returning *GetLastCryptoTradeResponse +func (c *ClientWithResponses) GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) { + rsp, err := c.GetLastCryptoTrade(ctx, from, to, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastCryptoTradeResponse(rsp) +} + +// GetLastCurrencyQuoteWithResponse request returning *GetLastCurrencyQuoteResponse +func (c *ClientWithResponses) GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) { + rsp, err := c.GetLastCurrencyQuote(ctx, from, to, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastCurrencyQuoteResponse(rsp) +} + +// GetMarketStatusWithResponse request returning *GetMarketStatusResponse +func (c *ClientWithResponses) GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) { + rsp, err := c.GetMarketStatus(ctx, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetMarketStatusResponse(rsp) +} + +// GetMarketHolidaysWithResponse request returning *GetMarketHolidaysResponse +func (c *ClientWithResponses) GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) { + rsp, err := c.GetMarketHolidays(ctx, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetMarketHolidaysResponse(rsp) +} + +// GetCryptoOpenCloseWithResponse request returning *GetCryptoOpenCloseResponse +func (c *ClientWithResponses) GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) { + rsp, err := c.GetCryptoOpenClose(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoOpenCloseResponse(rsp) +} + +// GetIndicesOpenCloseWithResponse request returning *GetIndicesOpenCloseResponse +func (c *ClientWithResponses) GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) { + rsp, err := c.GetIndicesOpenClose(ctx, indicesTicker, date, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesOpenCloseResponse(rsp) +} + +// GetOptionsOpenCloseWithResponse request returning *GetOptionsOpenCloseResponse +func (c *ClientWithResponses) GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) { + rsp, err := c.GetOptionsOpenClose(ctx, optionsTicker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsOpenCloseResponse(rsp) +} + +// GetStocksOpenCloseWithResponse request returning *GetStocksOpenCloseResponse +func (c *ClientWithResponses) GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) { + rsp, err := c.GetStocksOpenClose(ctx, stocksTicker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksOpenCloseResponse(rsp) +} + +// GetV1ReferenceIposWithResponse request returning *GetV1ReferenceIposResponse +func (c *ClientWithResponses) GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) { + rsp, err := c.GetV1ReferenceIpos(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetV1ReferenceIposResponse(rsp) +} + +// GetRelatedCompaniesWithResponse request returning *GetRelatedCompaniesResponse +func (c *ClientWithResponses) GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) { + rsp, err := c.GetRelatedCompanies(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetRelatedCompaniesResponse(rsp) +} + +// GetSnapshotSummaryWithResponse request returning *GetSnapshotSummaryResponse +func (c *ClientWithResponses) GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) { + rsp, err := c.GetSnapshotSummary(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetSnapshotSummaryResponse(rsp) +} + +// GetGroupedCryptoAggregatesWithResponse request returning *GetGroupedCryptoAggregatesResponse +func (c *ClientWithResponses) GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) { + rsp, err := c.GetGroupedCryptoAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedCryptoAggregatesResponse(rsp) +} + +// GetGroupedForexAggregatesWithResponse request returning *GetGroupedForexAggregatesResponse +func (c *ClientWithResponses) GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) { + rsp, err := c.GetGroupedForexAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedForexAggregatesResponse(rsp) +} + +// GetGroupedStocksAggregatesWithResponse request returning *GetGroupedStocksAggregatesResponse +func (c *ClientWithResponses) GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) { + rsp, err := c.GetGroupedStocksAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedStocksAggregatesResponse(rsp) +} + +// GetPreviousCryptoAggregatesWithResponse request returning *GetPreviousCryptoAggregatesResponse +func (c *ClientWithResponses) GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) { + rsp, err := c.GetPreviousCryptoAggregates(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousCryptoAggregatesResponse(rsp) +} + +// GetCryptoAggregatesWithResponse request returning *GetCryptoAggregatesResponse +func (c *ClientWithResponses) GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) { + rsp, err := c.GetCryptoAggregates(ctx, cryptoTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoAggregatesResponse(rsp) +} + +// GetPreviousForexAggregatesWithResponse request returning *GetPreviousForexAggregatesResponse +func (c *ClientWithResponses) GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) { + rsp, err := c.GetPreviousForexAggregates(ctx, forexTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousForexAggregatesResponse(rsp) +} + +// GetForexAggregatesWithResponse request returning *GetForexAggregatesResponse +func (c *ClientWithResponses) GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) { + rsp, err := c.GetForexAggregates(ctx, forexTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexAggregatesResponse(rsp) +} + +// GetPreviousIndicesAggregatesWithResponse request returning *GetPreviousIndicesAggregatesResponse +func (c *ClientWithResponses) GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) { + rsp, err := c.GetPreviousIndicesAggregates(ctx, indicesTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousIndicesAggregatesResponse(rsp) +} + +// GetIndicesAggregatesWithResponse request returning *GetIndicesAggregatesResponse +func (c *ClientWithResponses) GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) { + rsp, err := c.GetIndicesAggregates(ctx, indicesTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesAggregatesResponse(rsp) +} + +// GetPreviousOptionsAggregatesWithResponse request returning *GetPreviousOptionsAggregatesResponse +func (c *ClientWithResponses) GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) { + rsp, err := c.GetPreviousOptionsAggregates(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousOptionsAggregatesResponse(rsp) +} + +// GetOptionsAggregatesWithResponse request returning *GetOptionsAggregatesResponse +func (c *ClientWithResponses) GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) { + rsp, err := c.GetOptionsAggregates(ctx, optionsTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsAggregatesResponse(rsp) +} + +// GetPreviousStocksAggregatesWithResponse request returning *GetPreviousStocksAggregatesResponse +func (c *ClientWithResponses) GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) { + rsp, err := c.GetPreviousStocksAggregates(ctx, stocksTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousStocksAggregatesResponse(rsp) +} + +// GetStocksAggregatesWithResponse request returning *GetStocksAggregatesResponse +func (c *ClientWithResponses) GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) { + rsp, err := c.GetStocksAggregates(ctx, stocksTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksAggregatesResponse(rsp) +} + +// GetLastStocksQuoteWithResponse request returning *GetLastStocksQuoteResponse +func (c *ClientWithResponses) GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) { + rsp, err := c.GetLastStocksQuote(ctx, stocksTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastStocksQuoteResponse(rsp) +} + +// GetLastOptionsTradeWithResponse request returning *GetLastOptionsTradeResponse +func (c *ClientWithResponses) GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) { + rsp, err := c.GetLastOptionsTrade(ctx, optionsTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastOptionsTradeResponse(rsp) +} + +// GetLastStocksTradeWithResponse request returning *GetLastStocksTradeResponse +func (c *ClientWithResponses) GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) { + rsp, err := c.GetLastStocksTrade(ctx, stocksTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastStocksTradeResponse(rsp) +} + +// ListNewsWithResponse request returning *ListNewsResponse +func (c *ClientWithResponses) ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) { + rsp, err := c.ListNews(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListNewsResponse(rsp) +} + +// GetCryptoSnapshotTickersWithResponse request returning *GetCryptoSnapshotTickersResponse +func (c *ClientWithResponses) GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) { + rsp, err := c.GetCryptoSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotTickersResponse(rsp) +} + +// GetCryptoSnapshotTickerWithResponse request returning *GetCryptoSnapshotTickerResponse +func (c *ClientWithResponses) GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) { + rsp, err := c.GetCryptoSnapshotTicker(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotTickerResponse(rsp) +} + +// DeprecatedGetCryptoSnapshotTickerBookWithResponse request returning *DeprecatedGetCryptoSnapshotTickerBookResponse +func (c *ClientWithResponses) DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) { + rsp, err := c.DeprecatedGetCryptoSnapshotTickerBook(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetCryptoSnapshotTickerBookResponse(rsp) +} + +// GetCryptoSnapshotDirectionWithResponse request returning *GetCryptoSnapshotDirectionResponse +func (c *ClientWithResponses) GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) { + rsp, err := c.GetCryptoSnapshotDirection(ctx, direction, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotDirectionResponse(rsp) +} + +// GetForexSnapshotTickersWithResponse request returning *GetForexSnapshotTickersResponse +func (c *ClientWithResponses) GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) { + rsp, err := c.GetForexSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotTickersResponse(rsp) +} + +// GetForexSnapshotTickerWithResponse request returning *GetForexSnapshotTickerResponse +func (c *ClientWithResponses) GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) { + rsp, err := c.GetForexSnapshotTicker(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotTickerResponse(rsp) +} + +// GetForexSnapshotDirectionWithResponse request returning *GetForexSnapshotDirectionResponse +func (c *ClientWithResponses) GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) { + rsp, err := c.GetForexSnapshotDirection(ctx, direction, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotDirectionResponse(rsp) +} + +// GetStocksSnapshotTickersWithResponse request returning *GetStocksSnapshotTickersResponse +func (c *ClientWithResponses) GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) { + rsp, err := c.GetStocksSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotTickersResponse(rsp) +} + +// GetStocksSnapshotTickerWithResponse request returning *GetStocksSnapshotTickerResponse +func (c *ClientWithResponses) GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) { + rsp, err := c.GetStocksSnapshotTicker(ctx, stocksTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotTickerResponse(rsp) +} + +// GetStocksSnapshotDirectionWithResponse request returning *GetStocksSnapshotDirectionResponse +func (c *ClientWithResponses) GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) { + rsp, err := c.GetStocksSnapshotDirection(ctx, direction, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotDirectionResponse(rsp) +} + +// DeprecatedGetHistoricStocksQuotesWithResponse request returning *DeprecatedGetHistoricStocksQuotesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) { + rsp, err := c.DeprecatedGetHistoricStocksQuotes(ctx, ticker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricStocksQuotesResponse(rsp) +} + +// DeprecatedGetHistoricStocksTradesWithResponse request returning *DeprecatedGetHistoricStocksTradesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) { + rsp, err := c.DeprecatedGetHistoricStocksTrades(ctx, ticker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricStocksTradesResponse(rsp) +} + +// GetForexQuotesWithResponse request returning *GetForexQuotesResponse +func (c *ClientWithResponses) GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) { + rsp, err := c.GetForexQuotes(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexQuotesResponse(rsp) +} + +// GetOptionsQuotesWithResponse request returning *GetOptionsQuotesResponse +func (c *ClientWithResponses) GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) { + rsp, err := c.GetOptionsQuotes(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsQuotesResponse(rsp) +} + +// GetStocksQuotesWithResponse request returning *GetStocksQuotesResponse +func (c *ClientWithResponses) GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) { + rsp, err := c.GetStocksQuotes(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksQuotesResponse(rsp) +} + +// ListConditionsWithResponse request returning *ListConditionsResponse +func (c *ClientWithResponses) ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) { + rsp, err := c.ListConditions(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListConditionsResponse(rsp) +} + +// ListDividendsWithResponse request returning *ListDividendsResponse +func (c *ClientWithResponses) ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) { + rsp, err := c.ListDividends(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListDividendsResponse(rsp) +} + +// ListExchangesWithResponse request returning *ListExchangesResponse +func (c *ClientWithResponses) ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) { + rsp, err := c.ListExchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListExchangesResponse(rsp) +} + +// ListOptionsContractsWithResponse request returning *ListOptionsContractsResponse +func (c *ClientWithResponses) ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) { + rsp, err := c.ListOptionsContracts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListOptionsContractsResponse(rsp) +} + +// GetOptionsContractWithResponse request returning *GetOptionsContractResponse +func (c *ClientWithResponses) GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) { + rsp, err := c.GetOptionsContract(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsContractResponse(rsp) +} + +// ListStockSplitsWithResponse request returning *ListStockSplitsResponse +func (c *ClientWithResponses) ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) { + rsp, err := c.ListStockSplits(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListStockSplitsResponse(rsp) +} + +// ListTickersWithResponse request returning *ListTickersResponse +func (c *ClientWithResponses) ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) { + rsp, err := c.ListTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListTickersResponse(rsp) +} + +// ListTickerTypesWithResponse request returning *ListTickerTypesResponse +func (c *ClientWithResponses) ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) { + rsp, err := c.ListTickerTypes(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListTickerTypesResponse(rsp) +} + +// GetTickerWithResponse request returning *GetTickerResponse +func (c *ClientWithResponses) GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) { + rsp, err := c.GetTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetTickerResponse(rsp) +} + +// GetSnapshotsWithResponse request returning *GetSnapshotsResponse +func (c *ClientWithResponses) GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) { + rsp, err := c.GetSnapshots(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetSnapshotsResponse(rsp) +} + +// GetIndicesSnapshotWithResponse request returning *GetIndicesSnapshotResponse +func (c *ClientWithResponses) GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) { + rsp, err := c.GetIndicesSnapshot(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesSnapshotResponse(rsp) +} + +// GetOptionsChainWithResponse request returning *GetOptionsChainResponse +func (c *ClientWithResponses) GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) { + rsp, err := c.GetOptionsChain(ctx, underlyingAsset, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsChainResponse(rsp) +} + +// GetOptionContractWithResponse request returning *GetOptionContractResponse +func (c *ClientWithResponses) GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) { + rsp, err := c.GetOptionContract(ctx, underlyingAsset, optionContract, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionContractResponse(rsp) +} + +// GetCryptoTradesWithResponse request returning *GetCryptoTradesResponse +func (c *ClientWithResponses) GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) { + rsp, err := c.GetCryptoTrades(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoTradesResponse(rsp) +} + +// GetOptionsTradesWithResponse request returning *GetOptionsTradesResponse +func (c *ClientWithResponses) GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) { + rsp, err := c.GetOptionsTrades(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsTradesResponse(rsp) +} + +// GetStocksTradesWithResponse request returning *GetStocksTradesResponse +func (c *ClientWithResponses) GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) { + rsp, err := c.GetStocksTrades(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksTradesResponse(rsp) +} + +// ListFinancialsWithResponse request returning *ListFinancialsResponse +func (c *ClientWithResponses) ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) { + rsp, err := c.ListFinancials(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListFinancialsResponse(rsp) +} + +// ListIPOsWithResponse request returning *ListIPOsResponse +func (c *ClientWithResponses) ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) { + rsp, err := c.ListIPOs(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListIPOsResponse(rsp) +} + +// GetEventsWithResponse request returning *GetEventsResponse +func (c *ClientWithResponses) GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) { + rsp, err := c.GetEvents(ctx, id, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEventsResponse(rsp) +} + +// ParseGetBenzingaV1AnalystInsightsResponse parses an HTTP response from a GetBenzingaV1AnalystInsightsWithResponse call +func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzingaV1AnalystInsightsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1AnalystInsightsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The identifer used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. + Insight *string `json:"insight,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1AnalystsResponse parses an HTTP response from a GetBenzingaV1AnalystsWithResponse call +func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1AnalystsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1AnalystsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `json:"firm_name,omitempty"` + + // FullName The full name of the analyst associated with the ratings. + FullName *string `json:"full_name,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` + + // OverallAvgReturn The average percent price difference per rating since the date of recommendation. + OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` + + // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. + OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` + + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + + // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. + SmartScore *float64 `json:"smart_score,omitempty"` + + // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. + TotalRatings *float64 `json:"total_ratings,omitempty"` + + // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. + TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1BullsBearsSayResponse parses an HTTP response from a GetBenzingaV1BullsBearsSayWithResponse call +func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1BullsBearsSayResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1BullsBearsSayResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. + BearCase *string `json:"bear_case,omitempty"` + + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. + BullCase *string `json:"bull_case,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1ConsensusRatingsResponse parses an HTTP response from a GetBenzingaV1ConsensusRatingsWithResponse call +func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzingaV1ConsensusRatingsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1ConsensusRatingsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` + + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` + + // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. + ConsensusRating *string `json:"consensus_rating,omitempty"` + + // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). + ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` + + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_price_target,omitempty"` + + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` + + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` + + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` + + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` + + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` + + // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. + StrongBuyRatings int64 `json:"strong_buy_ratings"` + + // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. + StrongSellRatings int64 `json:"strong_sell_ratings"` + + // Ticker The requested ticker. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1EarningsResponse parses an HTTP response from a GetBenzingaV1EarningsWithResponse call +func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1EarningsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1EarningsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // ActualEps The actual earnings per share (EPS) reported by the company for the given period. + ActualEps *float64 `json:"actual_eps,omitempty"` + + // ActualRevenue The actual revenue reported by the company for the given fiscal period. + ActualRevenue *float64 `json:"actual_revenue,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // CompanyName The name of the company releasing earnings. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,omitempty"` + + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `json:"date_status,omitempty"` + + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` + + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,omitempty"` + + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. + EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + + // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. + EstimatedEps *float64 `json:"estimated_eps,omitempty"` + + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` + + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `json:"fiscal_period,omitempty"` + + // FiscalYear The fiscal year in which the earnings period falls. + FiscalYear *int64 `json:"fiscal_year,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context, commentary, or clarifying notes related to the earnings event. + Notes *string `json:"notes,omitempty"` + + // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. + PreviousEps *float64 `json:"previous_eps,omitempty"` + + // PreviousRevenue The company's revenue for the previous comparable fiscal period. + PreviousRevenue *float64 `json:"previous_revenue,omitempty"` + + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // RevenueSurprise The difference between the actual and estimated revenue. + RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + + // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. + RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + + // Ticker The stock symbol of the company reporting earnings. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1FirmsResponse parses an HTTP response from a GetBenzingaV1FirmsWithResponse call +func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1FirmsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` + + // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. + LastUpdated *string `json:"last_updated,omitempty"` + + // Name The name of a research firm or investment bank which issues ratings. + Name *string `json:"name,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1GuidanceResponse parses an HTTP response from a GetBenzingaV1GuidanceWithResponse call +func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1GuidanceResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1GuidanceResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaId A unique identifier assigned by Benzinga to the guidance record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // CompanyName The name of the company issuing guidance. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `json:"date,omitempty"` + + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` + + // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. + EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` + + // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. + EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` + + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,omitempty"` + + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + FiscalYear *int64 `json:"fiscal_year,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` + + // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. + MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` + + // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. + MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` + + // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. + MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` + + // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. + MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` + + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` + + // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) + Positioning *string `json:"positioning,omitempty"` + + // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` + + // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` + + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` + + // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` + + // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). + ReleaseType *string `json:"release_type,omitempty"` + + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` + + // Time The time of day the guidance was announced, in HH:mm:ss format. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Guidance200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Guidance400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV1RatingsResponse parses an HTTP response from a GetBenzingaV1RatingsWithResponse call +func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1RatingsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1RatingsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. + AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` + + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` + + // BenzingaAnalystId The identifer used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` + + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` + + // BenzingaFirmId The identifer used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaNewsUrl A link to the Benzinga articles page for this ticker + BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context or commentary. + Notes *string `json:"notes,omitempty"` + + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + + // PreviousPriceTarget The previous price target set by the analyst. + PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + + // PreviousRating The previous rating set by the analyst. + PreviousRating *string `json:"previous_rating,omitempty"` + + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. + PriceTargetAction *string `json:"price_target_action,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Ratings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Ratings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetBenzingaV2NewsResponse parses an HTTP response from a GetBenzingaV2NewsWithResponse call +func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV2NewsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` + + // Body The full text content of the news article. + Body *string `json:"body,omitempty"` + + // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). + Channels *[]string `json:"channels,omitempty"` + + // Images A list of images associated with the article. + Images *[]string `json:"images,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. + LastUpdated time.Time `json:"last_updated"` + + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. + Published time.Time `json:"published"` + + // Tags A list of tags that describe the themes or content of the article. + Tags *[]string `json:"tags,omitempty"` + + // Teaser A short summary or lead-in to the news article's content. + Teaser *string `json:"teaser,omitempty"` + + // Tickers A list of stock or crypto tickers mentioned in the article. + Tickers *[]string `json:"tickers,omitempty"` + + // Title The headline of the news article. + Title string `json:"title"` + + // Url The direct link to the source of the news article. + Url string `json:"url"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV2News200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV2News400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetCryptoV1ExchangesResponse parses an HTTP response from a GetCryptoV1ExchangesWithResponse call +func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1ExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoV1ExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Id Numeric identifier for the cryptocurrency exchange or trading platform. + Id string `json:"id"` + + // Name Full official name of the cryptocurrency exchange or digital asset trading platform. + Name string `json:"name"` + + // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. + Type string `json:"type"` + + // Url Official website URL of the cryptocurrency exchange. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetCryptoV1Exchanges200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetCryptoV1Exchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetEtfGlobalV1AnalyticsResponse parses an HTTP response from a GetEtfGlobalV1AnalyticsWithResponse call +func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1AnalyticsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEtfGlobalV1AnalyticsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. + QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` + + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. + QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` + + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. + QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` + + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. + QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` + + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. + QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` + + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. + QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` + + // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. + QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` + + // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. + QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` + + // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. + QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` + + // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. + QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` + + // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. + QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` + + // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. + QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` + + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `json:"quant_grade,omitempty"` + + // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. + QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` + + // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. + QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` + + // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. + QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` + + // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. + QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` + + // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. + QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + + // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. + QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + + // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. + QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + + // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. + QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` + + // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. + QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` + + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. + QuantTotalScore *float64 `json:"quant_total_score,omitempty"` + + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. + RewardScore *float64 `json:"reward_score,omitempty"` + + // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. + RiskCountry *float64 `json:"risk_country,omitempty"` + + // RiskDeviation A component score measuring how much the ETF deviates from expected performance. + RiskDeviation *float64 `json:"risk_deviation,omitempty"` + + // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. + RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + + // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. + RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + + // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. + RiskStructure *float64 `json:"risk_structure,omitempty"` + + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. + RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + + // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. + RiskVolatility *float64 `json:"risk_volatility,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetEtfGlobalV1ConstituentsResponse parses an HTTP response from a GetEtfGlobalV1ConstituentsWithResponse call +func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV1ConstituentsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEtfGlobalV1ConstituentsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. + AssetClass *string `json:"asset_class,omitempty"` + + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,omitempty"` + + // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. + ConstituentRank int64 `json:"constituent_rank"` + + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,omitempty"` + + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,omitempty"` + + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,omitempty"` + + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,omitempty"` + + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,omitempty"` + + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. + SecurityType *string `json:"security_type,omitempty"` + + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` + + // SharesHeld The number of shares of this constituent security that the ETF currently owns. + SharesHeld *float64 `json:"shares_held,omitempty"` + + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `json:"us_code,omitempty"` + + // Weight The percentage weight of this constituent security within the ETF's total portfolio. + Weight *float64 `json:"weight,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Constituents200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Constituents400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetEtfGlobalV1FundFlowsResponse parses an HTTP response from a GetEtfGlobalV1FundFlowsWithResponse call +func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1FundFlowsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEtfGlobalV1FundFlowsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. + FundFlow *float64 `json:"fund_flow,omitempty"` + + // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. + Nav *float64 `json:"nav,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. + SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1FundFlows200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1FundFlows400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetEtfGlobalV1ProfilesResponse parses an HTTP response from a GetEtfGlobalV1ProfilesWithResponse call +func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1ProfilesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEtfGlobalV1ProfilesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` + + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` + + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` + + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` + + // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. + AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` + + // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. + BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` + + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` + + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` + + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,omitempty"` + + // CreationUnitSize The size of creation units for the ETF. + CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` + + // CurrencyExposure Currency exposure breakdown of the ETF. + CurrencyExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"currency_exposure,omitempty"` + + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,omitempty"` + + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` + + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` + + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` + + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,omitempty"` + + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` + + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` + + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` + + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` + + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` + + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` + + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` + + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification string `json:"management_classification"` + + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` + + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` + + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` + + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` + + // OptionsAvailable Availability of options on the ETF. + OptionsAvailable *int32 `json:"options_available,omitempty"` + + // OptionsVolume Options trading volume for the ETF. + OptionsVolume *float64 `json:"options_volume,omitempty"` + + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` + + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` + + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` + + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` + + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` + + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. + TotalExpenses *float64 `json:"total_expenses,omitempty"` + + // TransferAgent The transfer agent for the ETF. + TransferAgent *string `json:"transfer_agent,omitempty"` + + // Trustee The trustee of the ETF. + Trustee *string `json:"trustee,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Profiles200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Profiles400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetEtfGlobalV1TaxonomiesResponse parses an HTTP response from a GetEtfGlobalV1TaxonomiesWithResponse call +func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1TaxonomiesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEtfGlobalV1TaxonomiesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` + + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` + + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` + + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` + + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` + + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` + + // Duration The duration characteristics for fixed income ETFs. + Duration *string `json:"duration,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // Esg Environmental, Social, and Governance characteristics. + Esg *string `json:"esg,omitempty"` + + // ExposureMechanism The mechanism used to achieve exposure. + ExposureMechanism *string `json:"exposure_mechanism,omitempty"` + + // Factor Factor exposure characteristics of the ETF. + Factor *string `json:"factor,omitempty"` + + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` + + // HedgeReset The frequency of hedge reset, if applicable. + HedgeReset *string `json:"hedge_reset,omitempty"` + + // HoldingsDisclosureFrequency How frequently holdings are disclosed. + HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` + + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + + // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. + Isin *string `json:"isin,omitempty"` + + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeverageReset The frequency of leverage reset, if applicable. + LeverageReset *string `json:"leverage_reset,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification string `json:"management_classification"` + + // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. + ManagementStyle *string `json:"management_style,omitempty"` + + // Maturity The maturity profile for fixed income ETFs. + Maturity *string `json:"maturity,omitempty"` + + // Objective The primary investment objective of the ETF. + Objective *string `json:"objective,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` + + // RebalanceFrequency How frequently the ETF rebalances its holdings. + RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` + + // ReconstitutionFrequency How frequently the index is reconstituted. + ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SecondaryObjective The secondary investment objective, if applicable. + SecondaryObjective *string `json:"secondary_objective,omitempty"` + + // SelectionMethodology The methodology used to select securities. + SelectionMethodology *string `json:"selection_methodology,omitempty"` + + // SelectionUniverse The universe from which securities are selected. + SelectionUniverse *string `json:"selection_universe,omitempty"` + + // StrategicFocus The strategic investment focus of the ETF. + StrategicFocus *string `json:"strategic_focus,omitempty"` + + // TargetedFocus The targeted investment focus of the ETF. + TargetedFocus *string `json:"targeted_focus,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // UsCode A unique identifier code that identifies this ETF in US markets. + UsCode *string `json:"us_code,omitempty"` + + // WeightingMethodology The methodology used to weight holdings. + WeightingMethodology *string `json:"weighting_methodology,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Taxonomies200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFedV1InflationResponse parses an HTTP response from a GetFedV1InflationWithResponse call +func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFedV1InflationResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. + Cpi *float32 `json:"cpi,omitempty"` + + // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. + CpiCore *float32 `json:"cpi_core,omitempty"` + + // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. + CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` + + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` + + // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. + Pce *float32 `json:"pce,omitempty"` + + // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. + PceCore *float32 `json:"pce_core,omitempty"` + + // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. + PceSpending *float32 `json:"pce_spending,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1Inflation200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1Inflation400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFedV1InflationExpectationsResponse parses an HTTP response from a GetFedV1InflationExpectationsWithResponse call +func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1InflationExpectationsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFedV1InflationExpectationsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` + + // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. + ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` + + // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. + Market10Year *float32 `json:"market_10_year,omitempty"` + + // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. + Market5Year *float32 `json:"market_5_year,omitempty"` + + // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model10Year *float32 `json:"model_10_year,omitempty"` + + // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model1Year *float32 `json:"model_1_year,omitempty"` + + // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model30Year *float32 `json:"model_30_year,omitempty"` + + // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model5Year *float32 `json:"model_5_year,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1InflationExpectations200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1InflationExpectations400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFedV1LaborMarketResponse parses an HTTP response from a GetFedV1LaborMarketWithResponse call +func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFedV1LaborMarketResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` + + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` + + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,omitempty"` + + // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). + LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` + + // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). + UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1LaborMarket200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1LaborMarket400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFedV1TreasuryYieldsResponse parses an HTTP response from a GetFedV1TreasuryYieldsWithResponse call +func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryYieldsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFedV1TreasuryYieldsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` + + // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis + Yield10Year *float32 `json:"yield_10_year,omitempty"` + + // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis + Yield1Month *float32 `json:"yield_1_month,omitempty"` + + // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis + Yield1Year *float32 `json:"yield_1_year,omitempty"` + + // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis + Yield20Year *float32 `json:"yield_20_year,omitempty"` + + // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis + Yield2Year *float32 `json:"yield_2_year,omitempty"` + + // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis + Yield30Year *float32 `json:"yield_30_year,omitempty"` + + // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis + Yield3Month *float32 `json:"yield_3_month,omitempty"` + + // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis + Yield3Year *float32 `json:"yield_3_year,omitempty"` + + // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis + Yield5Year *float32 `json:"yield_5_year,omitempty"` + + // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis + Yield6Month *float32 `json:"yield_6_month,omitempty"` + + // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis + Yield7Year *float32 `json:"yield_7_year,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFedV1TreasuryYields200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFedV1TreasuryYields400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetForexV1ExchangesResponse parses an HTTP response from a GetForexV1ExchangesWithResponse call +func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexV1ExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Id Numeric identifier for the forex trading venue or institution. + Id string `json:"id"` + + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name string `json:"name"` + + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type string `json:"type"` + } `json:"results"` + + // Status The status of this request's response. + Status GetForexV1Exchanges200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetForexV1Exchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesAggregatesResponse parses an HTTP response from a GetFuturesAggregatesWithResponse call +func ParseGetFuturesAggregatesResponse(rsp *http.Response) (*GetFuturesAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, the URL to the next page of results. + NextUrl *string `json:"next_url,omitempty"` + Results []struct { + // Close The last price within the timeframe. + Close float64 `json:"close"` + + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` + + // High The highest price within the timeframe. + High float64 `json:"high"` + + // Low The lowest price within the timeframe. + Low float64 `json:"low"` + + // Open The opening price within the timeframe. + Open float64 `json:"open"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` + + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` + + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` + + // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. + WindowStart int64 `json:"window_start"` + } `json:"results"` + + // Status The status of the response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXContractsResponse parses an HTTP response from a GetFuturesVXContractsWithResponse call +func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContractsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXContractsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active bool `json:"active"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. + Date openapi_types.Date `json:"date"` + + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` + + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` + + // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. + GroupCode *string `json:"group_code,omitempty"` + + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + + // MaxOrderQuantity The maximum order quantity. + MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + + // MinOrderQuantity The minimum order quantity. + MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // ProductCode The identifier for the contract's product. + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The date on which this contract settles. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + + // SettlementTickSize The tick size for settlement. + SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + + // SpreadTickSize The tick size for spreads. + SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + + // Ticker The ticker for the contract. + Ticker *string `json:"ticker,omitempty"` + + // TradeTickSize The tick size for trades. + TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXContracts200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXContracts400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXExchangesResponse parses an HTTP response from a GetFuturesVXExchangesWithResponse call +func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the futures exchange or trading venue. + Id string `json:"id"` + + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type string `json:"type"` + + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXExchanges200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXExchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXMarketStatusResponse parses an HTTP response from a GetFuturesVXMarketStatusWithResponse call +func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMarketStatusResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXMarketStatusResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,omitempty"` + + // Name The name of the futures product. + Name *string `json:"name,omitempty"` + + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,omitempty"` + + // SessionEndDate The trading date for the current session. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXMarketStatus200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXMarketStatus400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXProductsResponse parses an HTTP response from a GetFuturesVXProductsWithResponse call +func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProductsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXProductsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` + + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. + Date openapi_types.Date `json:"date"` + + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Name The full name of the product. + Name *string `json:"name,omitempty"` + + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` + + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` + + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` + + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` + + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,omitempty"` + + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXProducts200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXProducts400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXQuotesNewResponse parses an HTTP response from a GetFuturesVXQuotesNewWithResponse call +func ParseGetFuturesVXQuotesNewResponse(rsp *http.Response) (*GetFuturesVXQuotesNewResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXQuotesNewResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The ask size. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The bid size. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,omitempty"` + + // ReportSequence The report sequence number. + ReportSequence int64 `json:"report_sequence"` + + // SequenceNumber The sequence number represents the order in which quote events occurred for this ticker. + SequenceNumber int64 `json:"sequence_number"` + + // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. + SessionEndDate string `json:"session_end_date"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Timestamp int64 `json:"timestamp"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXQuotesNew200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXQuotesNew400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesQuotesResponse parses an HTTP response from a GetFuturesQuotesWithResponse call +func ParseGetFuturesQuotesResponse(rsp *http.Response) (*GetFuturesQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + Results *[]struct { + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int `json:"ask_timestamp,omitempty"` + + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int `json:"bid_timestamp,omitempty"` + + // ReportSequence The reporting sequence number. + ReportSequence int `json:"report_sequence"` + + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber int `json:"sequence_number"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker string `json:"ticker"` + + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp int `json:"timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXSchedulesResponse parses an HTTP response from a GetFuturesVXSchedulesWithResponse call +func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedulesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXSchedulesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` + + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,omitempty"` + + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,omitempty"` + + // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSchedules200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSchedules400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXSnapshotResponse parses an HTTP response from a GetFuturesVXSnapshotWithResponse call +func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapshotResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXSnapshotResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + Details *struct { + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The day that this contract is settled. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + Ticker *string `json:"ticker,omitempty"` + } `json:"details,omitempty"` + LastMinute *struct { + // Close The price at the end of the minute bar. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` + + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + + // Volume The number of contracts traded in the minute bar. + Volume *float64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` + + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` + + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_quote,omitempty"` + LastTrade *struct { + // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + Session *struct { + // Change The change in price during this session. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percentage change in price during this session. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The price at the end of the session. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the session. + High *float64 `json:"high,omitempty"` + + // Low The lowest price reached in the session. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the session. + Open *float64 `json:"open,omitempty"` + + // PreviousSettlement The settlement price of the previous session. + PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + + // SettlementPrice The final settlement price at the end of the session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Volume The number of contracts traded in the session. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshot200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshot400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXSnapshotNativeResponse parses an HTTP response from a GetFuturesVXSnapshotNativeWithResponse call +func ParseGetFuturesVXSnapshotNativeResponse(rsp *http.Response) (*GetFuturesVXSnapshotNativeResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXSnapshotNativeResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + Details *struct { + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The day that this contract is settled. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + Ticker *string `json:"ticker,omitempty"` + } `json:"details,omitempty"` + LastMinute *struct { + // Close The price at the end of the minute bar. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` + + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + + // Volume The number of contracts traded in the minute bar. + Volume *float64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` + + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` + + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` + + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_quote,omitempty"` + LastTrade *struct { + // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + Session *struct { + // Change The change in price during this session. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percentage change in price during this session. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The price at the end of the session. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the session. + High *float64 `json:"high,omitempty"` + + // Low The lowest price reached in the session. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the session. + Open *float64 `json:"open,omitempty"` + + // PreviousSettlement The settlement price of the previous session. + PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + + // SettlementPrice The final settlement price at the end of the session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Volume The number of contracts traded in the session. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshotNative200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshotNative400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesVXTradesNewResponse parses an HTTP response from a GetFuturesVXTradesNewWithResponse call +func ParseGetFuturesVXTradesNewResponse(rsp *http.Response) (*GetFuturesVXTradesNewResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesVXTradesNewResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int64 `json:"correction,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price float64 `json:"price"` + + // ReportSequence The report sequence number. + ReportSequence int64 `json:"report_sequence"` + + // SequenceNumber The sequence number represents the sequence in which trade events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. + SessionEndDate string `json:"session_end_date"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). + Ticker string `json:"ticker"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp int64 `json:"timestamp"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesVXTradesNew200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXTradesNew400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetFuturesTradesResponse parses an HTTP response from a GetFuturesTradesWithResponse call +func ParseGetFuturesTradesResponse(rsp *http.Response) (*GetFuturesTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetFuturesTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + Results *[]struct { + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price float64 `json:"price"` + + // ReportSequence The reporting sequence number. + ReportSequence int `json:"report_sequence"` + + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber int `json:"sequence_number"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size float64 `json:"size"` + + // Ticker ticker of the trade + Ticker string `json:"ticker"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp int `json:"timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsV1ExchangesResponse parses an HTTP response from a GetOptionsV1ExchangesWithResponse call +func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1ExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsV1ExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the options trading venue or exchange. + Id string `json:"id"` + + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the options exchange or trading venue. + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type string `json:"type"` + + // Url Official website URL of the organization operating the options exchange. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetOptionsV1Exchanges200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetOptionsV1Exchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFilings10KVXSectionsResponse parses an HTTP response from a GetStocksFilings10KVXSectionsWithResponse call +func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksFilings10KVXSectionsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFilings10KVXSectionsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` + + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,omitempty"` + + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilings10KVXSections200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilings10KVXSections400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFilingsVXIndexResponse parses an HTTP response from a GetStocksFilingsVXIndexWithResponse call +func ParseGetStocksFilingsVXIndexResponse(rsp *http.Response) (*GetStocksFilingsVXIndexResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFilingsVXIndexResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000320193-24-000123'). + AccessionNumber *string `json:"accession_number,omitempty"` + + // Cik SEC Central Index Key (CIK) identifying the filing entity. + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` + + // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). + FormType *string `json:"form_type,omitempty"` + + // IssuerName Name of the company or entity that submitted the filing. + IssuerName *string `json:"issuer_name,omitempty"` + + // Ticker Stock ticker symbol for the filing entity, if available. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilingsVXIndex200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilingsVXIndex400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFilingsVXRiskFactorsResponse parses an HTTP response from a GetStocksFilingsVXRiskFactorsWithResponse call +func ParseGetStocksFilingsVXRiskFactorsResponse(rsp *http.Response) (*GetStocksFilingsVXRiskFactorsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFilingsVXRiskFactorsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `json:"filing_date,omitempty"` + + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // SupportingText Snippet of text to support the given label + SupportingText *string `json:"supporting_text,omitempty"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilingsVXRiskFactors200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilingsVXRiskFactors400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFinancialsV1BalanceSheetsResponse parses an HTTP response from a GetStocksFinancialsV1BalanceSheetsWithResponse call +func ParseGetStocksFinancialsV1BalanceSheetsResponse(rsp *http.Response) (*GetStocksFinancialsV1BalanceSheetsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFinancialsV1BalanceSheetsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AccountsPayable Amounts owed to suppliers and vendors for goods and services purchased on credit. + AccountsPayable *float64 `json:"accounts_payable,omitempty"` + + // AccruedAndOtherCurrentLiabilities Current liabilities not classified elsewhere, including accrued expenses, taxes payable, and other obligations due within one year. + AccruedAndOtherCurrentLiabilities *float64 `json:"accrued_and_other_current_liabilities,omitempty"` + + // AccumulatedOtherComprehensiveIncome Cumulative gains and losses that bypass the income statement, including foreign currency translation adjustments and unrealized gains/losses on securities. + AccumulatedOtherComprehensiveIncome *float64 `json:"accumulated_other_comprehensive_income,omitempty"` + + // AdditionalPaidInCapital Amount received from shareholders in excess of the par or stated value of shares issued. + AdditionalPaidInCapital *float64 `json:"additional_paid_in_capital,omitempty"` + + // CashAndEquivalents Cash on hand and short-term, highly liquid investments that are readily convertible to known amounts of cash. + CashAndEquivalents *float64 `json:"cash_and_equivalents,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // CommitmentsAndContingencies Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events. + CommitmentsAndContingencies *float64 `json:"commitments_and_contingencies,omitempty"` + + // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. + CommonStock *float64 `json:"common_stock,omitempty"` + + // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. + DebtCurrent *float64 `json:"debt_current,omitempty"` + + // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. + DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // Goodwill Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations. + Goodwill *float64 `json:"goodwill,omitempty"` + + // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. + IntangibleAssetsNet *float64 `json:"intangible_assets_net,omitempty"` + + // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. + Inventories *float64 `json:"inventories,omitempty"` + + // LongTermDebtAndCapitalLeaseObligations Long-term borrowings and capital lease obligations with maturities greater than one year. + LongTermDebtAndCapitalLeaseObligations *float64 `json:"long_term_debt_and_capital_lease_obligations,omitempty"` + + // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + + // OtherAssets Non-current assets not classified elsewhere, including long-term investments, deferred tax assets, and other long-term assets. + OtherAssets *float64 `json:"other_assets,omitempty"` + + // OtherCurrentAssets Current assets not classified elsewhere, including prepaid expenses, taxes receivable, and other assets expected to be converted to cash within one year. + OtherCurrentAssets *float64 `json:"other_current_assets,omitempty"` + + // OtherEquity Equity components not classified elsewhere in shareholders' equity. + OtherEquity *float64 `json:"other_equity,omitempty"` + + // OtherNoncurrentLiabilities Non-current liabilities not classified elsewhere, including deferred tax liabilities, pension obligations, and other long-term liabilities. + OtherNoncurrentLiabilities *float64 `json:"other_noncurrent_liabilities,omitempty"` + + // PeriodEnd The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken. + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. + PreferredStock *float64 `json:"preferred_stock,omitempty"` + + // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. + PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` + + // Receivables Amounts owed to the company by customers and other parties, primarily accounts receivable, net of allowances for doubtful accounts. + Receivables *float64 `json:"receivables,omitempty"` + + // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. + RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,omitempty"` + + // ShortTermInvestments Marketable securities and other investments with maturities of one year or less that are not classified as cash equivalents. + ShortTermInvestments *float64 `json:"short_term_investments,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual. + Timeframe string `json:"timeframe"` + + // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. + TotalAssets *float64 `json:"total_assets,omitempty"` + + // TotalCurrentAssets Sum of all current assets expected to be converted to cash, sold, or consumed within one year. + TotalCurrentAssets *float64 `json:"total_current_assets,omitempty"` + + // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. + TotalCurrentLiabilities *float64 `json:"total_current_liabilities,omitempty"` + + // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. + TotalEquity *float64 `json:"total_equity,omitempty"` + + // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. + TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,omitempty"` + + // TotalLiabilities Sum of all current and non-current liabilities representing everything the company owes. + TotalLiabilities *float64 `json:"total_liabilities,omitempty"` + + // TotalLiabilitiesAndEquity Sum of total liabilities and total equity, which should equal total assets per the fundamental accounting equation. + TotalLiabilitiesAndEquity *float64 `json:"total_liabilities_and_equity,omitempty"` + + // TreasuryStock Cost of the company's own shares that have been repurchased and are held in treasury, typically reported as a negative value. + TreasuryStock *float64 `json:"treasury_stock,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1BalanceSheets200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1BalanceSheets400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFinancialsV1CashFlowStatementsResponse parses an HTTP response from a GetStocksFinancialsV1CashFlowStatementsWithResponse call +func ParseGetStocksFinancialsV1CashFlowStatementsResponse(rsp *http.Response) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFinancialsV1CashFlowStatementsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CashFromOperatingActivitiesContinuingOperations Cash generated from continuing business operations before discontinued operations. + CashFromOperatingActivitiesContinuingOperations *float64 `json:"cash_from_operating_activities_continuing_operations,omitempty"` + + // ChangeInCashAndEquivalents Net change in cash and cash equivalents during the period, representing the sum of operating, investing, and financing cash flows plus currency effects. + ChangeInCashAndEquivalents *float64 `json:"change_in_cash_and_equivalents,omitempty"` + + // ChangeInOtherOperatingAssetsAndLiabilitiesNet Net change in working capital components including accounts receivable, inventory, accounts payable, and other operating items. + ChangeInOtherOperatingAssetsAndLiabilitiesNet *float64 `json:"change_in_other_operating_assets_and_liabilities_net,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // DepreciationDepletionAndAmortization Non-cash charges for the reduction in value of tangible and intangible assets over time. + DepreciationDepletionAndAmortization *float64 `json:"depreciation_depletion_and_amortization,omitempty"` + + // Dividends Cash payments to shareholders in the form of dividends, typically reported as negative values. + Dividends *float64 `json:"dividends,omitempty"` + + // EffectOfCurrencyExchangeRate Impact of foreign exchange rate changes on cash and cash equivalents denominated in foreign currencies. + EffectOfCurrencyExchangeRate *float64 `json:"effect_of_currency_exchange_rate,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // IncomeLossFromDiscontinuedOperations After-tax income or loss from business operations that have been discontinued. + IncomeLossFromDiscontinuedOperations *float64 `json:"income_loss_from_discontinued_operations,omitempty"` + + // LongTermDebtIssuancesRepayments Net cash flows from issuing or repaying long-term debt obligations. + LongTermDebtIssuancesRepayments *float64 `json:"long_term_debt_issuances_repayments,omitempty"` + + // NetCashFromFinancingActivities Total cash generated or used by financing activities, including debt issuance, debt repayment, dividends, and share transactions. + NetCashFromFinancingActivities *float64 `json:"net_cash_from_financing_activities,omitempty"` + + // NetCashFromFinancingActivitiesContinuingOperations Cash flows from financing activities of continuing operations before discontinued operations. + NetCashFromFinancingActivitiesContinuingOperations *float64 `json:"net_cash_from_financing_activities_continuing_operations,omitempty"` + + // NetCashFromFinancingActivitiesDiscontinuedOperations Cash flows from financing activities of discontinued business segments. + NetCashFromFinancingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_financing_activities_discontinued_operations,omitempty"` + + // NetCashFromInvestingActivities Total cash generated or used by investing activities, including capital expenditures, acquisitions, and asset sales. + NetCashFromInvestingActivities *float64 `json:"net_cash_from_investing_activities,omitempty"` + + // NetCashFromInvestingActivitiesContinuingOperations Cash flows from investing activities of continuing operations before discontinued operations. + NetCashFromInvestingActivitiesContinuingOperations *float64 `json:"net_cash_from_investing_activities_continuing_operations,omitempty"` + + // NetCashFromInvestingActivitiesDiscontinuedOperations Cash flows from investing activities of discontinued business segments. + NetCashFromInvestingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_investing_activities_discontinued_operations,omitempty"` + + // NetCashFromOperatingActivities Total cash generated or used by operating activities, representing cash flow from core business operations. + NetCashFromOperatingActivities *float64 `json:"net_cash_from_operating_activities,omitempty"` + + // NetCashFromOperatingActivitiesDiscontinuedOperations Cash flows from operating activities of discontinued business segments. + NetCashFromOperatingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_operating_activities_discontinued_operations,omitempty"` + + // NetIncome Net income used as the starting point for operating cash flow calculations. + NetIncome *float64 `json:"net_income,omitempty"` + + // NoncontrollingInterests Cash flows related to minority shareholders in consolidated subsidiaries. + NoncontrollingInterests *float64 `json:"noncontrolling_interests,omitempty"` + + // OtherCashAdjustments Other miscellaneous adjustments to cash flows not classified elsewhere. + OtherCashAdjustments *float64 `json:"other_cash_adjustments,omitempty"` + + // OtherFinancingActivities Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions. + OtherFinancingActivities *float64 `json:"other_financing_activities,omitempty"` + + // OtherInvestingActivities Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments. + OtherInvestingActivities *float64 `json:"other_investing_activities,omitempty"` + + // OtherOperatingActivities Other adjustments to reconcile net income to operating cash flow not classified elsewhere. + OtherOperatingActivities *float64 `json:"other_operating_activities,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PurchaseOfPropertyPlantAndEquipment Cash outflows for capital expenditures on fixed assets, typically reported as negative values. + PurchaseOfPropertyPlantAndEquipment *float64 `json:"purchase_of_property_plant_and_equipment,omitempty"` + + // SaleOfPropertyPlantAndEquipment Cash inflows from disposing of fixed assets, typically reported as positive values. + SaleOfPropertyPlantAndEquipment *float64 `json:"sale_of_property_plant_and_equipment,omitempty"` + + // ShortTermDebtIssuancesRepayments Net cash flows from issuing or repaying short-term debt obligations. + ShortTermDebtIssuancesRepayments *float64 `json:"short_term_debt_issuances_repayments,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFinancialsV1IncomeStatementsResponse parses an HTTP response from a GetStocksFinancialsV1IncomeStatementsWithResponse call +func ParseGetStocksFinancialsV1IncomeStatementsResponse(rsp *http.Response) (*GetStocksFinancialsV1IncomeStatementsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFinancialsV1IncomeStatementsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BasicEarningsPerShare Earnings per share calculated using the weighted average number of basic shares outstanding. For TTM records, recalculated as TTM net income divided by average basic shares outstanding over the four quarters. + BasicEarningsPerShare *float64 `json:"basic_earnings_per_share,omitempty"` + + // BasicSharesOutstanding Weighted average number of common shares outstanding during the period, used in basic EPS calculation. For TTM records, represents the average over the four most recent quarters. + BasicSharesOutstanding *float64 `json:"basic_shares_outstanding,omitempty"` + + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` + + // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. + ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` + + // CostOfRevenue Direct costs attributable to the production of goods or services sold, also known as cost of goods sold (COGS). + CostOfRevenue *float64 `json:"cost_of_revenue,omitempty"` + + // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. + DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_amortization,omitempty"` + + // DilutedEarningsPerShare Earnings per share calculated using diluted shares outstanding, including the effect of potentially dilutive securities. For TTM records, recalculated as TTM net income divided by average diluted shares outstanding over the four quarters. + DilutedEarningsPerShare *float64 `json:"diluted_earnings_per_share,omitempty"` + + // DilutedSharesOutstanding Weighted average number of shares outstanding including the dilutive effect of stock options, warrants, and convertible securities. For TTM records, represents the average over the four most recent quarters. + DilutedSharesOutstanding *float64 `json:"diluted_shares_outstanding,omitempty"` + + // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. + DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` + + // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. + Ebitda *float64 `json:"ebitda,omitempty"` + + // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. + EquityInAffiliates *float64 `json:"equity_in_affiliates,omitempty"` + + // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. + ExtraordinaryItems *float64 `json:"extraordinary_items,omitempty"` + + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` + + // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. + GrossProfit *float64 `json:"gross_profit,omitempty"` + + // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. + IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,omitempty"` + + // IncomeTaxes Income tax expense or benefit for the period. + IncomeTaxes *float64 `json:"income_taxes,omitempty"` + + // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. + InterestExpense *float64 `json:"interest_expense,omitempty"` + + // InterestIncome Income earned from interest-bearing investments and cash equivalents. + InterestIncome *float64 `json:"interest_income,omitempty"` + + // NetIncomeLossAttributableCommonShareholders Net income or loss available to common shareholders after preferred dividends and noncontrolling interests. + NetIncomeLossAttributableCommonShareholders *float64 `json:"net_income_loss_attributable_common_shareholders,omitempty"` + + // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + + // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. + OperatingIncome *float64 `json:"operating_income,omitempty"` + + // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. + OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` + + // OtherOperatingExpenses Operating expenses not classified in the main expense categories. + OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. + PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` + + // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. + ResearchDevelopment *float64 `json:"research_development,omitempty"` + + // Revenue Total revenue or net sales for the period, representing the company's gross income from operations. + Revenue *float64 `json:"revenue,omitempty"` + + // SellingGeneralAdministrative Expenses related to selling products and general administrative costs not directly tied to production. + SellingGeneralAdministrative *float64 `json:"selling_general_administrative,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` + + // TotalOperatingExpenses Sum of all operating expenses including cost of revenue, SG&A, R&D, depreciation, and other operating expenses. + TotalOperatingExpenses *float64 `json:"total_operating_expenses,omitempty"` + + // TotalOtherIncomeExpense Net total of all non-operating income and expenses including interest income, interest expense, and other items. + TotalOtherIncomeExpense *float64 `json:"total_other_income_expense,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1IncomeStatements200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1IncomeStatements400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFinancialsV1RatiosResponse parses an HTTP response from a GetStocksFinancialsV1RatiosWithResponse call +func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFinancialsV1RatiosResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFinancialsV1RatiosResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. + AverageVolume *float64 `json:"average_volume,omitempty"` + + // Cash Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. + Cash *float64 `json:"cash,omitempty"` + + // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. + Cik *string `json:"cik,omitempty"` + + // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. + Current *float64 `json:"current,omitempty"` + + // Date Date for which the ratios are calculated, representing the trading date with available price data. + Date string `json:"date"` + + // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. + DebtToEquity *float64 `json:"debt_to_equity,omitempty"` + + // DividendYield Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. + DividendYield *float64 `json:"dividend_yield,omitempty"` + + // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. + EarningsPerShare *float64 `json:"earnings_per_share,omitempty"` + + // EnterpriseValue Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. + EnterpriseValue *float64 `json:"enterprise_value,omitempty"` + + // EvToEbitda Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. + EvToEbitda *float64 `json:"ev_to_ebitda,omitempty"` + + // EvToSales Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. + EvToSales *float64 `json:"ev_to_sales,omitempty"` + + // FreeCashFlow Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). + FreeCashFlow *float64 `json:"free_cash_flow,omitempty"` + + // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Price Stock price used in ratio calculations, typically the closing price for the given date. + Price float64 `json:"price"` + + // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. + PriceToBook *float64 `json:"price_to_book,omitempty"` + + // PriceToCashFlow Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. + PriceToCashFlow *float64 `json:"price_to_cash_flow,omitempty"` + + // PriceToEarnings Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. + PriceToEarnings *float64 `json:"price_to_earnings,omitempty"` + + // PriceToFreeCashFlow Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. + PriceToFreeCashFlow *float64 `json:"price_to_free_cash_flow,omitempty"` + + // PriceToSales Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. + PriceToSales *float64 `json:"price_to_sales,omitempty"` + + // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. + Quick *float64 `json:"quick,omitempty"` + + // ReturnOnAssets Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. + ReturnOnAssets *float64 `json:"return_on_assets,omitempty"` + + // ReturnOnEquity Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. + ReturnOnEquity *float64 `json:"return_on_equity,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker string `json:"ticker"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksTaxonomiesVXRiskFactorsResponse parses an HTTP response from a GetStocksTaxonomiesVXRiskFactorsWithResponse call +func ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp *http.Response) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksTaxonomiesVXRiskFactorsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Description Detailed explanation of what this risk category encompasses, including specific examples and potential impacts + Description *string `json:"description,omitempty"` + + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy + Taxonomy float64 `json:"taxonomy"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksV1DividendsResponse parses an HTTP response from a GetStocksV1DividendsWithResponse call +func ParseGetStocksV1DividendsResponse(rsp *http.Response) (*GetStocksV1DividendsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksV1DividendsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CashAmount Original dividend amount per share in the specified currency + CashAmount *float64 `json:"cash_amount,omitempty"` + + // Currency Currency code for the dividend payment (e.g., USD, CAD) + Currency *string `json:"currency,omitempty"` + + // DeclarationDate Date when the company officially announced the dividend + DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` + + // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) + DistributionType string `json:"distribution_type"` + + // ExDividendDate Date when the stock begins trading without the dividend value + ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` + + // Frequency How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. + Frequency *int64 `json:"frequency,omitempty"` + + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset dividend effects on historical prices. To adjust a historical price for dividends: for a price on date D, find the first dividend whose `ex_dividend_date` is after date D and multiply the price by that dividend's `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + + // Id Unique identifier for each dividend record + Id *string `json:"id,omitempty"` + + // PayDate Date when the dividend payment is distributed to shareholders + PayDate *openapi_types.Date `json:"pay_date,omitempty"` + + // RecordDate Date when shareholders must be on record to be eligible for the dividend payment + RecordDate *openapi_types.Date `json:"record_date,omitempty"` + + // SplitAdjustedCashAmount Dividend amount adjusted for stock splits that occurred after the dividend was paid, expressed on a current share basis + SplitAdjustedCashAmount *float64 `json:"split_adjusted_cash_amount,omitempty"` + + // Ticker Stock symbol for the company issuing the dividend + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Dividends200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Dividends400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksV1ExchangesResponse parses an HTTP response from a GetStocksV1ExchangesWithResponse call +func ParseGetStocksV1ExchangesResponse(rsp *http.Response) (*GetStocksV1ExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksV1ExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // Acronym Short acronym or abbreviation (may be null for some venues). + Acronym *string `json:"acronym,omitempty"` + + // Id Numeric identifier for the trading venue or exchange. + Id string `json:"id"` + + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the market (may be empty for some venues). + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the exchange, trading venue, or reporting facility. + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in market data feeds and trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility. + Type string `json:"type"` + + // Url Official website URL of the organization operating the venue. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Exchanges200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Exchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksV1ShortInterestResponse parses an HTTP response from a GetStocksV1ShortInterestWithResponse call +func ParseGetStocksV1ShortInterestResponse(rsp *http.Response) (*GetStocksV1ShortInterestResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksV1ShortInterestResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. + AvgDailyVolume int64 `json:"avg_daily_volume"` + + // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. + DaysToCover float64 `json:"days_to_cover"` + + // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. + SettlementDate string `json:"settlement_date"` + + // ShortInterest The total number of shares that have been sold short but have not yet been covered or closed out. + ShortInterest *int64 `json:"short_interest,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1ShortInterest200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1ShortInterest400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksV1ShortVolumeResponse parses an HTTP response from a GetStocksV1ShortVolumeWithResponse call +func ParseGetStocksV1ShortVolumeResponse(rsp *http.Response) (*GetStocksV1ShortVolumeResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksV1ShortVolumeResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdfShortVolume Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume. + AdfShortVolume *int64 `json:"adf_short_volume,omitempty"` + + // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. + AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` + + // Date The date of trade activity reported in the format YYYY-MM-DD + Date string `json:"date"` + + // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. + ExemptVolume *int64 `json:"exempt_volume,omitempty"` + + // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. + NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` + + // NasdaqCarteretShortVolumeExempt Short volume from Nasdaq Carteret that was marked as exempt. + NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` + + // NasdaqChicagoShortVolume Short volume reported from Nasdaq's Chicago facility, excluding exempt volume. + NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` + + // NasdaqChicagoShortVolumeExempt Short volume from Nasdaq Chicago that was marked as exempt. + NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` + + // NonExemptVolume Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume). + NonExemptVolume *int64 `json:"non_exempt_volume,omitempty"` + + // NyseShortVolume Short volume reported from NYSE facilities, excluding exempt volume. + NyseShortVolume *int64 `json:"nyse_short_volume,omitempty"` + + // NyseShortVolumeExempt Short volume from NYSE facilities that was marked as exempt. + NyseShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` + + // ShortVolume Total number of shares sold short across all venues for the ticker on the given date. + ShortVolume *int64 `json:"short_volume,omitempty"` + + // ShortVolumeRatio The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. + ShortVolumeRatio *float32 `json:"short_volume_ratio,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + + // TotalVolume Total reported volume across all venues for the ticker on the given date. + TotalVolume *int64 `json:"total_volume,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1ShortVolume200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1ShortVolume400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksV1SplitsResponse parses an HTTP response from a GetStocksV1SplitsWithResponse call +func ParseGetStocksV1SplitsResponse(rsp *http.Response) (*GetStocksV1SplitsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksV1SplitsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) + AdjustmentType string `json:"adjustment_type"` + + // ExecutionDate Date when the stock split was applied and shares adjusted + ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` + + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset split effects on historical prices. To adjust a historical price for splits: for a price on date D, find the first split whose `execution_date` is after date D and multiply the unadjusted price by the `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + + // Id Unique identifier for each stock split event + Id *string `json:"id,omitempty"` + + // SplitFrom Denominator of the split ratio (old shares) + SplitFrom *float64 `json:"split_from,omitempty"` + + // SplitTo Numerator of the split ratio (new shares) + SplitTo *float64 `json:"split_to,omitempty"` + + // Ticker Stock symbol for the company that executed the split + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksV1Splits200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Splits400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksVXFloatResponse parses an HTTP response from a GetStocksVXFloatWithResponse call +func ParseGetStocksVXFloatResponse(rsp *http.Response) (*GetStocksVXFloatResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksVXFloatResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // EffectiveDate The effective date of the free float measurement. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FreeFloat Number of shares freely tradable in the market. Free float shares represent the portion of a company's outstanding shares that is freely tradable in the market, excluding any holdings considered strategic, controlling, or long term. This excludes insiders, directors, founders, 5 percent plus shareholders, cross holdings, government stakes except pensions, restricted or locked up shares, employee plans, and any entities with board influence, leaving only shares that are genuinely available for public trading. + FreeFloat *int64 `json:"free_float,omitempty"` + + // FreeFloatPercent Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. + FreeFloatPercent *float64 `json:"free_float_percent,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksVXFloat200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksVXFloat400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetTmxV1CorporateEventsResponse parses an HTTP response from a GetTmxV1CorporateEventsWithResponse call +func ParseGetTmxV1CorporateEventsResponse(rsp *http.Response) (*GetTmxV1CorporateEventsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetTmxV1CorporateEventsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // CompanyName Full name of the company. + CompanyName *string `json:"company_name,omitempty"` + + // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. + Date *string `json:"date,omitempty"` + + // Isin Standard international identifier for the company's common stock. + Isin *string `json:"isin,omitempty"` + + // Name Name or title of the event. + Name *string `json:"name,omitempty"` + + // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. + Status *string `json:"status,omitempty"` + + // Ticker The company's stock symbol. + Ticker *string `json:"ticker,omitempty"` + + // TmxCompanyId Unique numeric identifier for the company used by TMX. + TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` + + // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. + TmxRecordId *string `json:"tmx_record_id,omitempty"` + + // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop. + Type *string `json:"type,omitempty"` + + // Url URL linking to the primary public source of the event announcement, if available. + Url *string `json:"url,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetTmxV1CorporateEvents200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetTmxV1CorporateEvents400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetCurrencyConversionResponse parses an HTTP response from a GetCurrencyConversionWithResponse call +func ParseGetCurrencyConversionResponse(rsp *http.Response) (*GetCurrencyConversionResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCurrencyConversionResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Converted The result of the conversion. + Converted float64 `json:"converted"` + + // From The "from" currency symbol. + From string `json:"from"` + + // InitialAmount The amount to convert. + InitialAmount float64 `json:"initialAmount"` + + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + + // To The "to" currency symbol. + To string `json:"to"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseDeprecatedGetHistoricCryptoTradesResponse parses an HTTP response from a DeprecatedGetHistoricCryptoTradesWithResponse call +func ParseDeprecatedGetHistoricCryptoTradesResponse(rsp *http.Response) (*DeprecatedGetHistoricCryptoTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &DeprecatedGetHistoricCryptoTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` + + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` + + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + Ticks []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"ticks"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseDeprecatedGetHistoricForexQuotesResponse parses an HTTP response from a DeprecatedGetHistoricForexQuotesWithResponse call +func ParseDeprecatedGetHistoricForexQuotesResponse(rsp *http.Response) (*DeprecatedGetHistoricForexQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &DeprecatedGetHistoricForexQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` + + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` + + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` + + // Pair The currency pair that was evaluated from the request. + Pair string `json:"pair"` + Ticks []struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"ticks"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetCryptoEMAResponse parses an HTTP response from a GetCryptoEMAWithResponse call +func ParseGetCryptoEMAResponse(rsp *http.Response) (*GetCryptoEMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoEMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexEMAResponse parses an HTTP response from a GetForexEMAWithResponse call +func ParseGetForexEMAResponse(rsp *http.Response) (*GetForexEMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexEMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesEMAResponse parses an HTTP response from a GetIndicesEMAWithResponse call +func ParseGetIndicesEMAResponse(rsp *http.Response) (*GetIndicesEMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesEMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsEMAResponse parses an HTTP response from a GetOptionsEMAWithResponse call +func ParseGetOptionsEMAResponse(rsp *http.Response) (*GetOptionsEMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsEMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksEMAResponse parses an HTTP response from a GetStocksEMAWithResponse call +func ParseGetStocksEMAResponse(rsp *http.Response) (*GetStocksEMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksEMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoMACDResponse parses an HTTP response from a GetCryptoMACDWithResponse call +func ParseGetCryptoMACDResponse(rsp *http.Response) (*GetCryptoMACDResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoMACDResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexMACDResponse parses an HTTP response from a GetForexMACDWithResponse call +func ParseGetForexMACDResponse(rsp *http.Response) (*GetForexMACDResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexMACDResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesMACDResponse parses an HTTP response from a GetIndicesMACDWithResponse call +func ParseGetIndicesMACDResponse(rsp *http.Response) (*GetIndicesMACDResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesMACDResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsMACDResponse parses an HTTP response from a GetOptionsMACDWithResponse call +func ParseGetOptionsMACDResponse(rsp *http.Response) (*GetOptionsMACDResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsMACDResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksMACDResponse parses an HTTP response from a GetStocksMACDWithResponse call +func ParseGetStocksMACDResponse(rsp *http.Response) (*GetStocksMACDResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksMACDResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoRSIResponse parses an HTTP response from a GetCryptoRSIWithResponse call +func ParseGetCryptoRSIResponse(rsp *http.Response) (*GetCryptoRSIResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoRSIResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexRSIResponse parses an HTTP response from a GetForexRSIWithResponse call +func ParseGetForexRSIResponse(rsp *http.Response) (*GetForexRSIResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexRSIResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesRSIResponse parses an HTTP response from a GetIndicesRSIWithResponse call +func ParseGetIndicesRSIResponse(rsp *http.Response) (*GetIndicesRSIResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesRSIResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsRSIResponse parses an HTTP response from a GetOptionsRSIWithResponse call +func ParseGetOptionsRSIResponse(rsp *http.Response) (*GetOptionsRSIResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsRSIResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksRSIResponse parses an HTTP response from a GetStocksRSIWithResponse call +func ParseGetStocksRSIResponse(rsp *http.Response) (*GetStocksRSIResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksRSIResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoSMAResponse parses an HTTP response from a GetCryptoSMAWithResponse call +func ParseGetCryptoSMAResponse(rsp *http.Response) (*GetCryptoSMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoSMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexSMAResponse parses an HTTP response from a GetForexSMAWithResponse call +func ParseGetForexSMAResponse(rsp *http.Response) (*GetForexSMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexSMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesSMAResponse parses an HTTP response from a GetIndicesSMAWithResponse call +func ParseGetIndicesSMAResponse(rsp *http.Response) (*GetIndicesSMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesSMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsSMAResponse parses an HTTP response from a GetOptionsSMAWithResponse call +func ParseGetOptionsSMAResponse(rsp *http.Response) (*GetOptionsSMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsSMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksSMAResponse parses an HTTP response from a GetStocksSMAWithResponse call +func ParseGetStocksSMAResponse(rsp *http.Response) (*GetStocksSMAResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksSMAResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetLastCryptoTradeResponse parses an HTTP response from a GetLastCryptoTradeWithResponse call +func ParseGetLastCryptoTradeResponse(rsp *http.Response) (*GetLastCryptoTradeResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetLastCryptoTradeResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Last Contains the requested trade data for the specified cryptocurrency pair. + Last *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetLastCurrencyQuoteResponse parses an HTTP response from a GetLastCurrencyQuoteWithResponse call +func ParseGetLastCurrencyQuoteResponse(rsp *http.Response) (*GetLastCurrencyQuoteResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetLastCurrencyQuoteResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetMarketStatusResponse parses an HTTP response from a GetMarketStatusWithResponse call +func ParseGetMarketStatusResponse(rsp *http.Response) (*GetMarketStatusResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetMarketStatusResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // AfterHours Whether or not the market is in post-market hours. + AfterHours *bool `json:"afterHours,omitempty"` + + // Currencies Contains the status of various currency markets. + Currencies *struct { + // Crypto The status of the crypto market. + Crypto *string `json:"crypto,omitempty"` + + // Fx The status of the forex market. + Fx *string `json:"fx,omitempty"` + } `json:"currencies,omitempty"` + + // EarlyHours Whether or not the market is in pre-market hours. + EarlyHours *bool `json:"earlyHours,omitempty"` + + // Exchanges Contains the status of different US stock exchanges (e.g., Nasdaq, NYSE). + Exchanges *struct { + // Nasdaq The status of the Nasdaq market. + Nasdaq *string `json:"nasdaq,omitempty"` + + // Nyse The status of the NYSE market. + Nyse *string `json:"nyse,omitempty"` + + // Otc The status of the OTC market. + Otc *string `json:"otc,omitempty"` + } `json:"exchanges,omitempty"` + + // IndicesGroups Contains the status of various index groups (e.g., MSCI, FTSE Russell). + IndicesGroups *struct { + // Cccy The status of Cboe Streaming Market Indices Cryptocurrency ("CCCY") indices trading hours. + Cccy *string `json:"cccy,omitempty"` + + // Cgi The status of Cboe Global Indices ("CGI") trading hours. + Cgi *string `json:"cgi,omitempty"` + + // DowJones The status of Dow Jones indices trading hours + DowJones *string `json:"dow_jones,omitempty"` + + // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. + FtseRussell *string `json:"ftse_russell,omitempty"` + + // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. + Msci *string `json:"msci,omitempty"` + + // Mstar The status of Morningstar ("MSTAR") indices trading hours. + Mstar *string `json:"mstar,omitempty"` + + // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. + Mstarc *string `json:"mstarc,omitempty"` + + // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. + Nasdaq *string `json:"nasdaq,omitempty"` + + // SAndP The status of Standard & Poor's ("S&P") indices trading hours. + SAndP *string `json:"s_and_p,omitempty"` + + // SocieteGenerale The status of Societe Generale indices trading hours. + SocieteGenerale *string `json:"societe_generale,omitempty"` + } `json:"indicesGroups,omitempty"` + + // Market The status of the market as a whole. + Market *string `json:"market,omitempty"` + + // ServerTime The current time of the server, returned as a date-time in RFC3339 format. + ServerTime *string `json:"serverTime,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetMarketHolidaysResponse parses an HTTP response from a GetMarketHolidaysWithResponse call +func ParseGetMarketHolidaysResponse(rsp *http.Response) (*GetMarketHolidaysResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetMarketHolidaysResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest []struct { + // Close The market close time on the holiday (if it's not closed). + Close *string `json:"close,omitempty"` + + // Date The date of the holiday. + Date *string `json:"date,omitempty"` + + // Exchange Which market the record is for. + Exchange *string `json:"exchange,omitempty"` + + // Name The name of the holiday. + Name *string `json:"name,omitempty"` + + // Open The market open time on the holiday (if it's not closed). + Open *string `json:"open,omitempty"` + + // Status The status of the market on the holiday. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetCryptoOpenCloseResponse parses an HTTP response from a GetCryptoOpenCloseWithResponse call +func ParseGetCryptoOpenCloseResponse(rsp *http.Response) (*GetCryptoOpenCloseResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoOpenCloseResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // ClosingTrades An array of results containing the requested data. + ClosingTrades []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"closingTrades"` + + // Day The date requested. + Day openapi_types.Date `json:"day"` + + // IsUTC Whether or not the timestamps are in UTC timezone. + IsUTC bool `json:"isUTC"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // OpenTrades An array of results containing the requested data. + OpenTrades []struct { + // C A list of condition codes. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"openTrades"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesOpenCloseResponse parses an HTTP response from a GetIndicesOpenCloseWithResponse call +func ParseGetIndicesOpenCloseResponse(rsp *http.Response) (*GetIndicesOpenCloseResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesOpenCloseResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // AfterHours The close value of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close value for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest value for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest value for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open value for the symbol in the given time period. + Open float64 `json:"open"` + + // PreMarket The open value of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetOptionsOpenCloseResponse parses an HTTP response from a GetOptionsOpenCloseWithResponse call +func ParseGetOptionsOpenCloseResponse(rsp *http.Response) (*GetOptionsOpenCloseResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsOpenCloseResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksOpenCloseResponse parses an HTTP response from a GetStocksOpenCloseWithResponse call +func ParseGetStocksOpenCloseResponse(rsp *http.Response) (*GetStocksOpenCloseResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksOpenCloseResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` + + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` + + // From The requested date. + From openapi_types.Date `json:"from"` + + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` + + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` + + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetV1ReferenceIposResponse parses an HTTP response from a GetV1ReferenceIposWithResponse call +func ParseGetV1ReferenceIposResponse(rsp *http.Response) (*GetV1ReferenceIposResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetV1ReferenceIposResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *int64 `json:"announced_date,omitempty"` + + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` + + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` + + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float64 `json:"highest_offer_price,omitempty"` + + // IpoStatus The status of the IPO. + IpoStatus *string `json:"ipo_status,omitempty"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` + + // IssuerName Name of issuer. + IssuerName *string `json:"issuer_name,omitempty"` + + // LastUpdated The date when the IPO event was last modified. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // ListingDate First trading date for the newly listed entity. + ListingDate *int64 `json:"listing_date,omitempty"` + + // LotSize The minimum number of shares that an investor may apply for during an IPO. + LotSize *int64 `json:"lot_size,omitempty"` + + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float64 `json:"lowest_offer_price,omitempty"` + + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *int64 `json:"min_shares_offered,omitempty"` + + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SecurityDescription A brief description of the security. e.g. Class A Shares + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, CS stands for Common Stock. + SecurityType *string `json:"security_type,omitempty"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *int64 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + Ticker *string `json:"ticker,omitempty"` + + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float64 `json:"total_offer_size,omitempty"` + + // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. + UsCode *string `json:"us_code,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetV1ReferenceIpos200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetV1ReferenceIpos400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetRelatedCompaniesResponse parses an HTTP response from a GetRelatedCompaniesWithResponse call +func ParseGetRelatedCompaniesResponse(rsp *http.Response) (*GetRelatedCompaniesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetRelatedCompaniesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Ticker A ticker related to the requested ticker. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + + // Ticker The ticker being queried. + Ticker *string `json:"ticker,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetSnapshotSummaryResponse parses an HTTP response from a GetSnapshotSummaryWithResponse call +func ParseGetSnapshotSummaryResponse(rsp *http.Response) (*GetSnapshotSummaryResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetSnapshotSummaryResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` + + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` + + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name Name of ticker, forex, or crypto asset. + Name *string `json:"name,omitempty"` + Options *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshotSummary200ResultsOptionsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float64 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // UnderlyingTicker The ticker for the option contract. + UnderlyingTicker string `json:"underlying_ticker"` + } `json:"options,omitempty"` + + // Price The most up to date ticker price. + Price *float64 `json:"price,omitempty"` + + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price of the asset for the day. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + + // High The highest price of the asset for the day. + High float64 `json:"high"` + + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` + + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` + + // Open The open price of the asset for the day. + Open float64 `json:"open"` + + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` + + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Type The market for this ticker of stock, crypto, fx, option. + Type *GetSnapshotSummary200ResultsType `json:"type,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetGroupedCryptoAggregatesResponse parses an HTTP response from a GetGroupedCryptoAggregatesWithResponse call +func ParseGetGroupedCryptoAggregatesResponse(rsp *http.Response) (*GetGroupedCryptoAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetGroupedCryptoAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetGroupedForexAggregatesResponse parses an HTTP response from a GetGroupedForexAggregatesWithResponse call +func ParseGetGroupedForexAggregatesResponse(rsp *http.Response) (*GetGroupedForexAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetGroupedForexAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetGroupedStocksAggregatesResponse parses an HTTP response from a GetGroupedStocksAggregatesWithResponse call +func ParseGetGroupedStocksAggregatesResponse(rsp *http.Response) (*GetGroupedStocksAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetGroupedStocksAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetPreviousCryptoAggregatesResponse parses an HTTP response from a GetPreviousCryptoAggregatesWithResponse call +func ParseGetPreviousCryptoAggregatesResponse(rsp *http.Response) (*GetPreviousCryptoAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetPreviousCryptoAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoAggregatesResponse parses an HTTP response from a GetCryptoAggregatesWithResponse call +func ParseGetCryptoAggregatesResponse(rsp *http.Response) (*GetCryptoAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetPreviousForexAggregatesResponse parses an HTTP response from a GetPreviousForexAggregatesWithResponse call +func ParseGetPreviousForexAggregatesResponse(rsp *http.Response) (*GetPreviousForexAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetPreviousForexAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexAggregatesResponse parses an HTTP response from a GetForexAggregatesWithResponse call +func ParseGetForexAggregatesResponse(rsp *http.Response) (*GetForexAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetPreviousIndicesAggregatesResponse parses an HTTP response from a GetPreviousIndicesAggregatesWithResponse call +func ParseGetPreviousIndicesAggregatesResponse(rsp *http.Response) (*GetPreviousIndicesAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetPreviousIndicesAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close value for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetIndicesAggregatesResponse parses an HTTP response from a GetIndicesAggregatesWithResponse call +func ParseGetIndicesAggregatesResponse(rsp *http.Response) (*GetIndicesAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close value for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetPreviousOptionsAggregatesResponse parses an HTTP response from a GetPreviousOptionsAggregatesWithResponse call +func ParseGetPreviousOptionsAggregatesResponse(rsp *http.Response) (*GetPreviousOptionsAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetPreviousOptionsAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetOptionsAggregatesResponse parses an HTTP response from a GetOptionsAggregatesWithResponse call +func ParseGetOptionsAggregatesResponse(rsp *http.Response) (*GetOptionsAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetPreviousStocksAggregatesResponse parses an HTTP response from a GetPreviousStocksAggregatesWithResponse call +func ParseGetPreviousStocksAggregatesResponse(rsp *http.Response) (*GetPreviousStocksAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetPreviousStocksAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksAggregatesResponse parses an HTTP response from a GetStocksAggregatesWithResponse call +func ParseGetStocksAggregatesResponse(rsp *http.Response) (*GetStocksAggregatesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + // Embedded fields due to inline allOf schema + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetLastStocksQuoteResponse parses an HTTP response from a GetLastStocksQuoteWithResponse call +func ParseGetLastStocksQuoteResponse(rsp *http.Response) (*GetLastStocksQuoteResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetLastStocksQuoteResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // P The ask price. + AskPrice *float64 `json:"P,omitempty"` + + // S The total number of shares available for sale at the current ask price. + AskSize *int `json:"S,omitempty"` + + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"X,omitempty"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I A list of indicator codes. + I *[]int32 `json:"i,omitempty"` + + // P The bid price. + BidPrice *float64 `json:"p,omitempty"` + + // Q 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). + Q int64 `json:"q"` + + // S The total number of shares that buyers want to purchase at the current bid price. + BidSize *int `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"x,omitempty"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetLastOptionsTradeResponse parses an HTTP response from a GetLastOptionsTradeWithResponse call +func ParseGetLastOptionsTradeResponse(rsp *http.Response) (*GetLastOptionsTradeResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetLastOptionsTradeResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // E The trade correction indicator. + E *int `json:"e,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // Q 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). + Q int64 `json:"q"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` + + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetLastStocksTradeResponse parses an HTTP response from a GetLastStocksTradeWithResponse call +func ParseGetLastStocksTradeResponse(rsp *http.Response) (*GetLastStocksTradeResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetLastStocksTradeResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` + + // Ds The size of the trade including the fractional component. This is represented as a decimal string. + Ds string `json:"ds"` + + // E The trade correction indicator. + E *int `json:"e,omitempty"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // Q 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). + Q int64 `json:"q"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` + + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListNewsResponse parses an HTTP response from a ListNewsWithResponse call +func ParseListNewsResponse(rsp *http.Response) (*ListNewsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListNewsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AmpUrl The mobile friendly Accelerated Mobile Page (AMP) URL. + AmpUrl *string `json:"amp_url,omitempty"` + + // ArticleUrl A link to the news article. + ArticleUrl string `json:"article_url"` + + // Author The article's author. + Author string `json:"author"` + + // Description A description of the article. + Description *string `json:"description,omitempty"` + + // Id Unique identifier for the article. + Id string `json:"id"` + + // ImageUrl The article's image URL. + ImageUrl *string `json:"image_url,omitempty"` + + // Insights The insights related to the article. + Insights *[]struct { + // Sentiment The sentiment of the insight. + Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` + + // SentimentReasoning The reasoning behind the sentiment. + SentimentReasoning string `json:"sentiment_reasoning"` + + // Ticker The ticker symbol associated with the insight. + Ticker string `json:"ticker"` + } `json:"insights,omitempty"` + + // Keywords The keywords associated with the article (which will vary depending on + // the publishing source). + Keywords *[]string `json:"keywords,omitempty"` + + // PublishedUtc The UTC date and time when the article was published, formatted in RFC3339 standard (e.g. YYYY-MM-DDTHH:MM:SSZ). + PublishedUtc time.Time `json:"published_utc"` + + // Publisher Details the source of the news article, including the publisher's name, logo, and homepage URLs. This information helps users identify and access the original source of news content. + Publisher struct { + // FaviconUrl The publisher's homepage favicon URL. + FaviconUrl *string `json:"favicon_url,omitempty"` + + // HomepageUrl The publisher's homepage URL. + HomepageUrl string `json:"homepage_url"` + + // LogoUrl The publisher's logo URL. + LogoUrl string `json:"logo_url"` + + // Name The publisher's name. + Name string `json:"name"` + } `json:"publisher"` + + // Tickers The ticker symbols associated with the article. + Tickers []string `json:"tickers"` + + // Title The title of the news article. + Title string `json:"title"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoSnapshotTickersResponse parses an HTTP response from a GetCryptoSnapshotTickersWithResponse call +func ParseGetCryptoSnapshotTickersResponse(rsp *http.Response) (*GetCryptoSnapshotTickersResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoSnapshotTickersResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoSnapshotTickerResponse parses an HTTP response from a GetCryptoSnapshotTickerWithResponse call +func ParseGetCryptoSnapshotTickerResponse(rsp *http.Response) (*GetCryptoSnapshotTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoSnapshotTickerResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseDeprecatedGetCryptoSnapshotTickerBookResponse parses an HTTP response from a DeprecatedGetCryptoSnapshotTickerBookWithResponse call +func ParseDeprecatedGetCryptoSnapshotTickerBookResponse(rsp *http.Response) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &DeprecatedGetCryptoSnapshotTickerBookResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + Data *struct { + // AskCount The combined total number of asks in the book. + AskCount float64 `json:"askCount"` + Asks []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` + + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"asks"` + + // BidCount The combined total number of bids in the book. + BidCount float64 `json:"bidCount"` + Bids []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` + + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"bids"` + + // Spread The difference between the best bid and the best ask price across exchanges. + Spread float64 `json:"spread"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"data,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoSnapshotDirectionResponse parses an HTTP response from a GetCryptoSnapshotDirectionWithResponse call +func ParseGetCryptoSnapshotDirectionResponse(rsp *http.Response) (*GetCryptoSnapshotDirectionResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoSnapshotDirectionResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexSnapshotTickersResponse parses an HTTP response from a GetForexSnapshotTickersWithResponse call +func ParseGetForexSnapshotTickersResponse(rsp *http.Response) (*GetForexSnapshotTickersResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexSnapshotTickersResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexSnapshotTickerResponse parses an HTTP response from a GetForexSnapshotTickerWithResponse call +func ParseGetForexSnapshotTickerResponse(rsp *http.Response) (*GetForexSnapshotTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexSnapshotTickerResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetForexSnapshotDirectionResponse parses an HTTP response from a GetForexSnapshotDirectionWithResponse call +func ParseGetForexSnapshotDirectionResponse(rsp *http.Response) (*GetForexSnapshotDirectionResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexSnapshotDirectionResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` + + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` + + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` + + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksSnapshotTickersResponse parses an HTTP response from a GetStocksSnapshotTickersWithResponse call +func ParseGetStocksSnapshotTickersResponse(rsp *http.Response) (*GetStocksSnapshotTickersResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksSnapshotTickersResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksSnapshotTickerResponse parses an HTTP response from a GetStocksSnapshotTickerWithResponse call +func ParseGetStocksSnapshotTickerResponse(rsp *http.Response) (*GetStocksSnapshotTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksSnapshotTickerResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"ticker,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksSnapshotDirectionResponse parses an HTTP response from a GetStocksSnapshotDirectionWithResponse call +func ParseGetStocksSnapshotDirectionResponse(rsp *http.Response) (*GetStocksSnapshotDirectionResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksSnapshotDirectionResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseDeprecatedGetHistoricStocksQuotesResponse parses an HTTP response from a DeprecatedGetHistoricStocksQuotesWithResponse call +func ParseDeprecatedGetHistoricStocksQuotesResponse(rsp *http.Response) (*DeprecatedGetHistoricStocksQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &DeprecatedGetHistoricStocksQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q 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). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize int `json:"S"` + + // X The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange int `json:"X"` + + // C A list of condition codes. + C []int `json:"c"` + + // I The indicators. For more information, see our glossary of [Conditions and + // Indicators](https://massive.com/glossary/conditions-indicators). + I []int `json:"i"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize int `json:"s"` + + // X The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseDeprecatedGetHistoricStocksTradesResponse parses an HTTP response from a DeprecatedGetHistoricStocksTradesWithResponse call +func ParseDeprecatedGetHistoricStocksTradesResponse(rsp *http.Response) (*DeprecatedGetHistoricStocksTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &DeprecatedGetHistoricStocksTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q 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). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // C A list of condition codes. + C []int `json:"c"` + + // E The trade correction indicator. + E int `json:"e"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R int `json:"r"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetForexQuotesResponse parses an HTTP response from a GetForexQuotesWithResponse call +func ParseGetForexQuotesResponse(rsp *http.Response) (*GetForexQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetForexQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetOptionsQuotesResponse parses an HTTP response from a GetOptionsQuotesWithResponse call +func ParseGetOptionsQuotesResponse(rsp *http.Response) (*GetOptionsQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksQuotesResponse parses an HTTP response from a GetStocksQuotesWithResponse call +func ParseGetStocksQuotesResponse(rsp *http.Response) (*GetStocksQuotesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksQuotesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The total number of shares available for sale at the current ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The total number of shares that buyers want to purchase at the current bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Indicators A list of indicator codes. + Indicators *[]int32 `json:"indicators,omitempty"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListConditionsResponse parses an HTTP response from a ListConditionsWithResponse call +func ParseListConditionsResponse(rsp *http.Response) (*ListConditionsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListConditionsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions200ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions400ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions400ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions400ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && true: + var dest struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditionsDefaultResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSONDefault = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListDividendsResponse parses an HTTP response from a ListDividendsWithResponse call +func ParseListDividendsResponse(rsp *http.Response) (*ListDividendsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListDividendsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // CashAmount The cash amount of the dividend per share owned. + CashAmount float32 `json:"cash_amount"` + + // Currency The currency in which the dividend is paid. + Currency *string `json:"currency,omitempty"` + + // DeclarationDate The date that the dividend was announced. + DeclarationDate *string `json:"declaration_date,omitempty"` + + // DividendType The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD. + // Special Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC. + // Long-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively. + DividendType ListDividends200ResultsDividendType `json:"dividend_type"` + + // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. + ExDividendDate string `json:"ex_dividend_date"` + + // Frequency The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly). + Frequency int `json:"frequency"` + + // Id The unique identifier of the dividend. + Id string `json:"id"` + + // PayDate The date that the dividend is paid out. + PayDate *string `json:"pay_date,omitempty"` + + // RecordDate The date that the stock must be held to receive the dividend, set by the company. + RecordDate *string `json:"record_date,omitempty"` + + // Ticker The ticker symbol of the dividend. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListExchangesResponse parses an HTTP response from a ListExchangesWithResponse call +func ParseListExchangesResponse(rsp *http.Response) (*ListExchangesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListExchangesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Acronym A commonly used abbreviation for this exchange. + Acronym *string `json:"acronym,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` + + // Id A unique identifier used by Massive for this exchange. + Id int `json:"id"` + + // Locale An identifier for a geographical location. + Locale ListExchanges200ResultsLocale `json:"locale"` + + // Mic The Market Identifier Code of this exchange (see ISO 10383). + Mic *string `json:"mic,omitempty"` + + // Name Name of this exchange. + Name string `json:"name"` + + // OperatingMic The MIC of the entity that operates this exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId The ID used by SIP's to represent this exchange. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Represents the type of exchange. + Type ListExchanges200ResultsType `json:"type"` + + // Url A link to this exchange's website, if one exists. + Url *string `json:"url,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && true: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSONDefault = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListOptionsContractsResponse parses an HTTP response from a ListOptionsContractsWithResponse call +func ParseListOptionsContractsResponse(rsp *http.Response) (*ListOptionsContractsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListOptionsContractsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetOptionsContractResponse parses an HTTP response from a GetOptionsContractWithResponse call +func ParseGetOptionsContractResponse(rsp *http.Response) (*GetOptionsContractResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsContractResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested data for the specified options contract. + Results *struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListStockSplitsResponse parses an HTTP response from a ListStockSplitsWithResponse call +func ParseListStockSplitsResponse(rsp *http.Response) (*ListStockSplitsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListStockSplitsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // ExecutionDate The execution date of the stock split. On this date the stock split was applied. + ExecutionDate string `json:"execution_date"` + + // Id The unique identifier for this stock split. + Id string `json:"id"` + + // SplitFrom The second number in the split ratio. + // + // For example: In a 2-for-1 split, split_from would be 1. + SplitFrom float32 `json:"split_from"` + + // SplitTo The first number in the split ratio. + // + // For example: In a 2-for-1 split, split_to would be 2. + SplitTo float32 `json:"split_to"` + + // Ticker The ticker symbol of the stock split. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListTickersResponse parses an HTTP response from a ListTickersWithResponse call +func ParseListTickersResponse(rsp *http.Response) (*ListTickersResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListTickersResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of tickers that match your query. + // + // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. + Results *[]struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active *bool `json:"active,omitempty"` + + // BaseCurrencyName The name of the currency that this asset is priced against. + BaseCurrencyName *string `json:"base_currency_name,omitempty"` + + // BaseCurrencySymbol The ISO 4217 code of the currency that this asset is priced against. + BaseCurrencySymbol *string `json:"base_currency_symbol,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName *string `json:"currency_name,omitempty"` + + // CurrencySymbol The ISO 4217 code of the currency that this asset is traded with. + CurrencySymbol *string `json:"currency_symbol,omitempty"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // LastUpdatedUtc The information is accurate up to this time. + LastUpdatedUtc *time.Time `json:"last_updated_utc,omitempty"` + + // Locale The locale of the asset. + Locale ListTickers200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market ListTickers200ResultsMarket `json:"market"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListTickerTypesResponse parses an HTTP response from a ListTickerTypesWithResponse call +func ParseListTickerTypesResponse(rsp *http.Response) (*ListTickerTypesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListTickerTypesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListTickerTypes200ResultsAssetClass `json:"asset_class"` + + // Code A code used by Massive to refer to this ticker type. + Code string `json:"code"` + + // Description A short description of this ticker type. + Description string `json:"description"` + + // Locale An identifier for a geographical location. + Locale ListTickerTypes200ResultsLocale `json:"locale"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && true: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSONDefault = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetTickerResponse parses an HTTP response from a GetTickerWithResponse call +func ParseGetTickerResponse(rsp *http.Response) (*GetTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetTickerResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Ticker with details. + Results *struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active bool `json:"active"` + + // Address Company headquarters address details. + Address *struct { + // Address1 The first line of the company's headquarters address. + Address1 *string `json:"address1,omitempty"` + + // Address2 The second line of the company's headquarters address, if applicable. + Address2 *string `json:"address2,omitempty"` + + // City The city of the company's headquarters address. + City *string `json:"city,omitempty"` + + // PostalCode The postal code of the company's headquarters address. + PostalCode *string `json:"postal_code,omitempty"` + + // State The state of the company's headquarters address. + State *string `json:"state,omitempty"` + } `json:"address,omitempty"` + + // Branding Provides URLs aiding in visual identification. + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` + + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName string `json:"currency_name"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // Description A description of the company and what they do/offer. + Description *string `json:"description,omitempty"` + + // HomepageUrl The URL of the company's website homepage. + HomepageUrl *string `json:"homepage_url,omitempty"` + + // ListDate The date that the symbol was first publicly listed in the format YYYY-MM-DD. + ListDate *string `json:"list_date,omitempty"` + + // Locale The locale of the asset. + Locale GetTicker200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market GetTicker200ResultsMarket `json:"market"` + + // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PhoneNumber The phone number for the company behind this ticker. + PhoneNumber *string `json:"phone_number,omitempty"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // RoundLot Round lot size of this security. + RoundLot *float64 `json:"round_lot,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. + ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,omitempty"` + + // SicCode The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List. + SicCode *string `json:"sic_code,omitempty"` + + // SicDescription A description of this ticker's SIC code. + SicDescription *string `json:"sic_description,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. + TickerRoot *string `json:"ticker_root,omitempty"` + + // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. + TickerSuffix *string `json:"ticker_suffix,omitempty"` + + // TotalEmployees The approximate number of employees for the company. + TotalEmployees *float32 `json:"total_employees,omitempty"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + + // WeightedSharesOutstanding The shares outstanding calculated assuming all shares of other share classes are converted to this share class. + WeightedSharesOutstanding *float64 `json:"weighted_shares_outstanding,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetSnapshotsResponse parses an HTTP response from a GetSnapshotsWithResponse call +func ParseGetSnapshotsResponse(rsp *http.Response) (*GetSnapshotsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetSnapshotsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice *float64 `json:"break_even_price,omitempty"` + + // Details The details for this contract. + Details *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshots200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshots200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + } `json:"details,omitempty"` + + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastMinute The most recent minute aggregate for this stock. + LastMinute *struct { + // Close The closing value for the minute aggreate. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // High The highest value for the minute aggregate. + High float64 `json:"high"` + + // Low The lowest value for the minute aggregate. + Low float64 `json:"low"` + + // Open The open value for the minute aggregate. + Open float64 `json:"open"` + + // Transactions The number of transactions that took place within the minute aggregate. + Transactions int32 `json:"transactions"` + + // Volume The trading volume for the minute aggregate. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the minute aggregate. + Vwap float64 `json:"vwap"` + } `json:"last_minute,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated int64 `json:"last_updated"` + + // Midpoint The average of the bid and ask price. + Midpoint *float64 `json:"midpoint,omitempty"` + + // Timeframe The time relevance of the data. + Timeframe GetSnapshots200ResultsLastQuoteTimeframe `json:"timeframe"` + } `json:"last_quote,omitempty"` + + // LastTrade The most recent quote for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // DecimalSize The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalSize *string `json:"decimal_size,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int `json:"exchange,omitempty"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID. + Id *string `json:"id,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp *int64 `json:"sip_timestamp,omitempty"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading. + // Possible values for indices snapshots are regular_trading, closed, early_trading, and late_trading. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest *float64 `json:"open_interest,omitempty"` + + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price of the asset for the day. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + + // High The highest price of the asset for the day. + High float64 `json:"high"` + + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` + + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` + + // Open The open price of the asset for the day. + Open float64 `json:"open"` + + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` + + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The asset class for this ticker. + Type *GetSnapshots200ResultsType `json:"type,omitempty"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset *struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetIndicesSnapshotResponse parses an HTTP response from a GetIndicesSnapshotWithResponse call +func ParseGetIndicesSnapshotResponse(rsp *http.Response) (*GetIndicesSnapshotResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetIndicesSnapshotResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name Name of Index. + Name *string `json:"name,omitempty"` + + // Session Trading session metrics, detailing change percentages and key price points (open, close, high, low) for the asset within the current trading day. + Session *struct { + // Change The value of the change for the index from the previous trading day. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percent of the change for the index from the previous trading day. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The closing value for the index of the day. + Close *float64 `json:"close,omitempty"` + + // High The highest value for the index of the day. + High *float64 `json:"high,omitempty"` + + // Low The lowest value for the index of the day. + Low *float64 `json:"low,omitempty"` + + // Open The open value for the index of the day. + Open *float64 `json:"open,omitempty"` + + // PreviousClose The closing value for the index of previous trading day. + PreviousClose *float64 `json:"previous_close,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetIndicesSnapshot200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The indices market. + Type *GetIndicesSnapshot200ResultsType `json:"type,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionsChainResponse parses an HTTP response from a GetOptionsChainWithResponse call +func ParseGetOptionsChainResponse(rsp *http.Response) (*GetOptionsChainResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsChainResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionsChain200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetOptionContractResponse parses an HTTP response from a GetOptionContractWithResponse call +func ParseGetOptionContractResponse(rsp *http.Response) (*GetOptionContractResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionContractResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results Contains the requested snapshot data for the specified contract. + Results *struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionContract200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionContract200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. + // For more information, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetCryptoTradesResponse parses an HTTP response from a GetCryptoTradesWithResponse call +func ParseGetCryptoTradesResponse(rsp *http.Response) (*GetCryptoTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetCryptoTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade on the exchange that the trade happened on. + Id *string `json:"id,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade in the base currency of the crypto pair. + Price float64 `json:"price"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetOptionsTradesResponse parses an HTTP response from a GetOptionsTradesWithResponse call +func ParseGetOptionsTradesResponse(rsp *http.Response) (*GetOptionsTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseGetStocksTradesResponse parses an HTTP response from a GetStocksTradesWithResponse call +func ParseGetStocksTradesResponse(rsp *http.Response) (*GetStocksTradesResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksTradesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // DecimalSize The size of the trade including the fractional component. This is represented as a decimal string. + DecimalSize string `json:"decimal_size"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + Id string `json:"id"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SequenceNumber The sequence number represents the sequence in which trade events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfId The ID for the Trade Reporting Facility where the trade took place. + TrfId *int `json:"trf_id,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case rsp.StatusCode == 200: + // Content-type (text/csv) unsupported + + } + + return response, nil +} + +// ParseListFinancialsResponse parses an HTTP response from a ListFinancialsWithResponse call +func ParseListFinancialsResponse(rsp *http.Response) (*ListFinancialsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListFinancialsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results []struct { + // AcceptanceDatetime The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format. + AcceptanceDatetime *string `json:"acceptance_datetime,omitempty"` + + // Cik The CIK number for the company. + Cik string `json:"cik"` + + // CompanyName The company name. + CompanyName string `json:"company_name"` + + // EndDate The end date of the period that these financials cover in YYYYMMDD format. + EndDate *string `json:"end_date,omitempty"` + + // FilingDate The date that the SEC filing which these financials were derived from was made available. Note that this is not necessarily the date when this information became public, as some companies may publish a press release before filing with the SEC. + FilingDate *string `json:"filing_date,omitempty"` + + // Financials Structured financial statements with detailed data points and metadata. + Financials struct { + // BalanceSheet Balance sheet. + // The keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms. + BalanceSheet *struct { + // Asterisk An individual financial data point. + Asterisk *struct { + // DerivedFrom The list of report IDs (or errata) which were used to derive this data point. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived. + DerivedFrom *[]string `json:"derived_from,omitempty"` + + // Formula The name of the formula used to derive this data point from other financial data points. + // Information about the formulas can be found here. + // This value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute. + Formula *string `json:"formula,omitempty"` + + // Label A human readable label for the financial data point. + Label string `json:"label"` + + // Order An indicator of what order within the statement that you would find this data point. + Order int `json:"order"` + + // Source The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived. + Source *string `json:"source,omitempty"` + + // Unit The unit of the financial data point. + Unit string `json:"unit"` + + // Value The value of the financial data point. + Value float32 `json:"value"` + + // Xpath The XPath 1.0 query that identifies the fact from within the XBRL source file. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport. + Xpath *string `json:"xpath,omitempty"` + } `json:"*,omitempty"` + } `json:"balance_sheet,omitempty"` + + // CashFlowStatement Cash flow statement. + // The keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + CashFlowStatement *map[string]interface{} `json:"cash_flow_statement,omitempty"` + + // ComprehensiveIncome Comprehensive income. + // The keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + ComprehensiveIncome *map[string]interface{} `json:"comprehensive_income,omitempty"` + + // IncomeStatement Income statement. + // The keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + IncomeStatement *map[string]interface{} `json:"income_statement,omitempty"` + } `json:"financials"` + + // FiscalPeriod Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY). + FiscalPeriod string `json:"fiscal_period"` + + // FiscalYear Fiscal year of the report according to the company. + FiscalYear *string `json:"fiscal_year,omitempty"` + + // Sic The Standard Industrial Classification (SIC) code for the company. + Sic *string `json:"sic,omitempty"` + + // SourceFilingFileUrl The URL of the specific XBRL instance document within the SEC filing that these financials were derived from. + SourceFilingFileUrl *string `json:"source_filing_file_url,omitempty"` + + // SourceFilingUrl The URL of the SEC filing that these financials were derived from. + SourceFilingUrl *string `json:"source_filing_url,omitempty"` + + // StartDate The start date of the period that these financials cover in YYYYMMDD format. + StartDate *string `json:"start_date,omitempty"` + + // Tickers The list of ticker symbols for the company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The timeframe of the report (quarterly, annual or ttm). + Timeframe string `json:"timeframe"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseListIPOsResponse parses an HTTP response from a ListIPOsWithResponse call +func ParseListIPOsResponse(rsp *http.Response) (*ListIPOsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &ListIPOsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *openapi_types.Date `json:"announced_date,omitempty"` + + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` + + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float32 `json:"final_issue_price,omitempty"` + + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float32 `json:"highest_offer_price,omitempty"` + + // IpoStatus The status of the IPO event. IPO events start out as status "rumor" or "pending". On listing day, the status changes to "new". After the listing day, the status changes to "history". + // + // The status "direct_listing_process" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO). + IpoStatus ListIPOs200ResultsIpoStatus `json:"ipo_status"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` + + // IssuerName Name of issuer. + IssuerName string `json:"issuer_name"` + + // LastUpdated The date when the IPO event was last modified. + LastUpdated openapi_types.Date `json:"last_updated"` + + // ListingDate First trading date for the newly listed entity. + ListingDate *openapi_types.Date `json:"listing_date,omitempty"` + + // LotSize The minimum number of shares that can be bought or sold in a single transaction. + LotSize *float32 `json:"lot_size,omitempty"` + + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float32 `json:"lowest_offer_price,omitempty"` + + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *float32 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *float32 `json:"min_shares_offered,omitempty"` + + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SecurityDescription Description of the security. + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, "CS" stands for Common Stock. + SecurityType string `json:"security_type"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *float32 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + Ticker string `json:"ticker"` + + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float32 `json:"total_offer_size,omitempty"` + + // UsCode This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades. + UsCode *string `json:"us_code,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} + +// ParseGetEventsResponse parses an HTTP response from a GetEventsWithResponse call +func ParseGetEventsResponse(rsp *http.Response) (*GetEventsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetEventsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested event data for the specified ticker. + Results *struct { + // Events An array of event containing the requested data. + Events *[]GetEvents_200_Results_Events_Item `json:"events,omitempty"` + + // Name The name of the asset. + Name *string `json:"name,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + } + + return response, nil +} diff --git a/rest/generation.sh b/rest/generation.sh new file mode 100755 index 00000000..4acfaa19 --- /dev/null +++ b/rest/generation.sh @@ -0,0 +1,39 @@ +#!/bin/bash +set -euo pipefail + +echo "=== Pulling latest spec ===" + +cd scripts +node pull_spec.js + +# back to /rest +cd .. + +echo "=== Regenerating Go client with oapi-codegen ===" + +# Pre-process: fix all invalid "type: number" + "format: int32" → "type: integer" +echo "Pre-processing openapi.json (fixing numeric schema bugs)..." +jq ' + walk( + if type == "object" and .type == "number" and .format == "int32" then + .type = "integer" + else + . + end + ) +' ./scripts/openapi.json > /tmp/openapi-fixed.json + +rm -rf ./gen + +oapi-codegen \ + -config ./scripts/oapi-codegen.yaml \ + /tmp/openapi-fixed.json 2>&1 | tee generation.log + +rm -f /tmp/openapi-fixed.json + +# Post-process: fixing P/p, S/s, T/t, X/x clashes in anonymous structs... +node scripts/fix-go-clashes.js + +echo "Generation finished!" +echo " → Full log saved to generation.log" +echo " → Generated files are in ./gen/" diff --git a/rest/indicators.go b/rest/indicators.go deleted file mode 100644 index 97991c0c..00000000 --- a/rest/indicators.go +++ /dev/null @@ -1,63 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - GetSMAPath = "/v1/indicators/sma/{ticker}" - GetEMAPath = "/v1/indicators/ema/{ticker}" - GetMACDPath = "/v1/indicators/macd/{ticker}" - GetRSIPath = "/v1/indicators/rsi/{ticker}" -) - -// IndicatorsClient defines a REST client for the Massive Technical Indicators API. -type IndicatorsClient struct { - client.Client -} - -// GetSMA retrieves simple moving average data over the given time range with the specified parameters. -// For example, if timespan = 'day' and window = '10', a 10-period simple moving average -// will be calculated using day aggregates for each period. -// For more details see https://massive.com/docs/stocks/get_v1_indicators_sma__stockticker. -func (ic *IndicatorsClient) GetSMA(ctx context.Context, params *models.GetSMAParams, opts ...models.RequestOption) (*models.GetSMAResponse, error) { - res := &models.GetSMAResponse{} - err := ic.Call(ctx, http.MethodGet, GetSMAPath, params, res, opts...) - return res, err -} - -// GetEMA retrieves exponential moving average data over the given time range with the specified parameters. -// For example, if timespan = 'day' and window = '10', a 10-period exponential moving average -// will be calculated using day aggregates for each period. -// For more details see https://massive.com/docs/stocks/get_v1_indicators_ema__stockticker. -func (ic *IndicatorsClient) GetEMA(ctx context.Context, params *models.GetEMAParams, opts ...models.RequestOption) (*models.GetEMAResponse, error) { - res := &models.GetEMAResponse{} - err := ic.Call(ctx, http.MethodGet, GetEMAPath, params, res, opts...) - return res, err -} - -// GetMACD retrieves moving average convergence divergence data over the given time range with the specified parameters. -// For example, if timespan = 'day', short_window = '12', long_window = '26' and signal_window = '9', -// the MACD will be calculated by taking the difference between a 26-period EMA and a 12-period EMA. The signal line values -// will be calculated by taking the 9-day ema of the difference, and the histogram values will be calculated by taking -// the difference between the MACD values and the signal line. -// For more details see https://massive.com/docs/stocks/get_v1_indicators_macd__stockticker. -func (ic *IndicatorsClient) GetMACD(ctx context.Context, params *models.GetMACDParams, opts ...models.RequestOption) (*models.GetMACDResponse, error) { - res := &models.GetMACDResponse{} - err := ic.Call(ctx, http.MethodGet, GetMACDPath, params, res, opts...) - return res, err -} - -// GetRSI retrieves relative strength index data over the given time range with the specified parameters. -// For example, if timespan = 'day' and window = '10', a 10-period relative strength index -// will be calculated using day aggregates for each period. -// For more details see https://massive.com/docs/stocks/get_v1_indicators_rsi__stockticker. -func (ic *IndicatorsClient) GetRSI(ctx context.Context, params *models.GetRSIParams, opts ...models.RequestOption) (*models.GetRSIResponse, error) { - res := &models.GetRSIResponse{} - err := ic.Call(ctx, http.MethodGet, GetRSIPath, params, res, opts...) - return res, err -} diff --git a/rest/indicators_test.go b/rest/indicators_test.go deleted file mode 100644 index 89c2a7ae..00000000 --- a/rest/indicators_test.go +++ /dev/null @@ -1,254 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - "time" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -const ( - expectedGetSMAURL = "https://api.massive.com/v1/indicators/sma/AAPL" - expectedGetSMAResponse = `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "next_url": "https://api.massive.com/v1/indicators/SMA/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZ", - "results": { - "values":[ - { - "timestamp": 1578027600, - "value": 141.34 - }, - { - "timestamp": 1578035600, - "value": 139.33 - }, - { - "timestamp": 1578049600, - "value": 138.22 - } - ], - "underlying": { - "aggregates": [ - { - "v": 135647456, - "vw": 74.6099, - "o": 74.06, - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "t": 1577941200000, - "n": 1 - }, - { - "v": 146535512, - "vw": 74.7026, - "o": 74.2875, - "c": 74.3575, - "h": 75.145, - "l": 74.125, - "t": 1578027600000, - "n": 1 - } - ], - "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?adjusted=true&limit=1&sort=desc" - } - } - }` - - expectedGetSMAResponseNoAggsNoNextURL = `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "results": { - "values":[ - { - "timestamp": 1578027600, - "value": 141.34 - } - ], - "underlying": { - "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?adjusted=true&limit=1&sort=desc" - } - } - }` -) - -func TestGetSMA(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - registerResponder(expectedGetSMAURL, expectedGetSMAResponse) - - res, err := c.GetSMA(context.Background(), &models.GetSMAParams{ - Ticker: "AAPL", - }) - assert.Nil(t, err) - - var expect models.GetSMAResponse - err = json.Unmarshal([]byte(expectedGetSMAResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetSMAWithQueryParams(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - registerResponder("https://api.massive.com/v1/indicators/sma/AAPL?adjusted=false&order=asc&series_type=open×pan=week×tamp.gte=1041379200000×tamp.lte=1658707200000&window=6", expectedGetSMAResponseNoAggsNoNextURL) - - res, err := c.GetSMA(context.Background(), models.GetSMAParams{ - Ticker: "AAPL", - }.WithOrder(models.Asc). - WithAdjusted(false). - WithTimestamp(models.GTE, models.Millis(time.Date(2003, 1, 1, 0, 0, 0, 0, time.UTC))). - WithTimestamp(models.LTE, models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC))). - WithTimespan(models.Week). - WithSeriesType(models.Open). - WithWindow(6)) - - assert.Nil(t, err) - - var expect models.GetSMAResponse - err = json.Unmarshal([]byte(expectedGetSMAResponseNoAggsNoNextURL), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetEMA(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedEMAResponse := `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "next_url": "https://api.massive.com/v1/indicators/EMA/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZ", - "results": { - "values":[ - { - "timestamp": 1578027600, - "value": 141.34 - } - ], - "underlying": { - "aggregates": [ - { - "v": 135647456, - "vw": 74.6099, - "o": 74.06, - "c": 75.0875, - "h": 75.15, - "l": 73.7975, - "t": 1577941200000, - "n": 1 - } - ], - "url": "https://api.massive.com/v2/aggs/ticker/X:BTC-USD/range/1/day/1626912000000/1629590400000?adjusted=true&limit=1&sort=desc" - } - } - }` - - registerResponder("https://api.massive.com/v1/indicators/ema/X:BTC-USD?order=desc×tamp.gte=1041379200000&window=10", expectedEMAResponse) - - res, err := c.GetEMA(context.Background(), models.GetEMAParams{ - Ticker: "X:BTC-USD", - }.WithWindow(10). - WithOrder(models.Desc). - WithTimestamp(models.GTE, models.Millis(time.Date(2003, 1, 1, 0, 0, 0, 0, time.UTC)))) - - assert.Nil(t, err) - - var expect models.GetEMAResponse - err = json.Unmarshal([]byte(expectedEMAResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetRSI(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedRSIResponse := `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "next_url": "https://api.massive.com/v1/indicators/RSI/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZ", - "results": { - "underlying": { - "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/1626912000000/1629590400000?adjusted=true&limit=1&sort=desc" - } - } - }` - - registerResponder("https://api.massive.com/v1/indicators/rsi/O:SPY241220P00720000?order=desc×tamp.gte=1041379200000&window=10", expectedRSIResponse) - - res, err := c.GetRSI(context.Background(), models.GetRSIParams{ - Ticker: "O:SPY241220P00720000", - }.WithWindow(10). - WithOrder(models.Desc). - WithTimestamp(models.GTE, models.Millis(time.Date(2003, 1, 1, 0, 0, 0, 0, time.UTC)))) - - assert.Nil(t, err) - - var expect models.GetRSIResponse - err = json.Unmarshal([]byte(expectedRSIResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetMACD(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedMACDResponse := `{ - "status": "OK", - "request_id": "6a7e466379af0a71039d60cc78e72282", - "results": { - "underlying": { - "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1626912000000/1629590400000?adjusted=true&limit=1&sort=desc" - }, - "values":[ - { - "timestamp": 1578027600, - "value": 141.34, - "signal": 143.34, - "histogram": 145.34 - }, - { - "timestamp": 1578028400, - "value": 146.34, - "signal": 148.34, - "histogram": 150.34 - } - ] - } - }` - - registerResponder("https://api.massive.com/v1/indicators/macd/AAPL?long_window=26&order=desc&short_window=12&signal_window=9×tamp.lte=1041379200000", expectedMACDResponse) - - res, err := c.GetMACD(context.Background(), models.GetMACDParams{ - Ticker: "AAPL", - }.WithShortWindow(12). - WithLongWindow(26). - WithSignalWindow(9). - WithOrder(models.Desc). - WithTimestamp(models.LTE, models.Millis(time.Date(2003, 1, 1, 0, 0, 0, 0, time.UTC)))) - - assert.Nil(t, err) - - var expect models.GetMACDResponse - err = json.Unmarshal([]byte(expectedMACDResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} diff --git a/rest/iter/iter.go b/rest/iter/iter.go deleted file mode 100644 index 07badeff..00000000 --- a/rest/iter/iter.go +++ /dev/null @@ -1,82 +0,0 @@ -package iter - -import ( - "context" - - "github.com/massive-com/client-go/v2/rest/encoder" -) - -// ListResponse defines an interface that list API responses must implement. -type ListResponse interface { - // NextPage returns a URL for retrieving the next page of list results. - NextPage() string -} - -// Query defines a closure that domain specific iterators must implement. The implementation should -// include a call to the API and should return the API response with a separate slice of the results. -type Query[T any] func(string) (ListResponse, []T, error) - -// Iter defines an iterator type that list methods should return. The contained type should typically -// be a model that's returned in the results of a list method response. -type Iter[T any] struct { - ctx context.Context - query Query[T] - - page ListResponse - item T - results []T - - err error -} - -// NewIter returns a new initialized iterator. This method automatically makes the first query to populate -// the results. List methods should use this helper method when building domain specific iterators. -func NewIter[T any](ctx context.Context, path string, params any, query Query[T]) *Iter[T] { - it := Iter[T]{ - ctx: ctx, - query: query, - } - - uri, err := encoder.New().EncodeParams(path, params) - if err != nil { - it.err = err - return &it - } - - it.page, it.results, it.err = it.query(uri) - return &it -} - -// Next moves the iterator to the next result. -func (it *Iter[T]) Next() bool { - if it.err != nil { - return false - } - - if len(it.results) == 0 && it.page.NextPage() != "" { - it.page, it.results, it.err = it.query(it.page.NextPage()) - } - - if it.err != nil || len(it.results) == 0 { - return false - } - - it.err = it.ctx.Err() - if it.err != nil { - return false - } - - it.item = it.results[0] - it.results = it.results[1:] - return true -} - -// Item returns the result that the iterator is currently pointing to. -func (it *Iter[T]) Item() T { - return it.item -} - -// Err returns any errors that occur during iteration. -func (it *Iter[T]) Err() error { - return it.err -} diff --git a/rest/iter/iter_test.go b/rest/iter/iter_test.go deleted file mode 100644 index 4f5d6ad6..00000000 --- a/rest/iter/iter_test.go +++ /dev/null @@ -1,181 +0,0 @@ -package iter_test - -import ( - "context" - "encoding/json" - "net/http" - "testing" - - "github.com/jarcoal/httpmock" - "github.com/stretchr/testify/assert" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - listResourcePath = "/resource/{ticker}" -) - -type Client struct { - client.Client -} - -type ListResourceResponse struct { - models.BaseResponse - Results []Resource `json:"results,omitempty"` -} - -type Resource struct { - Price string `json:"price"` -} - -type ListResourceParams struct { - Ticker string `validate:"required" path:"ticker"` - - Timestamp *string `query:"timestamp"` -} - -func (c *Client) ListResource(ctx context.Context, params *ListResourceParams, options ...models.RequestOption) *iter.Iter[Resource] { - return iter.NewIter(ctx, listResourcePath, params, func(uri string) (iter.ListResponse, []Resource, error) { - res := &ListResourceResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -func TestListResource(t *testing.T) { - c := Client{Client: client.New("API_KEY")} - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - resource1 := Resource{Price: "price1"} - registerResponder(200, "https://api.massive.com/resource/ticker1", ListResourceResponse{ - BaseResponse: models.BaseResponse{ - Status: "OK", - RequestID: "req1", - Count: 1, - PaginationHooks: models.PaginationHooks{ - NextURL: "https://api.massive.com/resource/ticker1?cursor=NEXT", - }, - }, - Results: []Resource{resource1}, - }) - - resource2 := Resource{Price: "price2"} - resource3 := Resource{Price: "price3"} - registerResponder(200, "https://api.massive.com/resource/ticker1?cursor=NEXT", ListResourceResponse{ - BaseResponse: models.BaseResponse{ - Status: "OK", - RequestID: "req2", - Count: 2, - PaginationHooks: models.PaginationHooks{ - NextURL: "https://api.massive.com/resource/ticker1?cursor=NEXTER", - }, - }, - Results: []Resource{resource2, resource3}, - }) - - registerResponder(200, "https://api.massive.com/resource/ticker1?cursor=NEXTER", ListResourceResponse{ - BaseResponse: models.BaseResponse{ - Status: "OK", - RequestID: "req3", - Count: 0, - PaginationHooks: models.PaginationHooks{ - NextURL: "https://api.massive.com/resource/ticker1?cursor=NEXTER", - }, - }, - }) - - it := c.ListResource(context.Background(), &ListResourceParams{ - Ticker: "ticker1", - }) - - // verify the first page - assert.Nil(t, it.Err()) - assert.NotNil(t, it.Item()) - // verify the first and second quotes - assert.True(t, it.Next()) - assert.Nil(t, it.Err()) - assert.Equal(t, resource1, it.Item()) - - // verify the second page - assert.True(t, it.Next()) - assert.Nil(t, it.Err()) - assert.Equal(t, resource2, it.Item()) - assert.True(t, it.Next()) - assert.Nil(t, it.Err()) - assert.Equal(t, resource3, it.Item()) - - // verify the third page (end of list) - assert.False(t, it.Next()) // this should be false since the third page has no results - assert.Nil(t, it.Err()) -} - -func TestListResourceError(t *testing.T) { - c := Client{Client: client.New("API_KEY")} - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - baseRes := models.BaseResponse{ - Status: "NOT FOUND", - RequestID: "req1", - ErrorMessage: "resource not found", - } - expectedErr := models.ErrorResponse{ - StatusCode: 404, - BaseResponse: baseRes, - } - registerResponder(404, "https://api.massive.com/resource/ticker1", ListResourceResponse{ - BaseResponse: baseRes, - }) - - it := c.ListResource(context.Background(), &ListResourceParams{ - Ticker: "ticker1", - }) - - // it.Next() should return false and the error should not be nil - assert.NotNil(t, it.Err()) - assert.False(t, it.Next()) - assert.NotNil(t, it.Err()) - assert.Equal(t, expectedErr.Error(), it.Err().Error()) - - // subsequent calls to it.Next() should be false, item should be not nil, page should be an empty response - assert.False(t, it.Next()) - assert.NotNil(t, it.Item()) -} - -func TestListResourceEncodeError(t *testing.T) { - c := Client{Client: client.New("API_KEY")} - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - it := c.ListResource(context.Background(), nil) - - // it.Next() should return false and the error should not be nil - assert.NotNil(t, it.Err()) - assert.False(t, it.Next()) - assert.NotNil(t, it.Err()) - - // subsequent calls to it.Next() should be false, item should be not nil, page should be an empty response - assert.False(t, it.Next()) - assert.NotNil(t, it.Item()) -} - -func registerResponder(status int, url string, res ListResourceResponse) { - httpmock.RegisterResponder("GET", url, - func(req *http.Request) (*http.Response, error) { - b, err := json.Marshal(res) - if err != nil { - return nil, err - } - resp := httpmock.NewStringResponse(status, string(b)) - resp.Header.Add("Content-Type", "application/json") - return resp, nil - }, - ) -} diff --git a/rest/iterator.go b/rest/iterator.go new file mode 100644 index 00000000..138a28f6 --- /dev/null +++ b/rest/iterator.go @@ -0,0 +1,147 @@ +package rest + +import ( + "context" + "encoding/json" + "fmt" + "net/http" + "reflect" +) + +type Iterator struct { + client *Client + page []map[string]any + idx int + err error + nextURL *string +} + +func NewIterator(c *Client, firstPage []map[string]any, nextURL *string) *Iterator { + return &Iterator{ + client: c, + page: firstPage, + idx: 0, + nextURL: nextURL, + } +} + +func (it *Iterator) Next() bool { + if it.err != nil { + return false + } + + if it.idx < len(it.page) { + it.idx++ + return true + } + + if !it.client.pagination || it.nextURL == nil || *it.nextURL == "" { + return false + } + + it.page, it.nextURL, it.err = it.fetchNextPage(*it.nextURL) + it.idx = 0 + + if len(it.page) > 0 && it.err == nil { + it.idx = 1 + return true + } + return false +} + +func (it *Iterator) Item() map[string]any { return it.page[it.idx-1] } +func (it *Iterator) Err() error { return it.err } + +func (it *Iterator) fetchNextPage(urlStr string) ([]map[string]any, *string, error) { + req, err := http.NewRequestWithContext(context.Background(), "GET", urlStr, nil) + if err != nil { + return nil, nil, err + } + if err := it.client.addHeaders(context.Background(), req); err != nil { + return nil, nil, err + } + + resp, err := it.client.httpClient.Do(req) + if err != nil { + return nil, nil, err + } + defer resp.Body.Close() + + if resp.StatusCode != http.StatusOK { + return nil, nil, fmt.Errorf("http status %d", resp.StatusCode) + } + + type paginated struct { + Results []map[string]any `json:"results"` + NextURL *string `json:"next_url,omitempty"` + } + + var p paginated + if err := json.NewDecoder(resp.Body).Decode(&p); err != nil { + return nil, nil, err + } + return p.Results, p.NextURL, nil +} + +// Fixed NewIteratorFromResponse — now safely handles BOTH []T and *[]T for Results +func NewIteratorFromResponse(c *Client, resp any) *Iterator { + if resp == nil { + return NewIterator(c, nil, nil) + } + + rv := reflect.ValueOf(resp) + if rv.Kind() == reflect.Pointer { + if rv.IsNil() { + return NewIterator(c, nil, nil) + } + rv = rv.Elem() + } + if rv.Kind() != reflect.Struct { + return NewIterator(c, nil, nil) + } + + json200Field := rv.FieldByName("JSON200") + if !json200Field.IsValid() || json200Field.IsNil() { + return NewIterator(c, nil, nil) + } + body := json200Field.Elem() + + // Handle both Results []T and Results *[]T safely + var page []map[string]any + if resultsField := body.FieldByName("Results"); resultsField.IsValid() && !resultsField.IsNil() { + sliceVal := resultsField + if sliceVal.Kind() == reflect.Pointer { + if !sliceVal.IsNil() { + sliceVal = sliceVal.Elem() + } else { + sliceVal = reflect.ValueOf([]interface{}{}) + } + } + if sliceVal.Kind() == reflect.Slice { + n := sliceVal.Len() + page = make([]map[string]any, n) + for i := 0; i < n; i++ { + item := sliceVal.Index(i).Interface() + var m map[string]any + if b, err := json.Marshal(item); err == nil { + json.Unmarshal(b, &m) + } + page[i] = m + } + } + } + + // Extract next_url (handles both common casing) + var nextURL *string + if f := body.FieldByName("NextUrl"); f.IsValid() && f.Kind() == reflect.Pointer && !f.IsNil() { + nextURL = f.Interface().(*string) + } else if f := body.FieldByName("NextURL"); f.IsValid() && f.Kind() == reflect.Pointer && !f.IsNil() { + nextURL = f.Interface().(*string) + } + + if !c.pagination { + nextURL = nil + } + + return NewIterator(c, page, nextURL) +} diff --git a/rest/massive.go b/rest/massive.go deleted file mode 100644 index 905aac1b..00000000 --- a/rest/massive.go +++ /dev/null @@ -1,54 +0,0 @@ -// Package massive defines a REST client for the Massive API. -package massive - -import ( - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" -) - -// Client defines a client to the Massive REST API. -type Client struct { - client.Client - AggsClient - QuotesClient - ReferenceClient - TradesClient - SnapshotClient - IndicatorsClient - SummariesClient - FuturesClient - VX VXClient -} - -// New creates a client for the Massive REST API. -func New(apiKey string) *Client { - return newClient(apiKey, nil) -} - -// NewWithClient creates a client for the Massive REST API using a custom HTTP client. -func NewWithClient(apiKey string, hc *http.Client) *Client { - return newClient(apiKey, hc) -} - -func newClient(apiKey string, hc *http.Client) *Client { - var c client.Client - if hc == nil { - c = client.New(apiKey) - } else { - c = client.NewWithClient(apiKey, hc) - } - - return &Client{ - Client: c, - IndicatorsClient: IndicatorsClient{Client: c}, - SummariesClient: SummariesClient{Client: c}, - AggsClient: AggsClient{Client: c}, - QuotesClient: QuotesClient{Client: c}, - ReferenceClient: ReferenceClient{Client: c}, - TradesClient: TradesClient{Client: c}, - SnapshotClient: SnapshotClient{Client: c}, - FuturesClient: FuturesClient{Client: c}, - VX: VXClient{Client: c}, - } -} diff --git a/rest/models/aggs.go b/rest/models/aggs.go deleted file mode 100644 index 4780c058..00000000 --- a/rest/models/aggs.go +++ /dev/null @@ -1,224 +0,0 @@ -package models - -// ListAggsParams is the set of parameters for the ListAggs method. -type ListAggsParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan multiplier. - Multiplier int `validate:"required" path:"multiplier"` - - // The size of the time window. - Timespan Timespan `validate:"required" path:"timespan"` - - // The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp. - From Millis `validate:"required" path:"from"` - - // The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp. - To Millis `validate:"required" path:"to"` - - // Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"sort"` - - // Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read - // more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements: - // https://massive.com/blog/aggs-api-updates/. - Limit *int `query:"limit"` -} - -func (p ListAggsParams) WithAdjusted(q bool) *ListAggsParams { - p.Adjusted = &q - return &p -} - -func (p ListAggsParams) WithOrder(q Order) *ListAggsParams { - p.Order = &q - return &p -} - -func (p ListAggsParams) WithLimit(q int) *ListAggsParams { - p.Limit = &q - return &p -} - -// ListAggsResponse is the response returned by the ListAggs method. -type ListAggsResponse struct { - BaseResponse - Ticker string `json:"ticker,omitempty"` - QueryCount int `json:"queryCount,omitempty"` - ResultsCount int `json:"resultsCount,omitempty"` - Adjusted bool `json:"adjusted"` - Results []Agg `json:"results,omitempty"` -} - -// GetAggsParams is the set of parameters for the GetAggs method. -type GetAggsParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan multiplier. - Multiplier int `validate:"required" path:"multiplier"` - - // The size of the time window. - Timespan Timespan `validate:"required" path:"timespan"` - - // The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp. - From Millis `validate:"required" path:"from"` - - // The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp. - To Millis `validate:"required" path:"to"` - - // Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"sort"` - - // Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read - // more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements: - // https://massive.com/blog/aggs-api-updates/. - Limit *int `query:"limit"` -} - -func (p GetAggsParams) WithAdjusted(q bool) *GetAggsParams { - p.Adjusted = &q - return &p -} - -func (p GetAggsParams) WithOrder(q Order) *GetAggsParams { - p.Order = &q - return &p -} - -func (p GetAggsParams) WithLimit(q int) *GetAggsParams { - p.Limit = &q - return &p -} - -// GetAggsResponse is the response returned by the GetAggs method. -type GetAggsResponse struct { - BaseResponse - Ticker string `json:"ticker,omitempty"` - QueryCount int `json:"queryCount,omitempty"` - ResultsCount int `json:"resultsCount,omitempty"` - Adjusted bool `json:"adjusted"` - Results []Agg `json:"results,omitempty"` -} - -// GetGroupedDailyAggsParams is the set of parameters for the GetGroupedDailyAggs method. -type GetGroupedDailyAggsParams struct { - // The locale of the market. - Locale MarketLocale `validate:"required" path:"locale"` - - // The type of market to query. - MarketType MarketType `validate:"required" path:"marketType"` - - // The beginning date for the aggregate window. - Date Date `validate:"required" path:"date"` - - // Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Include OTC securities in the response. Default is false (don't include OTC securities). - IncludeOTC *bool `query:"include_otc"` -} - -func (p GetGroupedDailyAggsParams) WithAdjusted(q bool) *GetGroupedDailyAggsParams { - p.Adjusted = &q - return &p -} - -func (p GetGroupedDailyAggsParams) WithIncludeOTC(q bool) *GetGroupedDailyAggsParams { - p.IncludeOTC = &q - return &p -} - -// GetGroupedDailyAggsResponse is the response returned by the GetGroupedDailyAggs method. -type GetGroupedDailyAggsResponse struct { - BaseResponse - Ticker string `json:"ticker,omitempty"` - QueryCount int `json:"queryCount,omitempty"` - ResultsCount int `json:"resultsCount,omitempty"` - Adjusted bool `json:"adjusted"` - Results []Agg `json:"results,omitempty"` -} - -// GetDailyOpenCloseAggParams is the set of parameters for the GetDailyOpenCloseAgg method. -type GetDailyOpenCloseAggParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The date of the requested open/close in the format YYYY-MM-DD. - Date Date `validate:"required" path:"date"` - - // Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` -} - -func (p GetDailyOpenCloseAggParams) WithAdjusted(q bool) *GetDailyOpenCloseAggParams { - p.Adjusted = &q - return &p -} - -// GetDailyOpenCloseAggResponse is the response for the GetDailyOpenCloseAgg method. -type GetDailyOpenCloseAggResponse struct { - BaseResponse - Symbol string `json:"symbol,omitempty"` - From string `json:"from,omitempty"` - Open float64 `json:"open,omitempty"` - High float64 `json:"high,omitempty"` - Low float64 `json:"low,omitempty"` - Close float64 `json:"close,omitempty"` - Volume float64 `json:"volume,omitempty"` - AfterHours float64 `json:"afterHours,omitempty"` - PreMarket float64 `json:"preMarket,omitempty"` - OTC bool `json:"otc,omitempty"` -} - -// GetPreviousCloseAggParams is the set of parameters for the GetPreviousCloseAgg method. -type GetPreviousCloseAggParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` -} - -func (p GetPreviousCloseAggParams) WithAdjusted(q bool) *GetPreviousCloseAggParams { - p.Adjusted = &q - return &p -} - -// GetPreviousCloseAggResponse is the response returned by the GetPreviousCloseAgg method. -type GetPreviousCloseAggResponse struct { - BaseResponse - Ticker string `json:"ticker,omitempty"` - QueryCount int `json:"queryCount,omitempty"` - ResultsCount int `json:"resultsCount,omitempty"` - Adjusted bool `json:"adjusted"` - Results []Agg `json:"results,omitempty"` -} - -// Agg is an aggregation of all the activity on a specified ticker between the start and end timestamps. -type Agg struct { - Ticker string `json:"T,omitempty"` - Close float64 `json:"c,omitempty"` - High float64 `json:"h,omitempty"` - Low float64 `json:"l,omitempty"` - Transactions int64 `json:"n,omitempty"` - Open float64 `json:"o,omitempty"` - Timestamp Millis `json:"t,omitempty"` - Volume float64 `json:"v,omitempty"` - VWAP float64 `json:"vw,omitempty"` - OTC bool `json:"otc,omitempty"` -} diff --git a/rest/models/aggs_test.go b/rest/models/aggs_test.go deleted file mode 100644 index 45d8d8a4..00000000 --- a/rest/models/aggs_test.go +++ /dev/null @@ -1,76 +0,0 @@ -package models_test - -import ( - "reflect" - "testing" - - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestListAggsParams(t *testing.T) { - adjusted := true - order := models.Asc - limit := 50 - - expect := models.ListAggsParams{ - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - } - actual := models.ListAggsParams{}.WithAdjusted(adjusted).WithOrder(order).WithLimit(limit) - checkParams(t, expect, *actual) -} - -func TestGetAggsParamsMethods(t *testing.T) { - adjusted := true - order := models.Asc - limit := 50 - - expect := models.GetAggsParams{ - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - } - actual := models.GetAggsParams{}.WithAdjusted(adjusted).WithOrder(order).WithLimit(limit) - checkParams(t, expect, *actual) -} - -func TestGetGroupedDailyAggsParamsMethods(t *testing.T) { - adjusted := true - includeOTC := true - - expect := models.GetGroupedDailyAggsParams{ - Adjusted: &adjusted, - IncludeOTC: &includeOTC, - } - actual := models.GetGroupedDailyAggsParams{}.WithAdjusted(adjusted).WithIncludeOTC(includeOTC) - checkParams(t, expect, *actual) -} - -func TestGetDailyOpenCloseAggParamsMethods(t *testing.T) { - adjusted := true - - expect := models.GetDailyOpenCloseAggParams{ - Adjusted: &adjusted, - } - actual := models.GetDailyOpenCloseAggParams{}.WithAdjusted(adjusted) - checkParams(t, expect, *actual) -} - -func TestGetPreviousCloseAggParamsMethods(t *testing.T) { - adjusted := true - - expect := models.GetPreviousCloseAggParams{ - Adjusted: &adjusted, - } - actual := models.GetPreviousCloseAggParams{}.WithAdjusted(adjusted) - checkParams(t, expect, *actual) -} - -func checkParams(t *testing.T, expect, actual interface{}) { - for _, field := range reflect.VisibleFields(reflect.TypeOf(actual)) { - assert.NotNil(t, field) - } - assert.Equal(t, expect, actual) -} diff --git a/rest/models/conditions.go b/rest/models/conditions.go deleted file mode 100644 index 9f574421..00000000 --- a/rest/models/conditions.go +++ /dev/null @@ -1,102 +0,0 @@ -package models - -// ListConditionsParams is the set of parameters for the ListConditions method. -type ListConditionsParams struct { - // Filter for conditions within a given asset class. - AssetClass *AssetClass `query:"asset_class,omitempty"` - - // Filter by data type. - DataType *DataType `query:"data_type,omitempty"` - - // Filter for conditions with a given ID. - ID *int64 `query:"id,omitempty"` - - // Filter by SIP. If the condition contains a mapping for that SIP, the condition will be returned. - SIP *SIP `query:"sip,omitempty"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListConditionsParams) WithAssetClass(q AssetClass) *ListConditionsParams { - p.AssetClass = &q - return &p -} - -func (p ListConditionsParams) WithDataType(q DataType) *ListConditionsParams { - p.DataType = &q - return &p -} - -func (p ListConditionsParams) WithID(q int64) *ListConditionsParams { - p.ID = &q - return &p -} - -func (p ListConditionsParams) WithSIP(q SIP) *ListConditionsParams { - p.SIP = &q - return &p -} - -func (p ListConditionsParams) WithOrder(q Order) *ListConditionsParams { - p.Order = &q - return &p -} - -func (p ListConditionsParams) WithLimit(q int) *ListConditionsParams { - p.Limit = &q - return &p -} - -func (p ListConditionsParams) WithSort(q Sort) *ListConditionsParams { - p.Sort = &q - return &p -} - -// ListConditionsResponse is the response returned by the ListConditions method. -type ListConditionsResponse struct { - BaseResponse - Results []Condition `json:"results,omitempty"` -} - -// Condition contains detailed information on a specified condition. -type Condition struct { - Abbreviation string `json:"abbreviation,omitempty"` - AssetClass string `json:"asset_class,omitempty"` - DataTypes []string `json:"data_types,omitempty"` - Description string `json:"description,omitempty"` - Exchange int64 `json:"exchange,omitempty"` - ID int64 `json:"id,omitempty"` - Legacy bool `json:"legacy"` - Name string `json:"name,omitempty"` - SIPMapping SIPMapping `json:"sip_mapping,omitempty"` - Type string `json:"type,omitempty"` - UpdateRules UpdateRules `json:"update_rules,omitempty"` -} - -// SIPMapping maps a condition to symbols for each SIP. -type SIPMapping struct { - CTA string `json:"CTA,omitempty"` - OPRA string `json:"OPRA,omitempty"` - UTP string `json:"UTP,omitempty"` -} - -// UpdateRules is a list of aggregation rules. -type UpdateRules struct { - Consolidated struct { - UpdatesHighLow bool `json:"updates_high_low,omitempty"` - UpdatesOpenClose bool `json:"updates_open_close,omitempty"` - UpdatesVolume bool `json:"updates_volume,omitempty"` - } `json:"consolidated,omitempty"` - MarketCenter struct { - UpdatesHighLow bool `json:"updates_high_low,omitempty"` - UpdatesOpenClose bool `json:"updates_open_close,omitempty"` - UpdatesVolume bool `json:"updates_volume,omitempty"` - } `json:"market_center,omitempty"` -} diff --git a/rest/models/conditions_test.go b/rest/models/conditions_test.go deleted file mode 100644 index d6916a69..00000000 --- a/rest/models/conditions_test.go +++ /dev/null @@ -1,36 +0,0 @@ -package models_test - -import ( - "testing" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListConditionsParams(t *testing.T) { - assetClass := models.AssetStocks - dataType := models.DataTrade - id := int64(1) - sip := models.CTA - order := models.Asc - limit := 20 - sort := models.Name - - expect := models.ListConditionsParams{ - AssetClass: &assetClass, - DataType: &dataType, - ID: &id, - SIP: &sip, - Order: &order, - Limit: &limit, - Sort: &sort, - } - actual := models.ListConditionsParams{}. - WithAssetClass(assetClass). - WithDataType(dataType). - WithID(id). - WithSIP(sip). - WithOrder(order). - WithLimit(limit). - WithSort(sort) - checkParams(t, expect, *actual) -} diff --git a/rest/models/contracts.go b/rest/models/contracts.go deleted file mode 100644 index 42eb9681..00000000 --- a/rest/models/contracts.go +++ /dev/null @@ -1,168 +0,0 @@ -package models - -// GetOptionsContract is the set of parameters for the GetOptionsContract method. -type GetOptionsContractParams struct { - // Return the contract that contains this options ticker. - Ticker string `validate:"required" path:"ticker"` - - // Specify a point in time for the contract as of this date. - AsOf *Date `query:"as_of"` -} - -func (p GetOptionsContractParams) WithAsOf(q Date) *GetOptionsContractParams { - p.AsOf = &q - return &p -} - -// GetOptionsContractResponse is the response returned by the GetOptionsContract method. -type GetOptionsContractResponse struct { - BaseResponse - Results OptionsContract `json:"results,omitempty"` -} - -// ListOptionsContracts is the set of parameters for the ListOptionsContracts method. -type ListOptionsContractsParams struct { - // Return contracts relating to this underlying stock ticker. - UnderlyingTickerEQ *string `query:"underlying_ticker"` - UnderlyingTickerLT *string `query:"underlying_ticker.lt"` - UnderlyingTickerLTE *string `query:"underlying_ticker.lte"` - UnderlyingTickerGT *string `query:"underlying_ticker.gt"` - UnderlyingTickerGTE *string `query:"underlying_ticker.gte"` - - // Specify the type of contract. - ContractType *string `query:"contract_type"` - - // Specify the expiration date. - ExpirationDateEQ *Date `query:"expiration_date"` - ExpirationDateLT *Date `query:"expiration_date.lt"` - ExpirationDateLTE *Date `query:"expiration_date.lte"` - ExpirationDateGT *Date `query:"expiration_date.gt"` - ExpirationDateGTE *Date `query:"expiration_date.gte"` - - // Specify a point in time for contracts as of this date with format YYYY-MM-DD. - AsOf *Date `query:"as_of"` - - // Specify the strike price. - StrikePriceEQ *float64 `query:"strike_price"` - StrikePriceLT *float64 `query:"strike_price.lt"` - StrikePriceLTE *float64 `query:"strike_price.lte"` - StrikePriceGT *float64 `query:"strike_price.gt"` - StrikePriceGTE *float64 `query:"strike_price.gte"` - - // Specify whether to query for expired contracts. - Expired *bool `query:"expired"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` -} - -func (p ListOptionsContractsParams) WithUnderlyingTicker(c Comparator, q string) *ListOptionsContractsParams { - switch c { - case EQ: - p.UnderlyingTickerEQ = &q - case LT: - p.UnderlyingTickerLT = &q - case LTE: - p.UnderlyingTickerLTE = &q - case GT: - p.UnderlyingTickerGT = &q - case GTE: - p.UnderlyingTickerGTE = &q - } - return &p -} - -func (p ListOptionsContractsParams) WithContractType(q string) *ListOptionsContractsParams { - p.ContractType = &q - return &p -} - -func (p ListOptionsContractsParams) WithExpirationDate(c Comparator, q Date) *ListOptionsContractsParams { - switch c { - case EQ: - p.ExpirationDateEQ = &q - case LT: - p.ExpirationDateLT = &q - case LTE: - p.ExpirationDateLTE = &q - case GT: - p.ExpirationDateGT = &q - case GTE: - p.ExpirationDateGTE = &q - } - return &p -} - -func (p ListOptionsContractsParams) WithAsOf(q Date) *ListOptionsContractsParams { - p.AsOf = &q - return &p -} - -func (p ListOptionsContractsParams) WithStrikePrice(c Comparator, q float64) *ListOptionsContractsParams { - switch c { - case EQ: - p.StrikePriceEQ = &q - case LT: - p.StrikePriceLT = &q - case LTE: - p.StrikePriceLTE = &q - case GT: - p.StrikePriceGT = &q - case GTE: - p.StrikePriceGTE = &q - } - return &p -} - -func (p ListOptionsContractsParams) WithExpired(q bool) *ListOptionsContractsParams { - p.Expired = &q - return &p -} - -func (p ListOptionsContractsParams) WithSort(q Sort) *ListOptionsContractsParams { - p.Sort = &q - return &p -} - -func (p ListOptionsContractsParams) WithOrder(q Order) *ListOptionsContractsParams { - p.Order = &q - return &p -} - -func (p ListOptionsContractsParams) WithLimit(q int) *ListOptionsContractsParams { - p.Limit = &q - return &p -} - -type ListOptionsContractsResponse struct { - BaseResponse - Results []OptionsContract `json:"results,omitempty"` -} - -// OptionsContract contains detailed information on a specified options contract. -type OptionsContract struct { - AdditionalUnderlyings []Underlying `json:"additional_underlyings,omitempty"` - CFI string `json:"cfi,omitempty"` - ContractType string `json:"contract_type,omitempty"` - Correction int32 `json:"correction,omitempty"` - ExerciseStyle string `json:"exercise_style,omitempty"` - ExpirationDate Date `json:"expiration_date,omitempty"` - PrimaryExchange string `json:"primary_exchange,omitempty"` - SharesPerContract float64 `json:"shares_per_contract,omitempty"` - StrikePrice float64 `json:"strike_price,omitempty"` - Ticker string `json:"ticker,omitempty"` - UnderlyingTicker string `json:"underlying_ticker,omitempty"` -} - -// An underlying or deliverable associated with an option contract. -type Underlying struct { - Amount float64 `json:"amount,omitempty"` - Type string `json:"type,omitempty"` - Underlying string `json:"underlying,omitempty"` -} diff --git a/rest/models/contracts_test.go b/rest/models/contracts_test.go deleted file mode 100644 index b7d579da..00000000 --- a/rest/models/contracts_test.go +++ /dev/null @@ -1,79 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestGetOptionsContractParams(t *testing.T) { - ticker := "A" - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - expect := models.GetOptionsContractParams{ - Ticker: ticker, - AsOf: &date, - } - actual := models.GetOptionsContractParams{ - Ticker: ticker, - }.WithAsOf(date) - checkParams(t, expect, *actual) -} - -func TestListOptionsContractsParams(t *testing.T) { - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - contractType := "call" - expired := true - strike := 100.0 - sort := models.TickerSymbol - order := models.Asc - limit := 100 - ticker := "A" - expect := models.ListOptionsContractsParams{ - ContractType: &contractType, - UnderlyingTickerEQ: &ticker, - UnderlyingTickerLT: &ticker, - UnderlyingTickerLTE: &ticker, - UnderlyingTickerGT: &ticker, - UnderlyingTickerGTE: &ticker, - ExpirationDateEQ: &date, - ExpirationDateLT: &date, - ExpirationDateLTE: &date, - ExpirationDateGT: &date, - ExpirationDateGTE: &date, - StrikePriceEQ: &strike, - StrikePriceLT: &strike, - StrikePriceLTE: &strike, - StrikePriceGT: &strike, - StrikePriceGTE: &strike, - AsOf: &date, - Expired: &expired, - Sort: &sort, - Order: &order, - Limit: &limit, - } - actual := models.ListOptionsContractsParams{}. - WithContractType(contractType). - WithUnderlyingTicker(models.EQ, ticker). - WithUnderlyingTicker(models.LT, ticker). - WithUnderlyingTicker(models.LTE, ticker). - WithUnderlyingTicker(models.GT, ticker). - WithUnderlyingTicker(models.GTE, ticker). - WithExpirationDate(models.EQ, date). - WithExpirationDate(models.LT, date). - WithExpirationDate(models.LTE, date). - WithExpirationDate(models.GT, date). - WithExpirationDate(models.GTE, date). - WithStrikePrice(models.EQ, strike). - WithStrikePrice(models.LT, strike). - WithStrikePrice(models.LTE, strike). - WithStrikePrice(models.GT, strike). - WithStrikePrice(models.GTE, strike). - WithAsOf(date). - WithExpired(expired). - WithSort(sort). - WithOrder(order). - WithLimit(limit) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/dividends.go b/rest/models/dividends.go deleted file mode 100644 index c5cfa398..00000000 --- a/rest/models/dividends.go +++ /dev/null @@ -1,187 +0,0 @@ -package models - -// ListDividendsParams is the set of parameters for the ListDividends method. -type ListDividendsParams struct { - // Return the dividends that contain this ticker. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Query by ex-dividend date with the format YYYY-MM-DD. - ExDividendDateEQ *Date `query:"ex_dividend_date"` - ExDividendDateLT *Date `query:"ex_dividend_date.lt"` - ExDividendDateLTE *Date `query:"ex_dividend_date.lte"` - ExDividendDateGT *Date `query:"ex_dividend_date.gt"` - ExDividendDateGTE *Date `query:"ex_dividend_date.gte"` - - // Query by record date with the format YYYY-MM-DD. - RecordDateEQ *Date `query:"record_date"` - RecordDateLT *Date `query:"record_date.lt"` - RecordDateLTE *Date `query:"record_date.lte"` - RecordDateGT *Date `query:"record_date.gt"` - RecordDateGTE *Date `query:"record_date.gte"` - - // Query by declaration date with the format YYYY-MM-DD. - DeclarationDateEQ *Date `query:"declaration_date"` - DeclarationDateLT *Date `query:"declaration_date.lt"` - DeclarationDateLTE *Date `query:"declaration_date.lte"` - DeclarationDateGT *Date `query:"declaration_date.gt"` - DeclarationDateGTE *Date `query:"declaration_date.gte"` - - // Query by pay date with the format YYYY-MM-DD. - PayDateEQ *Date `query:"pay_date"` - PayDateLT *Date `query:"pay_date.lt"` - PayDateLTE *Date `query:"pay_date.lte"` - PayDateGT *Date `query:"pay_date.gt"` - PayDateGTE *Date `query:"pay_date.gte"` - - // Query by the number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 - // (bi-annually), 4 (quarterly), and 12 (monthly). - Frequency *Frequency `query:"frequency"` - - // Query by the cash amount of the dividend. - CashAmountEQ *float64 `query:"cash_amount"` - CashAmountLT *float64 `query:"cash_amount.lt"` - CashAmountLTE *float64 `query:"cash_amount.lte"` - CashAmountGT *float64 `query:"cash_amount.gt"` - CashAmountGTE *float64 `query:"cash_amount.gte"` - - // Query by the type of dividend. Dividends that have been paid and/or are expected to be paid on consistent - // schedules are denoted as CD. Special Cash dividends that have been paid that are infrequent or unusual, and/or - // can not be expected to occur in the future are denoted as SC. - DividendType *DividendType `query:"dividend_type"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListDividendsParams) WithTicker(c Comparator, q string) *ListDividendsParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListDividendsParams) WithExDividendDate(c Comparator, q Date) *ListDividendsParams { - switch c { - case EQ: - p.ExDividendDateEQ = &q - case LT: - p.ExDividendDateLT = &q - case LTE: - p.ExDividendDateLTE = &q - case GT: - p.ExDividendDateGT = &q - case GTE: - p.ExDividendDateGTE = &q - } - return &p -} - -func (p ListDividendsParams) WithDeclarationDate(c Comparator, q Date) *ListDividendsParams { - switch c { - case EQ: - p.DeclarationDateEQ = &q - case LT: - p.DeclarationDateLT = &q - case LTE: - p.DeclarationDateLTE = &q - case GT: - p.DeclarationDateGT = &q - case GTE: - p.DeclarationDateGTE = &q - } - return &p -} - -func (p ListDividendsParams) WithPayDate(c Comparator, q Date) *ListDividendsParams { - switch c { - case EQ: - p.PayDateEQ = &q - case LT: - p.PayDateLT = &q - case LTE: - p.PayDateLTE = &q - case GT: - p.PayDateGT = &q - case GTE: - p.PayDateGTE = &q - } - return &p -} - -func (p ListDividendsParams) WithFrequency(q Frequency) *ListDividendsParams { - p.Frequency = &q - return &p -} - -func (p ListDividendsParams) WithCashAmount(c Comparator, q float64) *ListDividendsParams { - switch c { - case EQ: - p.CashAmountEQ = &q - case LT: - p.CashAmountLT = &q - case LTE: - p.CashAmountLTE = &q - case GT: - p.CashAmountGT = &q - case GTE: - p.CashAmountGTE = &q - } - return &p -} - -func (p ListDividendsParams) WithDividendType(q DividendType) *ListDividendsParams { - p.DividendType = &q - return &p -} - -func (p ListDividendsParams) WithOrder(q Order) *ListDividendsParams { - p.Order = &q - return &p -} - -func (p ListDividendsParams) WithLimit(q int) *ListDividendsParams { - p.Limit = &q - return &p -} - -func (p ListDividendsParams) WithSort(q Sort) *ListDividendsParams { - p.Sort = &q - return &p -} - -// ListDividendsResponse is the response returned by the ListDividends method. -type ListDividendsResponse struct { - BaseResponse - Results []Dividend `json:"results,omitempty"` -} - -// Dividend contains detailed information on a specified stock dividend. -type Dividend struct { - CashAmount float64 `json:"cash_amount,omitempty"` - DeclarationDate Date `json:"declaration_date,omitempty"` - DividendType string `json:"dividend_type,omitempty"` - ExDividendDate string `json:"ex_dividend_date,omitempty"` - Frequency int64 `json:"frequency,omitempty"` - PayDate Date `json:"pay_date,omitempty"` - RecordDate Date `json:"record_date,omitempty"` - Ticker string `json:"ticker,omitempty"` -} diff --git a/rest/models/dividends_test.go b/rest/models/dividends_test.go deleted file mode 100644 index 8dd56f31..00000000 --- a/rest/models/dividends_test.go +++ /dev/null @@ -1,84 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListDividendsParams(t *testing.T) { - ticker := "A" - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - cash := 1.25 - frequency := models.Annually - dividendType := models.DividendCD - order := models.Asc - limit := 100 - sort := models.TickerSymbol - expect := models.ListDividendsParams{ - TickerEQ: &ticker, - TickerLT: &ticker, - TickerLTE: &ticker, - TickerGT: &ticker, - TickerGTE: &ticker, - ExDividendDateEQ: &date, - ExDividendDateLT: &date, - ExDividendDateLTE: &date, - ExDividendDateGT: &date, - ExDividendDateGTE: &date, - DeclarationDateEQ: &date, - DeclarationDateLT: &date, - DeclarationDateLTE: &date, - DeclarationDateGT: &date, - DeclarationDateGTE: &date, - PayDateEQ: &date, - PayDateLT: &date, - PayDateLTE: &date, - PayDateGT: &date, - PayDateGTE: &date, - CashAmountEQ: &cash, - CashAmountLT: &cash, - CashAmountLTE: &cash, - CashAmountGT: &cash, - CashAmountGTE: &cash, - Frequency: &frequency, - DividendType: ÷ndType, - Order: &order, - Limit: &limit, - Sort: &sort, - } - actual := models.ListDividendsParams{}. - WithTicker(models.EQ, ticker). - WithTicker(models.LT, ticker). - WithTicker(models.LTE, ticker). - WithTicker(models.GT, ticker). - WithTicker(models.GTE, ticker). - WithExDividendDate(models.EQ, date). - WithExDividendDate(models.LT, date). - WithExDividendDate(models.LTE, date). - WithExDividendDate(models.GT, date). - WithExDividendDate(models.GTE, date). - WithDeclarationDate(models.EQ, date). - WithDeclarationDate(models.LT, date). - WithDeclarationDate(models.LTE, date). - WithDeclarationDate(models.GT, date). - WithDeclarationDate(models.GTE, date). - WithPayDate(models.EQ, date). - WithPayDate(models.LT, date). - WithPayDate(models.LTE, date). - WithPayDate(models.GT, date). - WithPayDate(models.GTE, date). - WithCashAmount(models.EQ, cash). - WithCashAmount(models.LT, cash). - WithCashAmount(models.LTE, cash). - WithCashAmount(models.GT, cash). - WithCashAmount(models.GTE, cash). - WithFrequency(models.Annually). - WithDividendType(models.DividendCD). - WithOrder(order). - WithLimit(limit). - WithSort(sort) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/economy.go b/rest/models/economy.go deleted file mode 100644 index 0c8b3877..00000000 --- a/rest/models/economy.go +++ /dev/null @@ -1,75 +0,0 @@ -package models - -// ListTreasuryYieldsParams is the set of parameters for the ListTreasuryYields method. -type ListTreasuryYieldsParams struct { - // Calendar date of the yield observation (YYYY-MM-DD). - DateEQ *string `query:"date"` - DateLT *string `query:"date.lt"` - DateLTE *string `query:"date.lte"` - DateGT *string `query:"date.gt"` - DateGTE *string `query:"date.gte"` - - // Sort field used for ordering. Default is date. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. Default is asc. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 100 and max is 50000. - Limit *int `query:"limit"` -} - -func (p ListTreasuryYieldsParams) WithDate(c Comparator, q string) *ListTreasuryYieldsParams { - switch c { - case EQ: - p.DateEQ = &q - case LT: - p.DateLT = &q - case LTE: - p.DateLTE = &q - case GT: - p.DateGT = &q - case GTE: - p.DateGTE = &q - } - return &p -} - -func (p ListTreasuryYieldsParams) WithSort(q Sort) *ListTreasuryYieldsParams { - p.Sort = &q - return &p -} - -func (p ListTreasuryYieldsParams) WithOrder(q Order) *ListTreasuryYieldsParams { - p.Order = &q - return &p -} - -func (p ListTreasuryYieldsParams) WithLimit(q int) *ListTreasuryYieldsParams { - p.Limit = &q - return &p -} - -// ListTreasuryYieldsResponse is the response returned by the ListTreasuryYields method. -type ListTreasuryYieldsResponse struct { - BaseResponse - - // An array of treasury yields that match your query. - Results []TreasuryYield `json:"results,omitempty"` -} - -// TreasuryYield contains treasury yield data for a specific date. -type TreasuryYield struct { - Date string `json:"date,omitempty"` - Yield1Month *float64 `json:"yield_1_month,omitempty"` - Yield3Month *float64 `json:"yield_3_month,omitempty"` - Yield6Month *float64 `json:"yield_6_month,omitempty"` - Yield1Year *float64 `json:"yield_1_year,omitempty"` - Yield2Year *float64 `json:"yield_2_year,omitempty"` - Yield3Year *float64 `json:"yield_3_year,omitempty"` - Yield5Year *float64 `json:"yield_5_year,omitempty"` - Yield7Year *float64 `json:"yield_7_year,omitempty"` - Yield10Year *float64 `json:"yield_10_year,omitempty"` - Yield20Year *float64 `json:"yield_20_year,omitempty"` - Yield30Year *float64 `json:"yield_30_year,omitempty"` -} diff --git a/rest/models/exchanges.go b/rest/models/exchanges.go deleted file mode 100644 index e17a8960..00000000 --- a/rest/models/exchanges.go +++ /dev/null @@ -1,40 +0,0 @@ -package models - -// GetExchangesParams is the set of parameters for the GetExchanges method. -type GetExchangesParams struct { - // Filter by asset class. - AssetClass *AssetClass `query:"asset_class,omitempty"` - - // Filter by locale. - Locale *MarketLocale `query:"locale,omitempty"` -} - -func (p GetExchangesParams) WithAssetClass(q AssetClass) *GetExchangesParams { - p.AssetClass = &q - return &p -} - -func (p GetExchangesParams) WithLocale(q MarketLocale) *GetExchangesParams { - p.Locale = &q - return &p -} - -// GetExchangesResponse is the response returned by the GetExchanges method. -type GetExchangesResponse struct { - BaseResponse - Results []Exchange `json:"results,omitempty"` -} - -// Exchange contains detailed information on a specified stock Exchange. -type Exchange struct { - Acronym string `json:"acronym,omitempty"` - AssetClass string `json:"asset_class,omitempty"` - ID int64 `json:"id,omitempty"` - Locale string `json:"locale,omitempty"` - MIC string `json:"mic,omitempty"` - Name string `json:"name,omitempty"` - OperatingMIC string `json:"operating_mic,omitempty"` - ParticipantID string `json:"participant_id,omitempty"` - Type string `json:"type,omitempty"` - URL string `json:"url,omitempty"` -} diff --git a/rest/models/exchanges_test.go b/rest/models/exchanges_test.go deleted file mode 100644 index 3d31a846..00000000 --- a/rest/models/exchanges_test.go +++ /dev/null @@ -1,20 +0,0 @@ -package models_test - -import ( - "testing" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestGetExchangesParams(t *testing.T) { - assetClass := models.AssetStocks - locale := models.US - expect := models.GetExchangesParams{ - AssetClass: &assetClass, - Locale: &locale, - } - actual := models.GetExchangesParams{}. - WithAssetClass(assetClass). - WithLocale(locale) - checkParams(t, expect, *actual) -} diff --git a/rest/models/financials.go b/rest/models/financials.go deleted file mode 100644 index ad8c4f45..00000000 --- a/rest/models/financials.go +++ /dev/null @@ -1,172 +0,0 @@ -package models - -// ListStockFinancialsParams is the set of parameters for the ListStockFinancials method. -type ListStockFinancialsParams struct { - // Query by company ticker. - Ticker *string `query:"ticker"` - - // Query by central index key Number (CIK: https://www.sec.gov/edgar/searchedgar/cik.htm). - CIK *string `query:"cik"` - - // Query by company name. - CompanyNameFull *string `query:"company_name"` - CompanyNameSearch *string `query:"company_name.search"` - - // Query by standard industrial classification (SIC: - // https://www.sec.gov/corpfin/division-of-corporation-finance-standard-industrial-classification-sic-code-list). - SIC *string `query:"sic"` - - // Query by the date when the filing with financials data was filed in YYYY-MM-DD format. - // - // Best used when querying over date ranges to find financials based on filings that happen in a time period. - // - // Examples: - // - // To get financials based on filings that have happened after January 1, 2009 use the query param - // filing_date.gte=2009-01-01. - // - // To get financials based on filings that happened in the year 2009 use the query params - // filing_date.gte=2009-01-01&filing_date.lt=2010-01-01. - FilingDateEQ *Date `query:"filing_dividend_date"` - FilingDateLT *Date `query:"filing_dividend_date.lt"` - FilingDateLTE *Date `query:"filing_dividend_date.lte"` - FilingDateGT *Date `query:"filing_dividend_date.gt"` - FilingDateGTE *Date `query:"filing_dividend_date.gte"` - - // The period of report for the filing with financials data in YYYY-MM-DD format. - PeriodOfReportDateEQ *Date `query:"period_of_report_date"` - PeriodOfReportDateLT *Date `query:"period_of_report_date.lt"` - PeriodOfReportDateLTE *Date `query:"period_of_report_date.lte"` - PeriodOfReportDateGT *Date `query:"period_of_report_date.gt"` - PeriodOfReportDateGTE *Date `query:"period_of_report_date.gte"` - - // Query by timeframe. Annual financials originate from 10-K filings, and quarterly financials originate from 10-Q - // filings. Note: Most companies do not file quarterly reports for Q4 and instead include those financials in their - // annual report, so some companies my not return quarterly financials for Q4. - Timeframe *Timeframe `query:"timeframe"` - - // Whether or not to include the xpath and formula attributes for each financial data point. See the xpath and - // formula response attributes for more info. False by default. - IncludeSources *bool `query:"include_sources"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 100. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListStockFinancialsParams) WithTicker(q string) *ListStockFinancialsParams { - p.Ticker = &q - return &p -} - -func (p ListStockFinancialsParams) WithCIK(q string) *ListStockFinancialsParams { - p.CIK = &q - return &p -} - -func (p ListStockFinancialsParams) WithCompanyName(c NameComparator, q string) *ListStockFinancialsParams { - switch c { - case Full: - p.CompanyNameFull = &q - case Search: - p.CompanyNameSearch = &q - } - return &p -} - -func (p ListStockFinancialsParams) WithSIC(q string) *ListStockFinancialsParams { - p.SIC = &q - return &p -} - -func (p ListStockFinancialsParams) WithFilingDate(c Comparator, q Date) *ListStockFinancialsParams { - switch c { - case EQ: - p.FilingDateEQ = &q - case LT: - p.FilingDateLT = &q - case LTE: - p.FilingDateLTE = &q - case GT: - p.FilingDateGT = &q - case GTE: - p.FilingDateGTE = &q - } - return &p -} - -func (p ListStockFinancialsParams) WithPeriodOfReportDate(c Comparator, q Date) *ListStockFinancialsParams { - switch c { - case EQ: - p.PeriodOfReportDateEQ = &q - case LT: - p.PeriodOfReportDateLT = &q - case LTE: - p.PeriodOfReportDateLTE = &q - case GT: - p.PeriodOfReportDateGT = &q - case GTE: - p.PeriodOfReportDateGTE = &q - } - return &p -} - -func (p ListStockFinancialsParams) WithTimeframe(q Timeframe) *ListStockFinancialsParams { - p.Timeframe = &q - return &p -} - -func (p ListStockFinancialsParams) WithIncludeSources(q bool) *ListStockFinancialsParams { - p.IncludeSources = &q - return &p -} - -func (p ListStockFinancialsParams) WithOrder(q Order) *ListStockFinancialsParams { - p.Order = &q - return &p -} - -func (p ListStockFinancialsParams) WithLimit(q int) *ListStockFinancialsParams { - p.Limit = &q - return &p -} - -func (p ListStockFinancialsParams) WithSort(q Sort) *ListStockFinancialsParams { - p.Sort = &q - return &p -} - -// ListStockFinancialsResponse is the response returned by the ListFinancials method. -type ListStockFinancialsResponse struct { - BaseResponse - Results []StockFinancial `json:"results,omitempty"` -} - -// StockFinancial contains detailed information on a specified stock financial. -type StockFinancial struct { - CIK string `json:"cik,omitempty"` - CompanyName string `json:"company_name,omitempty"` - EndDate string `json:"end_date,omitempty"` - FilingDate string `json:"filing_date,omitempty"` - Financials map[string]Financial `json:"financials,omitempty"` - FiscalPeriod string `json:"fiscal_period,omitempty"` - FiscalYear string `json:"fiscal_year,omitempty"` - SourceFilingFileUrl string `json:"source_filing_file_url,omitempty"` - SourceFilingUrl string `json:"source_filing_url,omitempty"` - StartDate string `json:"start_date,omitempty"` -} - -// Financial aliases nested data points of information for a stock financial. -type Financial map[string]struct { - Formula string `json:"formula,omitempty"` - Label string `json:"label,omitempty"` - Order int32 `json:"order,omitempty"` - Unit string `json:"unit,omitempty"` - Value float64 `json:"value,omitempty"` - Xpath string `json:"xpath,omitempty"` -} diff --git a/rest/models/financials_test.go b/rest/models/financials_test.go deleted file mode 100644 index 1a1fceb8..00000000 --- a/rest/models/financials_test.go +++ /dev/null @@ -1,67 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListStockFinancialsParams(t *testing.T) { - ticker := "A" - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - timeframe := models.TFAnnual - cik := "0001650729" - name := "Apple" - sic := "3570" - sources := false - order := models.Asc - limit := 100 - sort := models.TickerSymbol - - expect := models.ListStockFinancialsParams{ - Ticker: &ticker, - CIK: &cik, - CompanyNameFull: &name, - CompanyNameSearch: &name, - SIC: &sic, - FilingDateEQ: &date, - FilingDateLT: &date, - FilingDateLTE: &date, - FilingDateGT: &date, - FilingDateGTE: &date, - PeriodOfReportDateEQ: &date, - PeriodOfReportDateLT: &date, - PeriodOfReportDateLTE: &date, - PeriodOfReportDateGT: &date, - PeriodOfReportDateGTE: &date, - Timeframe: &timeframe, - IncludeSources: &sources, - Order: &order, - Limit: &limit, - Sort: &sort, - } - actual := models.ListStockFinancialsParams{}. - WithTicker(ticker). - WithCIK(cik). - WithCompanyName(models.Full, name). - WithCompanyName(models.Search, name). - WithSIC(sic). - WithFilingDate(models.EQ, date). - WithFilingDate(models.LT, date). - WithFilingDate(models.LTE, date). - WithFilingDate(models.GT, date). - WithFilingDate(models.GTE, date). - WithPeriodOfReportDate(models.EQ, date). - WithPeriodOfReportDate(models.LT, date). - WithPeriodOfReportDate(models.LTE, date). - WithPeriodOfReportDate(models.GT, date). - WithPeriodOfReportDate(models.GTE, date). - WithTimeframe(timeframe). - WithIncludeSources(sources). - WithOrder(order). - WithLimit(limit). - WithSort(sort) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/futures.go b/rest/models/futures.go deleted file mode 100644 index 39ccad7a..00000000 --- a/rest/models/futures.go +++ /dev/null @@ -1,565 +0,0 @@ -// models/futures.go -package models - -// ListFuturesAggsParams defines parameters for the ListFuturesAggs endpoint. -type ListFuturesAggsParams struct { - Ticker string `validate:"required" path:"ticker"` - Resolution string `query:"resolution"` - WindowStart *Nanos `query:"window_start"` - WindowStartLT *Nanos `query:"window_start.lt"` - WindowStartLTE *Nanos `query:"window_start.lte"` - WindowStartGT *Nanos `query:"window_start.gt"` - WindowStartGTE *Nanos `query:"window_start.gte"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesAggsParams) WithWindowStart(c Comparator, q Nanos) *ListFuturesAggsParams { - switch c { - case EQ: - p.WindowStart = &q - case LT: - p.WindowStartLT = &q - case LTE: - p.WindowStartLTE = &q - case GT: - p.WindowStartGT = &q - case GTE: - p.WindowStartGTE = &q - } - return &p -} - -func (p ListFuturesAggsParams) WithLimit(q int) *ListFuturesAggsParams { - p.Limit = &q - return &p -} - -func (p ListFuturesAggsParams) WithSort(q string) *ListFuturesAggsParams { - p.Sort = &q - return &p -} - -// ListFuturesAggsResponse defines the response for the ListFuturesAggs endpoint. -type ListFuturesAggsResponse struct { - BaseResponse - Results []FuturesAggregate `json:"results,omitempty"` -} - -// FuturesAggregate represents an aggregate for a futures contract. -type FuturesAggregate struct { - Close float64 `json:"close,omitempty"` - DollarVolume float64 `json:"dollar_volume,omitempty"` - High float64 `json:"high,omitempty"` - Low float64 `json:"low,omitempty"` - Open float64 `json:"open,omitempty"` - SessionEndDate string `json:"session_end_date,omitempty"` - SettlementPrice float64 `json:"settlement_price,omitempty"` - Ticker string `json:"ticker,omitempty"` - Transactions int64 `json:"transactions,omitempty"` - Volume int64 `json:"volume,omitempty"` - WindowStart Nanos `json:"window_start,omitempty"` -} - -// ListFuturesContractsParams defines parameters for the ListFuturesContracts endpoint. -type ListFuturesContractsParams struct { - ProductCode *string `query:"product_code"` - FirstTradeDate *Date `query:"first_trade_date"` - LastTradeDate *Date `query:"last_trade_date"` - AsOf *Date `query:"as_of"` - Active *string `query:"active"` - Type *string `query:"type"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesContractsParams) WithProductCode(q string) *ListFuturesContractsParams { - p.ProductCode = &q - return &p -} - -func (p ListFuturesContractsParams) WithFirstTradeDate(q Date) *ListFuturesContractsParams { - p.FirstTradeDate = &q - return &p -} - -func (p ListFuturesContractsParams) WithLastTradeDate(q Date) *ListFuturesContractsParams { - p.LastTradeDate = &q - return &p -} - -func (p ListFuturesContractsParams) WithAsOf(q Date) *ListFuturesContractsParams { - p.AsOf = &q - return &p -} - -func (p ListFuturesContractsParams) WithActive(q string) *ListFuturesContractsParams { - p.Active = &q - return &p -} - -func (p ListFuturesContractsParams) WithType(q string) *ListFuturesContractsParams { - p.Type = &q - return &p -} - -func (p ListFuturesContractsParams) WithLimit(q int) *ListFuturesContractsParams { - p.Limit = &q - return &p -} - -func (p ListFuturesContractsParams) WithSort(q string) *ListFuturesContractsParams { - p.Sort = &q - return &p -} - -// ListFuturesContractsResponse defines the response for the ListFuturesContracts endpoint. -type ListFuturesContractsResponse struct { - BaseResponse - Results []FuturesContract `json:"results,omitempty"` -} - -// FuturesContract represents a futures contract. -type FuturesContract struct { - Active bool `json:"active,omitempty"` - AsOf Date `json:"as_of,omitempty"` - Maturity string `json:"maturity,omitempty"` - DaysToMaturity int `json:"days_to_maturity,omitempty"` - FirstTradeDate Date `json:"first_trade_date,omitempty"` - LastTradeDate Date `json:"last_trade_date,omitempty"` - MaxOrderQuantity int `json:"max_order_quantity,omitempty"` - MinOrderQuantity int `json:"min_order_quantity,omitempty"` - Name string `json:"name,omitempty"` - ProductCode string `json:"product_code,omitempty"` - SettlementDate Date `json:"settlement_date,omitempty"` - SettlementTickSize float64 `json:"settlement_tick_size,omitempty"` - SpreadTickSize float64 `json:"spread_tick_size,omitempty"` - Ticker string `json:"ticker,omitempty"` - TradeTickSize float64 `json:"trade_tick_size,omitempty"` - TradingVenue string `json:"trading_venue,omitempty"` - Type string `json:"type,omitempty"` -} - -// GetFuturesContractParams defines parameters for the GetFuturesContract endpoint. -type GetFuturesContractParams struct { - Ticker string `validate:"required" path:"ticker"` - AsOf *Date `query:"as_of"` -} - -func (p GetFuturesContractParams) WithAsOf(q Date) *GetFuturesContractParams { - p.AsOf = &q - return &p -} - -// GetFuturesContractResponse defines the response for the GetFuturesContract endpoint. -type GetFuturesContractResponse struct { - BaseResponse - Results FuturesContract `json:"results,omitempty"` -} - -// ListFuturesMarketStatusesParams defines parameters for the ListFuturesMarketStatuses endpoint. -type ListFuturesMarketStatusesParams struct { - ProductCodeAnyOf *string `query:"product_code.any_of"` - ProductCode *string `query:"product_code"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesMarketStatusesParams) WithProductCodeAnyOf(q string) *ListFuturesMarketStatusesParams { - p.ProductCodeAnyOf = &q - return &p -} - -func (p ListFuturesMarketStatusesParams) WithProductCode(q string) *ListFuturesMarketStatusesParams { - p.ProductCode = &q - return &p -} - -func (p ListFuturesMarketStatusesParams) WithLimit(q int) *ListFuturesMarketStatusesParams { - p.Limit = &q - return &p -} - -func (p ListFuturesMarketStatusesParams) WithSort(q string) *ListFuturesMarketStatusesParams { - p.Sort = &q - return &p -} - -// ListFuturesMarketStatusesResponse defines the response for the ListFuturesMarketStatuses endpoint. -type ListFuturesMarketStatusesResponse struct { - BaseResponse - Results []FuturesMarketStatus `json:"results,omitempty"` - Timestamp string `json:"timestamp,omitempty"` -} - -// FuturesMarketStatus represents the market status for a futures product. -type FuturesMarketStatus struct { - MarketStatus string `json:"market_status,omitempty"` - ProductCode string `json:"product_code,omitempty"` - TradingVenue string `json:"trading_venue,omitempty"` -} - -// ListFuturesProductsParams defines parameters for the ListFuturesProducts endpoint. -type ListFuturesProductsParams struct { - Name *string `query:"name"` - AsOf *Date `query:"as_of"` - TradingVenue *string `query:"trading_venue"` - Sector *string `query:"sector"` - SubSector *string `query:"sub_sector"` - AssetClass *string `query:"asset_class"` - AssetSubClass *string `query:"asset_sub_class"` - Type *string `query:"type"` - Limit *int `query:"limit"` - NameSearch *string `query:"name.search"` - Sort *string `query:"sort"` -} - -func (p ListFuturesProductsParams) WithName(q string) *ListFuturesProductsParams { - p.Name = &q - return &p -} - -func (p ListFuturesProductsParams) WithAsOf(q Date) *ListFuturesProductsParams { - p.AsOf = &q - return &p -} - -func (p ListFuturesProductsParams) WithTradingVenue(q string) *ListFuturesProductsParams { - p.TradingVenue = &q - return &p -} - -func (p ListFuturesProductsParams) WithSector(q string) *ListFuturesProductsParams { - p.Sector = &q - return &p -} - -func (p ListFuturesProductsParams) WithSubSector(q string) *ListFuturesProductsParams { - p.SubSector = &q - return &p -} - -func (p ListFuturesProductsParams) WithAssetClass(q string) *ListFuturesProductsParams { - p.AssetClass = &q - return &p -} - -func (p ListFuturesProductsParams) WithAssetSubClass(q string) *ListFuturesProductsParams { - p.AssetSubClass = &q - return &p -} - -func (p ListFuturesProductsParams) WithType(q string) *ListFuturesProductsParams { - p.Type = &q - return &p -} - -func (p ListFuturesProductsParams) WithLimit(q int) *ListFuturesProductsParams { - p.Limit = &q - return &p -} - -func (p ListFuturesProductsParams) WithNameSearch(q string) *ListFuturesProductsParams { - p.NameSearch = &q - return &p -} - -func (p ListFuturesProductsParams) WithSort(q string) *ListFuturesProductsParams { - p.Sort = &q - return &p -} - -// ListFuturesProductsResponse defines the response for the ListFuturesProducts endpoint. -type ListFuturesProductsResponse struct { - BaseResponse - Results []FuturesProduct `json:"results,omitempty"` -} - -// FuturesProduct represents a futures product. -type FuturesProduct struct { - AsOf Date `json:"as_of,omitempty"` - AssetClass string `json:"asset_class,omitempty"` - AssetSubClass string `json:"asset_sub_class,omitempty"` - ClearingChannel string `json:"clearing_channel,omitempty"` - LastUpdated string `json:"last_updated,omitempty"` - Name string `json:"name,omitempty"` - PriceQuotation string `json:"price_quotation,omitempty"` - ProductCode string `json:"product_code,omitempty"` - Sector string `json:"sector,omitempty"` - SettlementCurrencyCode string `json:"settlement_currency_code,omitempty"` - SettlementMethod string `json:"settlement_method,omitempty"` - SettlementType string `json:"settlement_type,omitempty"` - SubSector string `json:"sub_sector,omitempty"` - TradeCurrencyCode string `json:"trade_currency_code,omitempty"` - TradingVenue string `json:"trading_venue,omitempty"` - Type string `json:"type,omitempty"` - UnitOfMeasure string `json:"unit_of_measure,omitempty"` - UnitOfMeasureQuantity float64 `json:"unit_of_measure_quantity,omitempty"` -} - -// GetFuturesProductParams defines parameters for the GetFuturesProduct endpoint. -type GetFuturesProductParams struct { - ProductCode string `validate:"required" path:"product_code"` - Type *string `query:"type"` - AsOf *Date `query:"as_of"` -} - -func (p GetFuturesProductParams) WithType(q string) *GetFuturesProductParams { - p.Type = &q - return &p -} - -func (p GetFuturesProductParams) WithAsOf(q Date) *GetFuturesProductParams { - p.AsOf = &q - return &p -} - -// GetFuturesProductResponse defines the response for the GetFuturesProduct endpoint. -type GetFuturesProductResponse struct { - BaseResponse - Results FuturesProduct `json:"results,omitempty"` -} - -// ListFuturesProductSchedulesParams defines parameters for the ListFuturesProductSchedules endpoint. -type ListFuturesProductSchedulesParams struct { - ProductCode string `validate:"required" path:"product_code"` - SessionEndDate *Date `query:"session_end_date"` - SessionEndDateLT *Date `query:"session_end_date.lt"` - SessionEndDateLTE *Date `query:"session_end_date.lte"` - SessionEndDateGT *Date `query:"session_end_date.gt"` - SessionEndDateGTE *Date `query:"session_end_date.gte"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesProductSchedulesParams) WithSessionEndDate(c Comparator, q Date) *ListFuturesProductSchedulesParams { - switch c { - case EQ: - p.SessionEndDate = &q - case LT: - p.SessionEndDateLT = &q - case LTE: - p.SessionEndDateLTE = &q - case GT: - p.SessionEndDateGT = &q - case GTE: - p.SessionEndDateGTE = &q - } - return &p -} - -func (p ListFuturesProductSchedulesParams) WithLimit(q int) *ListFuturesProductSchedulesParams { - p.Limit = &q - return &p -} - -func (p ListFuturesProductSchedulesParams) WithSort(q string) *ListFuturesProductSchedulesParams { - p.Sort = &q - return &p -} - -// ListFuturesProductSchedulesResponse defines the response for the ListFuturesProductSchedules endpoint. -type ListFuturesProductSchedulesResponse struct { - BaseResponse - Results []FuturesSchedule `json:"results,omitempty"` -} - -// FuturesSchedule represents a trading schedule for a futures product. -type FuturesSchedule struct { - ProductCode string `json:"product_code,omitempty"` - ProductName string `json:"product_name,omitempty"` - Schedule []ScheduleEvent `json:"schedule,omitempty"` - SessionEndDate Date `json:"session_end_date,omitempty"` - TradingVenue string `json:"trading_venue,omitempty"` -} - -type ScheduleEvent struct { - Event string `json:"event,omitempty"` - Timestamp string `json:"timestamp,omitempty"` -} - -// ListFuturesQuotesParams defines parameters for the ListFuturesQuotes endpoint. -type ListFuturesQuotesParams struct { - Ticker string `validate:"required" path:"ticker"` - Timestamp *Nanos `query:"timestamp"` - TimestampLT *Nanos `query:"timestamp.lt"` - TimestampLTE *Nanos `query:"timestamp.lte"` - TimestampGT *Nanos `query:"timestamp.gt"` - TimestampGTE *Nanos `query:"timestamp.gte"` - SessionEndDate *string `query:"session_end_date"` - SessionEndDateLT *string `query:"session_end_date.lt"` - SessionEndDateLTE *string `query:"session_end_date.lte"` - SessionEndDateGT *string `query:"session_end_date.gt"` - SessionEndDateGTE *string `query:"session_end_date.gte"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesQuotesParams) WithTimestamp(c Comparator, q Nanos) *ListFuturesQuotesParams { - switch c { - case EQ: - p.Timestamp = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p ListFuturesQuotesParams) WithSessionEndDate(c Comparator, q string) *ListFuturesQuotesParams { - switch c { - case EQ: - p.SessionEndDate = &q - case LT: - p.SessionEndDateLT = &q - case LTE: - p.SessionEndDateLTE = &q - case GT: - p.SessionEndDateGT = &q - case GTE: - p.SessionEndDateGTE = &q - } - return &p -} - -func (p ListFuturesQuotesParams) WithLimit(q int) *ListFuturesQuotesParams { - p.Limit = &q - return &p -} - -func (p ListFuturesQuotesParams) WithSort(q string) *ListFuturesQuotesParams { - p.Sort = &q - return &p -} - -// ListFuturesQuotesResponse defines the response for the ListFuturesQuotes endpoint. -type ListFuturesQuotesResponse struct { - BaseResponse - Results []FuturesQuote `json:"results,omitempty"` -} - -// FuturesQuote represents a quote for a futures contract. -type FuturesQuote struct { - AskPrice float64 `json:"ask_price,omitempty"` - AskSize float64 `json:"ask_size,omitempty"` - AskTimestamp Nanos `json:"ask_timestamp,omitempty"` - BidPrice float64 `json:"bid_price,omitempty"` - BidSize float64 `json:"bid_size,omitempty"` - BidTimestamp Nanos `json:"bid_timestamp,omitempty"` - SessionEndDate string `json:"session_end_date,omitempty"` - Ticker string `json:"ticker,omitempty"` - Timestamp Nanos `json:"timestamp,omitempty"` -} - -// ListFuturesSchedulesParams defines parameters for the ListFuturesSchedules endpoint. -type ListFuturesSchedulesParams struct { - SessionEndDate *Date `query:"session_end_date"` - TradingVenue *string `query:"trading_venue"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesSchedulesParams) WithSessionEndDate(q Date) *ListFuturesSchedulesParams { - p.SessionEndDate = &q - return &p -} - -func (p ListFuturesSchedulesParams) WithTradingVenue(q string) *ListFuturesSchedulesParams { - p.TradingVenue = &q - return &p -} - -func (p ListFuturesSchedulesParams) WithLimit(q int) *ListFuturesSchedulesParams { - p.Limit = &q - return &p -} - -func (p ListFuturesSchedulesParams) WithSort(q string) *ListFuturesSchedulesParams { - p.Sort = &q - return &p -} - -// ListFuturesSchedulesResponse defines the response for the ListFuturesSchedules endpoint. -type ListFuturesSchedulesResponse struct { - BaseResponse - Results []FuturesSchedule `json:"results,omitempty"` -} - -// ListFuturesTradesParams defines parameters for the ListFuturesTrades endpoint. -type ListFuturesTradesParams struct { - Ticker string `validate:"required" path:"ticker"` - Timestamp *Nanos `query:"timestamp"` - TimestampLT *Nanos `query:"timestamp.lt"` - TimestampLTE *Nanos `query:"timestamp.lte"` - TimestampGT *Nanos `query:"timestamp.gt"` - TimestampGTE *Nanos `query:"timestamp.gte"` - SessionEndDate *string `query:"session_end_date"` - SessionEndDateLT *string `query:"session_end_date.lt"` - SessionEndDateLTE *string `query:"session_end_date.lte"` - SessionEndDateGT *string `query:"session_end_date.gt"` - SessionEndDateGTE *string `query:"session_end_date.gte"` - Limit *int `query:"limit"` - Sort *string `query:"sort"` -} - -func (p ListFuturesTradesParams) WithTimestamp(c Comparator, q Nanos) *ListFuturesTradesParams { - switch c { - case EQ: - p.Timestamp = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p ListFuturesTradesParams) WithSessionEndDate(c Comparator, q string) *ListFuturesTradesParams { - switch c { - case EQ: - p.SessionEndDate = &q - case LT: - p.SessionEndDateLT = &q - case LTE: - p.SessionEndDateLTE = &q - case GT: - p.SessionEndDateGT = &q - case GTE: - p.SessionEndDateGTE = &q - } - return &p -} - -func (p ListFuturesTradesParams) WithLimit(q int) *ListFuturesTradesParams { - p.Limit = &q - return &p -} - -func (p ListFuturesTradesParams) WithSort(q string) *ListFuturesTradesParams { - p.Sort = &q - return &p -} - -// ListFuturesTradesResponse defines the response for the ListFuturesTrades endpoint. -type ListFuturesTradesResponse struct { - BaseResponse - Results []FuturesTrade `json:"results,omitempty"` -} - -// FuturesTrade represents a trade for a futures contract. -type FuturesTrade struct { - Price float64 `json:"price,omitempty"` - SessionEndDate string `json:"session_end_date,omitempty"` - Size float64 `json:"size,omitempty"` - Ticker string `json:"ticker,omitempty"` - Timestamp Nanos `json:"timestamp,omitempty"` -} diff --git a/rest/models/indicators.go b/rest/models/indicators.go deleted file mode 100644 index ae41c975..00000000 --- a/rest/models/indicators.go +++ /dev/null @@ -1,419 +0,0 @@ -package models - -// GetSMAParams is the set of parameters for the GetSMA method. -type GetSMAParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan of the underlying aggregates. - Timespan *Timespan `query:"timespan"` - - // Query indicators by timestamp. - TimestampEQ *Millis `query:"timestamp"` - TimestampLT *Millis `query:"timestamp.lt"` - TimestampLTE *Millis `query:"timestamp.lte"` - TimestampGT *Millis `query:"timestamp.gt"` - TimestampGTE *Millis `query:"timestamp.gte"` - - // The attribute of the underlying aggregate which will be used to calculate the indicator. - SeriesType *SeriesType `query:"series_type"` - - // Whether to also return the underlying aggregates used to calculate the indicator. - ExpandUnderlying *bool `query:"expand_underlying"` - - // Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 5000 - Limit *int `query:"limit"` - - // The size of the window over which the indicator will be calculated. - Window *int `query:"window"` -} - -func (p GetSMAParams) WithAdjusted(q bool) *GetSMAParams { - p.Adjusted = &q - return &p -} - -func (p GetSMAParams) WithOrder(q Order) *GetSMAParams { - p.Order = &q - return &p -} - -func (p GetSMAParams) WithLimit(q int) *GetSMAParams { - p.Limit = &q - return &p -} - -func (p GetSMAParams) WithExpandUnderlying(q bool) *GetSMAParams { - p.ExpandUnderlying = &q - return &p -} - -func (p GetSMAParams) WithTimestamp(c Comparator, q Millis) *GetSMAParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p GetSMAParams) WithTimespan(q Timespan) *GetSMAParams { - p.Timespan = &q - return &p -} - -func (p GetSMAParams) WithSeriesType(q SeriesType) *GetSMAParams { - p.SeriesType = &q - return &p -} - -func (p GetSMAParams) WithWindow(q int) *GetSMAParams { - p.Window = &q - return &p -} - -// GetEMAParams is the set of parameters for the GetEMA method. -type GetEMAParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan of the underlying aggregates. - Timespan *Timespan `query:"timespan"` - - // Query indicators by timestamp. - TimestampEQ *Millis `query:"timestamp"` - TimestampLT *Millis `query:"timestamp.lt"` - TimestampLTE *Millis `query:"timestamp.lte"` - TimestampGT *Millis `query:"timestamp.gt"` - TimestampGTE *Millis `query:"timestamp.gte"` - - // The attribute of the underlying aggregate which will be used to calculate the indicator. - SeriesType *SeriesType `query:"series_type"` - - // Whether to also return the underlying aggregates used to calculate the indicator. - ExpandUnderlying *bool `query:"expand_underlying"` - - // Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 5000 - Limit *int `query:"limit"` - - // The size of the window over which the indicator will be calculated. - Window *int `query:"window"` -} - -func (p GetEMAParams) WithAdjusted(q bool) *GetEMAParams { - p.Adjusted = &q - return &p -} - -func (p GetEMAParams) WithOrder(q Order) *GetEMAParams { - p.Order = &q - return &p -} - -func (p GetEMAParams) WithLimit(q int) *GetEMAParams { - p.Limit = &q - return &p -} - -func (p GetEMAParams) WithExpandUnderlying(q bool) *GetEMAParams { - p.ExpandUnderlying = &q - return &p -} - -func (p GetEMAParams) WithTimestamp(c Comparator, q Millis) *GetEMAParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p GetEMAParams) WithTimespan(q Timespan) *GetEMAParams { - p.Timespan = &q - return &p -} - -func (p GetEMAParams) WithSeriesType(q SeriesType) *GetEMAParams { - p.SeriesType = &q - return &p -} - -func (p GetEMAParams) WithWindow(q int) *GetEMAParams { - p.Window = &q - return &p -} - -// GetRSIParams is the set of parameters for the GetRSI method. -type GetRSIParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan of the underlying aggregates. - Timespan *Timespan `query:"timespan"` - - // Query indicators by timestamp. - TimestampEQ *Millis `query:"timestamp"` - TimestampLT *Millis `query:"timestamp.lt"` - TimestampLTE *Millis `query:"timestamp.lte"` - TimestampGT *Millis `query:"timestamp.gt"` - TimestampGTE *Millis `query:"timestamp.gte"` - - // The attribute of the underlying aggregate which will be used to calculate the indicator. - SeriesType *SeriesType `query:"series_type"` - - // Whether to also return the underlying aggregates used to calculate the indicator. - ExpandUnderlying *bool `query:"expand_underlying"` - - // Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 5000 - Limit *int `query:"limit"` - - // The size of the window over which the indicator will be calculated. - Window *int `query:"window"` -} - -func (p GetRSIParams) WithAdjusted(q bool) *GetRSIParams { - p.Adjusted = &q - return &p -} - -func (p GetRSIParams) WithOrder(q Order) *GetRSIParams { - p.Order = &q - return &p -} - -func (p GetRSIParams) WithLimit(q int) *GetRSIParams { - p.Limit = &q - return &p -} - -func (p GetRSIParams) WithExpandUnderlying(q bool) *GetRSIParams { - p.ExpandUnderlying = &q - return &p -} - -func (p GetRSIParams) WithTimestamp(c Comparator, q Millis) *GetRSIParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p GetRSIParams) WithTimespan(q Timespan) *GetRSIParams { - p.Timespan = &q - return &p -} - -func (p GetRSIParams) WithSeriesType(q SeriesType) *GetRSIParams { - p.SeriesType = &q - return &p -} - -func (p GetRSIParams) WithWindow(q int) *GetRSIParams { - p.Window = &q - return &p -} - -// GetMACDParams is the set of parameters for the GetMACD method. -type GetMACDParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` - - // The size of the timespan of the underlying aggregates. - Timespan *Timespan `query:"timespan"` - - // Query indicators by timestamp. - TimestampEQ *Millis `query:"timestamp"` - TimestampLT *Millis `query:"timestamp.lt"` - TimestampLTE *Millis `query:"timestamp.lte"` - TimestampGT *Millis `query:"timestamp.gt"` - TimestampGTE *Millis `query:"timestamp.gte"` - - // The attribute of the underlying aggregate which will be used to calculate the indicator. - SeriesType *SeriesType `query:"series_type"` - - // Whether to also return the underlying aggregates used to calculate the indicator. - ExpandUnderlying *bool `query:"expand_underlying"` - - // Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get - // results that are NOT adjusted for splits. - Adjusted *bool `query:"adjusted"` - - // Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return - // results in descending order (newest at the top). - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 5000 - Limit *int `query:"limit"` - - // The size of the window over which the indicator will be calculated. - ShortWindow *int `query:"short_window"` - - // The size of the window over which the indicator will be calculated. - LongWindow *int `query:"long_window"` - - // The size of the window over which the indicator will be calculated. - SignalWindow *int `query:"signal_window"` -} - -func (p GetMACDParams) WithTimestamp(c Comparator, q Millis) *GetMACDParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p GetMACDParams) WithTimespan(q Timespan) *GetMACDParams { - p.Timespan = &q - return &p -} - -func (p GetMACDParams) WithSeriesType(q SeriesType) *GetMACDParams { - p.SeriesType = &q - return &p -} - -func (p GetMACDParams) WithAdjusted(q bool) *GetMACDParams { - p.Adjusted = &q - return &p -} - -func (p GetMACDParams) WithOrder(q Order) *GetMACDParams { - p.Order = &q - return &p -} - -func (p GetMACDParams) WithLimit(q int) *GetMACDParams { - p.Limit = &q - return &p -} - -func (p GetMACDParams) WithExpandUnderlying(q bool) *GetMACDParams { - p.ExpandUnderlying = &q - return &p -} - -func (p GetMACDParams) WithShortWindow(q int) *GetMACDParams { - p.ShortWindow = &q - return &p -} - -func (p GetMACDParams) WithLongWindow(q int) *GetMACDParams { - p.LongWindow = &q - return &p -} - -func (p GetMACDParams) WithSignalWindow(q int) *GetMACDParams { - p.SignalWindow = &q - return &p -} - -// Response Models - -// GetAggsResponse is the response returned by the GetAggs method. -type GetSMAResponse struct { - BaseResponse - Results SingleIndicatorResults `json:"results,omitempty"` -} - -type GetEMAResponse struct { - BaseResponse - Results SingleIndicatorResults `json:"results,omitempty"` -} - -type GetRSIResponse struct { - BaseResponse - Results SingleIndicatorResults `json:"results,omitempty"` -} - -type SingleIndicatorResults struct { - Underlying UnderlyingResults `json:"underlying,omitempty"` - Values SingleIndicatorValues `json:"values,omitempty"` -} - -type UnderlyingResults struct { - Aggregates []Agg `json:"aggregates,omitempty"` - URL string `json:"url,omitempty"` -} - -type SingleIndicatorValues []SingleIndicatorValue - -type SingleIndicatorValue struct { - Timestamp Millis `json:"timestamp,omitempty"` - Value float64 `json:"value,omitempty"` -} - -type GetMACDResponse struct { - BaseResponse - Results MACDIndicatorResults `json:"results,omitempty"` -} - -type MACDIndicatorResults struct { - Underlying UnderlyingResults `json:"underlying,omitempty"` - Values MACDIndicatorValues `json:"values,omitempty"` -} - -type MACDIndicatorValues []MACDIndicatorValue - -type MACDIndicatorValue struct { - Timestamp Millis `json:"timestamp,omitempty"` - Value float64 `json:"value,omitempty"` - Signal float64 `json:"signal,omitempty"` - Histogram float64 `json:"histogram,omitempty"` -} diff --git a/rest/models/indicators_test.go b/rest/models/indicators_test.go deleted file mode 100644 index e532b59d..00000000 --- a/rest/models/indicators_test.go +++ /dev/null @@ -1,174 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestGetSMAParams(t *testing.T) { - timespan := models.Week - timestamp := models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC)) - series := models.Close - expand := true - adjusted := true - order := models.Asc - limit := 100 - window := 5 - expect := models.GetSMAParams{ - Timespan: ×pan, - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - SeriesType: &series, - ExpandUnderlying: &expand, - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - Window: &window, - } - actual := models.GetSMAParams{}. - WithTimespan(timespan). - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithSeriesType(series). - WithExpandUnderlying(expand). - WithAdjusted(adjusted). - WithOrder(order). - WithLimit(limit). - WithWindow(window) - - checkParams(t, expect, *actual) -} - -func TestGetEMAParams(t *testing.T) { - timespan := models.Week - timestamp := models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC)) - series := models.Close - expand := true - adjusted := true - order := models.Asc - limit := 100 - window := 5 - expect := models.GetEMAParams{ - Timespan: ×pan, - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - SeriesType: &series, - ExpandUnderlying: &expand, - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - Window: &window, - } - actual := models.GetEMAParams{}. - WithTimespan(timespan). - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithSeriesType(series). - WithExpandUnderlying(expand). - WithAdjusted(adjusted). - WithOrder(order). - WithLimit(limit). - WithWindow(window) - - checkParams(t, expect, *actual) -} - -func TestGetRSIParams(t *testing.T) { - timespan := models.Week - timestamp := models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC)) - series := models.Close - expand := true - adjusted := true - order := models.Asc - limit := 100 - window := 5 - expect := models.GetRSIParams{ - Timespan: ×pan, - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - SeriesType: &series, - ExpandUnderlying: &expand, - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - Window: &window, - } - actual := models.GetRSIParams{}. - WithTimespan(timespan). - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithSeriesType(series). - WithExpandUnderlying(expand). - WithAdjusted(adjusted). - WithOrder(order). - WithLimit(limit). - WithWindow(window) - - checkParams(t, expect, *actual) -} - -func TestGetMACDParams(t *testing.T) { - timespan := models.Week - timestamp := models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC)) - series := models.Close - expand := true - adjusted := true - order := models.Asc - limit := 100 - shortWindow := 12 - longWindow := 26 - signalWindow := 9 - expect := models.GetMACDParams{ - Timespan: ×pan, - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - SeriesType: &series, - ExpandUnderlying: &expand, - Adjusted: &adjusted, - Order: &order, - Limit: &limit, - ShortWindow: &shortWindow, - LongWindow: &longWindow, - SignalWindow: &signalWindow, - } - actual := models.GetMACDParams{}. - WithTimespan(timespan). - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithSeriesType(series). - WithExpandUnderlying(expand). - WithAdjusted(adjusted). - WithOrder(order). - WithLimit(limit). - WithShortWindow(shortWindow). - WithLongWindow(longWindow). - WithSignalWindow(signalWindow) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/markets.go b/rest/models/markets.go deleted file mode 100644 index 476046d5..00000000 --- a/rest/models/markets.go +++ /dev/null @@ -1,25 +0,0 @@ -package models - -// GetMarketHolidaysResponse is the response returned by the GetMarketHolidays method. -type GetMarketHolidaysResponse []MarketHoliday - -// GetMarketStatusResponse is the response returned by the GetMarketStatus method. -type GetMarketStatusResponse struct { - AfterHours bool `json:"afterHours"` - Currencies map[string]string `json:"currencies,omitempty"` - EarlyHours bool `json:"earlyHours"` - Exchanges map[string]string `json:"exchanges,omitempty"` - IndicesGroups map[string]string `json:"indicesGroups,omitempty"` - Market string `json:"market,omitempty"` - ServerTime Time `json:"serverTime,omitempty"` -} - -// MarketHoliday represents a market holiday for a specific exchange. -type MarketHoliday struct { - Exchange string `json:"exchange,omitempty"` - Name string `json:"name,omitempty"` - Date Date `json:"date,omitempty"` - Status string `json:"status,omitempty"` - Open Time `json:"open,omitempty"` - Close Time `json:"close,omitempty"` -} diff --git a/rest/models/quotes.go b/rest/models/quotes.go deleted file mode 100644 index a3de839e..00000000 --- a/rest/models/quotes.go +++ /dev/null @@ -1,156 +0,0 @@ -package models - -import "time" - -// ListQuotesParams is the set of parameters for the ListQuotes method. -type ListQuotesParams struct { - // The ticker symbol to get quotes for. - Ticker string `validate:"required" path:"ticker"` - - // Query by timestamp. To query for a specific day instead of a nanosecond timestamp, - // set it via this pattern: params.WithDay(2006, 1, 2) // January 2, 2006. - TimestampEQ *Nanos `query:"timestamp"` - TimestampLT *Nanos `query:"timestamp.lt"` - TimestampLTE *Nanos `query:"timestamp.lte"` - TimestampGT *Nanos `query:"timestamp.gt"` - TimestampGTE *Nanos `query:"timestamp.gte"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 50000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListQuotesParams) WithTimestamp(c Comparator, q Nanos) *ListQuotesParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p ListQuotesParams) WithDay(year int, month time.Month, day int) *ListQuotesParams { - d := Nanos(time.Date(year, month, day, 0, 0, 0, 0, time.UTC)) - p.TimestampEQ = &d - return &p -} - -func (p ListQuotesParams) WithOrder(q Order) *ListQuotesParams { - p.Order = &q - return &p -} - -func (p ListQuotesParams) WithLimit(q int) *ListQuotesParams { - p.Limit = &q - return &p -} - -func (p ListQuotesParams) WithSort(q Sort) *ListQuotesParams { - p.Sort = &q - return &p -} - -// ListQuotesResponse is the response returned by the ListQuotes method. -type ListQuotesResponse struct { - BaseResponse - Results []Quote `json:"results,omitempty"` -} - -// GetLastQuoteParams is the set of parameters for the GetLastQuote method. -type GetLastQuoteParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` -} - -// GetLastQuoteResponse is the response returned by the GetLastQuote method. -type GetLastQuoteResponse struct { - BaseResponse - Results LastQuote `json:"results,omitempty"` -} - -// GetLastForexQuoteParams is the set of parameters for the GetLastForexQuote method. -type GetLastForexQuoteParams struct { - // The "from" symbol of the pair. - From string `validate:"required" path:"from"` - - // The "to" symbol of the pair. - To string `validate:"required" path:"to"` -} - -// GetLastForexQuoteResponse is the response returned by the GetLastForexQuote method. -type GetLastForexQuoteResponse struct { - BaseResponse - Symbol string `json:"symbol,omitempty"` - Last ForexQuote `json:"last,omitempty"` -} - -// GetRealTimeCurrencyConversionParams is the set of parameters for the GetRealTimeCurrencyConversion method. -type GetRealTimeCurrencyConversionParams struct { - From string `validate:"required" path:"from"` - To string `validate:"required" path:"to"` -} - -// GetRealTimeCurrencyConversionResponse is the response returned by the GetRealTimeCurrencyConversion method. -type GetRealTimeCurrencyConversionResponse struct { - BaseResponse - InitialAmount float64 `json:"initialAmount,omitempty"` - Converted float64 `json:"converted,omitempty"` - From string `json:"from,omitempty"` - To string `json:"to,omitempty"` - LastQuote ForexQuote `json:"last,omitempty"` -} - -// Quote is an NBBO for a ticker symbol in a given time range. -type Quote struct { - AskExchange int `json:"ask_exchange,omitempty"` - AskPrice float64 `json:"ask_price,omitempty"` - AskSize float64 `json:"ask_size,omitempty"` - BidExchange int `json:"bid_exchange,omitempty"` - BidPrice float64 `json:"bid_price,omitempty"` - BidSize float64 `json:"bid_size,omitempty"` - Conditions []int32 `json:"conditions,omitempty"` - Indicators []int32 `json:"indicators,omitempty"` - ParticipantTimestamp Nanos `json:"participant_timestamp,omitempty"` - SequenceNumber int64 `json:"sequence_number,omitempty"` - SipTimestamp Nanos `json:"sip_timestamp,omitempty"` - Tape int32 `json:"tape,omitempty"` - TrfTimestamp Nanos `json:"trf_timestamp,omitempty"` -} - -// LastQuote is the most recent NBBO for a ticker symbol. -type LastQuote struct { - Ticker string `json:"T,omitempty"` - TrfTimestamp Nanos `json:"f,omitempty"` - SequenceNumber int64 `json:"q,omitempty"` - SipTimestamp Nanos `json:"t,omitempty"` - ParticipantTimestamp Nanos `json:"y,omitempty"` - AskPrice float64 `json:"P,omitempty"` - AskSize float64 `json:"S,omitempty"` - AskExchange int `json:"X,omitempty"` - Conditions []int32 `json:"c,omitempty"` - Indicators []int32 `json:"i,omitempty"` - BidPrice float64 `json:"p,omitempty"` - BidSize float64 `json:"s,omitempty"` - BidExchange int `json:"x,omitempty"` - Tape int32 `json:"z,omitempty"` -} - -// ForexQuote is a BBO for a forex currency pair. -type ForexQuote struct { - Ask float64 `json:"ask,omitempty"` - Bid float64 `json:"bid,omitempty"` - Exchange int `json:"exchange,omitempty"` - Timestamp Nanos `json:"timestamp,omitempty"` -} diff --git a/rest/models/quotes_test.go b/rest/models/quotes_test.go deleted file mode 100644 index 0206348a..00000000 --- a/rest/models/quotes_test.go +++ /dev/null @@ -1,37 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListQuotesParams(t *testing.T) { - timestamp := models.Nanos(time.Date(2023, 3, 23, 0, 0, 0, 0, time.UTC)) - order := models.Asc - limit := 100 - sort := models.Timestamp - - expect := models.ListQuotesParams{ - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - Order: &order, - Limit: &limit, - Sort: &sort, - } - actual := models.ListQuotesParams{}. - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithOrder(order). - WithLimit(limit). - WithSort(sort) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/request.go b/rest/models/request.go deleted file mode 100644 index 385cd898..00000000 --- a/rest/models/request.go +++ /dev/null @@ -1,87 +0,0 @@ -package models - -import ( - "net/http" - "net/url" -) - -// RequestOptions are used to configure client calls. -type RequestOptions struct { - // APIKey to pass with the request - APIKey *string - - // Headers to apply to the request - Headers http.Header - - // Query params to apply to the request - QueryParams url.Values - - // Trace enables request tracing - Trace bool -} - -// RequestOption changes the configuration of RequestOptions. -type RequestOption func(o *RequestOptions) - -// APIKey sets an APIKey as an option. -func APIKey(id string) RequestOption { - return func(o *RequestOptions) { - o.APIKey = &id - } -} - -// Header sets a header as an option. -func Header(key, value string) RequestOption { - return func(o *RequestOptions) { - if o.Headers == nil { - o.Headers = make(http.Header) - } - - o.Headers.Add(key, value) - } -} - -// QueryParam sets a query param as an option. -func QueryParam(key, value string) RequestOption { - return func(o *RequestOptions) { - if o.QueryParams == nil { - o.QueryParams = make(url.Values) - } - - o.QueryParams.Add(key, value) - } -} - -// Headers required to use the Launchpad product. -const ( - // HeaderEdgeID is a required Launchpad header. It identifies the Edge User requesting data. - HeaderEdgeID = "X-Massive-Edge-ID" - // HeaderEdgeIPAddress is a required Launchpad header. It denotes the originating IP Address of the Edge User requesting data. - HeaderEdgeIPAddress = "X-Massive-Edge-IP-Address" - // HeaderEdgeUserAgent is an optional Launchpad header. It denotes the originating UserAgent of the Edge User requesting data. - HeaderEdgeUserAgent = "X-Massive-Edge-User-Agent" -) - -// RequiredEdgeHeaders sets the required headers for the Launchpad product. -func RequiredEdgeHeaders(edgeID, edgeIPAddress string) RequestOption { - return func(o *RequestOptions) { - if o.Headers == nil { - o.Headers = make(http.Header) - } - - o.Headers.Add(HeaderEdgeID, edgeID) - o.Headers.Add(HeaderEdgeIPAddress, edgeIPAddress) - } -} - -// EdgeUserAgent sets the Launchpad optional header denoting the Edge User's UserAgent. -func EdgeUserAgent(userAgent string) RequestOption { - return Header(HeaderEdgeUserAgent, userAgent) -} - -// WithTrace enables or disables request tracing. -func WithTrace(trace bool) RequestOption { - return func(o *RequestOptions) { - o.Trace = trace - } -} diff --git a/rest/models/response.go b/rest/models/response.go deleted file mode 100644 index 59676f61..00000000 --- a/rest/models/response.go +++ /dev/null @@ -1,48 +0,0 @@ -package models - -import "fmt" - -// BaseResponse has all possible attributes that any response can use. It's intended to be embedded in a domain specific -// response struct. -type BaseResponse struct { - PaginationHooks - - // The status of this request's response. - Status string `json:"status,omitempty"` - - // A request id assigned by the server. - RequestID string `json:"request_id,omitempty"` - - // The total number of results for this request. - Count int `json:"count,omitempty"` - - // A response message for successful requests. - Message string `json:"message,omitempty"` - - // An error message for unsuccessful requests. - ErrorMessage string `json:"error,omitempty"` -} - -// PaginationHooks are links to next and/or previous pages. Embed this struct into an API response if the endpoint -// supports pagination. -type PaginationHooks struct { - // If present, this value can be used to fetch the next page of data. - NextURL string `json:"next_url,omitempty"` -} - -func (p PaginationHooks) NextPage() string { - return p.NextURL -} - -// ErrorResponse represents an API response with an error status code. -type ErrorResponse struct { - BaseResponse - - // An HTTP status code for unsuccessful requests. - StatusCode int -} - -// Error returns the details of an error response. -func (e *ErrorResponse) Error() string { - return fmt.Sprintf("bad status with code '%d': message '%s': request ID '%s': internal status: '%s'", e.StatusCode, e.ErrorMessage, e.RequestID, e.Status) -} diff --git a/rest/models/snapshot.go b/rest/models/snapshot.go deleted file mode 100644 index 12ee4d22..00000000 --- a/rest/models/snapshot.go +++ /dev/null @@ -1,551 +0,0 @@ -package models - -import ( - "strings" -) - -// GetAllTickersSnapshotParams is the set of parameters for the GetAllTickersSnapshot method. -type GetAllTickersSnapshotParams struct { - // The locale of the market. - Locale MarketLocale `validate:"required" path:"locale"` - - // The type of market to query. - MarketType MarketType `validate:"required" path:"marketType"` - - // A comma separated list of tickers to get snapshots for. - Tickers *string `query:"tickers"` - - // Include OTC securities in the response. Default is false (don't include OTC securities). - IncludeOTC *bool `query:"include_otc"` -} - -func (p GetAllTickersSnapshotParams) WithTickers(q string) *GetAllTickersSnapshotParams { - p.Tickers = &q - return &p -} - -func (p GetAllTickersSnapshotParams) WithIncludeOTC(q bool) *GetAllTickersSnapshotParams { - p.IncludeOTC = &q - return &p -} - -// GetAllTickersSnapshotResponse is the response returned by the GetAllTickersSnapshot method. -type GetAllTickersSnapshotResponse struct { - BaseResponse - Tickers []TickerSnapshot `json:"tickers,omitempty"` -} - -// GetTickerSnapshotParams is the set of parameters for the GetTickerSnapshot method. -type GetTickerSnapshotParams struct { - // The locale of the market. - Locale MarketLocale `validate:"required" path:"locale"` - - // The type of market to query. - MarketType MarketType `validate:"required" path:"marketType"` - - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` -} - -// GetTickerSnapshotResponse is the response returned by the GetTickerSnapshot method. -type GetTickerSnapshotResponse struct { - BaseResponse - Snapshot TickerSnapshot `json:"ticker,omitempty"` -} - -// GetGainersLosersSnapshotParams is the set of parameters for the GetGainersLosersSnapshot method. -type GetGainersLosersSnapshotParams struct { - // The locale of the market. - Locale MarketLocale `validate:"required" path:"locale"` - - // The type of market to query. - MarketType MarketType `validate:"required" path:"marketType"` - - // The direction of the snapshot results to return. - Direction Direction `validate:"required" path:"direction"` - - // Include OTC securities in the response. Default is false (don't include OTC securities). - IncludeOTC *bool `query:"include_otc"` -} - -func (p GetGainersLosersSnapshotParams) WithIncludeOTC(q bool) *GetGainersLosersSnapshotParams { - p.IncludeOTC = &q - return &p -} - -// ListOptionsChainParams is a set of parameters for the ListOptionsChainSnapshot method. -type ListOptionsChainParams struct { - // The underlying ticker symbol of the option contract. - UnderlyingAsset string `validate:"required" path:"underlyingAsset"` - - // The strike price of the option contract. - StrikePrice *float64 `query:"strike_price"` - StrikePriceLT *float64 `query:"strike_price.lt"` - StrikePriceLTE *float64 `query:"strike_price.lte"` - StrikePriceGT *float64 `query:"strike_price.gt"` - StrikePriceGTE *float64 `query:"strike_price.gte"` - - // The type of contract. Can be ContractCall, ContractPut, or in some rare cases, ContractOther. - ContractType *ContractType `query:"contract_type"` - - // The contract's expiration date in YYYY-MM-DD format. - ExpirationDateEQ *Date `query:"expiration_date"` - ExpirationDateLT *Date `query:"expiration_date.lt"` - ExpirationDateLTE *Date `query:"expiration_date.lte"` - ExpirationDateGT *Date `query:"expiration_date.gt"` - ExpirationDateGTE *Date `query:"expiration_date.gte"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. - Order *Order `query:"order"` -} - -// WithStrikePrice sets strike price to params. Strike Price is the price at which a put or call option can be exercised. -// comparator options include EQ, LT, LTE, GT, and GTE. -// expirationDate should be in YYYY-MM-DD format -func (o ListOptionsChainParams) WithStrikePrice(comparator Comparator, strikePrice float64) *ListOptionsChainParams { - switch comparator { - case EQ: - o.StrikePrice = &strikePrice - case LT: - o.StrikePriceLT = &strikePrice - case LTE: - o.StrikePriceLTE = &strikePrice - case GT: - o.StrikePriceGT = &strikePrice - case GTE: - o.StrikePriceGTE = &strikePrice - default: - o.StrikePrice = &strikePrice - } - return &o -} - -// WithContractType sets contract type to params. -// contractType options include ContractCall and ContractPut. -func (o ListOptionsChainParams) WithContractType(contractType ContractType) *ListOptionsChainParams { - o.ContractType = &contractType - return &o -} - -// WithLimit sets number of results returned. Limit default is 10. Limit must fall in range of 0-1000. -func (o ListOptionsChainParams) WithLimit(limit int) *ListOptionsChainParams { - o.Limit = &limit - return &o -} - -// WithExpirationDate sets expiration_date query parameter. -// comparator options include EQ, LT, LTE, GT, and GTE. -// expirationDate should be in YYYY-MM-DD format -func (o ListOptionsChainParams) WithExpirationDate(comparator Comparator, expirationDate Date) *ListOptionsChainParams { - switch comparator { - case EQ: - o.ExpirationDateEQ = &expirationDate - case LT: - o.ExpirationDateLT = &expirationDate - case LTE: - o.ExpirationDateLTE = &expirationDate - case GT: - o.ExpirationDateGT = &expirationDate - case GTE: - o.ExpirationDateGTE = &expirationDate - default: - o.ExpirationDateEQ = &expirationDate - } - return &o -} - -// WithOrder sets order of results based on the Sort field. -func (o ListOptionsChainParams) WithOrder(order Order) *ListOptionsChainParams { - o.Order = &order - return &o -} - -// WithSort sets sort field. Sort expects to receive TickerSymbol, ExpirationDate, or StrikePrice as an argument. -func (o ListOptionsChainParams) WithSort(sort Sort) *ListOptionsChainParams { - switch sort { - case TickerSymbol: - o.Sort = &sort - case ExpirationDate: - o.Sort = &sort - case StrikePrice: - o.Sort = &sort - } - return &o -} - -type ListOptionsChainSnapshotResponse struct { - BaseResponse - Results []OptionContractSnapshot `json:"results,omitempty"` -} - -// GetGainersLosersSnapshotResponse is the response returned by the GetGainersLosersSnapshot method. -type GetGainersLosersSnapshotResponse struct { - BaseResponse - Tickers []TickerSnapshot `json:"tickers,omitempty"` -} - -// GetOptionContractSnapshotParams is the set of parameters for the GetOptionContractSnapshot method. -type GetOptionContractSnapshotParams struct { - UnderlyingAsset string `validate:"required" path:"underlyingAsset"` - OptionContract string `validate:"required" path:"optionContract"` -} - -// GetOptionContractSnapshotResponse is the response returned by the GetOptionContractSnapshot method. -type GetOptionContractSnapshotResponse struct { - BaseResponse - Results OptionContractSnapshot `json:"results,omitempty"` -} - -// GetCryptoFullBookSnapshotParams is the set of parameters for the GetCryptoFullBookSnapshot method. -type GetCryptoFullBookSnapshotParams struct { - Ticker string `validate:"required" path:"ticker"` -} - -// GetCryptoFullBookSnapshotResponse is the response returned by the GetCryptoFullBookSnapshot method. -type GetCryptoFullBookSnapshotResponse struct { - BaseResponse - Data FullBookSnapshot `json:"data,omitempty"` -} - -// GetIndicesSnapshotParams is the set of parameters for the GetIndicesSnapshot method. -type GetIndicesSnapshotParams struct { - // The ticker list to get summaries for - TickerAnyOf *string `query:"ticker.any_of"` -} - -func (p GetIndicesSnapshotParams) WithTickerAnyOf(tickers ...string) *GetIndicesSnapshotParams { - q := strings.Join(tickers, ",") - p.TickerAnyOf = &q - return &p -} - -// GetIndicesSnapshotResponse is the response returned by the GetIndicesSnapshot method. -type GetIndicesSnapshotResponse struct { - BaseResponse - Results []IndexSnapshot `json:"results,omitempty"` -} - -// TickerSnapshot is a collection of data for a ticker including the current minute, day, and previous day's aggregate, -// as well as the last trade and quote. -type TickerSnapshot struct { - Day DaySnapshot `json:"day,omitempty"` - LastQuote LastQuoteSnapshot `json:"lastQuote,omitempty"` - LastTrade LastTradeSnapshot `json:"lastTrade,omitempty"` - Minute MinuteSnapshot `json:"min,omitempty"` - PrevDay DaySnapshot `json:"prevDay,omitempty"` - Ticker string `json:"ticker,omitempty"` - TodaysChange float64 `json:"todaysChange,omitempty"` - TodaysChangePerc float64 `json:"todaysChangePerc,omitempty"` - Updated Nanos `json:"updated,omitempty"` - FairMarketValue float64 `json:"fmv,omitempty"` -} - -// DaySnapshot is the most recent day agg for a ticker. -type DaySnapshot struct { - Close float64 `json:"c,omitempty"` - High float64 `json:"h,omitempty"` - Low float64 `json:"l,omitempty"` - Open float64 `json:"o,omitempty"` - Volume float64 `json:"v,omitempty"` - VolumeWeightedAverage float64 `json:"vw,omitempty"` - OTC bool `json:"otc,omitempty"` -} - -// LastQuoteSnapshot is the most recent quote for a ticker. -type LastQuoteSnapshot struct { - AskPrice float64 `json:"P,omitempty"` - BidPrice float64 `json:"p,omitempty"` - AskSize float64 `json:"S,omitempty"` - BidSize float64 `json:"s,omitempty"` - Timestamp Nanos `json:"t,omitempty"` -} - -// LastTradeSnapshot is the most recent trade for a ticker. -type LastTradeSnapshot struct { - Conditions []int `json:"c,omitempty"` - TradeID string `json:"i,omitempty"` - Price float64 `json:"p,omitempty"` - Size float64 `json:"s,omitempty"` - Timestamp Nanos `json:"t,omitempty"` - ExchangeID int `json:"x,omitempty"` -} - -// MinuteSnapshot is the most recent minute agg for a ticker. -type MinuteSnapshot struct { - AccumulatedVolume float64 `json:"av,omitempty"` - Close float64 `json:"c,omitempty"` - High float64 `json:"h,omitempty"` - Low float64 `json:"l,omitempty"` - Open float64 `json:"o,omitempty"` - Volume float64 `json:"v,omitempty"` - VolumeWeightedAverage float64 `json:"vw,omitempty"` - NumberOfTransactions float64 `json:"n,omitempty"` - Timestamp Millis `json:"t,omitempty"` - OTC bool `json:"otc,omitempty"` -} - -// OptionContractSnapshot is a collection of data for an option contract ticker including the current day aggregate and -// the most recent quote. -type OptionContractSnapshot struct { - BreakEvenPrice float64 `json:"break_even_price,omitempty"` - Day DayOptionContractSnapshot `json:"day,omitempty"` - Details OptionDetails `json:"details,omitempty"` - Greeks Greeks `json:"greeks,omitempty"` - ImpliedVolatility float64 `json:"implied_volatility,omitempty"` - LastQuote LastQuoteOptionContractSnapshot `json:"last_quote,omitempty"` - LastTrade LastTradeOptionContractSnapshot `json:"last_trade,omitempty"` - OpenInterest float64 `json:"open_interest,omitempty"` - UnderlyingAsset UnderlyingAsset `json:"underlying_asset,omitempty"` - FairMarketValue float64 `json:"fmv,omitempty"` - FMVLastUpdated Nanos `json:"fmv_last_updated,omitempty"` -} - -// IndexSnapshot is a collection of data for an index ticker including the current session information and the most recent value. -type IndexSnapshot struct { - Value float64 `json:"value,omitempty"` - Ticker string `json:"ticker,omitempty"` - Name string `json:"name,omitempty"` - Type string `json:"type,omitempty"` - MarketStatus string `json:"market_status,omitempty"` - Session IndexSession `json:"session,omitempty"` -} - -type IndexSession struct { - Change float64 `json:"change,omitempty"` - ChangePercent float64 `json:"change_percent,omitempty"` - Close float64 `json:"close,omitempty"` - High float64 `json:"high,omitempty"` - Low float64 `json:"low,omitempty"` - Open float64 `json:"open,omitempty"` - PreviousClose float64 `json:"previous_close,omitempty"` -} - -// DayOptionContractSnapshot contains the most recent day agg for an option contract. -type DayOptionContractSnapshot struct { - Change float64 `json:"change,omitempty"` - ChangePercent float64 `json:"change_percent,omitempty"` - Close float64 `json:"close,omitempty"` - High float64 `json:"high,omitempty"` - LastUpdated Nanos `json:"last_updated,omitempty"` - Low float64 `json:"low,omitempty"` - Open float64 `json:"open,omitempty"` - PreviousClose float64 `json:"previous_close,omitempty"` - Volume float64 `json:"volume,omitempty"` - VWAP float64 `json:"vwap,omitempty"` -} - -// OptionDetails contains more detailed information about an option contract. -type OptionDetails struct { - ContractType string `json:"contract_type,omitempty"` - ExerciseStyle string `json:"exercise_style,omitempty"` - ExpirationDate Date `json:"expiration_date,omitempty"` - SharesPerContract float64 `json:"shares_per_contract,omitempty"` - StrikePrice float64 `json:"strike_price,omitempty"` - Ticker string `json:"ticker,omitempty"` -} - -// Greeks contains the delta, gamma, vega, and theta of an option contract. -type Greeks struct { - Delta float64 `json:"delta,omitempty"` - Gamma float64 `json:"gamma,omitempty"` - Theta float64 `json:"theta,omitempty"` - Vega float64 `json:"vega,omitempty"` -} - -// LastQuoteOptionContractSnapshot contains the most recent quote of an option contract. -type LastQuoteOptionContractSnapshot struct { - Ask float64 `json:"ask,omitempty"` - AskSize float64 `json:"ask_size,omitempty"` - Bid float64 `json:"bid,omitempty"` - BidSize float64 `json:"bid_size,omitempty"` - LastUpdated Nanos `json:"last_updated,omitempty"` - Midpoint float64 `json:"midpoint,omitempty"` - Timeframe string `json:"timeframe,omitempty"` -} - -type LastTradeOptionContractSnapshot struct { - Timestamp Nanos `json:"sip_timestamp,omitempty"` - Conditions []int32 `json:"conditions,omitempty"` - Price float64 `json:"price,omitempty"` - Size float64 `json:"size,omitempty"` - Exchange int32 `json:"exchange,omitempty"` - Timeframe string `json:"timeframe,omitempty"` -} - -// UnderlyingAsset contains information on the underlying stock for this options contract. -type UnderlyingAsset struct { - ChangeToBreakEven float64 `json:"change_to_break_even,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` - Price float64 `json:"price,omitempty"` - Value float64 `json:"value,omitempty"` - Ticker string `json:"ticker,omitempty"` - Timeframe string `json:"timeframe,omitempty"` -} - -// FullBookSnapshot is the level 2 book of a single crypto ticker. -type FullBookSnapshot struct { - AskCount float64 `json:"askCount,omitempty"` - Asks []OrderBookQuote `json:"asks,omitempty"` - BidCount float64 `json:"bidCount,omitempty"` - Bids []OrderBookQuote `json:"bids,omitempty"` - Spread float64 `json:"spread,omitempty"` - Ticker string `json:"ticker,omitempty"` - Updated Nanos `json:"updated,omitempty"` -} - -// OrderBookQuote contains quote information for a crypto ticker. -type OrderBookQuote struct { - Price float64 `json:"p,omitempty"` - ExchangeToShares map[string]float64 `json:"x,omitempty"` -} - -// ListUniversalSnapshotsParams is a set of parameters for the ListUniversalSnapshots method. -type ListUniversalSnapshotsParams struct { - TickerAnyOf *string `query:"ticker.any_of"` - Ticker *string `query:"ticker"` - - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - Type *string `query:"type"` -} - -// WithTickerAnyOf sets the ticker.any_of query param. -func (p ListUniversalSnapshotsParams) WithTickerAnyOf(q string) *ListUniversalSnapshotsParams { - p.TickerAnyOf = &q - return &p -} - -// WithTicker sets the ticker equality query param. -func (p ListUniversalSnapshotsParams) WithTicker(q string) *ListUniversalSnapshotsParams { - p.Ticker = &q - return &p -} - -// WithType sets the type query param. -func (p ListUniversalSnapshotsParams) WithType(q string) *ListUniversalSnapshotsParams { - p.Type = &q - return &p -} - -// WithTickersByComparison sets the ticker inequality query params. -// Comparator options include EQ, LT, LTE, GT, and GTE. -func (p ListUniversalSnapshotsParams) WithTickersByComparison(c Comparator, q string) *ListUniversalSnapshotsParams { - switch c { - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -// ListUniversalSnapshotsResponse is the response returned by the ListUniversalSnapshots method. -type ListUniversalSnapshotsResponse struct { - BaseResponse - Results []SnapshotResponseModel `json:"results,omitempty"` -} - -// SnapshotResponseModel contains all the information that might come back in a SnapshotResponse. -type SnapshotResponseModel struct { - Name string `json:"name,omitempty"` - MarketStatus string `json:"market_status,omitempty"` - Ticker string `json:"ticker,omitempty"` - Type string `json:"type,omitempty"` - LastMinute SnapshotLastMinute `json:"last_minute,omitempty"` - LastQuote SnapshotLastQuote `json:"last_quote,omitempty"` - LastTrade SnapshotLastTrade `json:"last_trade,omitempty"` - Session Session `json:"session,omitempty"` - BreakEvenPrice float64 `json:"break_even_price,omitempty"` - Details Details `json:"details,omitempty"` - Greeks Greeks `json:"greeks,omitempty"` - ImpliedVolatility float64 `json:"implied_volatility,omitempty"` - OpenInterest float64 `json:"open_interest,omitempty"` - UnderlyingAsset UnderlyingAsset `json:"underlying_asset,omitempty"` - Value float64 `json:"value,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` - Timeframe string `json:"timeframe,omitempty"` - FairMarketValue float64 `json:"fmv,omitempty"` - FMVLastUpdated Nanos `json:"fmv_last_updated,omitempty"` - Error string `json:"error"` - Message string `json:"message"` -} - -// SnapshotLastMinute contains all the information that might come back in the last_minute attribute of a SnapshotResponseModel. -type SnapshotLastMinute struct { - Close float64 `json:"close,omitempty"` - High float64 `json:"high,omitempty"` - Low float64 `json:"low,omitempty"` - Transactions int64 `json:"transactions,omitempty"` - Open float64 `json:"open,omitempty"` - Volume float64 `json:"volume,omitempty"` - VWAP float64 `json:"vwap,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` -} - -// SnapshotLastQuote contains all the information that might come back in the last_quote attribute of a SnapshotResponse. -type SnapshotLastQuote struct { - Ask float64 `json:"ask,omitempty"` - AskSize float64 `json:"ask_size,omitempty"` - Bid float64 `json:"bid,omitempty"` - BidSize float64 `json:"bid_size,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` - Midpoint float64 `json:"midpoint,omitempty"` - Timeframe string `json:"timeframe,omitempty"` - Exchange int64 `json:"exchange,omitempty"` -} - -// SnapshotLastTrade contains all the information that might come back in the last_trade attribute of a SnapshotResponse. -type SnapshotLastTrade struct { - Timestamp int64 `json:"sip_timestamp,omitempty"` - ParticipantTimestamp int64 `json:"participant_timestamp,omitempty"` - Conditions []int32 `json:"conditions,omitempty"` - Price float64 `json:"price,omitempty"` - Size uint32 `json:"size,omitempty"` - Exchange int32 `json:"exchange,omitempty"` - Timeframe string `json:"timeframe,omitempty"` - ID string `json:"id,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` -} - -// Session contains all the information that might come back in the Session attribute of a SnapshotResponseModel or SummaryResult. -type Session struct { - Change float64 `json:"change,omitempty"` - ChangePercent float64 `json:"change_percent,omitempty"` - EarlyTradingChange float64 `json:"early_trading_change,omitempty"` - EarlyTradingChangePercent float64 `json:"early_trading_change_percent,omitempty"` - RegularTradingChange float64 `json:"regular_trading_change,omitempty"` - RegularTradingChangePercent float64 `json:"regular_trading_change_percent,omitempty"` - LateTradingChange float64 `json:"late_trading_change,omitempty"` - LateTradingChangePercent float64 `json:"late_trading_change_percent,omitempty"` - Close float64 `json:"close,omitempty"` - High float64 `json:"high,omitempty"` - Low float64 `json:"low,omitempty"` - Open float64 `json:"open,omitempty"` - PreviousClose float64 `json:"previous_close,omitempty"` - Volume float64 `json:"volume,omitempty"` - Price float64 `json:"price,omitempty"` - LastUpdated int64 `json:"last_updated,omitempty"` - VWAP float64 `json:"vwap,omitempty"` -} - -// Details contains all the information that might come back in the details attribute of a SnapshotResponse. -type Details struct { - ContractType string `json:"contract_type,omitempty"` - ExerciseStyle string `json:"exercise_style,omitempty"` - ExpirationDate string `json:"expiration_date,omitempty"` - SharesPerContract float64 `json:"shares_per_contract,omitempty"` - StrikePrice float64 `json:"strike_price,omitempty"` -} diff --git a/rest/models/snapshot_deprecated.go b/rest/models/snapshot_deprecated.go deleted file mode 100644 index 29668f63..00000000 --- a/rest/models/snapshot_deprecated.go +++ /dev/null @@ -1,36 +0,0 @@ -package models - -// Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types. -type ListAssetSnapshotsParams ListUniversalSnapshotsParams - -func (p ListAssetSnapshotsParams) WithTickerAnyOf(q string) *ListAssetSnapshotsParams { - p.TickerAnyOf = &q - return &p -} - -func (p ListAssetSnapshotsParams) WithTicker(q string) *ListAssetSnapshotsParams { - p.Ticker = &q - return &p -} - -func (p ListAssetSnapshotsParams) WithType(q string) *ListAssetSnapshotsParams { - p.Type = &q - return &p -} - -func (p ListAssetSnapshotsParams) WithTickersByComparison(c Comparator, q string) *ListAssetSnapshotsParams { - switch c { - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -// Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types. -type ListAssetSnapshotsResponse ListUniversalSnapshotsResponse diff --git a/rest/models/snapshot_test.go b/rest/models/snapshot_test.go deleted file mode 100644 index 94bcd868..00000000 --- a/rest/models/snapshot_test.go +++ /dev/null @@ -1,98 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestGetAllTickersSnapshotParams(t *testing.T) { - tickers := "AAPL,GOOL,TSLA" - otc := false - expect := models.GetAllTickersSnapshotParams{ - Tickers: &tickers, - IncludeOTC: &otc, - } - actual := models.GetAllTickersSnapshotParams{}. - WithTickers(tickers). - WithIncludeOTC(otc) - - checkParams(t, expect, *actual) -} - -func TestGetIndicesSnapshotParams(t *testing.T) { - tickers := "AAPL,GOOL,TSLA" - expect := models.GetIndicesSnapshotParams{ - TickerAnyOf: &tickers, - } - actual := models.GetIndicesSnapshotParams{}.WithTickerAnyOf(tickers) - checkParams(t, expect, *actual) -} - -func TestListUniversalSnapshotsParams(t *testing.T) { - ticker := "A" - tickers := "AAPL,GOOL,TSLA" - snapshot := "stocks" - expect := models.ListUniversalSnapshotsParams{ - TickerAnyOf: &tickers, - Ticker: &ticker, - TickerLT: &ticker, - TickerLTE: &ticker, - TickerGT: &ticker, - TickerGTE: &ticker, - Type: &snapshot, - } - actual := models.ListUniversalSnapshotsParams{}. - WithTickerAnyOf(tickers). - WithTicker(ticker). - WithTickersByComparison(models.LT, ticker). - WithTickersByComparison(models.LTE, ticker). - WithTickersByComparison(models.GT, ticker). - WithTickersByComparison(models.GTE, ticker). - WithType(snapshot) - - checkParams(t, expect, *actual) -} - -func TestListOptionsChainParams(t *testing.T) { - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - contractType := models.ContractCall - strikePrice := 1.23 - limit := 100 - sort := models.TickerSymbol - order := models.Asc - expect := models.ListOptionsChainParams{ - StrikePrice: &strikePrice, - StrikePriceLT: &strikePrice, - StrikePriceLTE: &strikePrice, - StrikePriceGT: &strikePrice, - StrikePriceGTE: &strikePrice, - ContractType: &contractType, - ExpirationDateEQ: &date, - ExpirationDateLT: &date, - ExpirationDateLTE: &date, - ExpirationDateGT: &date, - ExpirationDateGTE: &date, - Limit: &limit, - Sort: &sort, - Order: &order, - } - actual := models.ListOptionsChainParams{}. - WithStrikePrice(models.EQ, strikePrice). - WithStrikePrice(models.LT, strikePrice). - WithStrikePrice(models.LTE, strikePrice). - WithStrikePrice(models.GT, strikePrice). - WithStrikePrice(models.GTE, strikePrice). - WithContractType(contractType). - WithExpirationDate(models.EQ, date). - WithExpirationDate(models.LT, date). - WithExpirationDate(models.LTE, date). - WithExpirationDate(models.GT, date). - WithExpirationDate(models.GTE, date). - WithLimit(limit). - WithSort(sort). - WithOrder(order) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/splits.go b/rest/models/splits.go deleted file mode 100644 index 47de4611..00000000 --- a/rest/models/splits.go +++ /dev/null @@ -1,97 +0,0 @@ -package models - -// ListSplitsParams is the set of parameters for the ListSplits method. -type ListSplitsParams struct { - // Return the stock splits that contain this ticker. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Query by execution date with the format YYYY-MM-DD. - ExecutionDateEQ *Date `query:"execution_date"` - ExecutionDateLT *Date `query:"execution_date.lt"` - ExecutionDateLTE *Date `query:"execution_date.lte"` - ExecutionDateGT *Date `query:"execution_date.gt"` - ExecutionDateGTE *Date `query:"execution_date.gte"` - - // Query for reverse stock splits. A split ratio where split_from is greater than split_to represents a reverse - // split. By default this filter is not used. - ReverseSplit *bool `query:"reverse_split"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListSplitsParams) WithTicker(c Comparator, q string) *ListSplitsParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListSplitsParams) WithExecutionDate(c Comparator, q Date) *ListSplitsParams { - switch c { - case EQ: - p.ExecutionDateEQ = &q - case LT: - p.ExecutionDateLT = &q - case LTE: - p.ExecutionDateLTE = &q - case GT: - p.ExecutionDateGT = &q - case GTE: - p.ExecutionDateGTE = &q - } - return &p -} - -func (p ListSplitsParams) WithReverseSplit(q bool) *ListSplitsParams { - p.ReverseSplit = &q - return &p -} - -func (p ListSplitsParams) WithOrder(q Order) *ListSplitsParams { - p.Order = &q - return &p -} - -func (p ListSplitsParams) WithLimit(q int) *ListSplitsParams { - p.Limit = &q - return &p -} - -func (p ListSplitsParams) WithSort(q Sort) *ListSplitsParams { - p.Sort = &q - return &p -} - -// ListSplitsResponse is the response returned by the ListSplits method. -type ListSplitsResponse struct { - BaseResponse - Results []Split `json:"results,omitempty"` -} - -// Split contains detailed information on a specified stock split. -type Split struct { - ExecutionDate Date `json:"execution_date,omitempty"` - SplitFrom float64 `json:"split_from,omitempty"` - SplitTo float64 `json:"split_to,omitempty"` - Ticker string `json:"ticker,omitempty"` -} diff --git a/rest/models/splits_test.go b/rest/models/splits_test.go deleted file mode 100644 index 9c99f86e..00000000 --- a/rest/models/splits_test.go +++ /dev/null @@ -1,50 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListSplitsParams(t *testing.T) { - ticker := "A" - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - reverseSplit := true - sort := models.TickerSymbol - order := models.Asc - limit := 100 - expect := models.ListSplitsParams{ - TickerEQ: &ticker, - TickerLT: &ticker, - TickerLTE: &ticker, - TickerGT: &ticker, - TickerGTE: &ticker, - ExecutionDateEQ: &date, - ExecutionDateLT: &date, - ExecutionDateLTE: &date, - ExecutionDateGT: &date, - ExecutionDateGTE: &date, - ReverseSplit: &reverseSplit, - Sort: &sort, - Order: &order, - Limit: &limit, - } - actual := models.ListSplitsParams{}. - WithTicker(models.EQ, ticker). - WithTicker(models.LT, ticker). - WithTicker(models.LTE, ticker). - WithTicker(models.GT, ticker). - WithTicker(models.GTE, ticker). - WithExecutionDate(models.EQ, date). - WithExecutionDate(models.LT, date). - WithExecutionDate(models.LTE, date). - WithExecutionDate(models.GT, date). - WithExecutionDate(models.GTE, date). - WithReverseSplit(reverseSplit). - WithSort(sort). - WithOrder(order). - WithLimit(limit) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/summaries.go b/rest/models/summaries.go deleted file mode 100644 index d03d3209..00000000 --- a/rest/models/summaries.go +++ /dev/null @@ -1,42 +0,0 @@ -package models - -import "strings" - -type GetSummaryParams struct { - // The ticker list to get summaries for - TickerAnyOf *string `query:"ticker.any_of"` -} - -func (p GetSummaryParams) WithTickerAnyOf(tickers ...string) *GetSummaryParams { - q := strings.Join(tickers, ",") - p.TickerAnyOf = &q - return &p -} - -type GetSummaryResponse struct { - BaseResponse - Results []SummaryResult `json:"results,omitempty"` -} - -type SummaryResult struct { - Price float64 `json:"price,omitempty"` - Name string `json:"name,omitempty"` - Ticker string `json:"ticker,omitempty"` - Branding Branding `json:"branding,omitempty"` - MarketStatus string `json:"market_status,omitempty"` - Type string `json:"type,omitempty"` - Session Session `json:"session,omitempty"` - Options Options `json:"options,omitempty"` - Message string `json:"message,omitempty"` - Error string `json:"error,omitempty"` -} - -//easyjson:json -type Options struct { - ContractType string `json:"contract_type,omitempty"` - ExerciseStyle string `json:"exercise_style,omitempty"` - ExpirationDate Date `json:"expiration_date,omitempty"` - SharesPerContract float64 `json:"shares_per_contract,omitempty"` - StrikePrice float64 `json:"strike_price,omitempty"` - UnderlyingTicker string `json:"underlying_ticker,omitempty"` -} diff --git a/rest/models/summaries_test.go b/rest/models/summaries_test.go deleted file mode 100644 index 53e83eaf..00000000 --- a/rest/models/summaries_test.go +++ /dev/null @@ -1,16 +0,0 @@ -package models_test - -import ( - "testing" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestGetSummaryParams(t *testing.T) { - tickers := "AAPL,GOOL,TSLA" - expect := models.GetSummaryParams{ - TickerAnyOf: &tickers, - } - actual := models.GetSummaryParams{}.WithTickerAnyOf(tickers) - checkParams(t, expect, *actual) -} diff --git a/rest/models/tickers.go b/rest/models/tickers.go deleted file mode 100644 index ffe3dcc6..00000000 --- a/rest/models/tickers.go +++ /dev/null @@ -1,820 +0,0 @@ -package models - -import "strings" - -// ListTickersParams is the set of parameters for the ListTickers method. -type ListTickersParams struct { - // Specify a ticker symbol. Defaults to empty string which queries all tickers. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Specify the type of the tickers. Find the types that we support via our Ticker Types API. Defaults to empty - // string which queries all types. - Type *string `query:"type"` - - // Filter by market type. By default all markets are included. - Market *AssetClass `query:"market"` - - // Specify the asset's primary exchange Market Identifier Code (MIC) according to ISO 10383. Defaults to empty - // string which queries all exchanges. - Exchange *string `query:"exchange"` - - // Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes at their - // website. Defaults to empty string which queries all CUSIPs. - // - // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. - CUSIP *int `query:"cusip"` - - // Specify the CIK of the asset you want to search for. Find more information about CIK codes at their website. - // Defaults to empty string which queries all CIKs. - CIK *int `query:"cik"` - - // Specify a point in time to retrieve tickers available on that date. Defaults to the most recent available date. - Date *Date `query:"date"` - - // Specify if the tickers returned should be actively traded on the queried date. Default is true. - Active *bool `query:"active"` - - // Search for terms within the ticker and/or company name. - Search *string `query:"search"` - - // The field to sort the results on. Default is ticker. If the search query parameter is present, sort is ignored - // and results are ordered by relevance. - Sort *Sort `query:"sort"` - - // The order to sort the results on. Default is asc (ascending). - Order *Order `query:"order"` - - // Limit the size of the response, default is 100 and max is 1000. - Limit *int `query:"limit"` -} - -func (p ListTickersParams) WithTicker(c Comparator, q string) *ListTickersParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListTickersParams) WithType(q string) *ListTickersParams { - p.Type = &q - return &p -} - -func (p ListTickersParams) WithMarket(q AssetClass) *ListTickersParams { - p.Market = &q - return &p -} - -func (p ListTickersParams) WithExchange(q string) *ListTickersParams { - p.Exchange = &q - return &p -} - -func (p ListTickersParams) WithCUSIP(q int) *ListTickersParams { - p.CUSIP = &q - return &p -} - -func (p ListTickersParams) WithCIK(q int) *ListTickersParams { - p.CIK = &q - return &p -} - -func (p ListTickersParams) WithDate(q Date) *ListTickersParams { - p.Date = &q - return &p -} - -func (p ListTickersParams) WithActive(q bool) *ListTickersParams { - p.Active = &q - return &p -} - -func (p ListTickersParams) WithSearch(q string) *ListTickersParams { - p.Search = &q - return &p -} - -func (p ListTickersParams) WithSort(q Sort) *ListTickersParams { - p.Sort = &q - return &p -} - -func (p ListTickersParams) WithOrder(q Order) *ListTickersParams { - p.Order = &q - return &p -} - -func (p ListTickersParams) WithLimit(q int) *ListTickersParams { - p.Limit = &q - return &p -} - -// ListTickersResponse is the response returned by the ListTickers method. -type ListTickersResponse struct { - BaseResponse - - // An array of tickers that match your query. Note: Although you can query by CUSIP, due to legal reasons we do not - // return the CUSIP in the response. - Results []Ticker `json:"results,omitempty"` -} - -// GetTickerDetailsParams is the set of parameters for the GetTickerDetails method. -type GetTickerDetailsParams struct { - // The ticker symbol of the asset. - Ticker string `validate:"required" path:"ticker"` - - // Specify a point in time to get information about the ticker available on that date. When retrieving information - // from SEC filings, we compare this date with the period of report date on the SEC filing. - // - // For example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on - // 2019-06-29. That means that the filing was submitted on 2019-07-31, but the filing was created based on - // information from 2019-06-29. If you were to query for AAPL details on 2019-06-29, the ticker details would - // include information from the SEC filing. - // - // Defaults to the most recent available date. - Date *Date `query:"date"` -} - -func (p GetTickerDetailsParams) WithDate(q Date) *GetTickerDetailsParams { - p.Date = &q - return &p -} - -// GetTickerDetailsResponse is the response returned by the GetTickerDetails method. -type GetTickerDetailsResponse struct { - BaseResponse - - // Ticker with details. - Results Ticker `json:"results,omitempty"` -} - -// ListTickerNewsParams is the set of parameters for the ListTickerNews method. -type ListTickerNewsParams struct { - // Return results that contain this ticker. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Return results published on, before, or after this date. - PublishedUtcEQ *Millis `query:"published_utc"` - PublishedUtcLT *Millis `query:"published_utc.lt"` - PublishedUtcLTE *Millis `query:"published_utc.lte"` - PublishedUtcGT *Millis `query:"published_utc.gt"` - PublishedUtcGTE *Millis `query:"published_utc.gte"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` -} - -func (p ListTickerNewsParams) WithTicker(c Comparator, q string) *ListTickerNewsParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListTickerNewsParams) WithPublishedUTC(c Comparator, q Millis) *ListTickerNewsParams { - switch c { - case EQ: - p.PublishedUtcEQ = &q - case LT: - p.PublishedUtcLT = &q - case LTE: - p.PublishedUtcLTE = &q - case GT: - p.PublishedUtcGT = &q - case GTE: - p.PublishedUtcGTE = &q - } - return &p -} - -func (p ListTickerNewsParams) WithSort(q Sort) *ListTickerNewsParams { - p.Sort = &q - return &p -} - -func (p ListTickerNewsParams) WithOrder(q Order) *ListTickerNewsParams { - p.Order = &q - return &p -} - -func (p ListTickerNewsParams) WithLimit(q int) *ListTickerNewsParams { - p.Limit = &q - return &p -} - -// GetTickerRelatedCompaniesParams is the set of parameters for the GetTickerRelatedCompanies method. -type GetTickerRelatedCompaniesParams struct { - // The ticker symbol of the asset. - Ticker string `validate:"required" path:"ticker"` -} - -// GetTickerDetailsResponse is the response returned by the GetTickerRelatedCompanies method. -type GetTickerRelatedCompaniesResponse struct { - BaseResponse - - // List if related tickers. - Results []RelatedCompany `json:"results,omitempty"` -} - -// ListTickerNewsResponse is the response returned by the ListTickerNews method. -type ListTickerNewsResponse struct { - BaseResponse - - // Ticker news results. - Results []TickerNews `json:"results,omitempty"` -} - -// GetTickerTypesParams is the set of parameters for the GetTickerTypes method. -type GetTickerTypesParams struct { - // Filter by asset class. - AssetClass *AssetClass `query:"asset_class"` - - // Filter by locale. - Locale *MarketLocale `query:"locale"` -} - -func (p GetTickerTypesParams) WithAssetClass(q AssetClass) *GetTickerTypesParams { - p.AssetClass = &q - return &p -} - -func (p GetTickerTypesParams) WithLocale(q MarketLocale) *GetTickerTypesParams { - p.Locale = &q - return &p -} - -// GetTickerTypesResponse is the response returned by the GetTickerTypes method. -type GetTickerTypesResponse struct { - BaseResponse - - // Ticker type results. - Results []TickerType `json:"results,omitempty"` -} - -// Ticker contains detailed information on a specified ticker symbol. -type Ticker struct { - Active bool `json:"active"` - Address CompanyAddress `json:"address,omitempty"` - Branding Branding `json:"branding,omitempty"` - CIK string `json:"cik,omitempty"` - CompositeFIGI string `json:"composite_figi,omitempty"` - CurrencyName string `json:"currency_name,omitempty"` - CurrencySymbol string `json:"currency_symbol,omitempty"` - BaseCurrencyName string `json:"base_currency_name,omitempty"` - BaseCurrencySymbol string `json:"base_currency_symbol,omitempty"` - DelistedUTC Time `json:"delisted_utc,omitempty"` - Description string `json:"description,omitempty"` - HomepageURL string `json:"homepage_url,omitempty"` - LastUpdatedUTC Time `json:"last_updated_utc,omitempty"` - ListDate Date `json:"list_date,omitempty"` - Locale string `json:"locale,omitempty"` - Market string `json:"market,omitempty"` - MarketCap float64 `json:"market_cap,omitempty"` - Name string `json:"name,omitempty"` - PhoneNumber string `json:"phone_number,omitempty"` - PrimaryExchange string `json:"primary_exchange,omitempty"` - ShareClassFIGI string `json:"share_class_figi,omitempty"` - ShareClassSharesOutstanding int64 `json:"share_class_shares_outstanding,omitempty"` - SICCode string `json:"sic_code,omitempty"` - SICDescription string `json:"sic_description,omitempty"` - Ticker string `json:"ticker,omitempty"` - TickerRoot string `json:"ticker_root,omitempty"` - TickerSuffix string `json:"ticker_suffix,omitempty"` - TotalEmployees int32 `json:"total_employees,omitempty"` - Type string `json:"type,omitempty"` - WeightedSharesOutstanding int64 `json:"weighted_shares_outstanding,omitempty"` - SourceFeed string `json:"source_feed,omitempty"` -} - -// CompanyAddress contains information on the physical address of a company. -type CompanyAddress struct { - Address1 string `json:"address1,omitempty"` - Address2 string `json:"address2,omitempty"` // todo: add this to the spec - City string `json:"city,omitempty"` - PostalCode string `json:"postal_code,omitempty"` - State string `json:"state,omitempty"` -} - -// Branding contains information related to a company's brand. -type Branding struct { - LogoURL string `json:"logo_url,omitempty"` - IconURL string `json:"icon_url,omitempty"` -} - -// TickerNews contains information on a ticker news article. -type TickerNews struct { - AMPURL string `json:"amp_url,omitempty"` - ArticleURL string `json:"article_url,omitempty"` - Author string `json:"author,omitempty"` - Description string `json:"description,omitempty"` - ID string `json:"id,omitempty"` - ImageURL string `json:"image_url,omitempty"` - Insights []Insights `json:"insights"` - Keywords []string `json:"keywords,omitempty"` - PublishedUTC Time `json:"published_utc,omitempty"` - Publisher Publisher `json:"publisher,omitempty"` - Tickers []string `json:"tickers,omitempty"` - Title string `json:"title,omitempty"` -} - -// Insights contains sentiment, reasoning, and the ticker symbol associated with the insight. -type Insights struct { - Ticker string `json:"ticker"` - Sentiment string `json:"sentiment"` - SentimentReasoning string `json:"sentiment_reasoning"` -} - -// Publisher contains information on a new article publisher. -type Publisher struct { - FaviconURL string `json:"favicon_url,omitempty"` - HomepageURL string `json:"homepage_url,omitempty"` - LogoURL string `json:"logo_url,omitempty"` - Name string `json:"name,omitempty"` -} - -// RelatedCompany represents a related ticker based on news or sec filings. -type RelatedCompany struct { - Ticker string `json:"ticker,omitempty"` -} - -// TickerType represents a type of ticker with a code that the API understands. -type TickerType struct { - AssetClass string `json:"asset_class,omitempty"` - Code string `json:"code,omitempty"` - Description string `json:"description,omitempty"` - Locale string `json:"locale,omitempty"` -} - -// GetTickerEventsParams is the set of parameters for the GetTickerEvents method. -type GetTickerEventsParams struct { - // ID Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI. - // When given a ticker, we return events for the entity currently represented by that ticker. - // To find events for entities previously associated with a ticker, find the relevant identifier - // using the Ticker Details Endpoint (https://massive.com/docs/stocks/get_v3_reference_tickers__ticker). - ID string `validate:"required" path:"id"` - - // A comma-separated list of the types of event to include. Currently, ticker_change is the only supported event_type. Leave blank to return all supported event_types. - Types *string `query:"types"` -} - -func (p GetTickerEventsParams) WithTypes(types ...string) *GetTickerEventsParams { - q := strings.Join(types, ",") - p.Types = &q - return &p -} - -// GetTickerEventsResponse is the response returned by the GetTickerEvents method. -type GetTickerEventsResponse struct { - BaseResponse - Results []TickerEventResult `json:"results,omitempty"` -} - -// TickerEventResult is the data for a ticker event. -type TickerEventResult struct { - // Name is the company name. - Name string `json:"name"` - Events []TickerEvent `json:"events"` -} - -// TickerEvent contains the data for the different type of ticker events that could occur. -type TickerEvent struct { - Date Date `json:"date"` - Type string `json:"type"` - TickerChange *TickerChangeEvent `json:"ticker_change,omitempty"` -} - -// TickerChangeEvent represents the data relevant to a ticker_change typed event. -type TickerChangeEvent struct { - Ticker string `json:"ticker"` -} - -// ListIPOsParams is the set of parameters for the ListIPOs method. -type ListIPOsParams struct { - // Specify a case-sensitive ticker symbol. - Ticker *string `query:"ticker"` - - // Specify a us_code (CUSIP). - USCode *string `query:"us_code"` - - // Specify an International Securities Identification Number (ISIN). - ISIN *string `query:"isin"` - - // Specify a listing date (YYYY-MM-DD). - ListingDateEQ *string `query:"listing_date"` - ListingDateLT *string `query:"listing_date.lt"` - ListingDateLTE *string `query:"listing_date.lte"` - ListingDateGT *string `query:"listing_date.gt"` - ListingDateGTE *string `query:"listing_date.gte"` - - // Specify an IPO status. - IPOStatus *string `query:"ipo_status"` - - // Sort field used for ordering. Default is listing_date. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. Default is desc. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 1000. - Limit *int `query:"limit"` -} - -func (p ListIPOsParams) WithTicker(q string) *ListIPOsParams { - p.Ticker = &q - return &p -} - -func (p ListIPOsParams) WithUSCode(q string) *ListIPOsParams { - p.USCode = &q - return &p -} - -func (p ListIPOsParams) WithISIN(q string) *ListIPOsParams { - p.ISIN = &q - return &p -} - -func (p ListIPOsParams) WithListingDate(c Comparator, q string) *ListIPOsParams { - switch c { - case EQ: - p.ListingDateEQ = &q - case LT: - p.ListingDateLT = &q - case LTE: - p.ListingDateLTE = &q - case GT: - p.ListingDateGT = &q - case GTE: - p.ListingDateGTE = &q - } - return &p -} - -func (p ListIPOsParams) WithIPOStatus(q string) *ListIPOsParams { - p.IPOStatus = &q - return &p -} - -func (p ListIPOsParams) WithSort(q Sort) *ListIPOsParams { - p.Sort = &q - return &p -} - -func (p ListIPOsParams) WithOrder(q Order) *ListIPOsParams { - p.Order = &q - return &p -} - -func (p ListIPOsParams) WithLimit(q int) *ListIPOsParams { - p.Limit = &q - return &p -} - -// ListIPOsResponse is the response returned by the ListIPOs method. -type ListIPOsResponse struct { - BaseResponse - - // An array of IPO events that match your query. - Results []IPOResult `json:"results,omitempty"` -} - -// IPOResult contains detailed information about an Initial Public Offering (IPO). -type IPOResult struct { - AnnouncedDate *string `json:"announced_date,omitempty"` - CurrencyCode *string `json:"currency_code,omitempty"` - FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` - HighestOfferPrice *float64 `json:"highest_offer_price,omitempty"` - IPOStatus string `json:"ipo_status"` - ISIN *string `json:"isin,omitempty"` - IssueEndDate *string `json:"issue_end_date,omitempty"` - IssueStartDate *string `json:"issue_start_date,omitempty"` - IssuerName string `json:"issuer_name"` - LastUpdated string `json:"last_updated"` - ListingDate *string `json:"listing_date,omitempty"` - LotSize *float64 `json:"lot_size,omitempty"` - LowestOfferPrice *float64 `json:"lowest_offer_price,omitempty"` - MaxSharesOffered *float64 `json:"max_shares_offered,omitempty"` - MinSharesOffered *float64 `json:"min_shares_offered,omitempty"` - PrimaryExchange *string `json:"primary_exchange,omitempty"` - SecurityDescription *string `json:"security_description,omitempty"` - SecurityType string `json:"security_type"` - SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` - Ticker string `json:"ticker"` - TotalOfferSize *float64 `json:"total_offer_size,omitempty"` - USCode *string `json:"us_code,omitempty"` -} - -// ListShortInterestParams is the set of parameters for the ListShortInterest method. -type ListShortInterestParams struct { - // The primary ticker symbol for the stock. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Days to cover (short_interest / avg_daily_volume). - DaysToCoverEQ *string `query:"days_to_cover"` - DaysToCoverLT *string `query:"days_to_cover.lt"` - DaysToCoverLTE *string `query:"days_to_cover.lte"` - DaysToCoverGT *string `query:"days_to_cover.gt"` - DaysToCoverGTE *string `query:"days_to_cover.gte"` - - // Settlement date (YYYY-MM-DD). - SettlementDateEQ *string `query:"settlement_date"` - SettlementDateLT *string `query:"settlement_date.lt"` - SettlementDateLTE *string `query:"settlement_date.lte"` - SettlementDateGT *string `query:"settlement_date.gt"` - SettlementDateGTE *string `query:"settlement_date.gte"` - - // Average daily trading volume. - AvgDailyVolumeEQ *string `query:"avg_daily_volume"` - AvgDailyVolumeLT *string `query:"avg_daily_volume.lt"` - AvgDailyVolumeLTE *string `query:"avg_daily_volume.lte"` - AvgDailyVolumeGT *string `query:"avg_daily_volume.gt"` - AvgDailyVolumeGTE *string `query:"avg_daily_volume.gte"` - - // Sort field used for ordering. Default is ticker. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. Default is asc. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 50000. - Limit *int `query:"limit"` -} - -func (p ListShortInterestParams) WithTicker(c Comparator, q string) *ListShortInterestParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListShortInterestParams) WithDaysToCover(c Comparator, q string) *ListShortInterestParams { - switch c { - case EQ: - p.DaysToCoverEQ = &q - case LT: - p.DaysToCoverLT = &q - case LTE: - p.DaysToCoverLTE = &q - case GT: - p.DaysToCoverGT = &q - case GTE: - p.DaysToCoverGTE = &q - } - return &p -} - -func (p ListShortInterestParams) WithSettlementDate(c Comparator, q string) *ListShortInterestParams { - switch c { - case EQ: - p.SettlementDateEQ = &q - case LT: - p.SettlementDateLT = &q - case LTE: - p.SettlementDateLTE = &q - case GT: - p.SettlementDateGT = &q - case GTE: - p.SettlementDateGTE = &q - } - return &p -} - -func (p ListShortInterestParams) WithAvgDailyVolume(c Comparator, q string) *ListShortInterestParams { - switch c { - case EQ: - p.AvgDailyVolumeEQ = &q - case LT: - p.AvgDailyVolumeLT = &q - case LTE: - p.AvgDailyVolumeLTE = &q - case GT: - p.AvgDailyVolumeGT = &q - case GTE: - p.AvgDailyVolumeGTE = &q - } - return &p -} - -func (p ListShortInterestParams) WithSort(q Sort) *ListShortInterestParams { - p.Sort = &q - return &p -} - -func (p ListShortInterestParams) WithOrder(q Order) *ListShortInterestParams { - p.Order = &q - return &p -} - -func (p ListShortInterestParams) WithLimit(q int) *ListShortInterestParams { - p.Limit = &q - return &p -} - -// ListShortInterestResponse is the response returned by the ListShortInterest method. -type ListShortInterestResponse struct { - BaseResponse - - // An array of short interest data that match your query. - Results []ShortInterest `json:"results,omitempty"` -} - -// ShortInterest contains short interest data for a specific stock on a settlement date. -type ShortInterest struct { - AvgDailyVolume *int64 `json:"avg_daily_volume,omitempty"` - DaysToCover *float64 `json:"days_to_cover,omitempty"` - SettlementDate *string `json:"settlement_date,omitempty"` - ShortInterest *int64 `json:"short_interest,omitempty"` - Ticker *string `json:"ticker,omitempty"` -} - -// ListShortVolumeParams is the set of parameters for the ListShortVolume method. -type ListShortVolumeParams struct { - // The primary ticker symbol for the stock. - TickerEQ *string `query:"ticker"` - TickerLT *string `query:"ticker.lt"` - TickerLTE *string `query:"ticker.lte"` - TickerGT *string `query:"ticker.gt"` - TickerGTE *string `query:"ticker.gte"` - - // Date of trade activity (YYYY-MM-DD). - DateEQ *string `query:"date"` - DateLT *string `query:"date.lt"` - DateLTE *string `query:"date.lte"` - DateGT *string `query:"date.gt"` - DateGTE *string `query:"date.gte"` - - // Short volume ratio ((short_volume / total_volume) * 100). - ShortVolumeRatioEQ *string `query:"short_volume_ratio"` - ShortVolumeRatioLT *string `query:"short_volume_ratio.lt"` - ShortVolumeRatioLTE *string `query:"short_volume_ratio.lte"` - ShortVolumeRatioGT *string `query:"short_volume_ratio.gt"` - ShortVolumeRatioGTE *string `query:"short_volume_ratio.gte"` - - // Total reported volume. - TotalVolumeEQ *string `query:"total_volume"` - TotalVolumeLT *string `query:"total_volume.lt"` - TotalVolumeLTE *string `query:"total_volume.lte"` - TotalVolumeGT *string `query:"total_volume.gt"` - TotalVolumeGTE *string `query:"total_volume.gte"` - - // Sort field used for ordering. Default is ticker. - Sort *Sort `query:"sort"` - - // Order results based on the sort field. Default is asc. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 50000. - Limit *int `query:"limit"` -} - -func (p ListShortVolumeParams) WithTicker(c Comparator, q string) *ListShortVolumeParams { - switch c { - case EQ: - p.TickerEQ = &q - case LT: - p.TickerLT = &q - case LTE: - p.TickerLTE = &q - case GT: - p.TickerGT = &q - case GTE: - p.TickerGTE = &q - } - return &p -} - -func (p ListShortVolumeParams) WithDate(c Comparator, q string) *ListShortVolumeParams { - switch c { - case EQ: - p.DateEQ = &q - case LT: - p.DateLT = &q - case LTE: - p.DateLTE = &q - case GT: - p.DateGT = &q - case GTE: - p.DateGTE = &q - } - return &p -} - -func (p ListShortVolumeParams) WithShortVolumeRatio(c Comparator, q string) *ListShortVolumeParams { - switch c { - case EQ: - p.ShortVolumeRatioEQ = &q - case LT: - p.ShortVolumeRatioLT = &q - case LTE: - p.ShortVolumeRatioLTE = &q - case GT: - p.ShortVolumeRatioGT = &q - case GTE: - p.ShortVolumeRatioGTE = &q - } - return &p -} - -func (p ListShortVolumeParams) WithTotalVolume(c Comparator, q string) *ListShortVolumeParams { - switch c { - case EQ: - p.TotalVolumeEQ = &q - case LT: - p.TotalVolumeLT = &q - case LTE: - p.TotalVolumeLTE = &q - case GT: - p.TotalVolumeGT = &q - case GTE: - p.TotalVolumeGTE = &q - } - return &p -} - -func (p ListShortVolumeParams) WithSort(q Sort) *ListShortVolumeParams { - p.Sort = &q - return &p -} - -func (p ListShortVolumeParams) WithOrder(q Order) *ListShortVolumeParams { - p.Order = &q - return &p -} - -func (p ListShortVolumeParams) WithLimit(q int) *ListShortVolumeParams { - p.Limit = &q - return &p -} - -// ListShortVolumeResponse is the response returned by the ListShortVolume method. -type ListShortVolumeResponse struct { - BaseResponse - - // An array of short volume data that match your query. - Results []ShortVolume `json:"results,omitempty"` -} - -// ShortVolume contains short volume data for a specific stock on a trade date. -type ShortVolume struct { - ADFShortVolume *int64 `json:"adf_short_volume,omitempty"` - ADFShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` - Date *string `json:"date,omitempty"` - ExemptVolume *int64 `json:"exempt_volume,omitempty"` - NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` - NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` - NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` - NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` - NonExemptVolume *int64 `json:"non_exempt_volume,omitempty"` - NYSEShortVolume *int64 `json:"nyse_short_volume,omitempty"` - NYSEShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` - ShortVolume *int64 `json:"short_volume,omitempty"` - ShortVolumeRatio *float64 `json:"short_volume_ratio,omitempty"` - Ticker *string `json:"ticker,omitempty"` - TotalVolume *int64 `json:"total_volume,omitempty"` -} diff --git a/rest/models/tickers_test.go b/rest/models/tickers_test.go deleted file mode 100644 index d56685ca..00000000 --- a/rest/models/tickers_test.go +++ /dev/null @@ -1,132 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListTickersParams(t *testing.T) { - ticker := "A" - assetType := "CS" - assetMarket := models.AssetStocks - cik := 1650729 - name := "Apple" - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - active := true - sort := models.TickerSymbol - order := models.Asc - limit := 100 - - expect := models.ListTickersParams{ - TickerEQ: &ticker, - TickerLT: &ticker, - TickerLTE: &ticker, - TickerGT: &ticker, - TickerGTE: &ticker, - Type: &assetType, - Market: &assetMarket, - CIK: &cik, - Search: &name, - Date: &date, - Active: &active, - Sort: &sort, - Order: &order, - Limit: &limit, - } - actual := models.ListTickersParams{}. - WithTicker(models.EQ, ticker). - WithTicker(models.LT, ticker). - WithTicker(models.LTE, ticker). - WithTicker(models.GT, ticker). - WithTicker(models.GTE, ticker). - WithType(assetType). - WithMarket(assetMarket). - WithCIK(cik). - WithSearch(name). - WithDate(date). - WithActive(active). - WithSort(sort). - WithOrder(order). - WithLimit(limit) - - checkParams(t, expect, *actual) -} - -func TestGetTickerDetailsParams(t *testing.T) { - date := models.Date(time.Date(2023, 3, 23, 0, 0, 0, 0, time.Local)) - - expect := models.GetTickerDetailsParams{ - Date: &date, - } - actual := models.GetTickerDetailsParams{}. - WithDate(date) - - checkParams(t, expect, *actual) -} - -func TestListTickerNewsParams(t *testing.T) { - ticker := "A" - date := models.Millis(time.Date(2022, 7, 25, 0, 0, 0, 0, time.UTC)) - sort := models.TickerSymbol - order := models.Asc - limit := 100 - - expect := models.ListTickerNewsParams{ - TickerEQ: &ticker, - TickerLT: &ticker, - TickerLTE: &ticker, - TickerGT: &ticker, - TickerGTE: &ticker, - PublishedUtcEQ: &date, - PublishedUtcLT: &date, - PublishedUtcLTE: &date, - PublishedUtcGT: &date, - PublishedUtcGTE: &date, - Sort: &sort, - Order: &order, - Limit: &limit, - } - actual := models.ListTickerNewsParams{}. - WithTicker(models.EQ, ticker). - WithTicker(models.LT, ticker). - WithTicker(models.LTE, ticker). - WithTicker(models.GT, ticker). - WithTicker(models.GTE, ticker). - WithPublishedUTC(models.EQ, date). - WithPublishedUTC(models.LT, date). - WithPublishedUTC(models.LTE, date). - WithPublishedUTC(models.GT, date). - WithPublishedUTC(models.GTE, date). - WithSort(sort). - WithOrder(order). - WithLimit(limit) - - checkParams(t, expect, *actual) -} - -func TestGetTickerTypesParams(t *testing.T) { - assetClass := models.AssetStocks - locale := models.US - - expect := models.GetTickerTypesParams{ - AssetClass: &assetClass, - Locale: &locale, - } - actual := models.GetTickerTypesParams{}. - WithAssetClass(assetClass). - WithLocale(locale) - checkParams(t, expect, *actual) -} - -func TestGetTickerEventsParams(t *testing.T) { - types := "ticker_change" - expect := models.GetTickerEventsParams{ - Types: &types, - } - actual := models.GetTickerEventsParams{}. - WithTypes(types) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/trades.go b/rest/models/trades.go deleted file mode 100644 index 84d6267c..00000000 --- a/rest/models/trades.go +++ /dev/null @@ -1,139 +0,0 @@ -package models - -import "time" - -// ListTradesParams is the set of parameters for the ListTrades method. -type ListTradesParams struct { - // The ticker symbol to get trades for. - Ticker string `validate:"required" path:"ticker"` - - // Query by timestamp. To query for a specific day instead of a nanosecond timestamp, - // set it via this pattern: params.WithDay(2006, 1, 2) // January 2, 2006. - TimestampEQ *Nanos `query:"timestamp"` - TimestampLT *Nanos `query:"timestamp.lt"` - TimestampLTE *Nanos `query:"timestamp.lte"` - TimestampGT *Nanos `query:"timestamp.gt"` - TimestampGTE *Nanos `query:"timestamp.gte"` - - // Order results based on the sort field. - Order *Order `query:"order"` - - // Limit the number of results returned, default is 10 and max is 50000. - Limit *int `query:"limit"` - - // Sort field used for ordering. - Sort *Sort `query:"sort"` -} - -func (p ListTradesParams) WithTimestamp(c Comparator, q Nanos) *ListTradesParams { - switch c { - case EQ: - p.TimestampEQ = &q - case LT: - p.TimestampLT = &q - case LTE: - p.TimestampLTE = &q - case GT: - p.TimestampGT = &q - case GTE: - p.TimestampGTE = &q - } - return &p -} - -func (p ListTradesParams) WithDay(year int, month time.Month, day int) *ListTradesParams { - d := Nanos(time.Date(year, month, day, 0, 0, 0, 0, time.UTC)) - p.TimestampEQ = &d - return &p -} - -func (p ListTradesParams) WithOrder(q Order) *ListTradesParams { - p.Order = &q - return &p -} - -func (p ListTradesParams) WithLimit(q int) *ListTradesParams { - p.Limit = &q - return &p -} - -func (p ListTradesParams) WithSort(q Sort) *ListTradesParams { - p.Sort = &q - return &p -} - -// ListTradesResponse is the response returned by the ListTrades method. -type ListTradesResponse struct { - BaseResponse - Results []Trade `json:"results,omitempty"` -} - -// GetLastTradeParams is the set of parameters for GetLastTrade method. -type GetLastTradeParams struct { - // The ticker symbol of the stock/equity. - Ticker string `validate:"required" path:"ticker"` -} - -// GetLastTradeResponse is the response returned by the GetLastTradeResponse method. -type GetLastTradeResponse struct { - BaseResponse - Results LastTrade `json:"results,omitempty"` -} - -// GetLastCryptoTradeParams is the set of parameters for the GetLastCryptoTrade method. -type GetLastCryptoTradeParams struct { - // The "from" symbol of the pair. - From string `validate:"required" path:"from"` - - // The "to" symbol of the pair. - To string `validate:"required" path:"to"` -} - -// GetLastCryptoTradeResponse is the response returned by the GetLastCryptoTrade method. -type GetLastCryptoTradeResponse struct { - BaseResponse - Symbol string `json:"symbol,omitempty"` - Last CryptoTrade `json:"last,omitempty"` -} - -// Trade contains trade data for a specified ticker symbol. -type Trade struct { - Conditions []int32 `json:"conditions,omitempty"` - Correction int `json:"correction,omitempty"` - Exchange int `json:"exchange,omitempty"` - ID string `json:"id,omitempty"` - ParticipantTimestamp Nanos `json:"participant_timestamp,omitempty"` - Price float64 `json:"price,omitempty"` - SequenceNumber int64 `json:"sequence_number,omitempty"` - SipTimestamp Nanos `json:"sip_timestamp,omitempty"` - Size float64 `json:"size,omitempty"` - Tape int32 `json:"tape,omitempty"` - TrfID int `json:"trf_id,omitempty"` - TrfTimestamp Nanos `json:"trf_timestamp,omitempty"` -} - -// LastTrade is the most recent trade for a specified ticker. -type LastTrade struct { - Ticker string `json:"T,omitempty"` - TRFTimestamp Nanos `json:"f,omitempty"` - SequenceNumber int64 `json:"q,omitempty"` - Timestamp Nanos `json:"t,omitempty"` - ParticipantTimestamp Nanos `json:"y,omitempty"` - Conditions []int32 `json:"c,omitempty"` - Correction uint32 `json:"e,omitempty"` - ID string `json:"i,omitempty"` - Price float64 `json:"p,omitempty"` - TRF int32 `json:"r,omitempty"` - Size float64 `json:"s,omitempty"` - Exchange int32 `json:"x,omitempty"` - Tape int32 `json:"z,omitempty"` -} - -// CryptoTrade is a trade for a crypto pair. -type CryptoTrade struct { - Conditions []int `json:"conditions,omitempty"` - Exchange int `json:"exchange,omitempty"` - Price float64 `json:"price,omitempty"` - Size float64 `json:"size,omitempty"` - Timestamp Nanos `json:"timestamp,omitempty"` -} diff --git a/rest/models/trades_test.go b/rest/models/trades_test.go deleted file mode 100644 index f8266a93..00000000 --- a/rest/models/trades_test.go +++ /dev/null @@ -1,37 +0,0 @@ -package models_test - -import ( - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" -) - -func TestListTradesParams(t *testing.T) { - timestamp := models.Nanos(time.Date(2023, 3, 23, 0, 0, 0, 0, time.UTC)) - order := models.Asc - limit := 100 - sort := models.Timestamp - - expect := models.ListTradesParams{ - TimestampEQ: ×tamp, - TimestampLT: ×tamp, - TimestampLTE: ×tamp, - TimestampGT: ×tamp, - TimestampGTE: ×tamp, - Order: &order, - Limit: &limit, - Sort: &sort, - } - actual := models.ListTradesParams{}. - WithTimestamp(models.EQ, timestamp). - WithTimestamp(models.LT, timestamp). - WithTimestamp(models.LTE, timestamp). - WithTimestamp(models.GT, timestamp). - WithTimestamp(models.GTE, timestamp). - WithOrder(order). - WithLimit(limit). - WithSort(sort) - - checkParams(t, expect, *actual) -} diff --git a/rest/models/types.go b/rest/models/types.go deleted file mode 100644 index c3044661..00000000 --- a/rest/models/types.go +++ /dev/null @@ -1,274 +0,0 @@ -package models - -import ( - "encoding/json" - "strconv" - "time" -) - -// MarketType is the type of market. -type MarketType string - -const ( - Stocks MarketType = "stocks" - Forex MarketType = "forex" - Crypto MarketType = "crypto" -) - -// ContractType is the type of contract. -type ContractType string - -const ( - ContractCall ContractType = "call" - ContractPut ContractType = "put" - ContractOther ContractType = "other" -) - -// Locale is the market location. -type MarketLocale string - -const ( - US MarketLocale = "us" - Global MarketLocale = "global" -) - -// Timespan is the size of the time window. -type Timespan string - -const ( - Second Timespan = "second" - Minute Timespan = "minute" - Hour Timespan = "hour" - Day Timespan = "day" - Week Timespan = "week" - Month Timespan = "month" - Quarter Timespan = "quarter" - Year Timespan = "year" -) - -// Sort is a query param type that specifies how the results should be sorted. -type Sort string - -const ( - TickerSymbol Sort = "ticker" - Name Sort = "name" - Market Sort = "market" - Locale Sort = "locale" - PrimaryExchange Sort = "primary_exchange" - Type Sort = "type" - CurrencySymbol Sort = "currency_symbol" - CurrencyName Sort = "currency_name" - BaseCurrencySymbol Sort = "base_currency_symbol" - BaseCurrencyName Sort = "base_currency_name" - CIK Sort = "cik" - CompositeFIGI Sort = "composite_figi" - ShareClassFIGI Sort = "share_class_figi" - PublishedUTC Sort = "published_utc" - LastUpdatedUTC Sort = "last_updated_utc" - DelistedUTC Sort = "delisted_utc" - Timestamp Sort = "timestamp" - StrikePrice Sort = "strike_price" - ExpirationDate Sort = "expiration_date" - FilingDate Sort = "filing_date" - PeriodOfReportDate Sort = "period_of_report_date" -) - -// Order the results. asc will return results in ascending order (oldest at the top), desc will return results in -// descending order (newest at the top). -type Order string - -const ( - Asc Order = "asc" - Desc Order = "desc" -) - -type SeriesType string - -const ( - High SeriesType = "high" - Open SeriesType = "open" - Low SeriesType = "low" - Close SeriesType = "close" -) - -// Direction is the direction of the snapshot results to return. -type Direction string - -const ( - Gainers Direction = "gainers" - Losers Direction = "losers" -) - -// AssetClass is an identifier for a group of similar financial instruments. -type AssetClass string - -const ( - AssetStocks AssetClass = "stocks" - AssetOptions AssetClass = "options" - AssetCrypto AssetClass = "crypto" - AssetFx AssetClass = "fx" - AssetOTC AssetClass = "otc" - AssetIndices AssetClass = "indices" -) - -// DataType is the type of data. -type DataType string - -const ( - DataTrade DataType = "trade" - DataBBO DataType = "bbo" - DataNBBO DataType = "nbbo" -) - -// SIP is the type of Securies Information Processor. -type SIP string - -const ( - CTA SIP = "CTA" - UTP SIP = "UTP" - OPRA SIP = "OPRA" -) - -// Frequency is the number of times a dividend is paid out over the course of one year. -type Frequency int64 - -const ( - OneTime Frequency = 0 - Annually Frequency = 1 - BiAnnually Frequency = 2 - Quarterly Frequency = 4 - Monthly Frequency = 12 -) - -// DividendType is the type of dividend. -type DividendType string - -const ( - DividendCD DividendType = "CD" - DividendLT DividendType = "LT" - DividendSC DividendType = "SC" - DividendST DividendType = "ST" -) - -// Comparator is the type of comparison to make for a specific query parameter. -type Comparator string - -const ( - EQ Comparator = "eq" - LT Comparator = "lt" - LTE Comparator = "lte" - GT Comparator = "gt" - GTE Comparator = "gte" -) - -// NameComparator is the type of comparison to make for the company_name query parameter in Stock Financials. -type NameComparator string - -const ( - Full NameComparator = "full" - Search NameComparator = "search" -) - -// TimeFrame is the type of time frame query parameter for stock financials. -type Timeframe string - -const ( - TFAnnual Timeframe = "annual" - TFQuarterly Timeframe = "quarterly" -) - -// Time represents a long date string of the following format: "2006-01-02T15:04:05.000Z". -type Time time.Time - -func (t *Time) UnmarshalJSON(data []byte) error { - unquoteData, err := strconv.Unquote(string(data)) - if err != nil { - return err - } - - // attempt to parse time - if parsedTime, err := time.Parse("2006-01-02T15:04:05.000-0700", unquoteData); err == nil { - *t = Time(parsedTime) - return nil - } - - // attempt to parse time again - if parsedTime, err := time.Parse("2006-01-02T15:04:05-07:00", unquoteData); err == nil { - *t = Time(parsedTime) - return nil - } - - // attempt with a different format - if parsedTime, err := time.Parse("2006-01-02T15:04:05.000Z", unquoteData); err == nil { - *t = Time(parsedTime) - return nil - } - - // attempt with yet another format - if parsedTime, err := time.Parse("2006-01-02T15:04:05Z", unquoteData); err != nil { - return err - } else { - *t = Time(parsedTime) - } - - return nil -} - -func (t *Time) MarshalJSON() ([]byte, error) { - return json.Marshal(time.Time(*t).Format("2006-01-02T15:04:05.000Z")) -} - -// Date represents a short date string of the following format: "2006-01-02". -type Date time.Time - -func (d *Date) UnmarshalJSON(data []byte) error { - unquoteData, err := strconv.Unquote(string(data)) - if err != nil { - return err - } - t, err := time.Parse("2006-01-02", unquoteData) - if err != nil { - return err - } - *d = Date(t) - return nil -} - -func (d *Date) MarshalJSON() ([]byte, error) { - return json.Marshal(time.Time(*d).Format("2006-01-02")) -} - -// Millis represents a Unix time in milliseconds since January 1, 1970 UTC. -type Millis time.Time - -func (m *Millis) UnmarshalJSON(data []byte) error { - d, err := strconv.ParseInt(string(data), 10, 64) - if err != nil { - return err - } - *m = Millis(time.UnixMilli(d)) - return nil -} - -func (m Millis) MarshalJSON() ([]byte, error) { - return json.Marshal(time.Time(m).UnixMilli()) -} - -// Nanos represents a Unix time in nanoseconds since January 1, 1970 UTC. -type Nanos time.Time - -func (n *Nanos) UnmarshalJSON(data []byte) error { - d, err := strconv.ParseInt(string(data), 10, 64) - if err != nil { - return err - } - - // Go Time package does not include a method to convert UnixNano to a time. - timeNano := time.Unix(d/1_000_000_000, d%1_000_000_000) - *n = Nanos(timeNano) - return nil -} - -func (n Nanos) MarshalJSON() ([]byte, error) { - return json.Marshal(time.Time(n).UnixNano()) -} diff --git a/rest/models/types_test.go b/rest/models/types_test.go deleted file mode 100644 index aeadb569..00000000 --- a/rest/models/types_test.go +++ /dev/null @@ -1,80 +0,0 @@ -package models_test - -import ( - "encoding/json" - "testing" - "time" - - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -type Response struct { - Time models.Time `json:"time"` -} - -func TestUnmarshalTime(t *testing.T) { - expect1, _ := time.Parse("2006-01-02T15:04:05Z", "2022-05-10T22:30:37Z") - expect2, _ := time.Parse("2006-01-02T15:04:05.000Z", "2022-05-10T22:30:37.546Z") - expect3, _ := time.Parse("2006-01-02T15:04:05-07:00", "2022-05-10T22:30:37-08:00") - expect4, _ := time.Parse("2006-01-02T15:04:05.000-0700", "2022-05-10T22:30:37.546-0800") - - tests := map[string]struct { - input []byte // input - expect Response // expected output - err error // expected error - }{ - "2006-01-02T15:04:05Z": { - input: []byte(`{ - "time": "2022-05-10T22:30:37Z" - }`), - expect: Response{ - Time: models.Time(expect1), - }, - }, - "2006-01-02T15:04:05.000Z": { - input: []byte(`{ - "time": "2022-05-10T22:30:37.546Z" - }`), - expect: Response{ - Time: models.Time(expect2), - }, - }, - "2006-01-02T15:04:05-07:00": { - input: []byte(`{ - "time": "2022-05-10T22:30:37-08:00" - }`), - expect: Response{ - Time: models.Time(expect3), - }, - }, - "2006-01-02T15:04:05.000-0700": { - input: []byte(`{ - "time": "2022-05-10T22:30:37.546-0800" - }`), - expect: Response{ - Time: models.Time(expect4), - }, - }, - "unexpected format": { - input: []byte(`{ - "time": "2022-10T22:3" - }`), - err: &time.ParseError{Layout: "2006-01-02T15:04:05Z", Value: "2022-10T22:3", LayoutElem: "-", ValueElem: "T22:3", Message: ""}, - }, - } - - for desc, tc := range tests { - t.Run(desc, func(t *testing.T) { - var res Response - err := json.Unmarshal(tc.input, &res) - assert.Equal(t, tc.err, err) - - expect := time.Time(tc.expect.Time).String() - actual := time.Time(res.Time).String() - if expect != actual { - t.Errorf("%v: expected { %v } got { %v }", desc, expect, actual) - } - }) - } -} diff --git a/rest/quotes.go b/rest/quotes.go deleted file mode 100644 index d1802cef..00000000 --- a/rest/quotes.go +++ /dev/null @@ -1,67 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListQuotesPath = "/v3/quotes/{ticker}" - GetLastQuotePath = "/v2/last/nbbo/{ticker}" - GetLastForexQuotePath = "/v1/last_quote/currencies/{from}/{to}" - GetRealTimeCurrencyConversionPath = "/v1/conversion/{from}/{to}" -) - -// QuotesClient defines a REST client for the Massive quotes API. -type QuotesClient struct { - client.Client -} - -// ListQuotes retrieves quotes for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v3_quotes__stockticker. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListQuotes(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *QuotesClient) ListQuotes(ctx context.Context, params *models.ListQuotesParams, options ...models.RequestOption) *iter.Iter[models.Quote] { - return iter.NewIter(ctx, ListQuotesPath, params, func(uri string) (iter.ListResponse, []models.Quote, error) { - res := &models.ListQuotesResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetLastQuote retrieves the last quote (NBBO) for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v2_last_nbbo__stocksticker. -func (c *QuotesClient) GetLastQuote(ctx context.Context, params *models.GetLastQuoteParams, options ...models.RequestOption) (*models.GetLastQuoteResponse, error) { - res := &models.GetLastQuoteResponse{} - err := c.Call(ctx, http.MethodGet, GetLastQuotePath, params, res, options...) - return res, err -} - -// GetLastForexQuote retrieves the last quote (BBO) for a forex currency pair. For more details see -// https://massive.com/docs/forex/get_v1_last_quote_currencies__from___to. -func (c *QuotesClient) GetLastForexQuote(ctx context.Context, params *models.GetLastForexQuoteParams, options ...models.RequestOption) (*models.GetLastForexQuoteResponse, error) { - res := &models.GetLastForexQuoteResponse{} - err := c.Call(ctx, http.MethodGet, GetLastForexQuotePath, params, res, options...) - return res, err -} - -// GetRealTimeCurrencyConversion retrieves retrieves currency conversion using the latest market conversion rates. Note -// that you can convert in both directions. For more details see -// https://massive.com/docs/forex/get_v1_conversion__from___to. -func (c *QuotesClient) GetRealTimeCurrencyConversion(ctx context.Context, params *models.GetRealTimeCurrencyConversionParams, options ...models.RequestOption) (*models.GetRealTimeCurrencyConversionResponse, error) { - res := &models.GetRealTimeCurrencyConversionResponse{} - err := c.Call(ctx, http.MethodGet, GetRealTimeCurrencyConversionPath, params, res, options...) - return res, err -} diff --git a/rest/quotes_test.go b/rest/quotes_test.go deleted file mode 100644 index 8bf5cc2d..00000000 --- a/rest/quotes_test.go +++ /dev/null @@ -1,192 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - "time" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestListQuotes(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - quote1 := `{ - "ask_exchange": 10, - "ask_price": 103.3, - "ask_size": 60, - "bid_exchange": 11, - "bid_price": 102.7, - "bid_size": 60, - "conditions": [ - 1 - ], - "participant_timestamp": 1517562000065321200, - "sequence_number": 2060, - "sip_timestamp": 1517562000065700400, - "tape": 3 -}` - - quote2 := `{ - "ask_exchange": 10, - "ask_price": 180, - "ask_size": 2, - "bid_exchange": 11, - "bid_price": 170, - "bid_size": 2, - "conditions": [ - 1 - ], - "participant_timestamp": 1517562000065408300, - "sequence_number": 2061, - "sip_timestamp": 1517562000065791500, - "tape": 3 -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "next_url": "https://api.massive.com/v3/quotes/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "results": [ -` + indent(true, quote1, "\t\t") + `, -` + indent(true, quote2, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/quotes/AAPL?limit=2&order=asc&sort=timestamp×tamp=2021-07-22", expectedResponse) - registerResponder("https://api.massive.com/v3/quotes/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "{}") - iter := c.ListQuotes(context.Background(), models.ListQuotesParams{Ticker: "AAPL"}. - WithTimestamp(models.EQ, models.Nanos(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC))). - WithSort(models.Timestamp).WithOrder(models.Asc).WithLimit(2)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect1 models.Quote - err := json.Unmarshal([]byte(quote1), &expect1) - assert.Nil(t, err) - assert.Equal(t, expect1, iter.Item()) - - // second item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect2 models.Quote - err = json.Unmarshal([]byte(quote2), &expect2) - assert.Nil(t, err) - assert.Equal(t, expect2, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetLastQuote(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "b84e24636301f19f88e0dfbf9a45ed5c", - "results": { - "T": "AAPL", - "X": 19, - "P": 127.98, - "S": 7, - "x": 11, - "p": 127.96, - "s": 1, - "y": 1617827221349366000, - "q": 83480742, - "t": 1617827221349730300, - "z": 3 - } -}` - - registerResponder("https://api.massive.com/v2/last/nbbo/AAPL", expectedResponse) - res, err := c.GetLastQuote(context.Background(), &models.GetLastQuoteParams{ - Ticker: "AAPL", - }) - assert.Nil(t, err) - - var expect models.GetLastQuoteResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetLastForexQuote(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "success", - "request_id": "a73a29dbcab4613eeaf48583d3baacf0", - "symbol": "AUD/USD", - "last": { - "ask": 0.73124, - "bid": 0.73122, - "exchange": 48, - "timestamp": 1605557756000 - } -}` - - registerResponder("https://api.massive.com/v1/last_quote/currencies/USD/GBP", expectedResponse) - res, err := c.GetLastForexQuote(context.Background(), &models.GetLastForexQuoteParams{ - From: "USD", - To: "GBP", - }) - assert.Nil(t, err) - - var expect models.GetLastForexQuoteResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetRealTimeCurrencyConversion(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "success", - "initialAmount": 100, - "converted": 73.14, - "from": "AUD", - "to": "USD", - "last": { - "ask": 1.3673344, - "bid": 1.3672596, - "exchange": 48, - "timestamp": 1605555313000 - } -}` - - registerResponder("https://api.massive.com/v1/conversion/USD/GBP", expectedResponse) - res, err := c.GetRealTimeCurrencyConversion(context.Background(), &models.GetRealTimeCurrencyConversionParams{ - From: "USD", - To: "GBP", - }) - assert.Nil(t, err) - - var expect models.GetRealTimeCurrencyConversionResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} diff --git a/rest/reference.go b/rest/reference.go deleted file mode 100644 index 5817cfbf..00000000 --- a/rest/reference.go +++ /dev/null @@ -1,264 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListTickersPath = "/v3/reference/tickers" - GetTickerDetailsPath = "/v3/reference/tickers/{ticker}" - ListTickerNewsPath = "/v2/reference/news" - GetTickerRelatedCompaniesPath = "/v1/related-companies/{ticker}" - GetTickerTypesPath = "/v3/reference/tickers/types" - GetMarketHolidaysPath = "/v1/marketstatus/upcoming" - GetMarketStatusPath = "/v1/marketstatus/now" - ListSplitsPath = "/v3/reference/splits" - ListDividendsPath = "/v3/reference/dividends" - ListConditionsPath = "/v3/reference/conditions" - GetExchangesPath = "/v3/reference/exchanges" - GetOptionsContractPath = "/v3/reference/options/contracts/{ticker}" - ListOptionsContractsPath = "/v3/reference/options/contracts" - ListShortInterestPath = "/stocks/v1/short-interest" - ListShortVolumePath = "/stocks/v1/short-volume" - ListTreasuryYieldsPath = "/fed/v1/treasury-yields" -) - -// ReferenceClient defines a REST client for the Massive reference API. -type ReferenceClient struct { - client.Client -} - -// ListTickers retrieves reference tickers. For more details see -// https://massive.com/docs/stocks/get_v3_reference_tickers__ticker. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListTickers(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListTickers(ctx context.Context, params *models.ListTickersParams, options ...models.RequestOption) *iter.Iter[models.Ticker] { - return iter.NewIter(ctx, ListTickersPath, params, func(uri string) (iter.ListResponse, []models.Ticker, error) { - res := &models.ListTickersResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetTickerDetails retrieves details for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v3_reference_tickers__ticker. -func (c *ReferenceClient) GetTickerDetails(ctx context.Context, params *models.GetTickerDetailsParams, options ...models.RequestOption) (*models.GetTickerDetailsResponse, error) { - res := &models.GetTickerDetailsResponse{} - err := c.Call(ctx, http.MethodGet, GetTickerDetailsPath, params, res, options...) - return res, err -} - -// ListTickerNews retrieves news articles for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v2_reference_news. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListTickerNews(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListTickerNews(ctx context.Context, params *models.ListTickerNewsParams, options ...models.RequestOption) *iter.Iter[models.TickerNews] { - return iter.NewIter(ctx, ListTickerNewsPath, params, func(uri string) (iter.ListResponse, []models.TickerNews, error) { - res := &models.ListTickerNewsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetTickerRelatedCompanies gets a list of related tickers based on news and returns data. For more details see -// https://massive.com/docs/stocks/get_v1_related-companies__ticker. -func (c *ReferenceClient) GetTickerRelatedCompanies(ctx context.Context, params *models.GetTickerRelatedCompaniesParams, options ...models.RequestOption) (*models.GetTickerRelatedCompaniesResponse, error) { - res := &models.GetTickerRelatedCompaniesResponse{} - err := c.Call(ctx, http.MethodGet, GetTickerRelatedCompaniesPath, params, res, options...) - return res, err -} - -// GetTickerTypes retrieves all the possible ticker types that can be queried. For more details see -// https://massive.com/docs/stocks/get_v3_reference_tickers_types. -func (c *ReferenceClient) GetTickerTypes(ctx context.Context, params *models.GetTickerTypesParams, options ...models.RequestOption) (*models.GetTickerTypesResponse, error) { - res := &models.GetTickerTypesResponse{} - err := c.Call(ctx, http.MethodGet, GetTickerTypesPath, params, res, options...) - return res, err -} - -// GetMarketHolidays retrieves upcoming market holidays and their open/close times. For more details see -// https://massive.com/docs/stocks/get_v1_marketstatus_upcoming. -func (c *ReferenceClient) GetMarketHolidays(ctx context.Context, options ...models.RequestOption) (*models.GetMarketHolidaysResponse, error) { - res := &models.GetMarketHolidaysResponse{} - err := c.CallURL(ctx, http.MethodGet, GetMarketHolidaysPath, res, options...) - return res, err -} - -// GetMarketStatus retrieves the current trading status of the exchanges and overall financial markets. For more details -// see https://massive.com/docs/stocks/get_v1_marketstatus_now. -func (c *ReferenceClient) GetMarketStatus(ctx context.Context, options ...models.RequestOption) (*models.GetMarketStatusResponse, error) { - res := &models.GetMarketStatusResponse{} - err := c.CallURL(ctx, http.MethodGet, GetMarketStatusPath, res, options...) - return res, err -} - -// ListSplits retrieves reference splits. For more details see https://massive.com/docs/stocks/get_v3_reference_splits. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListSplits(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListSplits(ctx context.Context, params *models.ListSplitsParams, options ...models.RequestOption) *iter.Iter[models.Split] { - return iter.NewIter(ctx, ListSplitsPath, params, func(uri string) (iter.ListResponse, []models.Split, error) { - res := &models.ListSplitsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListDividends retrieves reference dividends. For more details see -// https://massive.com/docs/stocks/get_v3_reference_dividends. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListDividends(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListDividends(ctx context.Context, params *models.ListDividendsParams, options ...models.RequestOption) *iter.Iter[models.Dividend] { - return iter.NewIter(ctx, ListDividendsPath, params, func(uri string) (iter.ListResponse, []models.Dividend, error) { - res := &models.ListDividendsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListConditions retrieves reference conditions. For more details see -// https://massive.com/docs/stocks/get_v3_reference_conditions. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListConditions(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListConditions(ctx context.Context, params *models.ListConditionsParams, options ...models.RequestOption) *iter.Iter[models.Condition] { - return iter.NewIter(ctx, ListConditionsPath, params, func(uri string) (iter.ListResponse, []models.Condition, error) { - res := &models.ListConditionsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetExchanges lists all exchanges that Massive knows about. For more details see -// https://massive.com/docs/stocks/get_v3_reference_exchanges. -func (c *ReferenceClient) GetExchanges(ctx context.Context, params *models.GetExchangesParams, options ...models.RequestOption) (*models.GetExchangesResponse, error) { - res := &models.GetExchangesResponse{} - err := c.Call(ctx, http.MethodGet, GetExchangesPath, params, res, options...) - return res, err -} - -// GetOptionsContract retrieves a historical options contract. For more details see -// https://massive.com/docs/options/get_v3_reference_options_contracts__options_ticker. -func (c *ReferenceClient) GetOptionsContract(ctx context.Context, params *models.GetOptionsContractParams, options ...models.RequestOption) (*models.GetOptionsContractResponse, error) { - res := &models.GetOptionsContractResponse{} - err := c.Call(ctx, http.MethodGet, GetOptionsContractPath, params, res, options...) - return res, err -} - -// ListOptionsContracts lists historical options contracts. For more details see -// https://massive.com/docs/options/get_v3_reference_options_contracts. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListOptionsContracts(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *ReferenceClient) ListOptionsContracts(ctx context.Context, params *models.ListOptionsContractsParams, options ...models.RequestOption) *iter.Iter[models.OptionsContract] { - return iter.NewIter(ctx, ListOptionsContractsPath, params, func(uri string) (iter.ListResponse, []models.OptionsContract, error) { - res := &models.ListOptionsContractsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListShortInterest retrieves bi-monthly aggregated short interest data -// reported to FINRA by broker-dealers for a specified stock ticker. Short -// interest represents the total number of shares sold short but not yet -// covered or closed out, serving as an indicator of market sentiment and -// potential price movements. High short interest can signal bearish -// sentiment or highlight opportunities such as potential short squeezes. -// This endpoint provides essential insights for investors monitoring market -// positioning and sentiment. -// -// Use Cases: Market sentiment analysis, short-squeeze prediction, risk -// management, trading strategy refinement. -func (c *ReferenceClient) ListShortInterest(ctx context.Context, params *models.ListShortInterestParams, options ...models.RequestOption) *iter.Iter[models.ShortInterest] { - return iter.NewIter(ctx, ListShortInterestPath, params, func(uri string) (iter.ListResponse, []models.ShortInterest, error) { - res := &models.ListShortInterestResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListShortVolume retrieves daily aggregated short sale volume data reported -// to FINRA from off-exchange trading venues and alternative trading systems -// (ATS) for a specified stock ticker. Unlike short interest, which measures -// outstanding short positions at specific reporting intervals, short volume -// captures the daily trading activity of short sales. Monitoring short volume -// helps users detect immediate market sentiment shifts, analyze trading -// behavior, and identify trends in short-selling activity that may signal -// upcoming price movements. -// -// Use Cases: Intraday sentiment analysis, short-sale trend identification, -// liquidity analysis, trading strategy optimization. -func (c *ReferenceClient) ListShortVolume(ctx context.Context, params *models.ListShortVolumeParams, options ...models.RequestOption) *iter.Iter[models.ShortVolume] { - return iter.NewIter(ctx, ListShortVolumePath, params, func(uri string) (iter.ListResponse, []models.ShortVolume, error) { - res := &models.ListShortVolumeResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// ListTreasuryYields retrieves historical U.S. Treasury yield data for -// standard timeframes ranging from 1-month to 30-years, with daily -// historical records back to 1962. This endpoint lets you query by date or -// date range to see how interest rates have changed over time. Each data -// point reflects the market yield for Treasury securities of a specific -// maturity, helping users understand short- and long-term rate movements. -// -// Use Cases: Charting rate trends, comparing short vs. long-term yields, -// economic research. -func (c *ReferenceClient) ListTreasuryYields(ctx context.Context, params *models.ListTreasuryYieldsParams, options ...models.RequestOption) *iter.Iter[models.TreasuryYield] { - return iter.NewIter(ctx, ListTreasuryYieldsPath, params, func(uri string) (iter.ListResponse, []models.TreasuryYield, error) { - res := &models.ListTreasuryYieldsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} diff --git a/rest/reference_test.go b/rest/reference_test.go deleted file mode 100644 index 22210866..00000000 --- a/rest/reference_test.go +++ /dev/null @@ -1,685 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - "time" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestListTickers(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - ticker1 := `{ - "ticker": "A", - "name": "Agilent Technologies Inc.", - "market": "stocks", - "locale": "us", - "primary_exchange": "XNYS", - "type": "CS", - "active": true, - "currency_name": "usd", - "cik": "0001090872", - "composite_figi": "BBG000BWQYZ5", - "share_class_figi": "BBG001SCTQY4", - "last_updated_utc": "2021-04-25T00:00:00.000Z" -}` - - expectedResponse := `{ - "status": "OK", - "count": 1, - "next_url": "https://api.massive.com/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "e70013d92930de90e089dc8fa098888e", - "results": [ -` + indent(true, ticker1, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/reference/tickers?active=true&cik=5&cusip=10&date=2021-07-22&exchange=XNAS&limit=2&market=stocks&order=asc&sort=ticker&type=CS", expectedResponse) - registerResponder("https://api.massive.com/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "{}") - iter := c.ListTickers(context.Background(), models.ListTickersParams{}. - WithType("CS").WithMarket(models.AssetStocks). - WithExchange("XNAS").WithCUSIP(10).WithCIK(5). - WithDate(models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC))).WithActive(true). - WithSort(models.TickerSymbol).WithOrder(models.Asc).WithLimit(2)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.Ticker - err := json.Unmarshal([]byte(ticker1), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetTickerDetails(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", - "results": { - "ticker": "AAPL", - "name": "Apple Inc.", - "market": "stocks", - "locale": "us", - "primary_exchange": "XNAS", - "type": "CS", - "active": true, - "currency_name": "usd", - "cik": "0000320193", - "composite_figi": "BBG000B9XRY4", - "share_class_figi": "BBG001S5N8V8", - "last_updated_utc": "2021-04-25T00:00:00.000Z", - "market_cap": 2771126040150, - "phone_number": "(408) 996-1010", - "address": { - "address1": "One Apple Park Way", - "city": "Cupertino", - "state": "CA" - }, - "description": "Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.", - "sic_code": "3571", - "sic_description": "ELECTRONIC COMPUTERS", - "homepage_url": "https://www.apple.com", - "total_employees": 154000, - "list_date": "1980-12-12", - "branding": { - "logo_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg", - "icon_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png" - }, - "share_class_shares_outstanding": 16406400000, - "weighted_shares_outstanding": 16334371000 - } -}` - - registerResponder("https://api.massive.com/v3/reference/tickers/A?date=2021-07-22", expectedResponse) - res, err := c.GetTickerDetails(context.Background(), models.GetTickerDetailsParams{ - Ticker: "A", - }.WithDate(models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC)))) - assert.Nil(t, err) - - var expect models.GetTickerDetailsResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestListTickerNews(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - news1 := `{ - "id": "1bb0692621da5ab737f4b97ccbef9478ed6820be86474abf8d3b413f8d7d2419", - "publisher": { - "name": "The Motley Fool", - "homepage_url": "https://www.fool.com/", - "logo_url": "https://s3.massive.com/public/assets/news/logos/themotleyfool.svg", - "favicon_url": "https://s3.massive.com/public/assets/news/favicons/themotleyfool.ico" - }, - "title": "Should NVIDIA Investors Be Concerned About This Massive Risk? - The Motley Fool", - "author": "Travis Hoium", - "published_utc": "2024-07-17T16:08:34Z", - "article_url": "https://www.fool.com/investing/2024/07/17/should-nvidia-investors-be-concerned-about-this-ma/", - "tickers": [ - "NVDA", - "GOOG", - "GOOGL", - "META", - "MSFT" - ], - "image_url": "https://g.foolcdn.com/editorial/images/783626/ai-chip-black.jpg", - "description": "NVIDIA's revenue is heavily concentrated among a few customers, which poses a significant risk to its long-term profitability. The company's growth has been driven by a small number of companies ordering AI chips, and this customer concentration could lead to disappointment for investors.", - "keywords": [ - "NVIDIA", - "customer concentration", - "risk", - "long-term profitability", - "AI chips" - ], - "insights": [ - { - "ticker": "NVDA", - "sentiment": "negative", - "sentiment_reasoning": "The article highlights that a few customers make up a huge amount of NVIDIA's revenue, which is a huge risk for the company's long-term profitability. This customer concentration could lead to disappointment for investors." - }, - { - "ticker": "GOOG", - "sentiment": "neutral", - "sentiment_reasoning": "Suzanne Frey, an executive at Alphabet, is a member of The Motley Fool's board of directors, but the article does not mention Alphabet in the context of NVIDIA's customer concentration risk." - }, - { - "ticker": "GOOGL", - "sentiment": "neutral", - "sentiment_reasoning": "Suzanne Frey, an executive at Alphabet, is a member of The Motley Fool's board of directors, but the article does not mention Alphabet in the context of NVIDIA's customer concentration risk." - }, - { - "ticker": "META", - "sentiment": "neutral", - "sentiment_reasoning": "Randi Zuckerberg, a former director of market development and spokeswoman for Facebook (now Meta Platforms), is a member of The Motley Fool's board of directors, but the article does not mention Meta Platforms in the context of NVIDIA's customer concentration risk." - }, - { - "ticker": "MSFT", - "sentiment": "neutral", - "sentiment_reasoning": "The article does not mention Microsoft in the context of NVIDIA's customer concentration risk." - } - ] -}` - - expectedResponse := `{ - "status": "OK", - "count": 1, - "next_url": "https://api.massive.com/v2/reference/news?cursor=YXA9MjAyNC0wNy0xN1QxNiUzQTA4JTNBMzRaJmFzPTFiYjA2OTI2MjFkYTVhYjczN2Y0Yjk3Y2NiZWY5NDc4ZWQ2ODIwYmU4NjQ3NGFiZjhkM2I0MTNmOGQ3ZDI0MTkmbGltaXQ9MSZvcmRlcj1kZXNjZW5kaW5nJnRpY2tlcj1NU0ZU", - "request_id": "2eff2a5bc193b01555b0d4ec91c8fdbf", - "results": [ -` + indent(true, news1, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v2/reference/news?limit=2&order=asc&published_utc.lt=1626912000000&sort=published_utc&ticker.lte=MSFT", expectedResponse) - registerResponder("https://api.massive.com/v2/reference/news?cursor=YXA9MjAyNC0wNy0xN1QxNiUzQTA4JTNBMzRaJmFzPTFiYjA2OTI2MjFkYTVhYjczN2Y0Yjk3Y2NiZWY5NDc4ZWQ2ODIwYmU4NjQ3NGFiZjhkM2I0MTNmOGQ3ZDI0MTkmbGltaXQ9MSZvcmRlcj1kZXNjZW5kaW5nJnRpY2tlcj1NU0ZU", "{}") - iter := c.ListTickerNews(context.Background(), models.ListTickerNewsParams{}. - WithTicker(models.LTE, "MSFT").WithPublishedUTC(models.LT, models.Millis(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC))). - WithSort(models.PublishedUTC).WithOrder(models.Asc).WithLimit(2)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.TickerNews - err := json.Unmarshal([]byte(news1), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetTickerRelatedCompanies(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "request_id": "0f1dbb2f2781b7d043553bfa400fdfc5", - "results": [ - { - "ticker": "MSFT" - }, - { - "ticker": "GOOGL" - }, - { - "ticker": "AMZN" - }, - { - "ticker": "GOOG" - }, - { - "ticker": "TSLA" - }, - { - "ticker": "NVDA" - }, - { - "ticker": "META" - }, - { - "ticker": "NFLX" - }, - { - "ticker": "DIS" - }, - { - "ticker": "BRK.B" - } - ], - "status": "OK", - "ticker": "AAPL" -}` - - registerResponder("https://api.massive.com/v1/related-companies/AAPL", expectedResponse) - params := models.GetTickerRelatedCompaniesParams{ - Ticker: "AAPL", - } - res, err := c.GetTickerRelatedCompanies(context.Background(), ¶ms) - assert.Nil(t, err) - - var expect models.GetTickerRelatedCompaniesResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetTickerTypes(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", - "count": 1, - "results": [ - { - "asset_class": "stocks", - "code": "CS", - "description": "Common Stock", - "locale": "us" - } - ] -}` - - registerResponder("https://api.massive.com/v3/reference/tickers/types?asset_class=stocks&locale=us", expectedResponse) - res, err := c.GetTickerTypes(context.Background(), models.GetTickerTypesParams{}.WithAssetClass("stocks").WithLocale(models.US)) - assert.Nil(t, err) - - var expect models.GetTickerTypesResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetMarketHolidays(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `[ - { - "exchange": "NYSE", - "name": "Thanksgiving", - "date": "2020-11-26", - "status": "closed" - }, - { - "exchange": "NASDAQ", - "name": "Thanksgiving", - "date": "2020-11-26", - "status": "closed" - }, - { - "exchange": "OTC", - "name": "Thanksgiving", - "date": "2020-11-26", - "status": "closed" - }, - { - "exchange": "NASDAQ", - "name": "Thanksgiving", - "date": "2020-11-27", - "status": "early-close", - "open": "2020-11-27T14:30:00.000Z", - "close": "2020-11-27T18:00:00.000Z" - }, - { - "exchange": "NYSE", - "name": "Thanksgiving", - "date": "2020-11-27", - "status": "early-close", - "open": "2020-11-27T14:30:00.000Z", - "close": "2020-11-27T18:00:00.000Z" - } -]` - - registerResponder("https://api.massive.com/v1/marketstatus/upcoming", expectedResponse) - res, err := c.GetMarketHolidays(context.Background()) - assert.Nil(t, err) - - var expect models.GetMarketHolidaysResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetMarketStatus(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "afterHours": true, - "currencies": { - "crypto": "open", - "fx": "open" - }, - "earlyHours": false, - "exchanges": { - "nasdaq": "extended-hours", - "nyse": "extended-hours", - "otc": "closed" - }, - "market": "extended-hours", - "serverTime": "2022-05-17T10:26:06-04:00" -}` - - registerResponder("https://api.massive.com/v1/marketstatus/now", expectedResponse) - res, err := c.GetMarketStatus(context.Background()) - assert.Nil(t, err) - - var expect models.GetMarketStatusResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestListSplits(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - split := `{ - "execution_date": "2020-08-31", - "split_from": 1.0, - "split_to": 4, - "ticker": "AAPL" -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "2b539ae65c1478dee109b7397bd591b2", - "results": [ -` + indent(true, split, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/reference/splits?execution_date=2021-07-22&limit=2&order=asc&reverse_split=false&sort=ticker&ticker=AAPL", expectedResponse) - iter := c.ListSplits(context.Background(), models.ListSplitsParams{}. - WithTicker(models.EQ, "AAPL").WithExecutionDate(models.EQ, models.Date(time.Date(2021, 7, 22, 0, 0, 0, 0, time.UTC))).WithReverseSplit(false). - WithSort(models.TickerSymbol).WithOrder(models.Asc).WithLimit(2)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.Split - err := json.Unmarshal([]byte(split), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestListDividends(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - dividend := `{ - "cash_amount": 0.59375, - "declaration_date": "2020-09-09", - "dividend_type": "CD", - "ex_dividend_date": "2025-06-12", - "frequency": 4, - "pay_date": "2025-06-30", - "record_date": "2025-06-15", - "ticker": "CSSEN" -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "eca6d9a0d8dc1cd1b29d2d3112fe938e", - "next_url": "https://api.massive.com/v3/reference/dividends?cursor=YXA9MjUmYXM9JmxpbWl0PTEwJm9yZGVyPWRlc2Mmc29ydD1leF9kaXZpZGVuZF9kYXRlJnRpY2tlcj1DU1NFTg", - "results": [ -` + indent(true, dividend, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/reference/dividends?dividend_type=CD&ticker=CSSEN", expectedResponse) - registerResponder("https://api.massive.com/v3/reference/dividends?cursor=YXA9MjUmYXM9JmxpbWl0PTEwJm9yZGVyPWRlc2Mmc29ydD1leF9kaXZpZGVuZF9kYXRlJnRpY2tlcj1DU1NFTg", "{}") - iter := c.ListDividends(context.Background(), models.ListDividendsParams{}.WithTicker(models.EQ, "CSSEN").WithDividendType(models.DividendCD)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.Dividend - err := json.Unmarshal([]byte(dividend), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestListConditions(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - condition := `{ - "asset_class": "stocks", - "data_types": [ - "trade" - ], - "id": 1, - "legacy": false, - "name": "Acquisition", - "sip_mapping": { - "UTP": "A" - }, - "type": "sale_condition", - "update_rules": { - "consolidated": { - "updates_high_low": true, - "updates_open_close": true, - "updates_volume": true - }, - "market_center": { - "updates_high_low": true, - "updates_open_close": true, - "updates_volume": true - } - } -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "4599a4e2ba5e19e2e732f711e97b0d84", - "count": 1, - "next_url": "https://api.massive.com/v3/reference/conditions?cursor=YXA9MiZhcz0mYXNzZXRfY2xhc3M9c3RvY2tzJmRhdGFfdHlwZT10cmFkZSZsaW1pdD0yJnNvcnQ9YXNzZXRfY2xhc3M", - "results": [ -` + indent(true, condition, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/reference/conditions?asset_class=stocks&data_type=trade&limit=1", expectedResponse) - registerResponder("https://api.massive.com/v3/reference/conditions?cursor=YXA9MiZhcz0mYXNzZXRfY2xhc3M9c3RvY2tzJmRhdGFfdHlwZT10cmFkZSZsaW1pdD0yJnNvcnQ9YXNzZXRfY2xhc3M", "{}") - iter := c.ListConditions(context.Background(), models.ListConditionsParams{}.WithAssetClass(models.AssetStocks).WithDataType(models.DataTrade).WithLimit(1)) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.Condition - err := json.Unmarshal([]byte(condition), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetExchanges(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "c784b78622b5a68c932af78a68b5907c", - "count": 1, - "results": [ - { - "acronym": "AMEX", - "asset_class": "stocks", - "id": 1, - "locale": "us", - "mic": "XASE", - "name": "NYSE American, LLC", - "operating_mic": "XNYS", - "participant_id": "A", - "type": "exchange", - "url": "https://www.nyse.com/markets/nyse-american" - } - ] -}` - - registerResponder("https://api.massive.com/v3/reference/exchanges?asset_class=stocks&locale=us", expectedResponse) - res, err := c.GetExchanges(context.Background(), models.GetExchangesParams{}.WithAssetClass(models.AssetStocks).WithLocale(models.US)) - assert.Nil(t, err) - - var expect models.GetExchangesResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetOptionsContract(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "results": { - "cfi": "OCASPS", - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2024-01-19", - "primary_exchange": "BATO", - "shares_per_contract": 100, - "strike_price": 2.5, - "ticker": "O:EVRI240119C00002500", - "underlying_ticker": "EVRI" - }, - "status": "OK", - "request_id": "52fccf652441fc4d4fd35e2d0d2dd1f2" -}` - - registerResponder("https://api.massive.com/v3/reference/options/contracts/O:EVRI240119C00002500", expectedResponse) - res, err := c.GetOptionsContract(context.Background(), models.GetOptionsContractParams{ - Ticker: "O:EVRI240119C00002500", - }.WithAsOf(models.Date(time.Date(2022, 5, 16, 0, 0, 0, 0, time.Local)))) - assert.Nil(t, err) - - var expect models.GetOptionsContractResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestListOptionsContracts(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - contract1 := `{ - "cfi": "OCASPS", - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-05-20", - "primary_exchange": "BATO", - "shares_per_contract": 100, - "strike_price": 65, - "ticker": "O:A220520C00065000", - "underlying_ticker": "A" -}` - - contract2 := `{ - "cfi": "OCASPS", - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-05-20", - "primary_exchange": "BATO", - "shares_per_contract": 100, - "strike_price": 70, - "ticker": "O:A220520C00070000", - "underlying_ticker": "A" -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "975d5e1aacc6c147c94934b016b8d1a7", - "next_url": "https://api.massive.com/v3/reference/options/contracts?cursor=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", - "results": [ -` + indent(true, contract1, "\t\t") + `, -` + indent(true, contract2, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/reference/options/contracts?contract_type=call", expectedResponse) - registerResponder("https://api.massive.com/v3/reference/options/contracts?cursor=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", "{}") - iter := c.ListOptionsContracts(context.Background(), models.ListOptionsContractsParams{}.WithContractType("call")) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect1 models.OptionsContract - err := json.Unmarshal([]byte(contract1), &expect1) - assert.Nil(t, err) - assert.Equal(t, expect1, iter.Item()) - - // second item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect2 models.OptionsContract - err = json.Unmarshal([]byte(contract2), &expect2) - assert.Nil(t, err) - assert.Equal(t, expect2, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} diff --git a/rest/scripts/analyze-field-clashes.js b/rest/scripts/analyze-field-clashes.js new file mode 100644 index 00000000..7bc530f9 --- /dev/null +++ b/rest/scripts/analyze-field-clashes.js @@ -0,0 +1,85 @@ +const fs = require('fs'); +const path = require('path'); + +const specPath = './openapi.json'; +if (!fs.existsSync(specPath)) { + console.error(`Error: ${specPath} not found. Run pull_spec.js first?`); + process.exit(1); +} + +const spec = JSON.parse(fs.readFileSync(specPath, 'utf8')); + +console.log('🔍 Scanning spec for REAL single-letter field clashes...\n'); + +const clashes = []; + +function walkSchema(schema, context = 'root') { + if (!schema || typeof schema !== 'object') return; + + if (schema.type === 'object' && schema.properties) { + const fieldsByGoName = new Map(); // key: uppercase Go name → list of {jsonKey, desc} + + Object.entries(schema.properties).forEach(([jsonKey, prop]) => { + if (jsonKey.length !== 1) return; // only single-letter + + const goName = jsonKey.toUpperCase(); + const description = prop.description || '(no description)'; + + if (!fieldsByGoName.has(goName)) { + fieldsByGoName.set(goName, []); + } + fieldsByGoName.get(goName).push({ jsonKey, description }); + }); + + // Only report when there is an actual clash (multiple entries for same goName) + for (const [goName, entries] of fieldsByGoName) { + if (entries.length > 1) { + clashes.push({ context, goName, entries }); + } + } + } + + // Recurse + if (schema.allOf) schema.allOf.forEach((s, i) => walkSchema(s, `${context} → allOf[${i}]`)); + if (schema.items) walkSchema(schema.items, `${context} → items`); + if (schema.properties) Object.entries(schema.properties).forEach(([k, p]) => walkSchema(p, `${context} → prop "${k}"`)); +} + +// Walk response schemas +Object.entries(spec.paths || {}).forEach(([route, methods]) => { + Object.entries(methods).forEach(([method, op]) => { + if (!['get','post','put','delete','patch','head','options','trace'].includes(method)) return; + const opId = op.operationId || `${method.toUpperCase()} ${route}`; + Object.entries(op.responses || {}).forEach(([code, resp]) => { + const jsonSchema = resp.content?.['application/json']?.schema; + if (jsonSchema) { + walkSchema(jsonSchema, `${opId} → ${code} response`); + } + }); + }); +}); + +// Walk components.schemas (common models) +if (spec.components?.schemas) { + Object.entries(spec.components.schemas).forEach(([name, schema]) => { + walkSchema(schema, `components.schemas.${name}`); + }); +} + +if (clashes.length === 0) { + console.log('🎉 No real clashes found! (No duplicate single-letter Go names in any struct)'); +} else { + console.log(`Found ${clashes.length} REAL CLASHES:\n`); + + clashes.forEach((item, idx) => { + console.log(`#${idx + 1} 🔴 ${item.context}`); + console.log(` Go field "${item.goName}" is used by multiple JSON keys:`); + item.entries.forEach(e => { + console.log(` • json:"${e.jsonKey}" → "${e.description}"`); + }); + console.log(''); + }); + + console.log('Review these carefully — especially where the same letter means different things.'); + console.log('We can now build a safe rename map based on this output.'); +} diff --git a/rest/scripts/fix-go-clashes.js b/rest/scripts/fix-go-clashes.js new file mode 100644 index 00000000..58e0e95f --- /dev/null +++ b/rest/scripts/fix-go-clashes.js @@ -0,0 +1,72 @@ +const fs = require('fs'); +const path = require('path'); +const { execSync } = require('child_process'); + +const filePath = path.join(__dirname, '../gen/client.gen.go'); + +let content = fs.readFileSync(filePath, 'utf8'); + +const tagToName = { + 'P': 'AskPrice', + 'p': 'BidPrice', + 'S': 'AskSize', + 's': 'BidSize', + 'X': 'AskExchange', + 'x': 'BidExchange', + 'T': 'Ticker', + 't': 'Timestamp', +}; + +console.log('🔧 Fixing P/p, S/s, X/x clashes in anonymous structs...'); + +// General regex (catches most cases) +const fieldRegex = /^([ \t]+)([A-Z])\s+(.+?)\s*`json:"([^",]+)(,omitempty)?"`/gm; +let count = 0; + +content = content.replace(fieldRegex, (match, indent, oldName, type, jsonKey, omitempty) => { + const newName = tagToName[jsonKey]; + omitempty = omitempty || ''; + if (newName && newName !== oldName) { + console.log(` ${oldName} → ${newName} (json:"${jsonKey}")`); + count++; + return `${indent}${newName} ${type.trim()} \`json:"${jsonKey}${omitempty}"\``; + } + return match; +}); + +console.log(`✅ General rename: ${count} fields`); + +// Fallback — guaranteed to catch the exact struct you posted +const fallbacks = [ + [/^([ \t]+)P\s+\*float64\s*`json:"P,omitempty"`/gm, '$1AskPrice *float64 `json:"P,omitempty"`'], + [/^([ \t]+)P\s+\*float64\s*`json:"p,omitempty"`/gm, '$1BidPrice *float64 `json:"p,omitempty"`'], + [/^([ \t]+)S\s+\*int\s*`json:"S,omitempty"`/gm, '$1AskSize *int `json:"S,omitempty"`'], + [/^([ \t]+)S\s+\*int\s*`json:"s,omitempty"`/gm, '$1BidSize *int `json:"s,omitempty"`'], + [/^([ \t]+)X\s+\*int\s*`json:"X,omitempty"`/gm, '$1AskExchange *int `json:"X,omitempty"`'], + [/^([ \t]+)X\s+\*int\s*`json:"x,omitempty"`/gm, '$1BidExchange *int `json:"x,omitempty"`'], +]; + +fallbacks.forEach(([regex, repl]) => { + const before = (content.match(regex) || []).length; + content = content.replace(regex, repl); + if (before) console.log(` Fallback fixed ${before} exact matches`); +}); + +// Fix any .P / .S / .X usages elsewhere in the file +const usageMap = { 'P': 'AskPrice', 'S': 'AskSize', 'X': 'AskExchange', 'T': 'Ticker' }; +Object.entries(usageMap).forEach(([old, neu]) => { + content = content.replace(new RegExp(`\\.${old}\\b`, 'g'), `.${neu}`); +}); + +fs.writeFileSync(filePath, content); + +// Clean up formatting +try { + execSync(`gofmt -w "${filePath}"`); + console.log('✅ Ran gofmt'); +} catch (e) { + console.log('⚠️ gofmt skipped (optional)'); +} + +console.log('\n🎉 Fix complete! Now run:'); +console.log(' go build ./rest/gen'); diff --git a/rest/scripts/generate-go-examples.js b/rest/scripts/generate-go-examples.js new file mode 100644 index 00000000..54160496 --- /dev/null +++ b/rest/scripts/generate-go-examples.js @@ -0,0 +1,189 @@ +const fs = require('fs'); +const path = require('path'); +const spec = require('./openapi.json'); + +const examplesDir = path.join(__dirname, '../examples/go'); +const tokenizedDir = path.join(__dirname, '../examples/go-tokenized'); + +if (!fs.existsSync(examplesDir)) fs.mkdirSync(examplesDir, { recursive: true }); +if (!fs.existsSync(tokenizedDir)) fs.mkdirSync(tokenizedDir, { recursive: true }); + +// === Helpers === +const toPascalCase = (str) => { + return str + .replace(/([a-z0-9])([A-Z])/g, '$1 $2') // split camelCase + .split(/[-_ ]+/) + .map(word => word.charAt(0).toUpperCase() + word.slice(1).toLowerCase()) + .join(''); +}; + +const toGoFieldName = (str) => { + return str + .split('.') + .map(segment => + segment.split(/[-_]/) + .map(word => word.charAt(0).toUpperCase() + word.slice(1).toLowerCase()) + .join('') + ) + .join(''); +}; + +const toPolygonToken = (str) => { + const words = str.replace(/([a-z])([A-Z])/g, '$1_$2').toUpperCase().split('_'); + return `TOKEN_${words.join('_')}`; +}; + +const toSnakeCase = (str) => + str + .replace(/([a-z])([A-Z])/g, '$1_$2') + .replace(/[-\/.]/g, '_') + .toLowerCase(); + +const isIntField = (param) => { + const type = param.schema?.type || 'string'; + return type === 'integer' || type === 'number'; +}; + +const isPaginated = (details) => { + const successResp = details.responses?.['200'] || details.responses?.default; + if (!successResp?.content?.['application/json']?.schema) return false; + const schema = successResp.content['application/json'].schema; + return !!schema.properties?.next_url || schema.allOf?.some(s => !!s.properties?.next_url); +}; + +const isEnumParam = (param) => { + if (!param.schema) return false; + return Array.isArray(param.schema.enum) || !!param.schema.$ref; +}; + +// NEW helper: decides whether a TOKEN_ should be wrapped in quotes in the tokenized version +const isStringParam = (param) => { + if (!param?.schema) return true; // most path params + unknown fields default to string + const schema = param.schema; + const type = schema.type; + if (type === 'string' || !type) return true; + if (type === 'integer' || type === 'number' || type === 'boolean') return false; + // enums / $refs / arrays-of-strings are string-like + return Array.isArray(schema.enum) || !!schema.$ref || + (schema.type === 'array' && schema.items?.type === 'string'); +}; + +Object.entries(spec.paths).forEach(([route, methods]) => { + Object.entries(methods).forEach(([httpMethod, details]) => { + const operationId = details.operationId; + if (!operationId) return; + + const goBaseName = toPascalCase(operationId); + const goMethod = goBaseName + 'WithResponse'; + const paramsType = goBaseName + 'Params'; + const fileName = toSnakeCase(operationId); + + // Collect full path param objects (so we have .schema for type detection) + const pathParams = (details.parameters || []).filter(p => p.in === 'path'); + + const generateSnippet = (dir, useTokens = false) => { + const lines = [ + `package main`, + ``, + `import (`, + ` "context"`, + ` "fmt"`, + ` "log"`, + ` "massive-go-poc/rest"`, + ` "massive-go-poc/rest/gen"`, + `)`, + ``, + `func main() {`, + ``, + ` c := rest.NewWithOptions("YOUR_API_KEY", rest.WithTrace(false), rest.WithPagination(true))`, + ` ctx := context.Background()`, + ``, + //` params := &gen.${paramsType}{`, + ]; + + + // === Build query param lines (extra indent for inline struct) === + const paramLines = []; + if (details.parameters) { + details.parameters.forEach(param => { + if (param.in === 'query') { + const fieldName = toGoFieldName(param.name); + const schemaType = param.schema?.type || 'string'; + + let value; + if (useTokens) { + const token = toPolygonToken(param.name); + value = isStringParam(param) ? `"${token}"` : token; + } else { + if (schemaType === 'boolean') value = 'true'; + else if (schemaType === 'integer' || schemaType === 'number') value = '100'; + else value = param.example !== undefined + ? (typeof param.example === 'string' ? `"${param.example}"` : param.example) + : `"${param.name}"`; + } + + let line; + if (isEnumParam(param)) { + line = ` ${fieldName}: rest.Ptr(gen.${paramsType}${fieldName}(${value})),`; + } else { + line = ` ${fieldName}: rest.Ptr(${value}),`; + } + paramLines.push(line); + } + }); + } + + // === Multi-line call with inline params (exactly the style you wanted) === + const pathArgs = pathParams.map(param => { + if (!useTokens) return `"${param.name}"`; + const token = toPolygonToken(param.name); + return isStringParam(param) ? `"${token}"` : token; + }); + + lines.push(` resp, err := c.${goMethod}(ctx,`); + + pathArgs.forEach(arg => { + lines.push(` ${arg},`); + }); + + lines.push(` &gen.${paramsType}{`); + if (paramLines.length > 0) { + lines.push(paramLines.join('\n')); + } + lines.push(` },`); + lines.push(` )`); + + lines.push(` if err != nil {`); + lines.push(` log.Fatal(err)`); + lines.push(` }`); + lines.push(``); + lines.push(` if err := rest.CheckResponse(resp); err != nil {`); + lines.push(` log.Fatal(err)`); + lines.push(` }`); + + if (isPaginated(details)) { + lines.push(` `); + lines.push(` iter := rest.NewIteratorFromResponse(c, resp)`); + lines.push(` for iter.Next() {`); + lines.push(` item := iter.Item()`); + lines.push(` fmt.Printf("%+v\\n", item)`); + lines.push(` }`); + lines.push(` if err := iter.Err(); err != nil {`); + lines.push(` log.Fatal(err)`); + lines.push(` }`); + } else { + lines.push(` fmt.Printf("%+v\\n", resp.JSON200)`); + } + + lines.push(`}`); + lines.push(``); + + fs.writeFileSync(path.join(dir, `${fileName}.go`), lines.join('\n')); + }; + + generateSnippet(examplesDir, false); + generateSnippet(tokenizedDir, true); + }); +}); + +console.log('🎉 All Go examples generated with string tokens properly quoted in the tokenized version!'); diff --git a/rest/scripts/oapi-codegen.yaml b/rest/scripts/oapi-codegen.yaml new file mode 100644 index 00000000..e3909d3b --- /dev/null +++ b/rest/scripts/oapi-codegen.yaml @@ -0,0 +1,9 @@ +# yaml-language-server: $schema=https://raw.githubusercontent.com/oapi-codegen/oapi-codegen/HEAD/configuration-schema.json +package: gen +output: gen/client.gen.go +generate: + models: true + client: true + +compatibility: + old-merge-schemas: true diff --git a/rest/scripts/openapi.json b/rest/scripts/openapi.json new file mode 100644 index 00000000..4f8a9cd4 --- /dev/null +++ b/rest/scripts/openapi.json @@ -0,0 +1,50876 @@ +{ + "components": { + "parameters": { + "AggregateAdjusted": { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + "AggregateDate": { + "description": "The beginning date for the aggregate window.", + "example": "2025-11-03", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + }, + "AggregateLimitMax50000": { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + }, + "AggregateMultiplier": { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + "AggregateSort": { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + "AggregateTimeFrom": { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + "AggregateTimeTo": { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + "AggregateTimespan": { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + "CryptoTickerPathParam": { + "description": "The ticker symbol of the currency pair.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + "CryptoTickersQueryParam": { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, X:BTCUSD, X:ETHBTC, and X:BOBAUSD. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + }, + "ForexTickerPathParam": { + "description": "The ticker symbol of the currency pair.", + "example": "C:EURUSD", + "in": "path", + "name": "forexTicker", + "required": true, + "schema": { + "type": "string" + } + }, + "ForexTickersQueryParam": { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, C:EURUSD, C:GBPCAD, and C:AUDINR. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + }, + "GeneralTickerPathParam": { + "description": "The ticker symbol of the asset.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + }, + "IncludeOTC": { + "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "in": "query", + "name": "include_otc", + "schema": { + "type": "boolean" + } + }, + "IndicesAggregateTimeFrom": { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + "IndicesAggregateTimeTo": { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + "IndicesTickerPathParam": { + "description": "The ticker symbol of Index.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + }, + "LimitMax10000": { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + }, + "LimitMax50000": { + "description": "Limit the size of the response, max 50000 and default 5000.", + "example": 10, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + }, + "LimitNoMax": { + "description": "Limit the number of results.\n", + "example": 5, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + }, + "OptionsTickerPathParam": { + "description": "The ticker symbol of the options contract.", + "example": "O:SPY251219C00650000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + } + }, + "ReverseOrder": { + "description": "Reverse the order of the results.\n", + "example": true, + "in": "query", + "name": "reverse", + "schema": { + "type": "boolean" + } + }, + "SnapshotDirection": { + "description": "The direction of the snapshot results to return.\n", + "example": "gainers", + "in": "path", + "name": "direction", + "required": true, + "schema": { + "enum": [ + "gainers", + "losers" + ], + "type": "string" + } + }, + "StocksTickerPathParam": { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + } + }, + "TickersQueryParam": { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + } + }, + "responses": { + "Conflict": { + "description": "Parameter is invalid or incorrect." + }, + "DefaultError": { + "description": "Unexpected error" + }, + "NotFound": { + "description": "The specified resource was not found" + }, + "Unauthorized": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "schemas": { + "Adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "AskExchangeId": { + "description": "The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "AskPrice": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "AskSize": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "type": "integer" + }, + "BidExchangeId": { + "description": "The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "BidPrice": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "BidSize": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "type": "integer" + }, + "Close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "CloseIndices": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "Company": { + "properties": { + "active": { + "description": "Indicates if the security is actively listed. If false, this means the company is no longer listed and cannot be traded.", + "type": "boolean" + }, + "bloomberg": { + "description": "The Bloomberg guid for the symbol.", + "type": "string" + }, + "ceo": { + "description": "The name of the company's current CEO.", + "type": "string" + }, + "cik": { + "description": "The official CIK guid used for SEC database/filings.", + "type": "string" + }, + "country": { + "description": "The country in which the company is registered.", + "type": "string" + }, + "description": { + "description": "A description of the company and what they do/offer.", + "type": "string" + }, + "employees": { + "description": "The approximate number of employees for the company.", + "type": "integer" + }, + "exchange": { + "description": "The symbol's primary exchange.", + "type": "string" + }, + "exchangeSymbol": { + "description": "The exchange code (id) of the symbol's primary exchange.", + "type": "string" + }, + "figi": { + "description": "The OpenFigi project guid for the symbol. (https://openfigi.com/)", + "type": "string" + }, + "hq_address": { + "description": "The street address for the company's headquarters.", + "type": "string" + }, + "hq_country": { + "description": "The country in which the company's headquarters is located.", + "type": "string" + }, + "hq_state": { + "description": "The state in which the company's headquarters is located.", + "type": "string" + }, + "industry": { + "description": "The industry in which the company operates.", + "type": "string" + }, + "lei": { + "description": "The Legal Entity Identifier (LEI) guid for the symbol. (https://en.wikipedia.org/wiki/Legal_Entity_Identifier)", + "type": "string" + }, + "listdate": { + "description": "The date that the symbol was listed on the exchange.", + "format": "date", + "type": "string" + }, + "logo": { + "description": "The URL of the entity's logo.", + "type": "string" + }, + "marketcap": { + "description": "The current market cap for the company.", + "type": "integer" + }, + "name": { + "description": "The name of the company/entity.", + "type": "string" + }, + "phone": { + "description": "The phone number for the company. This is usually a corporate contact number.", + "type": "string" + }, + "sector": { + "description": "The sector of the indsutry in which the symbol operates.", + "type": "string" + }, + "sic": { + "description": "Standard Industrial Classification (SIC) id for the symbol. (https://en.wikipedia.org/wiki/Legal_Entity_Identifier)", + "type": "integer" + }, + "similar": { + "description": "A list of ticker symbols for similar companies.", + "items": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "type": "array" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "tags": { + "items": { + "description": "A list of words related to the company.", + "type": "string" + }, + "type": "array" + }, + "type": { + "description": "The type or class of the security. (Full List of Ticker Types)", + "type": "string" + }, + "updated": { + "description": "The last time this company record was updated.", + "format": "date", + "type": "string" + }, + "url": { + "description": "The URL of the company's website", + "type": "string" + } + }, + "type": "object" + }, + "ConditionTypeMap": { + "properties": { + "condition": { + "description": "Massive's mapping for condition codes. For more information, see our Trade Conditions Glossary.\n", + "type": "string" + } + }, + "type": "object" + }, + "Conditions": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "Count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "CryptoExchange": { + "items": { + "properties": { + "id": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "market": { + "description": "Market data type this exchange contains ( crypto only currently )", + "type": "string" + }, + "name": { + "description": "Name of the exchange", + "type": "string" + }, + "type": { + "description": "Type of exchange feed", + "type": "string" + }, + "url": { + "description": "URL of this exchange", + "type": "string" + } + }, + "required": [ + "id", + "type", + "market", + "name", + "url" + ], + "type": "object" + }, + "type": "array" + }, + "CryptoGroupedResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "CryptoHistoricTrades": { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "symbol", + "ticks" + ], + "type": "object" + }, + "CryptoLastTrade": { + "properties": { + "last": { + "properties": { + "conditions": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "timestamp": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "conditions", + "exchange", + "price", + "size", + "timestamp" + ], + "type": "object" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "symbol" + ], + "type": "object" + }, + "CryptoOpenClose": { + "properties": { + "close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "closingTrades": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + }, + "day": { + "description": "The date requested.", + "format": "date", + "type": "string" + }, + "isUTC": { + "description": "Whether or not the timestamps are in UTC timezone.", + "type": "boolean" + }, + "open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "openTrades": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "symbol", + "isUTC", + "day", + "open", + "close", + "openTrades", + "closingTrades" + ], + "type": "object" + }, + "CryptoSnapshotMinute": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "CryptoSnapshotTicker": { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastTrade": { + "description": "The most recent trade for this ticker.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + } + }, + "type": "object" + }, + "CryptoSnapshotTickerFullBook": { + "properties": { + "data": { + "properties": { + "askCount": { + "description": "The combined total number of asks in the book.", + "format": "double", + "type": "number" + }, + "asks": { + "items": { + "properties": { + "p": { + "description": "The price of this book level.", + "format": "double", + "type": "number" + }, + "x": { + "description": "A map of the exchange ID to number of shares at this price level.\n
\n
\n**Example:**\n
\n`{\n \"p\": 16302.94,\n \"x\": {\n \"1\": 0.02859424,\n \"6\": 0.023455\n }\n}`\n
\n
\nIn this example, exchange ID 1 has 0.02859424 shares available at $16,302.94,\nand exchange ID 6 has 0.023455 shares at the same price level.\n", + "type": "object" + } + }, + "required": [ + "p", + "x" + ], + "type": "object" + }, + "type": "array" + }, + "bidCount": { + "description": "The combined total number of bids in the book.", + "format": "double", + "type": "number" + }, + "bids": { + "items": { + "properties": { + "p": { + "description": "The price of this book level.", + "format": "double", + "type": "number" + }, + "x": { + "description": "A map of the exchange ID to number of shares at this price level.\n
\n
\n**Example:**\n
\n`{\n \"p\": 16302.94,\n \"x\": {\n \"1\": 0.02859424,\n \"6\": 0.023455\n }\n}`\n
\n
\nIn this example, exchange ID 1 has 0.02859424 shares available at $16,302.94,\nand exchange ID 6 has 0.023455 shares at the same price level.\n", + "type": "object" + } + }, + "required": [ + "p", + "x" + ], + "type": "object" + }, + "type": "array" + }, + "spread": { + "description": "The difference between the best bid and the best ask price across exchanges.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "ticker", + "bids", + "asks", + "bidCount", + "askCount", + "spread", + "updated" + ], + "type": "object" + } + }, + "type": "object" + }, + "CryptoSnapshotTickers": { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastTrade": { + "description": "The most recent trade for this ticker.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "CryptoTick": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "CryptoTradeExchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + }, + "Date": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + }, + "Exchange": { + "items": { + "properties": { + "code": { + "description": "A unique identifier for the exchange internal to Massive. This is not an industry code or ISO standard.", + "type": "string" + }, + "id": { + "description": "The ID of the exchange.", + "type": "number" + }, + "market": { + "description": "The market data type that this exchange contains.", + "type": "string" + }, + "mic": { + "description": "The Market Identification Code or MIC as defined in ISO 10383 (https://en.wikipedia.org/wiki/Market_Identifier_Code).", + "type": "string" + }, + "name": { + "description": "The name of the exchange.", + "type": "string" + }, + "tape": { + "description": "The tape id of the exchange.", + "type": "string" + }, + "type": { + "description": "The type of exchange.\n- TRF = Trade Reporting Facility\n- exchange = Reporting exchange on the tape\n", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "ExchangeId": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "Financial": { + "properties": { + "cashChange": { + "example": 7202000000, + "type": "integer" + }, + "cashFlow": { + "example": 28293000000, + "type": "integer" + }, + "costOfRevenue": { + "example": 54381000000, + "type": "integer" + }, + "currentAssets": { + "example": 143810000000, + "type": "integer" + }, + "currentCash": { + "example": 27491000000, + "type": "integer" + }, + "currentDebt": { + "example": 18478000000, + "type": "integer" + }, + "grossProfit": { + "example": 33912000000, + "type": "integer" + }, + "netIncome": { + "example": 20065000000, + "type": "integer" + }, + "operatingExpense": { + "example": 7638000000, + "type": "integer" + }, + "operatingGainsLosses": { + "type": "number" + }, + "operatingIncome": { + "example": 26274000000, + "type": "integer" + }, + "operatingRevenue": { + "example": 88293000000, + "type": "integer" + }, + "reportDate": { + "description": "Report Date", + "example": "2017-12-31T00:00:00.000Z", + "format": "date-time", + "type": "string" + }, + "reportDateStr": { + "description": "Report date as non date format", + "example": "2017-12-31", + "type": "string" + }, + "researchAndDevelopment": { + "example": 3407000000, + "type": "integer" + }, + "shareholderEquity": { + "example": 140199000000, + "type": "integer" + }, + "symbol": { + "description": "Stock Symbol", + "example": "AAPL", + "type": "string" + }, + "totalAssets": { + "example": 406794000000, + "type": "integer" + }, + "totalCash": { + "example": 77153000000, + "type": "integer" + }, + "totalDebt": { + "example": 122400000000, + "type": "integer" + }, + "totalLiabilities": { + "example": 266595000000, + "type": "integer" + }, + "totalRevenue": { + "example": 88293000000, + "type": "integer" + } + }, + "required": [ + "symbol", + "reportDate", + "reportDateStr" + ], + "type": "object" + }, + "Financials": { + "description": "Financials", + "properties": { + "EBITDAMargin": { + "format": "double", + "type": "number" + }, + "accumulatedOtherComprehensiveIncome": { + "type": "integer" + }, + "accumulatedRetainedEarningsDeficit": { + "type": "integer" + }, + "assetTurnover": { + "type": "integer" + }, + "assets": { + "type": "integer" + }, + "assetsAverage": { + "type": "integer" + }, + "assetsCurrent": { + "type": "integer" + }, + "assetsNonCurrent": { + "type": "integer" + }, + "averageEquity": { + "type": "integer" + }, + "bookValuePerShare": { + "format": "double", + "type": "number" + }, + "calendarDate": { + "example": "2019-03-31", + "format": "date-time", + "type": "string" + }, + "capitalExpenditure": { + "type": "integer" + }, + "cashAndEquivalents": { + "type": "integer" + }, + "cashAndEquivalentsUSD": { + "type": "integer" + }, + "consolidatedIncome": { + "type": "integer" + }, + "costOfRevenue": { + "type": "integer" + }, + "currentLiabilities": { + "type": "integer" + }, + "currentRatio": { + "format": "double", + "type": "number" + }, + "debt": { + "type": "integer" + }, + "debtCurrent": { + "type": "integer" + }, + "debtNonCurrent": { + "type": "integer" + }, + "debtToEquityRatio": { + "format": "double", + "type": "number" + }, + "debtUSD": { + "type": "integer" + }, + "deferredRevenue": { + "type": "integer" + }, + "deposits": { + "type": "integer" + }, + "depreciationAmortizationAndAccretion": { + "type": "integer" + }, + "dividendYield": { + "type": "integer" + }, + "dividendsPerBasicCommonShare": { + "type": "integer" + }, + "earningBeforeInterestTaxes": { + "type": "integer" + }, + "earningBeforeInterestTaxesUSD": { + "type": "integer" + }, + "earningsBeforeInterestTaxesDepreciationAmortization": { + "type": "integer" + }, + "earningsBeforeInterestTaxesDepreciationAmortizationUSD": { + "type": "integer" + }, + "earningsBeforeTax": { + "type": "integer" + }, + "earningsPerBasicShare": { + "format": "double", + "type": "number" + }, + "earningsPerBasicShareUSD": { + "format": "double", + "type": "number" + }, + "earningsPerDilutedShare": { + "format": "double", + "type": "number" + }, + "effectOfExchangeRateChangesOnCash": { + "type": "integer" + }, + "enterpriseValue": { + "type": "integer" + }, + "enterpriseValueOverEBIT": { + "type": "integer" + }, + "enterpriseValueOverEBITDA": { + "format": "double", + "type": "number" + }, + "foreignCurrencyUSDExchangeRate": { + "type": "integer" + }, + "freeCashFlow": { + "type": "integer" + }, + "freeCashFlowPerShare": { + "format": "double", + "type": "number" + }, + "goodwillAndIntangibleAssets": { + "type": "integer" + }, + "grossMargin": { + "format": "double", + "type": "number" + }, + "grossProfit": { + "type": "integer" + }, + "incomeTaxExpense": { + "type": "integer" + }, + "interestExpense": { + "type": "integer" + }, + "inventory": { + "type": "integer" + }, + "investedCapital": { + "type": "integer" + }, + "investedCapitalAverage": { + "type": "integer" + }, + "investments": { + "type": "integer" + }, + "investmentsCurrent": { + "type": "integer" + }, + "investmentsNonCurrent": { + "type": "integer" + }, + "issuanceDebtSecurities": { + "type": "integer" + }, + "issuanceEquityShares": { + "type": "integer" + }, + "liabilitiesNonCurrent": { + "type": "integer" + }, + "marketCapitalization": { + "type": "integer" + }, + "netCashFlow": { + "type": "integer" + }, + "netCashFlowBusinessAcquisitionsDisposals": { + "type": "integer" + }, + "netCashFlowFromFinancing": { + "type": "integer" + }, + "netCashFlowFromInvesting": { + "type": "integer" + }, + "netCashFlowFromOperations": { + "type": "integer" + }, + "netCashFlowInvestmentAcquisitionsDisposals": { + "type": "integer" + }, + "netIncome": { + "type": "integer" + }, + "netIncomeCommonStock": { + "type": "integer" + }, + "netIncomeCommonStockUSD": { + "type": "integer" + }, + "netIncomeToNonControllingInterests": { + "type": "integer" + }, + "netLossIncomeFromDiscontinuedOperations": { + "type": "integer" + }, + "operatingExpenses": { + "type": "integer" + }, + "operatingIncome": { + "type": "integer" + }, + "paymentDividendsOtherCashDistributions": { + "type": "integer" + }, + "payoutRatio": { + "type": "integer" + }, + "period": { + "description": "Reporting period.", + "enum": [ + "Q", + "T", + "QA", + "TA", + "Y", + "YA" + ], + "example": "Q", + "type": "string" + }, + "preferredDividendsIncomeStatementImpact": { + "type": "integer" + }, + "priceEarnings": { + "format": "double", + "type": "number" + }, + "priceSales": { + "format": "double", + "type": "number" + }, + "priceToBookValue": { + "format": "double", + "type": "number" + }, + "priceToEarningsRatio": { + "format": "double", + "type": "number" + }, + "priceToSalesRatio": { + "format": "double", + "type": "number" + }, + "profitMargin": { + "format": "double", + "type": "number" + }, + "propertyPlantEquipmentNet": { + "type": "integer" + }, + "reportPeriod": { + "example": "2019-03-31", + "format": "date-time", + "type": "string" + }, + "researchAndDevelopmentExpense": { + "type": "integer" + }, + "returnOnAverageAssets": { + "type": "integer" + }, + "returnOnAverageEquity": { + "type": "integer" + }, + "returnOnInvestedCapital": { + "type": "integer" + }, + "returnOnSales": { + "format": "double", + "type": "number" + }, + "revenues": { + "type": "integer" + }, + "revenuesUSD": { + "type": "integer" + }, + "salesPerShare": { + "format": "double", + "type": "number" + }, + "sellingGeneralAndAdministrativeExpense": { + "type": "integer" + }, + "shareBasedCompensation": { + "type": "integer" + }, + "shareFactor": { + "type": "integer" + }, + "sharePriceAdjustedClose": { + "format": "double", + "type": "number" + }, + "shareholdersEquity": { + "type": "integer" + }, + "shareholdersEquityUSD": { + "type": "integer" + }, + "shares": { + "type": "integer" + }, + "tangibleAssetValue": { + "type": "integer" + }, + "tangibleAssetsBookValuePerShare": { + "format": "double", + "type": "number" + }, + "taxAssets": { + "type": "integer" + }, + "taxLiabilities": { + "type": "integer" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "totalLiabilities": { + "type": "integer" + }, + "tradeAndNonTradePayables": { + "type": "integer" + }, + "tradeAndNonTradeReceivables": { + "type": "integer" + }, + "updated": { + "example": "1999-03-28", + "format": "date-time", + "type": "string" + }, + "weightedAverageShares": { + "type": "integer" + }, + "weightedAverageSharesDiluted": { + "type": "integer" + }, + "workingCapital": { + "type": "integer" + } + }, + "required": [ + "ticker", + "exDate", + "paymentDate", + "ratio", + "tofactor", + "forfactor" + ], + "type": "object" + }, + "Fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "ForexConversion": { + "properties": { + "converted": { + "description": "The result of the conversion.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The \"from\" currency symbol.", + "type": "string" + }, + "initialAmount": { + "description": "The amount to convert.", + "format": "double", + "type": "number" + }, + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], + "type": "object" + }, + "to": { + "description": "The \"to\" currency symbol.", + "type": "string" + } + }, + "required": [ + "from", + "to", + "initialAmount", + "converted" + ], + "type": "object" + }, + "ForexExchangeId": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "ForexGroupedResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "ForexHistoricTrades": { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "pair": { + "description": "The currency pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "x", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "pair", + "ticks" + ], + "type": "object" + }, + "ForexPairLastQuote": { + "properties": { + "last": { + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], + "type": "object" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "symbol" + ], + "type": "object" + }, + "ForexPreviousClose": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "T", + "v", + "o", + "c", + "h", + "l", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "ForexSnapshotLastQuote": { + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "ForexSnapshotPrevDay": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ForexSnapshotTicker": { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker.", + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + } + }, + "type": "object" + }, + "ForexSnapshotTickers": { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker.", + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "ForexTickerResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "High": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "HighIndices": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "IndexAggsBase": { + "properties": { + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + "Indicators": { + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).\n", + "items": { + "description": "The indicator code.\n", + "type": "integer" + }, + "type": "array" + }, + "IndicesGroupedResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "IndicesOpenClose": { + "properties": { + "afterHours": { + "description": "The close value of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "preMarket": { + "description": "The open value of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close" + ], + "type": "object" + }, + "IndicesTickerResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "Locales": { + "properties": { + "results": { + "items": { + "properties": { + "locale": { + "description": "An abbreviated country name.", + "type": "string" + }, + "name": { + "description": "The name of the country.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "Low": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "LowIndices": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "Map": { + "description": "A mapping of the keys returned in the results to their descriptive name and data types.", + "properties": { + "key": { + "description": "A dynamic key from the results set", + "properties": { + "name": { + "description": "The descriptive name of this results key", + "type": "string" + }, + "type": { + "description": "The data type of this results key", + "enum": [ + "string", + "int", + "int64", + "float64" + ], + "type": "string" + } + }, + "type": "object" + } + }, + "type": "object" + }, + "MarketHoliday": { + "description": "An array of upcoming market holidays and their corresponding dates.", + "items": { + "properties": { + "close": { + "description": "The market close time on the holiday (if it's not closed).", + "format": "date-time", + "type": "string" + }, + "date": { + "description": "The date of the holiday.", + "format": "date", + "type": "string" + }, + "exchange": { + "description": "Which market the record is for.", + "type": "string" + }, + "name": { + "description": "The name of the holiday.", + "type": "string" + }, + "open": { + "description": "The market open time on the holiday (if it's not closed).", + "format": "date-time", + "type": "string" + }, + "status": { + "description": "The status of the market on the holiday.", + "type": "string" + } + }, + "required": [ + "exchange", + "date", + "name", + "status" + ], + "type": "object" + }, + "type": "array" + }, + "MarketStatus": { + "properties": { + "afterHours": { + "description": "Whether or not the market is in post-market hours.", + "type": "boolean" + }, + "currencies": { + "properties": { + "crypto": { + "description": "The status of the crypto market.", + "type": "string" + }, + "fx": { + "description": "The status of the forex market.", + "type": "string" + } + }, + "type": "object" + }, + "earlyHours": { + "description": "Whether or not the market is in pre-market hours.", + "type": "boolean" + }, + "exchanges": { + "properties": { + "nasdaq": { + "description": "The status of the Nasdaq market.", + "type": "string" + }, + "nyse": { + "description": "The status of the NYSE market.", + "type": "string" + }, + "otc": { + "description": "The status of the OTC market.", + "type": "string" + } + }, + "type": "object" + }, + "market": { + "description": "The status of the market as a whole.", + "type": "string" + }, + "serverTime": { + "description": "The current time of the server.", + "format": "date-time", + "type": "string" + } + }, + "type": "object" + }, + "Markets": { + "properties": { + "results": { + "description": "A list of supported markets.", + "items": { + "properties": { + "desc": { + "description": "A description of the market.", + "type": "string" + }, + "market": { + "description": "The name of the market.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "MsLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "News": { + "items": { + "properties": { + "image": { + "description": "A URL of the image for the news article, if found.", + "type": "string" + }, + "keywords": { + "description": "A list of common keywords related to the news article.", + "items": { + "description": "Common keywords of the news article.", + "type": "string" + }, + "type": "array" + }, + "source": { + "description": "The publication source of the article.", + "type": "string" + }, + "summary": { + "description": "A summary of the news article.", + "type": "string" + }, + "symbols": { + "description": "A list of ticker symbols relating to the article.", + "items": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "type": "array" + }, + "timestamp": { + "description": "The timestamp of the news article.", + "format": "date-time", + "type": "string" + }, + "title": { + "description": "The title of the news article.", + "type": "string" + }, + "url": { + "description": "A direct link to the news article from its source publication.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "NumberOfItems": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "OTC": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "Open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "OpenIndices": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "PaginationHooksBase": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + } + }, + "type": "object" + }, + "Price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "QueryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "RatingSection": { + "properties": { + "current": { + "description": "Analyst Rating at current month", + "example": 0, + "type": "number" + }, + "month1": { + "description": "Analyst Ratings at 1 month in the future", + "example": 1, + "type": "number" + }, + "month2": { + "description": "Analyst Ratings at 2 month in the future", + "example": 3, + "type": "number" + }, + "month3": { + "description": "Analyst Ratings at 3 month in the future", + "example": 4, + "type": "number" + }, + "month4": { + "description": "Analyst Ratings at 4 month in the future", + "example": 3, + "type": "number" + }, + "month5": { + "description": "Analyst Ratings at 5 month in the future", + "example": 2, + "type": "number" + } + }, + "required": [ + "month1", + "month2", + "month3", + "current" + ], + "type": "object" + }, + "RequestID": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "RequestIdBase": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + }, + "SequenceNumber": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "Size": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "SnapshotMinOHLCV": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "SnapshotOHLCV": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "SnapshotOHLCVVW": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "SnapshotOHLCVVWOtc": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "StandardBase": { + "allOf": [ + { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + }, + { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + ] + }, + "Status": { + "description": "The status of this request's response.", + "type": "string" + }, + "StatusBase": { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + "StatusCountBase": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + "StockSymbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "StocksGroupedResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t", + "v", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "StocksOpenClose": { + "properties": { + "afterHours": { + "description": "The close price of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "preMarket": { + "description": "The open price of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "volume": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], + "type": "object" + }, + "StocksSnapshotLastQuote": { + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "StocksSnapshotMinute": { + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "StocksSnapshotMinuteOTC": { + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "StocksSnapshotPrevDay": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "StocksSnapshotTicker": { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "lastTrade": { + "description": "The most recent trade for this ticker. This is only returned if your current plan includes trades.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "ds": { + "description": "The size of the trade including fractional shares, respresented as a string.", + "type": "string" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x", + "ds" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "type": "object" + } + }, + "type": "object" + }, + "StocksSnapshotTickers": { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "lastTrade": { + "description": "The most recent trade for this ticker. This is only returned if your current plan includes trades.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "ds": { + "description": "The size of the trade including fractional shares, respresented as a string.", + "type": "string" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x", + "ds" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "StocksTickerResultsOTC": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "StocksV2Base": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + "StocksV2NBBO": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "type": "integer" + }, + "X": { + "description": "The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).\n", + "items": { + "description": "The indicator code.\n", + "type": "integer" + }, + "type": "array" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "type": "integer" + }, + "x": { + "description": "The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], + "type": "object" + } + ] + }, + "StocksV2NBBOs": { + "properties": { + "results": { + "items": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "type": "integer" + }, + "X": { + "description": "The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).\n", + "items": { + "description": "The indicator code.\n", + "type": "integer" + }, + "type": "array" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "type": "integer" + }, + "x": { + "description": "The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], + "type": "object" + } + ] + }, + "type": "array" + } + }, + "type": "object" + }, + "StocksV2Trade": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "e": { + "description": "The trade correction indicator.\n", + "type": "integer" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "r": { + "description": "The ID for the Trade Reporting Facility where the trade took place.\n", + "type": "integer" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], + "type": "object" + } + ] + }, + "StocksV2Trades": { + "properties": { + "results": { + "items": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "e": { + "description": "The trade correction indicator.\n", + "type": "integer" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "r": { + "description": "The ID for the Trade Reporting Facility where the trade took place.\n", + "type": "integer" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], + "type": "object" + } + ] + }, + "type": "array" + } + }, + "type": "object" + }, + "SymbolPair": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "Tape": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + }, + "TickerBase": { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + "TickerResults": { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + "TickerSymbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "Timestamp": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "TimestampExchange": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + }, + "TimestampSIP": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "TimestampTRF": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "TodaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "TodaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "TradeDetailsMapItem": { + "properties": { + "name": { + "description": "Name of the trade detail item", + "type": "string" + }, + "type": { + "description": "Actual type of the trade detail item", + "type": "string" + } + }, + "type": "object" + }, + "TradeExchange": { + "description": "The exchange that this trade happened on.", + "type": "integer" + }, + "TradeId": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "Updated": { + "description": "The last updated timestamp.", + "type": "integer" + }, + "V1LastBase": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "symbol", + "status", + "request_id" + ], + "type": "object" + }, + "V2AggsBase": { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + "V2LastBase": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + }, + "V2TicksBase": { + "properties": { + "db_latency": { + "description": "Latency in milliseconds for the query results from the database.", + "type": "integer" + }, + "results_count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "success": { + "description": "Whether or not this query was executed successfully.", + "type": "boolean" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "type": "object" + }, + "Volume": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "VolumeWeight": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "securitySchemes": { + "apiKey": { + "in": "query", + "name": "apiKey", + "type": "apiKey" + } + } + }, + "info": { + "description": "The future of fintech.", + "title": "Polygon API", + "version": "1.0.0" + }, + "openapi": "3.0.3", + "paths": { + "/benzinga/v1/analyst-insights": { + "get": { + "description": "A comprehensive database of financial analyst insights and ratings for various publicly traded companies, capturing detailed information about analyst recommendations and price targets.", + "operationId": "get_benzinga_v1_analyst-insights", + "parameters": [ + { + "description": "The calendar date (formatted as YYYY-MM-DD) when the rating was issued.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock symbol of the company being rated.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The name of the research firm or investment bank issuing the rating.", + "in": "query", + "name": "firm", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "firm.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "firm.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "firm.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "firm.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "firm.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved.", + "in": "query", + "name": "rating_action", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "rating_action.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "rating_action.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "rating_action.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "rating_action.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "rating_action.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifer used by Benzinga for the firm record.", + "in": "query", + "name": "benzinga_firm_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_firm_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_firm_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_firm_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifier used by Benzinga for the rating record.", + "in": "query", + "name": "benzinga_rating_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_rating_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_rating_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_rating_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_rating_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_rating_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "last_updated.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "benzinga_firm_id": "606af0aa6538960001bced21", + "benzinga_id": "681363c1fd0258abcbedc074", + "benzinga_rating_id": "6813624c09c1f6000103ac25", + "date": "2025-05-01", + "firm": "Needham", + "insight": "Needham maintained their Buy rating on Etsy's stock with a price target of $55.00. \n\n **Growth Initiatives and Market Penetration**: Etsy's focus on growth initiatives, including leveraging its app for a more personalized shopping experience and marketing, has been a key factor in maintaining its Buy rating. The company's ability to drive greater consideration and purchase frequency through technology and product initiatives, alongside its significant app penetration of gross merchandise sales (GMS), showcases its strong position to capture more of the consumer wallet.\n\n**Resilience Amid Economic Uncertainty**: Despite the economic uncertainty, including potential impacts from tariffs, Etsy's asset-light model and strategic focus on product enhancements position it to navigate macro headwinds effectively. The company's efforts to lean into paid social channels for marketing and its ability to adapt to changes in consumer behavior underline its resilience and potential for sustained growth, supporting the Buy rating.", + "last_updated": "2025-05-01T12:06:36Z", + "price_target": 55, + "rating": "buy", + "rating_action": "maintains" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "benzinga_firm_id": { + "description": "The identifer used by Benzinga for the firm record.", + "type": "string" + }, + "benzinga_id": { + "description": "The identifer used by Benzinga for this record.", + "type": "string" + }, + "benzinga_rating_id": { + "description": "The identifier used by Benzinga for the rating record.", + "type": "string" + }, + "company_name": { + "description": "The name of the company being rated.", + "type": "string" + }, + "date": { + "description": "The calendar date (formatted as YYYY-MM-DD) when the rating was issued.", + "type": "string" + }, + "firm": { + "description": "The name of the research firm or investment bank issuing the rating.", + "type": "string" + }, + "insight": { + "description": "Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target.", + "type": "string" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system.", + "format": "date-time", + "type": "string" + }, + "price_target": { + "description": "The current price target set by the analyst.", + "format": "double", + "type": "number" + }, + "rating": { + "description": "The current rating set by the analyst.", + "type": "string" + }, + "rating_action": { + "description": "The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved.", + "type": "string" + }, + "ticker": { + "description": "The stock symbol of the company being rated.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/analysts": { + "get": { + "description": "A comprehensive database of financial analysts, containing detailed performance metrics and identification information for individual analysts across various financial firms.", + "operationId": "get_benzinga_v1_analysts", + "parameters": [ + { + "description": "The identifier used by Benzinga for this record.", + "in": "query", + "name": "benzinga_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The unique identifier assigned by Benzinga to the research firm or investment bank.", + "in": "query", + "name": "benzinga_firm_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_firm_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_firm_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_firm_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The name of the research firm or investment bank issuing the ratings.", + "in": "query", + "name": "firm_name", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "firm_name.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "firm_name.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "firm_name.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "firm_name.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "firm_name.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The full name of the analyst associated with the ratings.", + "in": "query", + "name": "full_name", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "full_name.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "full_name.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "full_name.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "full_name.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "full_name.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'full_name' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "full_name.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "benzinga_firm_id": "5e17143f7da4190001b2eaa6", + "benzinga_id": "65eb18289b25ca0001b34332", + "firm_name": "B of A Securities", + "full_name": "Alice Xiao", + "last_updated": "2025-05-19T04:31:12Z", + "overall_avg_return": 12.48, + "overall_avg_return_percentile": 66.53, + "overall_success_rate": 100, + "smart_score": 67.94, + "total_ratings": 4, + "total_ratings_percentile": 32.17 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "benzinga_firm_id": { + "description": "The unique identifier assigned by Benzinga to the research firm or investment bank.", + "type": "string" + }, + "benzinga_id": { + "description": "The identifier used by Benzinga for this record.", + "type": "string" + }, + "firm_name": { + "description": "The name of the research firm or investment bank issuing the ratings.", + "type": "string" + }, + "full_name": { + "description": "The full name of the analyst associated with the ratings.", + "type": "string" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system.", + "type": "string" + }, + "overall_avg_return": { + "description": "The average percent price difference per rating since the date of recommendation.", + "format": "double", + "type": "number" + }, + "overall_avg_return_percentile": { + "description": "The analyst's percentile rank based on average return, relative to other analysts.", + "format": "double", + "type": "number" + }, + "overall_success_rate": { + "description": "The percentage of gain/loss ratings that resulted in a gain overall.", + "format": "double", + "type": "number" + }, + "smart_score": { + "description": "A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate.", + "format": "double", + "type": "number" + }, + "total_ratings": { + "description": "The total number of ratings issued by the analyst included in the performance calculation.", + "format": "double", + "type": "number" + }, + "total_ratings_percentile": { + "description": "The analyst's percentile rank based on the total number of ratings issued, relative to other analysts.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/bulls-bears-say": { + "get": { + "description": "A comprehensive database of analyst bull and bear case summaries for publicly traded companies, providing concise summaries of both bullish and bearish investment arguments to help investors see both sides of the story before making investment decisions.", + "operationId": "get_benzinga_v1_bulls-bears-say", + "parameters": [ + { + "description": "The stock ticker symbol for the company associated with the bull and bear case summaries.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The unique identifier used by Benzinga for this bull/bear case record.", + "in": "query", + "name": "benzinga_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "bear_case": "Apple faces increasing regulatory scrutiny globally, potential market saturation in core iPhone markets, and intense competition in emerging categories. Supply chain vulnerabilities and dependence on China for manufacturing pose significant risks, while slowing innovation cycles could impact premium pricing.", + "benzinga_id": "550e8400-e29b-41d4-a716-446655440000", + "bull_case": "Apple's strong ecosystem integration, loyal customer base, and continued innovation in services and hardware drive sustainable revenue growth. The company's expanding services segment provides high-margin recurring revenue, while its brand strength and pricing power maintain premium market positioning.", + "last_updated": "2025-12-16T10:30:00Z", + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "bear_case": { + "description": "A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value.", + "type": "string" + }, + "benzinga_id": { + "description": "The unique identifier used by Benzinga for this bull/bear case record.", + "type": "string" + }, + "bull_case": { + "description": "A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value.", + "type": "string" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system.", + "format": "date-time", + "type": "string" + }, + "ticker": { + "description": "The stock ticker symbol for the company associated with the bull and bear case summaries.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/consensus-ratings/{ticker}": { + "get": { + "description": "A comprehensive financial consensus ratings table that aggregates analyst recommendations and price targets for individual stock tickers, capturing detailed rating breakdowns and statistical insights.", + "operationId": "get_benzinga_v1_consensus-ratings", + "parameters": [ + { + "description": "The date range to aggregate analyst ratings over. For example, date.gte=2024-10-01 and date.lt=2025-01-01 for ratings published in Q4 2024. By default, all ratings are aggregated regardless of date.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "The requested ticker.", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "buy_ratings": 6, + "consensus_price_target": 23.28, + "consensus_rating": "hold", + "consensus_rating_value": 4.14, + "high_price_target": 32.14, + "hold_ratings": 3, + "low_price_target": 6.34, + "price_target_contributors": 15, + "ratings_contributors": 14, + "sell_ratings": 0, + "strong_buy_ratings": 5, + "strong_sell_ratings": 0, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "buy_ratings": { + "description": "The count of 'Buy' ratings from contributing analysts.", + "format": "int64", + "type": "integer" + }, + "consensus_price_target": { + "description": "The average price target across all analysts, rounded to 2 decimal places.", + "format": "double", + "type": "number" + }, + "consensus_rating": { + "description": "The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'.", + "type": "string" + }, + "consensus_rating_value": { + "description": "The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy).", + "format": "double", + "type": "number" + }, + "high_price_target": { + "description": "The highest price target among all contributing analysts.", + "format": "double", + "type": "number" + }, + "hold_ratings": { + "description": "The count of 'Hold' ratings from contributing analysts.", + "format": "int64", + "type": "integer" + }, + "low_price_target": { + "description": "The lowest price target among all contributing analysts.", + "format": "double", + "type": "number" + }, + "price_target_contributors": { + "description": "The number of unique analysts contributing price targets.", + "format": "int64", + "type": "integer" + }, + "ratings_contributors": { + "description": "The number of unique analysts contributing to the overall ratings consensus.", + "format": "int64", + "type": "integer" + }, + "sell_ratings": { + "description": "The count of 'Sell' ratings from contributing analysts.", + "format": "int64", + "type": "integer" + }, + "strong_buy_ratings": { + "description": "The count of 'Strong Buy' ratings from contributing analysts.", + "format": "int64", + "type": "integer" + }, + "strong_sell_ratings": { + "description": "The count of 'Strong Sell' ratings from contributing analysts.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The requested ticker.", + "type": "string" + } + }, + "required": [ + "ratings_contributors", + "price_target_contributors", + "strong_buy_ratings", + "buy_ratings", + "hold_ratings", + "sell_ratings", + "strong_sell_ratings" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/earnings": { + "get": { + "description": "This table contains earnings data from Benzinga, tracking both actual and estimated financial metrics for publicly traded companies. It includes EPS and revenue figures with surprise calculations, along with metadata like fiscal periods, company identifiers, and reporting timestamps.", + "operationId": "get_benzinga_v1_earnings", + "parameters": [ + { + "description": "The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock symbol of the company reporting earnings.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer.", + "in": "query", + "name": "importance", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "importance.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "importance.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "importance.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed.", + "in": "query", + "name": "date_status", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date_status.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date_status.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date_status.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date_status.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date_status.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The percentage difference between the actual and estimated EPS. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "eps_surprise_percent.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The percentage difference between the actual and estimated revenue. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "revenue_surprise_percent.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The fiscal year in which the earnings period falls. Value must be an integer.", + "in": "query", + "name": "fiscal_year", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "fiscal_year.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY.", + "in": "query", + "name": "fiscal_period", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "fiscal_period.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "fiscal_period.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "fiscal_period.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "fiscal_period.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "fiscal_period.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "last_updated.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "actual_eps": -0.19, + "actual_revenue": 17566000, + "benzinga_id": "651bcd8d7e4d6000011f2232", + "company_name": "Guardforce AI Co", + "currency": "USD", + "date": "2029-09-24", + "date_status": "confirmed", + "eps_method": "GAAP", + "fiscal_period": "H1", + "fiscal_year": 2024, + "importance": 1, + "last_updated": "2025-01-07T10:19:50Z", + "previous_eps": -0.75, + "previous_revenue": 18413292, + "revenue_method": "GAAP", + "ticker": "GFAI", + "time": "07:00:00" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "actual_eps": { + "description": "The actual earnings per share (EPS) reported by the company for the given period.", + "format": "double", + "type": "number" + }, + "actual_revenue": { + "description": "The actual revenue reported by the company for the given fiscal period.", + "format": "double", + "type": "number" + }, + "benzinga_id": { + "description": "The identifer used by Benzinga for this record.", + "type": "string" + }, + "company_name": { + "description": "The name of the company releasing earnings.", + "type": "string" + }, + "currency": { + "description": "The ISO 4217 currency code indicating the denomination in which the figures are reported.", + "type": "string" + }, + "date": { + "description": "The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported.", + "type": "string" + }, + "date_status": { + "description": "Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed.", + "type": "string" + }, + "eps_method": { + "description": "The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP).", + "type": "string" + }, + "eps_surprise": { + "description": "The difference between the actual and estimated EPS.", + "format": "double", + "type": "number" + }, + "eps_surprise_percent": { + "description": "The percentage difference between the actual and estimated EPS.", + "format": "double", + "type": "number" + }, + "estimated_eps": { + "description": "The analyst consensus estimate for earnings per share (EPS) for the given period.", + "format": "double", + "type": "number" + }, + "estimated_revenue": { + "description": "The analyst consensus estimate for the company's revenue in the given period.", + "format": "double", + "type": "number" + }, + "fiscal_period": { + "description": "The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY.", + "type": "string" + }, + "fiscal_year": { + "description": "The fiscal year in which the earnings period falls.", + "format": "int64", + "type": "integer" + }, + "importance": { + "description": "A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest).", + "format": "int64", + "type": "integer" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system.", + "format": "date-time", + "type": "string" + }, + "notes": { + "description": "Additional context, commentary, or clarifying notes related to the earnings event.", + "type": "string" + }, + "previous_eps": { + "description": "The company's reported earnings per share (EPS) for the previous comparable period.", + "format": "double", + "type": "number" + }, + "previous_revenue": { + "description": "The company's revenue for the previous comparable fiscal period.", + "format": "double", + "type": "number" + }, + "revenue_method": { + "description": "The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model).", + "type": "string" + }, + "revenue_surprise": { + "description": "The difference between the actual and estimated revenue.", + "format": "double", + "type": "number" + }, + "revenue_surprise_percent": { + "description": "The percentage difference between the actual and estimated revenue.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The stock symbol of the company reporting earnings.", + "type": "string" + }, + "time": { + "description": "The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/firms": { + "get": { + "description": "A comprehensive database of financial firms, tracking unique identifiers, names, and basic metadata for various financial institutions and research firms.", + "operationId": "get_benzinga_v1_firms", + "parameters": [ + { + "description": "The identifer used by Benzinga for this record.", + "in": "query", + "name": "benzinga_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'name' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "name.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "benzinga_id": "5e147c6b7da4190001b287b4", + "currency": "USD", + "last_updated": "2020-01-07T12:41:25Z", + "name": "Piper Sandler" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "benzinga_id": { + "description": "The identifer used by Benzinga for this record.", + "type": "string" + }, + "currency": { + "description": "Primary currency used by the financial firm, with some entries having null values.", + "type": "string" + }, + "last_updated": { + "description": "Timestamp indicating when the firm's information was last modified or verified in the database.", + "type": "string" + }, + "name": { + "description": "The name of a research firm or investment bank which issues ratings.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/guidance": { + "get": { + "description": "A comprehensive database of financial guidance and earnings estimates for various companies, capturing key metrics related to earnings per share (EPS) and revenue projections across different fiscal periods.", + "operationId": "get_benzinga_v1_guidance", + "parameters": [ + { + "description": "The calendar date (formatted as YYYY-MM-DD) when the guidance was issued.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock symbol of the company issuing guidance.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure)", + "in": "query", + "name": "positioning", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "positioning.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "positioning.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "positioning.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "positioning.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "positioning.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer.", + "in": "query", + "name": "importance", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "importance.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "importance.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "importance.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system.", + "in": "query", + "name": "last_updated", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "last_updated.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "last_updated.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "last_updated.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "last_updated.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "last_updated.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The fiscal year corresponding to the period for which the guidance is issued. Value must be an integer.", + "in": "query", + "name": "fiscal_year", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "fiscal_year.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "fiscal_year.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4.", + "in": "query", + "name": "fiscal_period", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "fiscal_period.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "fiscal_period.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "fiscal_period.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "fiscal_period.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "fiscal_period.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "benzinga_id": "682b28a9c068240001a9fded", + "company_name": "Bath & Body Works", + "currency": "USD", + "date": "2025-05-19", + "eps_method": "adj", + "estimated_eps_guidance": 3.52, + "estimated_revenue_guidance": 7470000000, + "fiscal_period": "FY", + "fiscal_year": 2025, + "importance": 3, + "last_updated": "2025-05-19T12:54:04Z", + "max_eps_guidance": 3.6, + "max_revenue_guidance": 7526000000, + "min_eps_guidance": 3.25, + "min_revenue_guidance": 7380000000, + "notes": "Revenue for 2025 FY is expected to up by 1 to 3% YoY from $7.307B", + "positioning": "primary", + "previous_max_eps_guidance": 3.6, + "previous_max_revenue_guidance": 7526000000, + "previous_min_eps_guidance": 3.25, + "previous_min_revenue_guidance": 7380000000, + "release_type": "preliminary", + "revenue_method": "gaap", + "ticker": "BBWI", + "time": "08:30:00" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "benzinga_id": { + "description": "A unique identifier assigned by Benzinga to the guidance record.", + "type": "string" + }, + "company_name": { + "description": "The name of the company issuing guidance.", + "type": "string" + }, + "currency": { + "description": "The ISO 4217 code representing the currency in which the company issued its guidance figures.", + "type": "string" + }, + "date": { + "description": "The calendar date (formatted as YYYY-MM-DD) when the guidance was issued.", + "type": "string" + }, + "eps_method": { + "description": "The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP).", + "type": "string" + }, + "estimated_eps_guidance": { + "description": "The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period.", + "format": "double", + "type": "number" + }, + "estimated_revenue_guidance": { + "description": "The midpoint or central revenue figure the company expects for the given fiscal period.", + "format": "double", + "type": "number" + }, + "fiscal_period": { + "description": "The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4.", + "type": "string" + }, + "fiscal_year": { + "description": "The fiscal year corresponding to the period for which the guidance is issued.", + "format": "int64", + "type": "integer" + }, + "importance": { + "description": "A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest).", + "format": "int64", + "type": "integer" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system.", + "type": "string" + }, + "max_eps_guidance": { + "description": "The highest EPS value the company expects for the fiscal period if a range was provided.", + "format": "double", + "type": "number" + }, + "max_revenue_guidance": { + "description": "The highest revenue figure the company expects for the fiscal period if a range was provided.", + "format": "double", + "type": "number" + }, + "min_eps_guidance": { + "description": "The lowest EPS value the company expects for the fiscal period if a range was provided.", + "format": "double", + "type": "number" + }, + "min_revenue_guidance": { + "description": "The lowest revenue figure the company expects for the fiscal period if a range was provided.", + "format": "double", + "type": "number" + }, + "notes": { + "description": "Additional descriptive text or commentary provided about the guidance record.", + "type": "string" + }, + "positioning": { + "description": "Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure)", + "type": "string" + }, + "previous_max_eps_guidance": { + "description": "The highest EPS value issued in a previous guidance record for the same fiscal period.", + "format": "double", + "type": "number" + }, + "previous_max_revenue_guidance": { + "description": "The highest revenue value issued in a previous guidance record for the same fiscal period.", + "format": "double", + "type": "number" + }, + "previous_min_eps_guidance": { + "description": "The lowest EPS value issued in a previous guidance record for the same fiscal period.", + "format": "double", + "type": "number" + }, + "previous_min_revenue_guidance": { + "description": "The lowest revenue value issued in a previous guidance record for the same fiscal period.", + "format": "double", + "type": "number" + }, + "release_type": { + "description": "Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary').", + "type": "string" + }, + "revenue_method": { + "description": "The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP).", + "type": "string" + }, + "ticker": { + "description": "The stock symbol of the company issuing guidance.", + "type": "string" + }, + "time": { + "description": "The time of day the guidance was announced, in HH:mm:ss format.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v1/ratings": { + "get": { + "description": "This table contains analyst ratings and price target data from investment firms, tracking rating changes (upgrades, downgrades, initiates coverage, etc.) and price target adjustments for publicly traded companies. Each record includes the analyst details, company information, current and previous ratings/targets, and metadata like timestamps and Benzinga identifiers.", + "operationId": "get_benzinga_v1_ratings", + "parameters": [ + { + "description": "The calendar date (formatted as YYYY-MM-DD) when the rating was issued.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock symbol of the company being rated.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). Value must be an integer.", + "in": "query", + "name": "importance", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "importance.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "importance.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "importance.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "last_updated.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved.", + "in": "query", + "name": "rating_action", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "rating_action.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "rating_action.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "rating_action.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "rating_action.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "rating_action.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets.", + "in": "query", + "name": "price_target_action", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "price_target_action.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "price_target_action.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "price_target_action.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "price_target_action.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "price_target_action.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifer used by Benzinga for this record.", + "in": "query", + "name": "benzinga_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifer used by Benzinga for this analyst.", + "in": "query", + "name": "benzinga_analyst_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_analyst_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_analyst_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_analyst_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_analyst_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_analyst_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifer used by Benzinga for this firm.", + "in": "query", + "name": "benzinga_firm_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "benzinga_firm_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "benzinga_firm_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "benzinga_firm_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "benzinga_firm_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'last_updated' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "last_updated.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "adjusted_price_target": 15, + "analyst": "Alexander Potter", + "benzinga_analyst_id": "58933b2043eaaa0001698f4a", + "benzinga_calendar_url": "https://www.benzinga.com/quote/RIVN/analyst-ratings", + "benzinga_firm_id": "5e147c6b7da4190001b287b4", + "benzinga_id": "682f29b0e5343b000100a619", + "benzinga_news_url": "https://www.benzinga.com/stock-articles/RIVN/analyst-ratings", + "company_name": "Rivian Automotive", + "currency": "USD", + "date": "2025-05-22", + "firm": "Piper Sandler", + "importance": 0, + "last_updated": "2025-05-22T13:42:30Z", + "previous_adjusted_price_target": 13, + "previous_price_target": 13, + "previous_rating": "neutral", + "price_percent_change": 15.38, + "price_target": 15, + "price_target_action": "raises", + "rating": "neutral", + "rating_action": "maintains", + "ticker": "RIVN", + "time": "09:42:08" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "adjusted_price_target": { + "description": "The current price target adjusted for stock splits and dividends.", + "format": "double", + "type": "number" + }, + "analyst": { + "description": "The name of the individual analyst who issued the rating.", + "type": "string" + }, + "benzinga_analyst_id": { + "description": "The identifer used by Benzinga for this analyst.", + "type": "string" + }, + "benzinga_calendar_url": { + "description": "A link to the Benzinga calendar page for this ticker", + "type": "string" + }, + "benzinga_firm_id": { + "description": "The identifer used by Benzinga for this firm.", + "type": "string" + }, + "benzinga_id": { + "description": "The identifer used by Benzinga for this record.", + "type": "string" + }, + "benzinga_news_url": { + "description": "A link to the Benzinga articles page for this ticker", + "type": "string" + }, + "company_name": { + "description": "The name of the company being rated.", + "type": "string" + }, + "currency": { + "description": "The ISO 4217 currency code in which the price target is denominated.", + "type": "string" + }, + "date": { + "description": "The calendar date (formatted as YYYY-MM-DD) when the rating was issued.", + "type": "string" + }, + "firm": { + "description": "The name of the research firm or investment bank issuing the rating.", + "type": "string" + }, + "importance": { + "description": "A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest).", + "format": "int64", + "type": "integer" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system.", + "format": "date-time", + "type": "string" + }, + "notes": { + "description": "Additional context or commentary.", + "type": "string" + }, + "previous_adjusted_price_target": { + "description": "The previous price target adjusted for stock splits and dividends.", + "format": "double", + "type": "number" + }, + "previous_price_target": { + "description": "The previous price target set by the analyst.", + "format": "double", + "type": "number" + }, + "previous_rating": { + "description": "The previous rating set by the analyst.", + "type": "string" + }, + "price_percent_change": { + "description": "The percentage change in price target if price target and previous price target exists", + "format": "double", + "type": "number" + }, + "price_target": { + "description": "The current price target set by the analyst.", + "format": "double", + "type": "number" + }, + "price_target_action": { + "description": "The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets.", + "type": "string" + }, + "rating": { + "description": "The current rating set by the analyst.", + "type": "string" + }, + "rating_action": { + "description": "The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved.", + "type": "string" + }, + "ticker": { + "description": "The stock symbol of the company being rated.", + "type": "string" + }, + "time": { + "description": "The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/benzinga/v2/news": { + "get": { + "description": "A comprehensive news article database from Benzinga, containing detailed information about financial news articles including metadata, content, and associated financial information.", + "operationId": "get_benzinga_v2_news", + "parameters": [ + { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "published", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "published.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "published.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "published.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in seconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "published.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "channels", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "channels.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "channels.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "tags", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tags.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tags.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "The name of the journalist or entity that authored the news article.", + "in": "query", + "name": "author", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "author.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "author.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "author.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "author.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "author.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "stocks", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "stocks.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "stocks.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "tickers", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'published' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "published.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "author": "Adam Eckert", + "benzinga_id": 39046904, + "body": "

CAVA Group Inc (NYSE:CAVA) reported financial results for the first quarter of fiscal 2024 after market close on Tuesday. Here’s a look at the key metrics from the quarter.

", + "channels": [ + "earnings", + "news", + "restaurants", + "after-hours center", + "movers" + ], + "images": [ + "https://cdn.benzinga.com/files/imagecache/250x187xUP/images/story/2024/05/28/CAVA-group.jpeg", + "https://cdn.benzinga.com/files/imagecache/1024x768xUP/images/story/2024/05/28/CAVA-group.jpeg", + "https://cdn.benzinga.com/files/imagecache/2048x1536xUP/images/story/2024/05/28/CAVA-group.jpeg" + ], + "last_updated": "2024-05-28T20:27:42Z", + "published": "2024-05-28T20:27:41Z", + "tags": [ + "why it's moving" + ], + "teaser": "Cava's first-quarter revenue increased 30.3% year-over-year to $256.3 million, which beat the consensus estimate of $245.935 million, according to Benzinga Pro.", + "tickers": [ + "CAVA" + ], + "title": "Cava Group Q1 Earnings: Revenue Beat, EPS Beat, Guidance Raise, Continued Investments In Scalable Infrastructure And More", + "url": "https://www.benzinga.com/news/earnings/24/05/39046904/cava-group-q1-earnings-revenue-beat-eps-beat-guidance-raise-continued-investments-in-scalable-infra" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "author": { + "description": "The name of the journalist or entity that authored the news article.", + "type": "string" + }, + "benzinga_id": { + "description": "The identifer used by Benzinga for this record.", + "format": "int64", + "type": "integer" + }, + "body": { + "description": "The full text content of the news article.", + "type": "string" + }, + "channels": { + "description": "A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target').", + "items": { + "type": "string" + }, + "type": "array" + }, + "images": { + "description": "A list of images associated with the article.", + "items": { + "type": "string" + }, + "type": "array" + }, + "last_updated": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system.", + "format": "date-time", + "type": "string" + }, + "published": { + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published.", + "format": "date-time", + "type": "string" + }, + "tags": { + "description": "A list of tags that describe the themes or content of the article.", + "items": { + "type": "string" + }, + "type": "array" + }, + "teaser": { + "description": "A short summary or lead-in to the news article's content.", + "type": "string" + }, + "tickers": { + "description": "A list of stock or crypto tickers mentioned in the article.", + "items": { + "type": "string" + }, + "type": "array" + }, + "title": { + "description": "The headline of the news article.", + "type": "string" + }, + "url": { + "description": "The direct link to the source of the news article.", + "type": "string" + } + }, + "required": [ + "benzinga_id", + "author", + "published", + "last_updated", + "title", + "url" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/crypto/v1/exchanges": { + "get": { + "description": "Global cryptocurrency exchanges and digital asset trading platforms, including major centralized exchanges (Coinbase, Binance, Bitfinex, etc.) that facilitate trading of cryptocurrencies and digital tokens worldwide.", + "operationId": "get_crypto_v1_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "request_id": 1, + "results": [ + { + "id": "1", + "name": "Coinbase", + "type": "exchange", + "url": "https://www.coinbase.com" + }, + { + "id": "10", + "name": "Binance", + "type": "exchange", + "url": "https://www.binance.us/" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "id": { + "description": "Numeric identifier for the cryptocurrency exchange or trading platform.", + "type": "string" + }, + "name": { + "description": "Full official name of the cryptocurrency exchange or digital asset trading platform.", + "type": "string" + }, + "type": { + "description": "Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms.", + "type": "string" + }, + "url": { + "description": "Official website URL of the cryptocurrency exchange.", + "type": "string" + } + }, + "required": [ + "id", + "type", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/analytics": { + "get": { + "description": "ETF Global analytics data containing risk scores, reward metrics, and quantitative analysis for ETF composite tickers.", + "operationId": "get_etf-global_v1_analytics", + "parameters": [ + { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number.", + "in": "query", + "name": "risk_total_score", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "risk_total_score.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "risk_total_score.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "risk_total_score.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "risk_total_score.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number.", + "in": "query", + "name": "reward_score", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "reward_score.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "reward_score.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "reward_score.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "reward_score.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number.", + "in": "query", + "name": "quant_total_score", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_total_score.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_total_score.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_total_score.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_total_score.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", + "in": "query", + "name": "quant_grade", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "quant_grade.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "quant_grade.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "quant_grade.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "quant_grade.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "quant_grade.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_technical", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_technical.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_technical.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_technical.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_technical.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_sentiment", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_sentiment.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_sentiment.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_sentiment.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_sentiment.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_behavioral", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_behavioral.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_behavioral.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_behavioral.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_behavioral.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_fundamental", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_fundamental.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_fundamental.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_fundamental.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_fundamental.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "composite_ticker": "SPY", + "effective_date": "2025-09-19", + "processed_date": "2025-09-19", + "quant_composite_behavioral": 67.1535, + "quant_composite_fundamental": 1.2, + "quant_composite_global": 52.9, + "quant_composite_quality": 75.9, + "quant_composite_sentiment": 54.6, + "quant_composite_technical": 79.7, + "quant_fundamental_div": 4.7, + "quant_fundamental_pb": 0, + "quant_fundamental_pcf": 0, + "quant_fundamental_pe": 0, + "quant_global_country": 85.4, + "quant_global_sector": 20.4, + "quant_grade": "D", + "quant_quality_diversification": 29.3, + "quant_quality_firm": 98.3, + "quant_quality_liquidity": 100, + "quant_sentiment_iv": 23, + "quant_sentiment_pc": 88.9, + "quant_sentiment_si": 51.6, + "quant_technical_it": 79, + "quant_technical_lt": 78.7, + "quant_technical_st": 83.1, + "quant_total_score": 40.2, + "reward_score": 3.12, + "risk_country": 1.46, + "risk_deviation": 7.68, + "risk_efficiency": 1.85, + "risk_liquidity": 2.5, + "risk_structure": 2.37, + "risk_total_score": 9.22, + "risk_volatility": 4.66 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "quant_composite_behavioral": { + "description": "Behavioral analysis score measuring investor psychology and market behavior patterns.", + "format": "double", + "type": "number" + }, + "quant_composite_fundamental": { + "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics.", + "format": "double", + "type": "number" + }, + "quant_composite_global": { + "description": "Overall global theme score combining sector and country analysis for macro investment views.", + "format": "double", + "type": "number" + }, + "quant_composite_quality": { + "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors.", + "format": "double", + "type": "number" + }, + "quant_composite_sentiment": { + "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility.", + "format": "double", + "type": "number" + }, + "quant_composite_technical": { + "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors.", + "format": "double", + "type": "number" + }, + "quant_fundamental_div": { + "description": "Fundamental analysis score based on dividend yields of the ETF's underlying securities.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pb": { + "description": "Fundamental analysis score based on price-to-book value ratios of the ETF's holdings.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pcf": { + "description": "Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pe": { + "description": "Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings.", + "format": "double", + "type": "number" + }, + "quant_global_country": { + "description": "Quantitative score analyzing global country themes and country-specific market factors.", + "format": "double", + "type": "number" + }, + "quant_global_sector": { + "description": "Quantitative score analyzing global sector themes and sector-specific performance factors.", + "format": "double", + "type": "number" + }, + "quant_grade": { + "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", + "type": "string" + }, + "quant_quality_diversification": { + "description": "Quality assessment score evaluating the diversification benefits and risk distribution of the ETF.", + "format": "double", + "type": "number" + }, + "quant_quality_firm": { + "description": "Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm.", + "format": "double", + "type": "number" + }, + "quant_quality_liquidity": { + "description": "Quality assessment score measuring the liquidity characteristics and trading ease of the ETF.", + "format": "double", + "type": "number" + }, + "quant_sentiment_iv": { + "description": "Market sentiment score derived from implied volatility levels in options markets.", + "format": "double", + "type": "number" + }, + "quant_sentiment_pc": { + "description": "Market sentiment score derived from put/call option ratios and options activity.", + "format": "double", + "type": "number" + }, + "quant_sentiment_si": { + "description": "Market sentiment score based on short interest levels and short selling activity.", + "format": "double", + "type": "number" + }, + "quant_technical_it": { + "description": "Intermediate-term technical analysis score evaluating medium-term price trends.", + "format": "double", + "type": "number" + }, + "quant_technical_lt": { + "description": "Long-term technical analysis score assessing extended price trend patterns.", + "format": "double", + "type": "number" + }, + "quant_technical_st": { + "description": "Short-term technical analysis score based on recent price movements and trading patterns.", + "format": "double", + "type": "number" + }, + "quant_total_score": { + "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors.", + "format": "double", + "type": "number" + }, + "reward_score": { + "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF.", + "format": "double", + "type": "number" + }, + "risk_country": { + "description": "A component score assessing country-specific risks based on the ETF's geographic exposure.", + "format": "double", + "type": "number" + }, + "risk_deviation": { + "description": "A component score measuring how much the ETF deviates from expected performance.", + "format": "double", + "type": "number" + }, + "risk_efficiency": { + "description": "A component score assessing the operational efficiency and cost-effectiveness of the ETF.", + "format": "double", + "type": "number" + }, + "risk_liquidity": { + "description": "A component score measuring the liquidity risk and ease of trading the ETF.", + "format": "double", + "type": "number" + }, + "risk_structure": { + "description": "A component score evaluating risks related to the ETF's structural design and mechanics.", + "format": "double", + "type": "number" + }, + "risk_total_score": { + "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF.", + "format": "double", + "type": "number" + }, + "risk_volatility": { + "description": "A component score measuring the volatility risk of the ETF's price movements.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/constituents": { + "get": { + "description": "ETF Global constituents data containing detailed information about the securities held within ETFs, including weights, market values, and security identifiers.", + "operationId": "get_etf-global_v1_constituents", + "parameters": [ + { + "description": "The stock ticker symbol of the ETF that holds these constituent securities.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol of the individual security held within the ETF.", + "in": "query", + "name": "constituent_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "constituent_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "constituent_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "constituent_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "constituent_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "constituent_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A unique identifier code for the constituent security in US markets.", + "in": "query", + "name": "us_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "us_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "us_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "us_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "us_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "us_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The International Securities Identification Number, a global standard for identifying securities.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "isin.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "isin.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "isin.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "isin.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "isin.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", + "in": "query", + "name": "figi", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "figi.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "figi.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "figi.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "figi.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "figi.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", + "in": "query", + "name": "sedol", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sedol.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "sedol.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "sedol.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "sedol.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "sedol.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "asset_class": "Equity", + "composite_ticker": "SPY", + "constituent_name": "CAESARS ENTERTAINMENT INC COMMON STOCK", + "constituent_rank": 42, + "constituent_ticker": "CZR", + "country_of_exchange": "US", + "currency_traded": "USD", + "effective_date": "2025-09-18", + "figi": "BBG0074Q3NK6", + "isin": "US12769G1004", + "market_value": 63308625.6, + "processed_date": "2025-09-19", + "security_type": "Common Stock", + "sedol": "BMWWGB0", + "shares_held": 2398054, + "us_code": "12769G100", + "weight": 0.0000958005 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "asset_class": { + "description": "The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc.", + "type": "string" + }, + "composite_ticker": { + "description": "The stock ticker symbol of the ETF that holds these constituent securities.", + "type": "string" + }, + "constituent_name": { + "description": "The full company or security name of the constituent holding.", + "type": "string" + }, + "constituent_rank": { + "description": "The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding.", + "format": "int64", + "type": "integer" + }, + "constituent_ticker": { + "description": "The stock ticker symbol of the individual security held within the ETF.", + "type": "string" + }, + "country_of_exchange": { + "description": "The country where the exchange that lists this constituent security is located.", + "type": "string" + }, + "currency_traded": { + "description": "The local currency in which this constituent security is denominated and traded.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "exchange": { + "description": "The name of the stock exchange where this constituent security is primarily traded.", + "type": "string" + }, + "figi": { + "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", + "type": "string" + }, + "isin": { + "description": "The International Securities Identification Number, a global standard for identifying securities.", + "type": "string" + }, + "market_value": { + "description": "The total market value of this constituent position held by the ETF.", + "format": "double", + "type": "number" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "security_type": { + "description": "The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc.", + "type": "string" + }, + "sedol": { + "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", + "type": "string" + }, + "shares_held": { + "description": "The number of shares of this constituent security that the ETF currently owns.", + "format": "double", + "type": "number" + }, + "us_code": { + "description": "A unique identifier code for the constituent security in US markets.", + "type": "string" + }, + "weight": { + "description": "The percentage weight of this constituent security within the ETF's total portfolio.", + "format": "double", + "type": "number" + } + }, + "required": [ + "constituent_rank" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/fund-flows": { + "get": { + "description": "ETF Global fund flow data containing information about ETF share movements, net asset values, and fund flow metrics.", + "operationId": "get_etf-global_v1_fund-flows", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "composite_ticker": "SPY", + "effective_date": "2025-01-29", + "fund_flow": -30235124.7, + "nav": 601.877341, + "processed_date": "2025-01-29", + "shares_outstanding": 1047232116 + }, + { + "composite_ticker": "SPY", + "effective_date": "2025-01-30", + "fund_flow": -2798729635.65, + "nav": 605.0574, + "processed_date": "2025-01-30", + "shares_outstanding": 1042582116 + }, + { + "composite_ticker": "SPY", + "effective_date": "2025-01-31", + "fund_flow": -3358068570, + "nav": 602.044248, + "processed_date": "2025-01-31", + "shares_outstanding": 1037032116 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "fund_flow": { + "description": "The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows.", + "format": "double", + "type": "number" + }, + "nav": { + "description": "The net asset value per share, representing the per-share value of the ETF's underlying holdings.", + "format": "double", + "type": "number" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "shares_outstanding": { + "description": "The total number of ETF shares currently issued and outstanding in the market.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/profiles": { + "get": { + "description": "ETF Global industry profile data containing comprehensive ETF metadata including financial metrics, operational details, and exposure information.", + "operationId": "get_etf-global_v1_profiles", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "administrator": "State Street Bank and Trust Company", + "advisor": "SSgA Funds Management, Inc.", + "asset_class": "Equity", + "aum": 624531939442.66, + "avg_daily_trading_volume": 51287737.3, + "bid_ask_spread": 0.000042, + "call_volume": 4797339, + "category": "Size and Style", + "composite_ticker": "SPY", + "creation_fee": 3000, + "creation_unit_size": 50000, + "currency_exposure": { + "usd": 1.003 + }, + "custodian": "State Street Bank and Trust Company", + "description": "SPDR S&P 500 ETF Trust", + "development_class": "Developed Markets", + "discount_premium": 0.136123, + "distribution_frequency": "Q", + "distributor": "ALPS Distributors, Inc.", + "effective_date": "2025-01-02", + "fee_waivers": 0, + "fiscal_year_end": "31-Aug", + "focus": "Large Cap", + "geographic_exposure": { + "bm": 0.001, + "ch": 0.003, + "ie": 0.021, + "je": 0.001, + "lr": 0.001, + "nl": 0.001, + "pa": 0.001, + "us": 0.967 + }, + "inception_date": "1993-01-22", + "industry_exposure": { + "aerospace_and_defense": 0.011, + "air_freight_and_logistics": 0.004, + "airlines": 0.002, + "auto_components": 0, + "automobiles": 0.024, + "banks": 0.033, + "beverages": 0.011, + "biotechnology": 0.047, + "building_products": 0.002, + "capital_markets": 0.029, + "cash_or_derivatives": 0.003, + "chemicals": 0.007, + "commercial_services_and_supplies": 0.004, + "communications_equipment": 0.081, + "construction_and_engineering": 0.001, + "construction_materials": 0.001, + "consumer_products": 0.001, + "containers_and_packaging": 0.001, + "distributors": 0.001, + "diversified_consumer_services": 0.005, + "diversified_financial_services": 0.029, + "diversified_telecommunication_services": 0.009, + "electrical_equipment": 0.009, + "electronic_equipment_instruments_and_components": 0.001, + "entertainment": 0.008, + "equity_real_estate_investment": 0.001, + "food_products": 0.006, + "health_care_equipment_and_supplies": 0.031, + "health_care_providers_and_services": 0.018, + "health_care_technology": 0.003, + "hotels,_restaurants_and_leisure": 0.001, + "hotels_restaurants_and_leisure": 0.014, + "household_durables": 0.004, + "household_products": 0.011, + "industrial_conglomerates": 0.005, + "insurance": 0.035, + "it_services": 0.021, + "leisure_products": 0, + "machinery": 0.013, + "media": 0.077, + "metals_and_mining": 0.003, + "oil_gas_and_consumable_fuels": 0.031, + "real_estate_management_and_development": 0.018, + "renewable_energy": 0.001, + "road_and_rail": 0.003, + "semiconductors_and_semiconductor_equipment": 0.115, + "software": 0.101, + "specialty_retail": 0.082, + "technology_hardware_storage_and_peripherals": 0.001, + "textiles_apparel_and_luxury_goods": 0.003, + "tobacco": 0.006, + "trading_companies_and_distributors": 0.002, + "transportation_infrastructure": 0.006, + "utilities": 0.022 + }, + "industry_group_exposure": { + "automobiles_and_components": 0.024, + "banks": 0.033, + "capital_goods": 0.045, + "cash_or_derivatives": 0.003, + "commercial_and_professional_services": 0.005, + "consumer_durables_and_apparel": 0.007, + "consumer_services": 0.02, + "diversified_financials": 0.058, + "energy": 0.032, + "food_and_staples_retailing": 0.018, + "food_beverage_and_tobacco": 0.023, + "health_care_equipment_and_services": 0.046, + "household_and_personal_products": 0.011, + "insurance": 0.035, + "materials": 0.013, + "media_and_entertainment": 0.084, + "pharmaceuticals_biotechnology_and_life_sciences": 0.053, + "real_estate": 0.02, + "retailing": 0.065, + "semiconductors_and_semiconductor_equipment": 0.115, + "software_and_services": 0.12, + "technology_hardware_and_equipment": 0.084, + "telecommunication_services": 0.009, + "transportation": 0.002, + "transportation_and_logistics": 0.012, + "utilities": 0.022 + }, + "issuer": "SSgA", + "lead_market_maker": "None", + "leverage_style": "unleveraged", + "levered_amount": 0, + "listing_exchange": "NYSE Arca, Inc.", + "management_classification": "passive", + "management_fee": 0.0945, + "net_expenses": 0.0945, + "num_holdings": 504, + "options_available": 1, + "options_volume": 9346839, + "other_expenses": 0, + "primary_benchmark": "S&P 500 Index", + "processed_date": "2025-01-02", + "product_type": "etf", + "put_call_ratio": 0.948338, + "put_volume": 4549500, + "region": "North America", + "sector_exposure": { + "cash_or_derivatives": 0.003, + "communications": 0.094, + "consumer_discretionary": 0.113, + "consumer_staples": 0.054, + "energy": 0.032, + "financials": 0.131, + "health_care": 0.099, + "industrials": 0.068, + "materials": 0.013, + "real_estate": 0.02, + "technology": 0.321, + "utilities": 0.022 + }, + "short_interest": 106750000, + "subindustry_exposure": { + "advertising": 0.001, + "aerospace_and_defense": 0.011, + "agricultural_and_farm_machinery": 0.002, + "agricultural_products": 0.001, + "air_freight_and_logistics": 0.004, + "airlines": 0.002, + "alternative_carriers": 0.009, + "apparel_accessories_and_luxury": 0.003, + "apparel_retail": 0.005, + "application_software": 0.024, + "asset_management_and_custody_banks": 0.006, + "auto_parts_and_equipment": 0, + "automobile_manufacturers": 0.024, + "automotive_retail": 0.004, + "biotechnology": 0.047, + "brewers": 0, + "building_products": 0.002, + "cable_and_satellite": 0.004, + "cash_or_derivatives": 0.003, + "casinos_and_gaming": 0.001, + "commodity_chemicals": 0.001, + "communications_equipment": 0.081, + "construction_and_engineering": 0.001, + "construction_machinery_and_heavy_trucks": 0.006, + "construction_materials": 0.001, + "consumer_electronics": 0.001, + "consumer_finance": 0.029, + "data_processing_and_outsourced_services": 0.006, + "distillers_and_vintners": 0.001, + "distributors": 0, + "diversified_banks": 0.033, + "diversified_chemicals": 0.002, + "diversified_metals_and_mining": 0.001, + "diversified_support_services": 0.001, + "drug_retail": 0, + "electric_utilities": 0.013, + "electrical_components_and_equipment": 0.009, + "electronic_components": 0.001, + "electronic_equipment_and_instruments": 0, + "electronic_manufacturing_services": 0, + "environmental_and_facilities_services": 0.003, + "fertilizers_and_agricultural_che": 0.001, + "financial_exchanges_and_data": 0.006, + "food_retail": 0.002, + "gas_utilities": 0, + "general_merchandise_stores": 0.002, + "health_care_distributors": 0.003, + "health_care_equipment": 0.014, + "health_care_facilities": 0.001, + "health_care_services": 0.004, + "health_care_supplies": 0.003, + "heavy_electrical_equipment": 0.001, + "highways_and_railtracks": 0.005, + "home_improvement_retail": 0.012, + "homebuilding": 0.002, + "hotels_resorts_and_cruise_lines": 0.004, + "household_products": 0.011, + "hypermarkets_and_super_centers": 0.016, + "independent_power_producers_and_energy_traders": 0.001, + "industrial_conglomerates": 0.005, + "industrial_machinery": 0.005, + "insurance_brokers": 0.005, + "integrated_oil_and_gas": 0.014, + "interactive_media_and_services": 0.067, + "internet_and_direct_marketing_retail": 0.043, + "internet_services_and_infrastruc": 0.004, + "investment_banking_and_brokerage": 0.01, + "it_consulting_and_other_services": 0.011, + "leisure_facilities": 0, + "leisure_products": 0.001, + "life_and_health_insurance": 0.003, + "life_sciences_tools_and_services": 0.014, + "managed_health_care": 0.013, + "metal_and_glass_containers": 0.001, + "movies_and_entertainment": 0.012, + "multiutilities": 0.006, + "oil_and_gas_equipment_and_services": 0.002, + "oil_and_gas_exploration_and_production": 0.007, + "oil_and_gas_refining_and_marketing": 0.003, + "oil_and_gas_storage_and_transporta": 0.004, + "packaged_foods_and_meats": 0.006, + "paper_packaging": 0.001, + "precious_metals_and_minerals": 0.001, + "property_and_casualty_insurance": 0.027, + "publishing_and_broadcasting": 0, + "railroads": 0.001, + "real_estate_services": 0.001, + "reinsurance": 0, + "reit": 0.019, + "renewable_energy_equipment": 0.001, + "research_and_consulting_services": 0.002, + "restaurants": 0.009, + "security_and_alarm_services": 0.004, + "semiconductors": 0.115, + "soft_drinks": 0.01, + "specialty_chemicals": 0.004, + "specialty_stores": 0.001, + "steel": 0.001, + "systems_software": 0.078, + "technology_hardware_storage_and_peripherals": 0.002, + "tobacco": 0.006, + "trading_companies_and_distributors": 0.002, + "trucking": 0.004, + "water_utilities": 0 + }, + "tax_classification": "Regulated Investment Company", + "total_expenses": 0.0945, + "transfer_agent": "State Street Bank and Trust Company", + "trustee": "State Street Global Advisors Trust Company" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "administrator": { + "description": "The administrator of the ETF.", + "type": "string" + }, + "advisor": { + "description": "The investment advisor of the ETF.", + "type": "string" + }, + "asset_class": { + "description": "The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities.", + "type": "string" + }, + "aum": { + "description": "The total assets under management, representing the current market value of all assets held by the ETF.", + "format": "double", + "type": "number" + }, + "avg_daily_trading_volume": { + "description": "The average number of shares traded daily over the past month, indicating liquidity and investor interest.", + "format": "double", + "type": "number" + }, + "bid_ask_spread": { + "description": "The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day.", + "format": "double", + "type": "number" + }, + "call_volume": { + "description": "Call options volume.", + "format": "double", + "type": "number" + }, + "category": { + "description": "The broad investment category that describes the ETF's investment focus and strategy.", + "type": "string" + }, + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "type": "string" + }, + "coupon_exposure": { + "description": "Coupon exposure breakdown for fixed income ETFs.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "creation_fee": { + "description": "The fee for creating new shares of the ETF.", + "format": "double", + "type": "number" + }, + "creation_unit_size": { + "description": "The size of creation units for the ETF.", + "format": "double", + "type": "number" + }, + "currency_exposure": { + "description": "Currency exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "custodian": { + "description": "The custodian of the ETF assets.", + "type": "string" + }, + "description": { + "description": "The official name and description of the ETF product.", + "type": "string" + }, + "development_class": { + "description": "The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets.", + "type": "string" + }, + "discount_premium": { + "description": "Discount or premium to net asset value.", + "format": "double", + "type": "number" + }, + "distribution_frequency": { + "description": "How frequently the ETF makes distributions.", + "type": "string" + }, + "distributor": { + "description": "The distributor of the ETF.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "fee_waivers": { + "description": "Any fee waivers applied to the ETF.", + "format": "double", + "type": "number" + }, + "fiscal_year_end": { + "description": "The fiscal year end date for the ETF.", + "type": "string" + }, + "focus": { + "description": "The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style.", + "type": "string" + }, + "futures_commission_merchant": { + "description": "The futures commission merchant, if applicable.", + "type": "string" + }, + "geographic_exposure": { + "description": "Geographic exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "inception_date": { + "description": "The date when this ETF was first launched and became available for trading.", + "format": "date", + "type": "string" + }, + "industry_exposure": { + "description": "Industry exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "industry_group_exposure": { + "description": "Industry group exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "issuer": { + "description": "The financial institution or fund company that created and sponsors this ETF.", + "type": "string" + }, + "lead_market_maker": { + "description": "The lead market maker for the ETF.", + "type": "string" + }, + "leverage_style": { + "description": "Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged').", + "type": "string" + }, + "levered_amount": { + "description": "The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure.", + "format": "double", + "type": "number" + }, + "listing_exchange": { + "description": "The primary exchange where the ETF is listed.", + "type": "string" + }, + "management_classification": { + "description": "Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index.", + "type": "string" + }, + "management_fee": { + "description": "The annual fee charged by the fund manager for managing the ETF's portfolio and operations.", + "format": "double", + "type": "number" + }, + "maturity_exposure": { + "description": "Maturity exposure breakdown for fixed income ETFs.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "net_expenses": { + "description": "Net expenses after waivers.", + "format": "double", + "type": "number" + }, + "num_holdings": { + "description": "Number of holdings in the ETF.", + "format": "double", + "type": "number" + }, + "options_available": { + "description": "Availability of options on the ETF.", + "format": "int32", + "type": "integer" + }, + "options_volume": { + "description": "Options trading volume for the ETF.", + "format": "double", + "type": "number" + }, + "other_expenses": { + "description": "Other expenses charged by the ETF.", + "format": "double", + "type": "number" + }, + "portfolio_manager": { + "description": "The portfolio manager of the ETF.", + "type": "string" + }, + "primary_benchmark": { + "description": "The main index or benchmark that this ETF is designed to track or replicate.", + "type": "string" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "product_type": { + "description": "Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf').", + "type": "string" + }, + "put_call_ratio": { + "description": "Put/call ratio for options on the ETF.", + "format": "double", + "type": "number" + }, + "put_volume": { + "description": "Put options volume.", + "format": "double", + "type": "number" + }, + "region": { + "description": "The geographic region or area of the world where the ETF concentrates its investments.", + "type": "string" + }, + "sector_exposure": { + "description": "Sector exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "short_interest": { + "description": "Short interest in the ETF.", + "format": "double", + "type": "number" + }, + "subadvisor": { + "description": "The subadvisor of the ETF, if applicable.", + "type": "string" + }, + "subindustry_exposure": { + "description": "Sub-industry exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "tax_classification": { + "description": "The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT).", + "type": "string" + }, + "total_expenses": { + "description": "The total annual expense ratio of the ETF, including all fees and costs passed on to investors.", + "format": "double", + "type": "number" + }, + "transfer_agent": { + "description": "The transfer agent for the ETF.", + "type": "string" + }, + "trustee": { + "description": "The trustee of the ETF.", + "type": "string" + } + }, + "required": [ + "product_type", + "leverage_style", + "management_classification" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/taxonomies": { + "get": { + "description": "ETF Global taxonomy data containing detailed classification and categorization information for ETFs including investment strategy, methodology, and structural characteristics.", + "operationId": "get_etf-global_v1_taxonomies", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "asset_class": "Equity", + "category": "Size and Style", + "composite_ticker": "SPY", + "country": "U.S.", + "description": "SPDR S&P 500 ETF Trust", + "development_class": "Developed Markets", + "effective_date": "2025-09-19", + "exposure_mechanism": "Blended Replication", + "factor": "Size", + "focus": "Large Cap", + "holdings_disclosure_frequency": "Daily", + "inception_date": "1993-01-22", + "isin": "US78462F1030", + "issuer": "SSgA", + "leverage_style": "unleveraged", + "levered_amount": 0, + "management_classification": "passive", + "management_style": "Passive - Representative Sampling", + "objective": "Index-Tracking", + "primary_benchmark": "S&P 500 Index", + "processed_date": "2025-09-19", + "product_type": "etf", + "rebalance_frequency": "Quarterly", + "reconstitution_frequency": "Quarterly", + "region": "North America", + "selection_methodology": "Modified Market Cap, Fundamental Multifactor, Liquidity", + "selection_universe": "U.S. Large Caps", + "strategic_focus": "Factor", + "targeted_focus": "Size", + "tax_classification": "Regulated Investment Company", + "us_code": "78462F103", + "weighting_methodology": "Modified Market Capitalization-Weighted" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "asset_class": { + "description": "The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities.", + "type": "string" + }, + "category": { + "description": "The broad investment category that describes the ETF's investment focus and strategy.", + "type": "string" + }, + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "type": "string" + }, + "country": { + "description": "The specific country focus of the ETF, if applicable.", + "type": "string" + }, + "credit_quality_rating": { + "description": "Credit quality rating for fixed income ETFs.", + "type": "string" + }, + "description": { + "description": "The official name and description of the ETF product.", + "type": "string" + }, + "development_class": { + "description": "The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets.", + "type": "string" + }, + "duration": { + "description": "The duration characteristics for fixed income ETFs.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "esg": { + "description": "Environmental, Social, and Governance characteristics.", + "type": "string" + }, + "exposure_mechanism": { + "description": "The mechanism used to achieve exposure.", + "type": "string" + }, + "factor": { + "description": "Factor exposure characteristics of the ETF.", + "type": "string" + }, + "focus": { + "description": "The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style.", + "type": "string" + }, + "hedge_reset": { + "description": "The frequency of hedge reset, if applicable.", + "type": "string" + }, + "holdings_disclosure_frequency": { + "description": "How frequently holdings are disclosed.", + "type": "string" + }, + "inception_date": { + "description": "The date when this ETF was first launched and became available for trading.", + "format": "date", + "type": "string" + }, + "isin": { + "description": "The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide.", + "type": "string" + }, + "issuer": { + "description": "The financial institution or fund company that created and sponsors this ETF.", + "type": "string" + }, + "leverage_reset": { + "description": "The frequency of leverage reset, if applicable.", + "type": "string" + }, + "leverage_style": { + "description": "Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged').", + "type": "string" + }, + "levered_amount": { + "description": "The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure.", + "format": "double", + "type": "number" + }, + "management_classification": { + "description": "Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index.", + "type": "string" + }, + "management_style": { + "description": "Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used.", + "type": "string" + }, + "maturity": { + "description": "The maturity profile for fixed income ETFs.", + "type": "string" + }, + "objective": { + "description": "The primary investment objective of the ETF.", + "type": "string" + }, + "primary_benchmark": { + "description": "The main index or benchmark that this ETF is designed to track or replicate.", + "type": "string" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "product_type": { + "description": "Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf').", + "type": "string" + }, + "rebalance_frequency": { + "description": "How frequently the ETF rebalances its holdings.", + "type": "string" + }, + "reconstitution_frequency": { + "description": "How frequently the index is reconstituted.", + "type": "string" + }, + "region": { + "description": "The geographic region or area of the world where the ETF concentrates its investments.", + "type": "string" + }, + "secondary_objective": { + "description": "The secondary investment objective, if applicable.", + "type": "string" + }, + "selection_methodology": { + "description": "The methodology used to select securities.", + "type": "string" + }, + "selection_universe": { + "description": "The universe from which securities are selected.", + "type": "string" + }, + "strategic_focus": { + "description": "The strategic investment focus of the ETF.", + "type": "string" + }, + "targeted_focus": { + "description": "The targeted investment focus of the ETF.", + "type": "string" + }, + "tax_classification": { + "description": "The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT).", + "type": "string" + }, + "us_code": { + "description": "A unique identifier code that identifies this ETF in US markets.", + "type": "string" + }, + "weighting_methodology": { + "description": "The methodology used to weight holdings.", + "type": "string" + } + }, + "required": [ + "product_type", + "leverage_style", + "management_classification" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/inflation": { + "get": { + "description": "A table tracking inflation and price indices, including Consumer Price Index (CPI) and Personal Consumption Expenditures (PCE) metrics over time.", + "operationId": "get_fed_v1_inflation", + "parameters": [ + { + "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "cpi": 310.45, + "cpi_core": 320.1, + "cpi_year_over_year": 3.18, + "date": "2025-06-01", + "pce": 132.73, + "pce_core": 131.9, + "pce_spending": 20345.6 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "cpi": { + "description": "Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted.", + "format": "float", + "type": "number" + }, + "cpi_core": { + "description": "Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility.", + "format": "float", + "type": "number" + }, + "cpi_year_over_year": { + "description": "Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy.", + "format": "float", + "type": "number" + }, + "date": { + "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "type": "string" + }, + "pce": { + "description": "Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights.", + "format": "float", + "type": "number" + }, + "pce_core": { + "description": "Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation.", + "format": "float", + "type": "number" + }, + "pce_spending": { + "description": "Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.S. economy, reported in billions of dollars and not adjusted for inflation.", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/inflation-expectations": { + "get": { + "description": "A table tracking inflation expectations from both market-based and economic model perspectives across different time horizons.", + "operationId": "get_fed_v1_inflation-expectations", + "parameters": [ + { + "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "date": "2025-06-17", + "forward_years_5_to_10": 2.6, + "market_10_year": 2.36, + "market_5_year": 2.12, + "model_10_year": 2.95, + "model_1_year": 2.85, + "model_30_year": 3, + "model_5_year": 2.91 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "date": { + "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "type": "string" + }, + "forward_years_5_to_10": { + "description": "5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields.", + "format": "float", + "type": "number" + }, + "market_10_year": { + "description": "10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields.", + "format": "float", + "type": "number" + }, + "market_5_year": { + "description": "5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields.", + "format": "float", + "type": "number" + }, + "model_10_year": { + "description": "The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" + }, + "model_1_year": { + "description": "The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" + }, + "model_30_year": { + "description": "The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" + }, + "model_5_year": { + "description": "The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/labor-market": { + "get": { + "description": "Labor market indicators from the Federal Reserve, including unemployment rate, labor force participation, average hourly earnings, and job openings data.", + "operationId": "get_fed_v1_labor-market", + "parameters": [ + { + "description": "Calendar date of the observation (YYYY-MM-DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "avg_hourly_earnings": 35.06, + "date": "2024-12-01", + "job_openings": 8098, + "labor_force_participation_rate": 62.5, + "unemployment_rate": 4.2 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "avg_hourly_earnings": { + "description": "Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED).", + "format": "float", + "type": "number" + }, + "date": { + "description": "Calendar date of the observation (YYYY-MM-DD).", + "type": "string" + }, + "job_openings": { + "description": "Total nonfarm job openings in thousands (JTSJOL series from FRED).", + "format": "float", + "type": "number" + }, + "labor_force_participation_rate": { + "description": "Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED).", + "format": "float", + "type": "number" + }, + "unemployment_rate": { + "description": "Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED).", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/treasury-yields": { + "get": { + "description": "A record of U.S. Treasury bond yields across various maturity periods, tracking historical interest rates from short-term to long-term government securities.", + "operationId": "get_fed_v1_treasury-yields", + "parameters": [ + { + "description": "Calendar date of the yield observation (YYYY-MM-DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "date": "1962-01-02", + "yield_10_year": 4.06, + "yield_1_year": 3.22, + "yield_5_year": 3.88 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "date": { + "description": "Calendar date of the yield observation (YYYY-MM-DD).", + "type": "string" + }, + "yield_10_year": { + "description": "Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_1_month": { + "description": "Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_1_year": { + "description": "Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_20_year": { + "description": "Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_2_year": { + "description": "Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_30_year": { + "description": "Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_3_month": { + "description": "Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_3_year": { + "description": "Market Yield on U.S. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_5_year": { + "description": "Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_6_month": { + "description": "Market Yield on U.S. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_7_year": { + "description": "Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/forex/v1/exchanges": { + "get": { + "description": "Global foreign exchange (FX) trading venues and market infrastructure, including electronic trading platforms, banks, and other institutions facilitating currency pair trading worldwide.", + "operationId": "get_forex_v1_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "id": "48", + "name": "Currency Banks 1", + "type": "exchange" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "id": { + "description": "Numeric identifier for the forex trading venue or institution.", + "type": "string" + }, + "name": { + "description": "Full name of the foreign exchange trading venue, platform, or financial institution.", + "type": "string" + }, + "type": { + "description": "Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues.", + "type": "string" + } + }, + "required": [ + "id", + "type", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/vX/aggs/{ticker}": { + "get": { + "description": "Get aggregates for a contract in a given time range.", + "operationId": "GetFuturesAggregates", + "parameters": [ + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "example": "GCJ5", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "This sets the size of the aggregate windows. It accepts custom values that specify the granularity and the duration of the window.\nFor example: 15mins, 30secs, 12hours, or 7days.\nThere are maximum allowable candle sizes. For example, you can request \"1min\" to \"59mins\", but after that you will need to use \"1hr\". If you make a request for a candle size that is not supported, we will return a 400 \"Bad Request - resolution value is not allowed.\"", + "example": "1min", + "in": "query", + "name": "resolution", + "schema": { + "default": "1day", + "type": "string" + } + }, + { + "description": "Specifies the start time of the aggregate (OHLC) candles you want returned (YYYY-MM-DD date or nanosecond Unix timestamp).\nHow it works - If not provided, the API returns the most recent candles available, up to the limit you set. - If provided, the value determines which candle(s) to return. The timestamp or date is “snapped” to the start time of the matching candle interval. - You can use comparison operators to form ranges:\n - `window_start.gte` – greater than or equal to\n - `window_start.gt` – greater than\n - `window_start.lte` – less than or equal to\n - `window_start.lt` – less than\n\nExamples 1. Most recent minute candles\n `/vX/aggs/ESU5?resolution=1min&limit=5`\n\n2. Daily candle for August 5, 2025\n `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05`\n\n3. Daily candles from July 1–31, 2025\n `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31`\n\n4. 1,000 one-second candles after a specific timestamp\n `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`", + "in": "query", + "name": "window_start", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Range by window_start.", + "in": "query", + "name": "window_start.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by window_start.", + "in": "query", + "name": "window_start.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by window_start.", + "in": "query", + "name": "window_start.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by window_start.", + "in": "query", + "name": "window_start.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "in": "query", + "name": "sort", + "schema": { + "default": "window_start.desc", + "enum": [ + "window_start.asc", + "window_start.desc" + ], + "example": "window_start.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "b452e45b7eaad14151c3e1ce5129b558", + "results": [ + { + "close": 2874.2, + "dollar_volume": 380560636.01, + "high": 2877.1, + "low": 2837.4, + "open": 2849.8, + "session_end_date": "2025-02-04", + "settlement_price": 2875.8, + "ticker": "GCJ5", + "transactions": 74223, + "volume": 133072, + "window_start": 1738627200000000000 + }, + { + "close": 2884.8, + "dollar_volume": 448429944.1, + "high": 2906, + "low": 2870.1, + "open": 2873.7, + "session_end_date": "2025-02-05", + "settlement_price": 2893, + "ticker": "GCJ5", + "transactions": 83673, + "volume": 155170, + "window_start": 1738713600000000000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, the URL to the next page of results.", + "type": "string" + }, + "results": { + "items": { + "properties": { + "close": { + "description": "The last price within the timeframe.", + "format": "double", + "type": "number" + }, + "dollar_volume": { + "description": "The total dollar volume of the transactions that occurred within the timeframe.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price within the timeframe.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price within the timeframe.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price within the timeframe.", + "format": "double", + "type": "number" + }, + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "type": "string" + }, + "settlement_price": { + "description": "The price the contract would have cost to settle for this session.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the contract.", + "type": "string" + }, + "transactions": { + "description": "The number of transactions that occurred within the timeframe.", + "format": "int64", + "type": "integer" + }, + "volume": { + "description": "The number of contracts that traded within the timeframe.", + "format": "int64", + "type": "integer" + }, + "window_start": { + "description": "The timestamp of the beginning of the candlestick’s aggregation window.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "ticker", + "window_start", + "session_end_date", + "open", + "high", + "low", + "close", + "transactions", + "volume", + "dollar_volume" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of the response.", + "type": "string" + } + }, + "required": [ + "status", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of aggregates." + } + }, + "summary": "Aggregates", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Futures data", + "name": "futures" + } + } + }, + "/futures/vX/contracts": { + "get": { + "description": "The Contracts API provides a single source for discovering all listed futures contracts and retrieving complete contract specifications. You can query the full contract index with filters for product code, trade dates, active status, and date, returning key attributes such as ticker, first and last trade dates, days to maturity, exchange code, and order quantity limits in paginated form. The same API also returns the full specification for a single contract, including settlement dates, tick sizes, and other trading and risk related fields. Point-in-time lookups allow you to reconstruct the exact contract definition that applied on any given day.\n\nUse Cases: Historical research, trading system integration, portfolio workflows, risk management.", + "operationId": "get_futures_vX_contracts", + "parameters": [ + { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifier for the contract's product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The ticker for the contract.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", + "in": "query", + "name": "active", + "schema": { + "type": "boolean" + } + }, + { + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "type.any_of", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "first_trade_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "first_trade_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "first_trade_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "first_trade_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "first_trade_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "product_code.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "results": [ + { + "active": true, + "date": "2025-02-26", + "days_to_maturity": 138, + "first_trade_date": "2025-01-15", + "group_code": "CN", + "last_trade_date": "2025-07-14", + "max_order_quantity": 1999, + "min_order_quantity": 1, + "name": "00CN5 Future", + "product_code": "00C", + "settlement_date": "2025-07-14", + "settlement_tick_size": 0.0025, + "spread_tick_size": 0.0025, + "ticker": "00CN5", + "trade_tick_size": 0.0025, + "trading_venue": "XCBT", + "type": "single" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "active": { + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", + "type": "boolean" + }, + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day.", + "format": "date", + "type": "string" + }, + "days_to_maturity": { + "description": "The number of calendar days between the 'date' and the contract's final settlement date.", + "format": "int64", + "type": "integer" + }, + "first_trade_date": { + "description": "The first day on which the contract was tradeable.", + "format": "date", + "type": "string" + }, + "group_code": { + "description": "An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex.", + "type": "string" + }, + "last_trade_date": { + "description": "The last day on which the contract was tradeable.", + "format": "date", + "type": "string" + }, + "max_order_quantity": { + "description": "The maximum order quantity.", + "format": "int64", + "type": "integer" + }, + "min_order_quantity": { + "description": "The minimum order quantity.", + "format": "int64", + "type": "integer" + }, + "name": { + "description": "The name of this contract.", + "type": "string" + }, + "product_code": { + "description": "The identifier for the contract's product.", + "type": "string" + }, + "settlement_date": { + "description": "The date on which this contract settles.", + "format": "date", + "type": "string" + }, + "settlement_tick_size": { + "description": "The tick size for settlement.", + "format": "double", + "type": "number" + }, + "spread_tick_size": { + "description": "The tick size for spreads.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the contract.", + "type": "string" + }, + "trade_tick_size": { + "description": "The tick size for trades.", + "format": "double", + "type": "number" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this contract trades.", + "type": "string" + }, + "type": { + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "type": "string" + } + }, + "required": [ + "active", + "date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "futures contracts API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/exchanges": { + "get": { + "description": "US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.", + "operationId": "get_futures_vX_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "acronym": "CME", + "id": "4", + "locale": "US", + "mic": "XCME", + "name": "Chicago Mercantile Exchange", + "operating_mic": "XCME", + "type": "exchange", + "url": "https://cmegroup.com" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "acronym": { + "description": "Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX').", + "type": "string" + }, + "id": { + "description": "Numeric identifier for the futures exchange or trading venue.", + "type": "string" + }, + "locale": { + "description": "Geographic location code where the exchange operates.", + "type": "string" + }, + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market.", + "type": "string" + }, + "name": { + "description": "Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange').", + "type": "string" + }, + "operating_mic": { + "description": "Operating Market Identifier Code for the futures exchange.", + "type": "string" + }, + "type": { + "description": "Type of venue - 'exchange' for futures exchanges and derivatives trading platforms.", + "type": "string" + }, + "url": { + "description": "Official website URL of the futures exchange organization.", + "type": "string" + } + }, + "required": [ + "id", + "type", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/vX/market-status": { + "get": { + "description": "Retrieve the current market status for a specific product or products. This endpoint returns real-time indicators, such as open, pause, close, for futures products, along with the corresponding exchange and product codes and an evaluation timestamp. This information enables users to monitor operational conditions and adjust their trading strategies accordingly.\n\nUse Cases: Real-time monitoring, algorithm scheduling, UI updates, operational planning.", + "operationId": "get_futures_vX_market-status", + "parameters": [ + { + "description": "The product code of the futures contracts for which you want statuses.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "445ebfcfe5bb4b688b7971e1600c952d", + "results": [ + { + "market_event": "open", + "name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "product_code": "ERL", + "session_end_date": "2025-12-05", + "timestamp": "2025-12-04T23:00:00+00:00", + "trading_venue": "XNYM" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "market_event": { + "description": "The current status of the market for the product.", + "type": "string" + }, + "name": { + "description": "The name of the futures product.", + "type": "string" + }, + "product_code": { + "description": "The product code of the futures contracts for which you want statuses.", + "type": "string" + }, + "session_end_date": { + "description": "The trading date for the current session.", + "type": "string" + }, + "timestamp": { + "description": "The timestamp for the given market event.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which the corresponding product trades.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "Market Status API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/products": { + "get": { + "description": "The Products API is a unified source for discovering all supported futures products and retrieving full product specifications. It returns the complete product universe with product codes, names, exchange identifiers, sector and asset class classifications, product type, settlement method, and pricing and quotation details. You can filter by name, exchange, sector, asset class, product type, or date to capture the product set or product definition that existed at a specific point in time. It also retrieves the full specification for a single product, supporting accurate system configuration, analytics, trading workflows, and historical reconciliation.\n\nUse Cases: Product specification, historical product checks, risk management, trading system integration.", + "operationId": "get_futures_vX_products", + "parameters": [ + { + "description": "The full name of the product.", + "in": "query", + "name": "name", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "name.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "name.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "name.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "name.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "name.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifier for the product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "in": "query", + "name": "trading_venue", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "trading_venue.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "trading_venue.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "trading_venue.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "trading_venue.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "trading_venue.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The sector to which the product belongs.", + "in": "query", + "name": "sector", + "schema": { + "enum": [ + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sector.any_of", + "schema": { + "enum": [ + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" + ], + "type": "string" + } + }, + { + "description": "The sub-sector to which the product belongs.", + "in": "query", + "name": "sub_sector", + "schema": { + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sub_sector.any_of", + "schema": { + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], + "type": "string" + } + }, + { + "description": "The asset class to which the product belongs.", + "in": "query", + "name": "asset_class", + "schema": { + "enum": [ + "alt_investment", + "commodity", + "financials" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "asset_class.any_of", + "schema": { + "enum": [ + "alt_investment", + "commodity", + "financials" + ], + "type": "string" + } + }, + { + "description": "The asset sub-class to which the product belongs.", + "in": "query", + "name": "asset_sub_class", + "schema": { + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "asset_sub_class.any_of", + "schema": { + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], + "type": "string" + } + }, + { + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "type.any_of", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "results": [ + { + "asset_class": "commodity", + "asset_sub_class": "energy", + "date": "2025-07-07", + "last_updated": "2025-02-22", + "name": "1% Fuel Oil Barges FOB Rdam (Platts) vs. 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Futures", + "price_quotation": "U.S. dollars and cents per metric ton", + "product_code": "EBE", + "sector": "refined_products", + "settlement_currency_code": "USD", + "settlement_method": "financially_settled", + "settlement_type": "cash", + "sub_sector": "european", + "trade_currency_code": "USD", + "trading_venue": "XNYM", + "type": "single", + "unit_of_measure": "MTONS", + "unit_of_measure_qty": 1000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "asset_class": { + "description": "The asset class to which the product belongs.", + "type": "string" + }, + "asset_sub_class": { + "description": "The asset sub-class to which the product belongs.", + "type": "string" + }, + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day.", + "format": "date", + "type": "string" + }, + "last_updated": { + "description": "The date and time at which this product was last updated.", + "format": "date-time", + "type": "string" + }, + "name": { + "description": "The full name of the product.", + "type": "string" + }, + "price_quotation": { + "description": "The quoted price for this product.", + "type": "string" + }, + "product_code": { + "description": "The identifier for the product.", + "type": "string" + }, + "sector": { + "description": "The sector to which the product belongs.", + "type": "string" + }, + "settlement_currency_code": { + "description": "The currency in which this product settles.", + "type": "string" + }, + "settlement_method": { + "description": "The method of settlement for this product (Financially Settled or Deliverable).", + "type": "string" + }, + "settlement_type": { + "description": "The type of settlement for this product.", + "type": "string" + }, + "sub_sector": { + "description": "The sub-sector to which the product belongs.", + "type": "string" + }, + "trade_currency_code": { + "description": "The currency in which this product's contracts trade.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "type": "string" + }, + "type": { + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "type": "string" + }, + "unit_of_measure": { + "description": "The unit of measure for this product.", + "type": "string" + }, + "unit_of_measure_qty": { + "description": "The quantity of the unit of measure for this product.", + "format": "double", + "type": "number" + } + }, + "required": [ + "date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "Futures Products API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/quotes-new/{ticker}": { + "get": { + "operationId": "get_futures_vX_quotes-new", + "parameters": [ + { + "description": "The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp.desc", + "type": "string" + } + }, + { + "description": "The exchange symbol that this item is traded under.", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "ask_price": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "int32", + "type": "integer" + }, + "ask_timestamp": { + "description": "The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "bid_price": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "int32", + "type": "integer" + }, + "bid_timestamp": { + "description": "The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "integer" + }, + "report_sequence": { + "description": "The report sequence number.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "The sequence number represents the order in which quote events occurred for this ticker.", + "format": "int64", + "type": "integer" + }, + "session_end_date": { + "description": "The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.", + "type": "string" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "timestamp": { + "description": "The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "format": "int64", + "type": "integer" + } + }, + "required": [ + "ticker", + "timestamp", + "sequence_number", + "report_sequence", + "session_end_date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/vX/quotes/{ticker}": { + "get": { + "description": "Get quotes for a contract in a given time range.", + "operationId": "GetFuturesQuotes", + "parameters": [ + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "example": "GCJ5", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp.desc", + "enum": [ + "timestamp.asc", + "timestamp.desc" + ], + "example": "timestamp.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "ask_timestamp": "1734472800076125400,", + "bid_price": "2660,", + "bid_size": "1,", + "bid_timestamp": "1734472800076125400,", + "report_sequence": "2250337,", + "sequence_number": 15357766, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472800076125400," + }, + { + "ask_price": "2685.9,", + "ask_size": "1,", + "ask_timestamp": "1734472755134391800,", + "bid_price": "2684.7,", + "bid_size": "1,", + "bid_timestamp": "1734472736352455200,", + "report_sequence": "2249723,", + "sequence_number": 15354716, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472755134391800," + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "results": { + "items": { + "properties": { + "ask_price": { + "description": "The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The quote size represents the number of futures contracts available at the given ask price.", + "format": "double", + "type": "number" + }, + "ask_timestamp": { + "description": "The time when the ask price was submitted to the exchange.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "bid_price": { + "description": "The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The quote size represents the number of futures contracts available at the given bid price.", + "format": "double", + "type": "number" + }, + "bid_timestamp": { + "description": "The time when the bid price was submitted to the exchange.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "report_sequence": { + "description": "The reporting sequence number.", + "type": "integer" + }, + "sequence_number": { + "description": "The unique sequence number assigned to this quote by the exchange.", + "type": "integer" + }, + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "type": "string" + }, + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "type": "string" + }, + "timestamp": { + "description": "The time when the quote was generated at the exchange to nanosecond precision.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "ticker", + "timestamp", + "session_end_date", + "report_sequence", + "sequence_number" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Futures" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + } + }, + "description": "A list of quotes." + } + }, + "summary": "Quotes", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Futures quotes data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Futures data", + "name": "futures" + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Quotes", + "path": "get_v1_us_futures_quotes__ticker___date" + } + } + } + }, + "/futures/vX/schedules": { + "get": { + "description": "The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.\n\nUse Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.", + "operationId": "get_futures_vX_schedules", + "parameters": [ + { + "description": "The product code of the futures contract.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "session_end_date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "session_end_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "session_end_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "session_end_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "session_end_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "in": "query", + "name": "trading_venue", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "trading_venue.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "trading_venue.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "trading_venue.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "trading_venue.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "trading_venue.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 1001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "product_code.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", + "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", + "results": [ + { + "event": "pre_open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T21:00:00+00:00", + "trading_venue": "XNYM" + }, + { + "event": "open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T22:00:00+00:00", + "trading_venue": "XNYM" + }, + { + "event": "close", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-10T21:00:00+00:00", + "trading_venue": "XNYM" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "event": { + "description": "The type of session on the given trading date.", + "type": "string" + }, + "product_code": { + "description": "The product code of the futures contract.", + "type": "string" + }, + "product_name": { + "description": "The name of the futures product to which this schedule applies.", + "type": "string" + }, + "session_end_date": { + "description": "The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used.", + "type": "string" + }, + "timestamp": { + "description": "The timestamp for the given market event.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "Futures Schedules API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/snapshot": { + "get": { + "description": "Retrieve a snapshot of the most recent futures contract data.", + "operationId": "get_futures_vX_snapshot", + "parameters": [ + { + "description": "The code for the contracts' underlying product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "next_url": "https://api.massive.com/v1/futures/vX/snapshot?cursor=AQANAkNCBVNQ", + "request_id": "c4d50f4801874e30b63e674b844cf51f", + "results": [ + { + "details": { + "open_interest": 112, + "settlement_date": 1753851600000000000 + }, + "last_minute": { + "close": 240.00000000000003, + "high": 240.00000000000003, + "last_updated": 1746045300000, + "low": 240.00000000000003, + "open": 240.00000000000003, + "volume": 5 + }, + "last_quote": { + "ask": 240.50000000000003, + "ask_size": 3, + "ask_timestamp": 1746036204386194000, + "bid": 239.50000000000003, + "bid_size": 2, + "bid_timestamp": 1746035747932118000, + "last_updated": 1746046798024234200 + }, + "last_trade": { + "last_updated": 1746045242858242600, + "price": 240.00000000000003, + "size": 5 + }, + "product_code": "CB", + "session": { + "change": 21.11, + "change_percent": 0.09622134, + "close": 240.00000000000003, + "high": 241.00000000000003, + "low": 240.00000000000003, + "open": 240.00000000000003, + "previous_settlement": 219.39, + "settlement_price": 240.50000000000003, + "volume": 55 + }, + "ticker": "CBN5" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "details": { + "properties": { + "product_code": { + "type": "string" + }, + "settlement_date": { + "description": "The day that this contract is settled.", + "format": "date", + "type": "string" + }, + "ticker": { + "type": "string" + } + }, + "type": "object" + }, + "last_minute": { + "properties": { + "close": { + "description": "The price at the end of the minute bar.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price reached in the minute bar.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The timestamp indicating the most recent update to the minute bar.", + "format": "int64", + "type": "integer" + }, + "low": { + "description": "The lowest price reached in the minute bar.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price at the start of the minute bar.", + "format": "double", + "type": "number" + }, + "timeframe": { + "type": "string" + }, + "volume": { + "description": "The number of contracts traded in the minute bar.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "last_quote": { + "properties": { + "ask": { + "description": "The lowest price a seller is willing to accept.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The number of contracts available at the ask price.", + "format": "int32", + "type": "integer" + }, + "ask_timestamp": { + "description": "The time when the best ask price was last updated.", + "format": "int64", + "type": "integer" + }, + "bid": { + "description": "The highest price a buyer is willing to pay.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The number of contracts available at the bid price.", + "format": "int32", + "type": "integer" + }, + "bid_timestamp": { + "description": "The time when the best bid price was last updated.", + "format": "int64", + "type": "integer" + }, + "last_updated": { + "description": "The time when the quote was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + }, + "timeframe": { + "type": "string" + } + }, + "type": "object" + }, + "last_trade": { + "properties": { + "last_updated": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "int64", + "type": "integer" + }, + "timeframe": { + "type": "string" + } + }, + "type": "object" + }, + "session": { + "properties": { + "change": { + "description": "The change in price during this session.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percentage change in price during this session.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The price at the end of the session.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price reached in the session.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price reached in the session.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price at the start of the session.", + "format": "double", + "type": "number" + }, + "previous_settlement": { + "description": "The settlement price of the previous session.", + "format": "double", + "type": "number" + }, + "settlement_price": { + "description": "The final settlement price at the end of the session.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The number of contracts traded in the session.", + "format": "double", + "type": "number" + } + }, + "type": "object" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "futures_snapshot_v1 API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/snapshot-native": { + "get": { + "description": "Retrieve a snapshot of the most recent futures contract data.", + "operationId": "get_futures_vX_snapshot-native", + "parameters": [ + { + "description": "The code for the contracts' underlying product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "next_url": "https://api.massive.com/v1/futures/vX/snapshot?cursor=AQANAkNCBVNQ", + "request_id": "c4d50f4801874e30b63e674b844cf51f", + "results": [ + { + "details": { + "open_interest": 112, + "settlement_date": 1753851600000000000 + }, + "last_minute": { + "close": 240.00000000000003, + "high": 240.00000000000003, + "last_updated": 1746045300000, + "low": 240.00000000000003, + "open": 240.00000000000003, + "volume": 5 + }, + "last_quote": { + "ask": 240.50000000000003, + "ask_size": 3, + "ask_timestamp": 1746036204386194000, + "bid": 239.50000000000003, + "bid_size": 2, + "bid_timestamp": 1746035747932118000, + "last_updated": 1746046798024234200 + }, + "last_trade": { + "last_updated": 1746045242858242600, + "price": 240.00000000000003, + "size": 5 + }, + "product_code": "CB", + "session": { + "change": 21.11, + "change_percent": 0.09622134, + "close": 240.00000000000003, + "high": 241.00000000000003, + "low": 240.00000000000003, + "open": 240.00000000000003, + "previous_settlement": 219.39, + "settlement_price": 240.50000000000003, + "volume": 55 + }, + "ticker": "CBN5" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "details": { + "properties": { + "product_code": { + "type": "string" + }, + "settlement_date": { + "description": "The day that this contract is settled.", + "format": "date", + "type": "string" + }, + "ticker": { + "type": "string" + } + }, + "type": "object" + }, + "last_minute": { + "properties": { + "close": { + "description": "The price at the end of the minute bar.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price reached in the minute bar.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The timestamp indicating the most recent update to the minute bar.", + "format": "int64", + "type": "integer" + }, + "low": { + "description": "The lowest price reached in the minute bar.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price at the start of the minute bar.", + "format": "double", + "type": "number" + }, + "timeframe": { + "type": "string" + }, + "volume": { + "description": "The number of contracts traded in the minute bar.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "last_quote": { + "properties": { + "ask": { + "description": "The lowest price a seller is willing to accept.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The number of contracts available at the ask price.", + "format": "int32", + "type": "integer" + }, + "ask_timestamp": { + "description": "The time when the best ask price was last updated.", + "format": "int64", + "type": "integer" + }, + "bid": { + "description": "The highest price a buyer is willing to pay.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The number of contracts available at the bid price.", + "format": "int32", + "type": "integer" + }, + "bid_timestamp": { + "description": "The time when the best bid price was last updated.", + "format": "int64", + "type": "integer" + }, + "last_updated": { + "description": "The time when the quote was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + }, + "timeframe": { + "type": "string" + } + }, + "type": "object" + }, + "last_trade": { + "properties": { + "last_updated": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "int64", + "type": "integer" + }, + "timeframe": { + "type": "string" + } + }, + "type": "object" + }, + "session": { + "properties": { + "change": { + "description": "The change in price during this session.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percentage change in price during this session.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The price at the end of the session.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price reached in the session.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price reached in the session.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price at the start of the session.", + "format": "double", + "type": "number" + }, + "previous_settlement": { + "description": "The settlement price of the previous session.", + "format": "double", + "type": "number" + }, + "settlement_price": { + "description": "The final settlement price at the end of the session.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The number of contracts traded in the session.", + "format": "double", + "type": "number" + } + }, + "type": "object" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "futures_snapshot_v1 API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/trades-new/{ticker}": { + "get": { + "operationId": "get_futures_vX_trades-new", + "parameters": [ + { + "description": "The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp.desc", + "type": "string" + } + }, + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "correction": { + "description": "The trade correction indicator.", + "format": "int64", + "type": "integer" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "report_sequence": { + "description": "The report sequence number.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "The sequence number represents the sequence in which trade events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.", + "format": "int64", + "type": "integer" + }, + "session_end_date": { + "description": "The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.", + "type": "string" + }, + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "type": "string" + }, + "timestamp": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + } + }, + "required": [ + "ticker", + "timestamp", + "sequence_number", + "report_sequence", + "price", + "session_end_date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/vX/trades/{ticker}": { + "get": { + "description": "Get trades for a contract in a given time range.", + "operationId": "GetFuturesTrades", + "parameters": [ + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "example": "GCJ5", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by session_end_date.", + "in": "query", + "name": "session_end_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp.desc", + "enum": [ + "timestamp.asc", + "timestamp.desc" + ], + "example": "timestamp.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "price": 6052, + "report_sequence": 12033289, + "sequence_number": 27317882, + "session_end_date": "2024-12-17", + "size": 3, + "ticker": "ESZ4", + "timestamp": 1734472799000509200 + }, + { + "price": 6051.75, + "report_sequence": 12033276, + "sequence_number": 27317863, + "session_end_date": "2024-12-17", + "size": 1, + "ticker": "ESZ4", + "timestamp": 1734472798789679900 + }, + { + "price": 6052, + "report_sequence": 12033255, + "sequence_number": 27317826, + "session_end_date": "2024-12-17", + "size": 2, + "ticker": "ESZ4", + "timestamp": 1734472797000893000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "results": { + "items": { + "properties": { + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "report_sequence": { + "description": "The reporting sequence number.", + "type": "integer" + }, + "sequence_number": { + "description": "The unique sequence number assigned to this trade.", + "type": "integer" + }, + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "type": "string" + }, + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "ticker of the trade", + "type": "string" + }, + "timestamp": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "ticker", + "timestamp", + "session_end_date", + "price", + "size", + "report_sequence", + "sequence_number" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Futures" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + } + }, + "description": "A list of trades." + } + }, + "summary": "Trades", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Futures trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Futures data", + "name": "futures" + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Trades", + "path": "get_v1_us_futures_trades__ticker___date" + } + } + } + }, + "/options/v1/exchanges": { + "get": { + "description": "US options exchanges and trading venues including traditional options exchanges (CBOE, ISE, etc.), Securities Information Processors (SIP), and other options market infrastructure for derivatives trading.", + "operationId": "get_options_v1_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "request_id": 1, + "results": [ + { + "id": "302", + "locale": "US", + "mic": "XCBO", + "name": "Chicago Board Options Exchange", + "operating_mic": "XCBO", + "participant_id": "C", + "type": "exchange", + "url": "https://www.cboe.com" + }, + { + "acronym": "ISE", + "id": "308", + "locale": "US", + "mic": "XISX", + "name": "International Securities Exchange, LLC", + "operating_mic": "XISX", + "participant_id": "I", + "type": "exchange", + "url": "https://www.nasdaq.com/solutions/nasdaq-ise" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "acronym": { + "description": "Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues.", + "type": "string" + }, + "id": { + "description": "Numeric identifier for the options trading venue or exchange.", + "type": "string" + }, + "locale": { + "description": "Geographic location code.", + "type": "string" + }, + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market.", + "type": "string" + }, + "name": { + "description": "Full official name of the options exchange or trading venue.", + "type": "string" + }, + "operating_mic": { + "description": "Operating Market Identifier Code - identifies the parent organization or operating entity.", + "type": "string" + }, + "participant_id": { + "description": "Single-character participant identifier used in consolidator market data feeds and options trade reporting.", + "type": "string" + }, + "type": { + "description": "Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority).", + "type": "string" + }, + "url": { + "description": "Official website URL of the organization operating the options exchange.", + "type": "string" + } + }, + "required": [ + "id", + "type", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/filings/10-K/vX/sections": { + "get": { + "description": "SEC document text sections providing raw text content from specific sections of SEC filings (10-K, 10-Q, etc.).", + "operationId": "get_stocks_filings_10-K_vX_sections", + "parameters": [ + { + "description": "SEC Central Index Key (10 digits, zero-padded).", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "cik.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "cik.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "cik.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "cik.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "cik.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Stock ticker symbol for the company.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "in": "query", + "name": "section", + "schema": { + "enum": [ + "business", + "risk_factors" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "section.any_of", + "schema": { + "enum": [ + "business", + "risk_factors" + ], + "type": "string" + } + }, + { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '9999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 10000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "period_end.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", + "request_id": "a3f8b2c1d4e5f6g7", + "results": [ + { + "cik": "0000320193", + "filing_date": "2023-11-03", + "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-23-000106.txt", + "period_end": "2023-09-30", + "section": "risk_factors", + "text": "Item 1A. Risk Factors\n\nInvesting in our stock involves risk. In addition to the other information in this Annual Report on Form 10-K, the following risk factors should be carefully considered...", + "ticker": "AAPL" + }, + { + "cik": "0000789019", + "filing_date": "2023-07-27", + "filing_url": "https://www.sec.gov/Archives/edgar/data/789019/0000950170-23-035122.txt", + "period_end": "2023-06-30", + "section": "risk_factors", + "text": "Item 1A. RISK FACTORS\n\nOur operations and financial results are subject to various risks and uncertainties...", + "ticker": "MSFT" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "cik": { + "description": "SEC Central Index Key (10 digits, zero-padded).", + "type": "string" + }, + "filing_date": { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", + "format": "date", + "type": "string" + }, + "filing_url": { + "description": "SEC URL source for the full filing.", + "type": "string" + }, + "period_end": { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", + "format": "date", + "type": "string" + }, + "section": { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "type": "string" + }, + "text": { + "description": "Full raw text content of the section, including headers and formatting.", + "type": "string" + }, + "ticker": { + "description": "Stock ticker symbol for the company.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/filings/vX/index": { + "get": { + "description": "SEC EDGAR master index providing metadata for all SEC filings including form types, filing dates, and direct links to source documents.", + "operationId": "get_stocks_filings_vX_index", + "parameters": [ + { + "description": "SEC Central Index Key (CIK) identifying the filing entity.", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "cik.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "cik.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "cik.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "cik.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "cik.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Stock ticker symbol for the filing entity, if available.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.).", + "in": "query", + "name": "form_type", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "form_type.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "form_type.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "form_type.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "form_type.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "form_type.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. 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You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup).", + "type": "string" + }, + "commitments_and_contingencies": { + "description": "Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events.", + "format": "double", + "type": "number" + }, + "common_stock": { + "description": "Par or stated value of common shares outstanding representing basic ownership in the company.", + "format": "double", + "type": "number" + }, + "debt_current": { + "description": "Short-term borrowings and the current portion of long-term debt due within one year.", + "format": "double", + "type": "number" + }, + "deferred_revenue_current": { + "description": "Customer payments received in advance for goods or services to be delivered within one year.", + "format": "double", + "type": "number" + }, + "filing_date": { + "description": "The date when the financial statement was filed with the SEC.", + "format": "date", + "type": "string" + }, + "fiscal_quarter": { + "description": "The fiscal quarter number (1, 2, 3, or 4) for the reporting period.", + "format": "double", + "type": "number" + }, + "fiscal_year": { + "description": "The fiscal year for the reporting period.", + "format": "double", + "type": "number" + }, + "goodwill": { + "description": "Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations.", + "format": "double", + "type": "number" + }, + "intangible_assets_net": { + "description": "Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization.", + "format": "double", + "type": "number" + }, + "inventories": { + "description": "Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business.", + "format": "double", + "type": "number" + }, + "long_term_debt_and_capital_lease_obligations": { + "description": "Long-term borrowings and capital lease obligations with maturities greater than one year.", + "format": "double", + "type": "number" + }, + "noncontrolling_interest": { + "description": "Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership.", + "format": "double", + "type": "number" + }, + "other_assets": { + "description": "Non-current assets not classified elsewhere, including long-term investments, deferred tax assets, and other long-term assets.", + "format": "double", + "type": "number" + }, + "other_current_assets": { + "description": "Current assets not classified elsewhere, including prepaid expenses, taxes receivable, and other assets expected to be converted to cash within one year.", + "format": "double", + "type": "number" + }, + "other_equity": { + "description": "Equity components not classified elsewhere in shareholders' equity.", + "format": "double", + "type": "number" + }, + "other_noncurrent_liabilities": { + "description": "Non-current liabilities not classified elsewhere, including deferred tax liabilities, pension obligations, and other long-term liabilities.", + "format": "double", + "type": "number" + }, + "period_end": { + "description": "The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken.", + "format": "date", + "type": "string" + }, + "preferred_stock": { + "description": "Par or stated value of preferred shares outstanding with preferential rights over common stock.", + "format": "double", + "type": "number" + }, + "property_plant_equipment_net": { + "description": "Tangible fixed assets used in operations, reported net of accumulated depreciation.", + "format": "double", + "type": "number" + }, + "receivables": { + "description": "Amounts owed to the company by customers and other parties, primarily accounts receivable, net of allowances for doubtful accounts.", + "format": "double", + "type": "number" + }, + "retained_earnings_deficit": { + "description": "Cumulative net income earned by the company less dividends paid to shareholders since inception.", + "format": "double", + "type": "number" + }, + "short_term_investments": { + "description": "Marketable securities and other investments with maturities of one year or less that are not classified as cash equivalents.", + "format": "double", + "type": "number" + }, + "tickers": { + "description": "A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company.", + "items": { + "type": "string" + }, + "type": "array" + }, + "timeframe": { + "description": "The reporting period type. Possible values include: quarterly, annual.", + "type": "string" + }, + "total_assets": { + "description": "Sum of all current and non-current assets representing everything the company owns or controls.", + "format": "double", + "type": "number" + }, + "total_current_assets": { + "description": "Sum of all current assets expected to be converted to cash, sold, or consumed within one year.", + "format": "double", + "type": "number" + }, + "total_current_liabilities": { + "description": "Sum of all liabilities expected to be settled within one year.", + "format": "double", + "type": "number" + }, + "total_equity": { + "description": "Sum of all equity components representing shareholders' total ownership interest in the company.", + "format": "double", + "type": "number" + }, + "total_equity_attributable_to_parent": { + "description": "Total shareholders' equity attributable to the parent company, excluding noncontrolling interests.", + "format": "double", + "type": "number" + }, + "total_liabilities": { + "description": "Sum of all current and non-current liabilities representing everything the company owes.", + "format": "double", + "type": "number" + }, + "total_liabilities_and_equity": { + "description": "Sum of total liabilities and total equity, which should equal total assets per the fundamental accounting equation.", + "format": "double", + "type": "number" + }, + "treasury_stock": { + "description": "Cost of the company's own shares that have been repurchased and are held in treasury, typically reported as a negative value.", + "format": "double", + "type": "number" + } + }, + "required": [ + "timeframe" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/financials/v1/cash-flow-statements": { + "get": { + "description": "A comprehensive financial dataset containing quarterly, annual, and trailing twelve-month cash flow statement data for public companies. 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Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date when the financial statement was filed with the SEC. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "tickers", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "The fiscal year for the reporting period. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The fiscal quarter number (1, 2, 3, or 4) for the reporting period. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months.", + "in": "query", + "name": "timeframe", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "timeframe.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "timeframe.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "timeframe.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "timeframe.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "timeframe.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to the value.", + "in": "query", + "name": "max_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "max_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "max_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "max_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "max_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "max_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to the value.", + "in": "query", + "name": "min_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "min_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "min_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "min_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "min_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "min_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "period_end.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "d6d389ca03a0450d93c4ecb13ff26dae", + "results": [ + { + "cash_from_operating_activities_continuing_operations": 27867000000, + "change_in_cash_and_equivalents": 8107000000, + "change_in_other_operating_assets_and_liabilities_net": -2034000000, + "cik": "0000320193", + "depreciation_depletion_and_amortization": 2830000000, + "dividends": -3945000000, + "filing_date": "2025-08-01", + "fiscal_quarter": 3, + "fiscal_year": 2025, + "long_term_debt_issuances_repayments": -1192000000, + "net_cash_from_financing_activities": -24833000000, + "net_cash_from_financing_activities_continuing_operations": -24833000000, + "net_cash_from_investing_activities": 5073000000, + "net_cash_from_investing_activities_continuing_operations": 5073000000, + "net_cash_from_operating_activities": 27867000000, + "net_income": 23434000000, + "other_financing_activities": -23599000000, + "other_investing_activities": 8535000000, + "other_operating_activities": 3637000000, + "period_end": "2025-06-28", + "purchase_of_property_plant_and_equipment": -3462000000, + "short_term_debt_issuances_repayments": 3903000000, + "tickers": [ + "AAPL" + ], + "timeframe": "quarterly" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "cash_from_operating_activities_continuing_operations": { + "description": "Cash generated from continuing business operations before discontinued operations.", + "format": "double", + "type": "number" + }, + "change_in_cash_and_equivalents": { + "description": "Net change in cash and cash equivalents during the period, representing the sum of operating, investing, and financing cash flows plus currency effects.", + "format": "double", + "type": "number" + }, + "change_in_other_operating_assets_and_liabilities_net": { + "description": "Net change in working capital components including accounts receivable, inventory, accounts payable, and other operating items.", + "format": "double", + "type": "number" + }, + "cik": { + "description": "The company's Central Index Key (CIK), a unique identifier assigned by the U.S. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup).", + "type": "string" + }, + "depreciation_depletion_and_amortization": { + "description": "Non-cash charges for the reduction in value of tangible and intangible assets over time.", + "format": "double", + "type": "number" + }, + "dividends": { + "description": "Cash payments to shareholders in the form of dividends, typically reported as negative values.", + "format": "double", + "type": "number" + }, + "effect_of_currency_exchange_rate": { + "description": "Impact of foreign exchange rate changes on cash and cash equivalents denominated in foreign currencies.", + "format": "double", + "type": "number" + }, + "filing_date": { + "description": "The date when the financial statement was filed with the SEC.", + "format": "date", + "type": "string" + }, + "fiscal_quarter": { + "description": "The fiscal quarter number (1, 2, 3, or 4) for the reporting period.", + "format": "double", + "type": "number" + }, + "fiscal_year": { + "description": "The fiscal year for the reporting period.", + "format": "double", + "type": "number" + }, + "income_loss_from_discontinued_operations": { + "description": "After-tax income or loss from business operations that have been discontinued.", + "format": "double", + "type": "number" + }, + "long_term_debt_issuances_repayments": { + "description": "Net cash flows from issuing or repaying long-term debt obligations.", + "format": "double", + "type": "number" + }, + "net_cash_from_financing_activities": { + "description": "Total cash generated or used by financing activities, including debt issuance, debt repayment, dividends, and share transactions.", + "format": "double", + "type": "number" + }, + "net_cash_from_financing_activities_continuing_operations": { + "description": "Cash flows from financing activities of continuing operations before discontinued operations.", + "format": "double", + "type": "number" + }, + "net_cash_from_financing_activities_discontinued_operations": { + "description": "Cash flows from financing activities of discontinued business segments.", + "format": "double", + "type": "number" + }, + "net_cash_from_investing_activities": { + "description": "Total cash generated or used by investing activities, including capital expenditures, acquisitions, and asset sales.", + "format": "double", + "type": "number" + }, + "net_cash_from_investing_activities_continuing_operations": { + "description": "Cash flows from investing activities of continuing operations before discontinued operations.", + "format": "double", + "type": "number" + }, + "net_cash_from_investing_activities_discontinued_operations": { + "description": "Cash flows from investing activities of discontinued business segments.", + "format": "double", + "type": "number" + }, + "net_cash_from_operating_activities": { + "description": "Total cash generated or used by operating activities, representing cash flow from core business operations.", + "format": "double", + "type": "number" + }, + "net_cash_from_operating_activities_discontinued_operations": { + "description": "Cash flows from operating activities of discontinued business segments.", + "format": "double", + "type": "number" + }, + "net_income": { + "description": "Net income used as the starting point for operating cash flow calculations.", + "format": "double", + "type": "number" + }, + "noncontrolling_interests": { + "description": "Cash flows related to minority shareholders in consolidated subsidiaries.", + "format": "double", + "type": "number" + }, + "other_cash_adjustments": { + "description": "Other miscellaneous adjustments to cash flows not classified elsewhere.", + "format": "double", + "type": "number" + }, + "other_financing_activities": { + "description": "Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions.", + "format": "double", + "type": "number" + }, + "other_investing_activities": { + "description": "Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments.", + "format": "double", + "type": "number" + }, + "other_operating_activities": { + "description": "Other adjustments to reconcile net income to operating cash flow not classified elsewhere.", + "format": "double", + "type": "number" + }, + "period_end": { + "description": "The last date of the reporting period (formatted as YYYY-MM-DD).", + "format": "date", + "type": "string" + }, + "purchase_of_property_plant_and_equipment": { + "description": "Cash outflows for capital expenditures on fixed assets, typically reported as negative values.", + "format": "double", + "type": "number" + }, + "sale_of_property_plant_and_equipment": { + "description": "Cash inflows from disposing of fixed assets, typically reported as positive values.", + "format": "double", + "type": "number" + }, + "short_term_debt_issuances_repayments": { + "description": "Net cash flows from issuing or repaying short-term debt obligations.", + "format": "double", + "type": "number" + }, + "tickers": { + "description": "A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company.", + "items": { + "type": "string" + }, + "type": "array" + }, + "timeframe": { + "description": "The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/financials/v1/income-statements": { + "get": { + "description": "A comprehensive database of income statement financial data for public companies, including key metrics such as revenue, expenses, and net income for various reporting periods.", + "operationId": "get_stocks_financials_v1_income-statements", + "parameters": [ + { + "description": "The company's Central Index Key (CIK), a unique identifier assigned by the U.S. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup).", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "cik.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "cik.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "cik.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "cik.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "cik.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain the value.", + "in": "query", + "name": "tickers", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.all_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tickers.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "The last date of the reporting period (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date when the financial statement was filed with the SEC. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The fiscal year for the reporting period. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_year.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The fiscal quarter number (1, 2, 3, or 4) for the reporting period. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "fiscal_quarter.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months.", + "in": "query", + "name": "timeframe", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "timeframe.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "timeframe.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "timeframe.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "timeframe.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "timeframe.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to the value.", + "in": "query", + "name": "max_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "max_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "max_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "max_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "max_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "max_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to the value.", + "in": "query", + "name": "min_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "min_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "min_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "min_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "min_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "min_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "period_end.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "5b3cc7c674b34fdd89034b74500bfab5", + "results": [ + { + "basic_earnings_per_share": 1.57, + "basic_shares_outstanding": 14902886000, + "cik": "0000320193", + "consolidated_net_income_loss": 23434000000, + "cost_of_revenue": 50318000000, + "diluted_earnings_per_share": 1.57, + "diluted_shares_outstanding": 14948179000, + "ebitda": 31032000000, + "filing_date": "2025-08-01", + "fiscal_quarter": 3, + "fiscal_year": 2025, + "gross_profit": 43718000000, + "income_before_income_taxes": 28031000000, + "income_taxes": 4597000000, + "net_income_loss_attributable_common_shareholders": 23434000000, + "operating_income": 28202000000, + "other_income_expense": -171000000, + "other_operating_expenses": 0, + "period_end": "2025-06-28", + "research_development": 8866000000, + "revenue": 94036000000, + "selling_general_administrative": 6650000000, + "tickers": [ + "AAPL" + ], + "timeframe": "quarterly", + "total_operating_expenses": 15516000000, + "total_other_income_expense": -171000000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "basic_earnings_per_share": { + "description": "Earnings per share calculated using the weighted average number of basic shares outstanding. For TTM records, recalculated as TTM net income divided by average basic shares outstanding over the four quarters.", + "format": "double", + "type": "number" + }, + "basic_shares_outstanding": { + "description": "Weighted average number of common shares outstanding during the period, used in basic EPS calculation. For TTM records, represents the average over the four most recent quarters.", + "format": "double", + "type": "number" + }, + "cik": { + "description": "The company's Central Index Key (CIK), a unique identifier assigned by the U.S. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup).", + "type": "string" + }, + "consolidated_net_income_loss": { + "description": "Total net income or loss for the consolidated entity including all subsidiaries.", + "format": "double", + "type": "number" + }, + "cost_of_revenue": { + "description": "Direct costs attributable to the production of goods or services sold, also known as cost of goods sold (COGS).", + "format": "double", + "type": "number" + }, + "depreciation_depletion_amortization": { + "description": "Non-cash expenses representing the allocation of asset costs over their useful lives.", + "format": "double", + "type": "number" + }, + "diluted_earnings_per_share": { + "description": "Earnings per share calculated using diluted shares outstanding, including the effect of potentially dilutive securities. For TTM records, recalculated as TTM net income divided by average diluted shares outstanding over the four quarters.", + "format": "double", + "type": "number" + }, + "diluted_shares_outstanding": { + "description": "Weighted average number of shares outstanding including the dilutive effect of stock options, warrants, and convertible securities. For TTM records, represents the average over the four most recent quarters.", + "format": "double", + "type": "number" + }, + "discontinued_operations": { + "description": "After-tax results from business segments that have been or will be disposed of.", + "format": "double", + "type": "number" + }, + "ebitda": { + "description": "Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance.", + "format": "double", + "type": "number" + }, + "equity_in_affiliates": { + "description": "The company's share of income or losses from equity method investments in affiliated companies.", + "format": "double", + "type": "number" + }, + "extraordinary_items": { + "description": "Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence.", + "format": "double", + "type": "number" + }, + "filing_date": { + "description": "The date when the financial statement was filed with the SEC.", + "format": "date", + "type": "string" + }, + "fiscal_quarter": { + "description": "The fiscal quarter number (1, 2, 3, or 4) for the reporting period.", + "format": "double", + "type": "number" + }, + "fiscal_year": { + "description": "The fiscal year for the reporting period.", + "format": "double", + "type": "number" + }, + "gross_profit": { + "description": "Revenue minus cost of revenue, representing profit before operating expenses.", + "format": "double", + "type": "number" + }, + "income_before_income_taxes": { + "description": "Pre-tax income calculated as operating income plus total other income/expense.", + "format": "double", + "type": "number" + }, + "income_taxes": { + "description": "Income tax expense or benefit for the period.", + "format": "double", + "type": "number" + }, + "interest_expense": { + "description": "Cost of borrowed funds, including interest on debt and other financing obligations.", + "format": "double", + "type": "number" + }, + "interest_income": { + "description": "Income earned from interest-bearing investments and cash equivalents.", + "format": "double", + "type": "number" + }, + "net_income_loss_attributable_common_shareholders": { + "description": "Net income or loss available to common shareholders after preferred dividends and noncontrolling interests.", + "format": "double", + "type": "number" + }, + "noncontrolling_interest": { + "description": "The portion of net income attributable to minority shareholders in consolidated subsidiaries.", + "format": "double", + "type": "number" + }, + "operating_income": { + "description": "Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items.", + "format": "double", + "type": "number" + }, + "other_income_expense": { + "description": "Non-operating income and expenses not related to the company's core business operations.", + "format": "double", + "type": "number" + }, + "other_operating_expenses": { + "description": "Operating expenses not classified in the main expense categories.", + "format": "double", + "type": "number" + }, + "period_end": { + "description": "The last date of the reporting period (formatted as YYYY-MM-DD).", + "format": "date", + "type": "string" + }, + "preferred_stock_dividends_declared": { + "description": "Dividends declared on preferred stock during the period.", + "format": "double", + "type": "number" + }, + "research_development": { + "description": "Expenses incurred for research and development activities to create new products or improve existing ones.", + "format": "double", + "type": "number" + }, + "revenue": { + "description": "Total revenue or net sales for the period, representing the company's gross income from operations.", + "format": "double", + "type": "number" + }, + "selling_general_administrative": { + "description": "Expenses related to selling products and general administrative costs not directly tied to production.", + "format": "double", + "type": "number" + }, + "tickers": { + "description": "A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company.", + "items": { + "type": "string" + }, + "type": "array" + }, + "timeframe": { + "description": "The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months.", + "type": "string" + }, + "total_operating_expenses": { + "description": "Sum of all operating expenses including cost of revenue, SG&A, R&D, depreciation, and other operating expenses.", + "format": "double", + "type": "number" + }, + "total_other_income_expense": { + "description": "Net total of all non-operating income and expenses including interest income, interest expense, and other items.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/financials/v1/ratios": { + "get": { + "description": "A comprehensive financial ratios dataset providing key valuation, profitability, liquidity, and leverage metrics for public companies. Combines data from income statements, balance sheets, and cash flow statements with daily stock prices to calculate ratios on a daily basis. Uses trailing twelve months (TTM) data for income/cash flow metrics and quarterly data for balance sheet items. Fundamental data updates are applied starting from each filing's period end date. Market cap calculations use point-in-time shares outstanding for historical accuracy.", + "operationId": "get_stocks_financials_v1_ratios", + "parameters": [ + { + "description": "Stock ticker symbol for the company.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Central Index Key (CIK) number assigned by the SEC to identify the company.", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "cik.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "cik.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "cik.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "cik.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "cik.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Stock price used in ratio calculations, typically the closing price for the given date. Value must be a floating point number.", + "in": "query", + "name": "price", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Average trading volume over the last 30 trading days, providing context for liquidity. Value must be a floating point number.", + "in": "query", + "name": "average_volume", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "average_volume.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "average_volume.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "average_volume.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "average_volume.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Market capitalization, calculated as stock price multiplied by total shares outstanding. Value must be a floating point number.", + "in": "query", + "name": "market_cap", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "market_cap.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "market_cap.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "market_cap.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "market_cap.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. Value must be a floating point number.", + "in": "query", + "name": "earnings_per_share", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "earnings_per_share.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "earnings_per_share.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "earnings_per_share.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "earnings_per_share.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. Value must be a floating point number.", + "in": "query", + "name": "price_to_earnings", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_earnings.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_earnings.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_earnings.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_earnings.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. Value must be a floating point number.", + "in": "query", + "name": "price_to_book", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_book.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_book.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_book.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_book.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. Value must be a floating point number.", + "in": "query", + "name": "price_to_sales", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_sales.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_sales.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_sales.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_sales.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. Value must be a floating point number.", + "in": "query", + "name": "price_to_cash_flow", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_cash_flow.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_cash_flow.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_cash_flow.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_cash_flow.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. Value must be a floating point number.", + "in": "query", + "name": "price_to_free_cash_flow", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_free_cash_flow.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_free_cash_flow.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_free_cash_flow.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "price_to_free_cash_flow.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. Value must be a floating point number.", + "in": "query", + "name": "dividend_yield", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "dividend_yield.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "dividend_yield.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "dividend_yield.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "dividend_yield.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. Value must be a floating point number.", + "in": "query", + "name": "return_on_assets", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_assets.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_assets.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_assets.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_assets.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. Value must be a floating point number.", + "in": "query", + "name": "return_on_equity", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_equity.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_equity.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_equity.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "return_on_equity.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. Value must be a floating point number.", + "in": "query", + "name": "debt_to_equity", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "debt_to_equity.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "debt_to_equity.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "debt_to_equity.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "debt_to_equity.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. Value must be a floating point number.", + "in": "query", + "name": "current", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "current.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "current.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "current.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "current.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. Value must be a floating point number.", + "in": "query", + "name": "quick", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quick.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quick.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quick.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quick.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. Value must be a floating point number.", + "in": "query", + "name": "cash", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "cash.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "cash.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "cash.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "cash.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. Value must be a floating point number.", + "in": "query", + "name": "ev_to_sales", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_sales.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_sales.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_sales.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_sales.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. Value must be a floating point number.", + "in": "query", + "name": "ev_to_ebitda", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_ebitda.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_ebitda.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_ebitda.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "ev_to_ebitda.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. Value must be a floating point number.", + "in": "query", + "name": "enterprise_value", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "enterprise_value.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "enterprise_value.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "enterprise_value.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "enterprise_value.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). Value must be a floating point number.", + "in": "query", + "name": "free_cash_flow", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "free_cash_flow.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "free_cash_flow.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "free_cash_flow.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "free_cash_flow.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": "8f5374516fec4a819070e53609f47fab", + "results": [ + { + "average_volume": 47500000, + "cash": 0.19, + "cik": "320193", + "current": 0.68, + "date": "2024-09-19", + "debt_to_equity": 1.52, + "dividend_yield": 0.0044, + "earnings_per_share": 6.57, + "enterprise_value": 3555509835190, + "ev_to_ebitda": 26.98, + "ev_to_sales": 9.22, + "free_cash_flow": 104339000000, + "market_cap": 3479770835190, + "price": 228.87, + "price_to_book": 52.16, + "price_to_cash_flow": 30.78, + "price_to_earnings": 34.84, + "price_to_free_cash_flow": 33.35, + "price_to_sales": 9.02, + "quick": 0.63, + "return_on_assets": 0.3075, + "return_on_equity": 1.5284, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "average_volume": { + "description": "Average trading volume over the last 30 trading days, providing context for liquidity.", + "format": "double", + "type": "number" + }, + "cash": { + "description": "Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage.", + "format": "double", + "type": "number" + }, + "cik": { + "description": "Central Index Key (CIK) number assigned by the SEC to identify the company.", + "type": "string" + }, + "current": { + "description": "Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity.", + "format": "double", + "type": "number" + }, + "date": { + "description": "Date for which the ratios are calculated, representing the trading date with available price data.", + "type": "string" + }, + "debt_to_equity": { + "description": "Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage.", + "format": "double", + "type": "number" + }, + "dividend_yield": { + "description": "Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment.", + "format": "double", + "type": "number" + }, + "earnings_per_share": { + "description": "Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding.", + "format": "double", + "type": "number" + }, + "enterprise_value": { + "description": "Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value.", + "format": "double", + "type": "number" + }, + "ev_to_ebitda": { + "description": "Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization.", + "format": "double", + "type": "number" + }, + "ev_to_sales": { + "description": "Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales.", + "format": "double", + "type": "number" + }, + "free_cash_flow": { + "description": "Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment).", + "format": "double", + "type": "number" + }, + "market_cap": { + "description": "Market capitalization, calculated as stock price multiplied by total shares outstanding.", + "format": "double", + "type": "number" + }, + "price": { + "description": "Stock price used in ratio calculations, typically the closing price for the given date.", + "format": "double", + "type": "number" + }, + "price_to_book": { + "description": "Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value.", + "format": "double", + "type": "number" + }, + "price_to_cash_flow": { + "description": "Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive.", + "format": "double", + "type": "number" + }, + "price_to_earnings": { + "description": "Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive.", + "format": "double", + "type": "number" + }, + "price_to_free_cash_flow": { + "description": "Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive.", + "format": "double", + "type": "number" + }, + "price_to_sales": { + "description": "Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales.", + "format": "double", + "type": "number" + }, + "quick": { + "description": "Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity.", + "format": "double", + "type": "number" + }, + "return_on_assets": { + "description": "Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit.", + "format": "double", + "type": "number" + }, + "return_on_equity": { + "description": "Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "Stock ticker symbol for the company.", + "type": "string" + } + }, + "required": [ + "ticker", + "date", + "price" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/taxonomies/vX/risk-factors": { + "get": { + "description": "The complete list of risk factor classifications used in the risk factors endpoint.", + "operationId": "get_stocks_taxonomies_vX_risk-factors", + "parameters": [ + { + "description": "Version identifier (e.g., '1.0', '1.1') for the taxonomy Value must be a floating point number.", + "in": "query", + "name": "taxonomy", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "taxonomy.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "taxonomy.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "taxonomy.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "taxonomy.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Top-level risk category", + "in": "query", + "name": "primary_category", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "primary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "primary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "primary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "primary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "primary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Mid-level risk category", + "in": "query", + "name": "secondary_category", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "secondary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "secondary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "secondary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "secondary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "secondary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Most specific risk classification", + "in": "query", + "name": "tertiary_category", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tertiary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "tertiary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "tertiary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "tertiary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "tertiary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '200' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 200, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'taxonomy' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "taxonomy.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "daac836f71724420b66011d55d88b30b", + "results": [ + { + "description": "Risk from inadequate performance management systems, unclear accountability structures, or ineffective measurement and incentive systems that could affect employee performance, goal achievement, and organizational effectiveness.", + "primary_category": "Governance & Stakeholder", + "secondary_category": "Organizational & Management", + "taxonomy": "1.0", + "tertiary_category": "Performance management and accountability" + }, + { + "description": "Risk from requirements to monitor, document, and report on compliance with privacy and data protection regulations including risks from compliance program effectiveness, record-keeping requirements, and breach notification obligations.", + "primary_category": "Regulatory & Compliance", + "secondary_category": "Data & Privacy", + "taxonomy": "1.0", + "tertiary_category": "Compliance monitoring and reporting" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "description": { + "description": "Detailed explanation of what this risk category encompasses, including specific examples and potential impacts", + "type": "string" + }, + "primary_category": { + "description": "Top-level risk category", + "type": "string" + }, + "secondary_category": { + "description": "Mid-level risk category", + "type": "string" + }, + "taxonomy": { + "description": "Version identifier (e.g., '1.0', '1.1') for the taxonomy", + "format": "double", + "type": "number" + }, + "tertiary_category": { + "description": "Most specific risk classification", + "type": "string" + } + }, + "required": [ + "taxonomy" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/v1/dividends": { + "get": { + "description": "Contains historical dividend payment records for US stocks with split-adjusted amounts and historical adjustment factors for price normalization.", + "operationId": "get_stocks_v1_dividends", + "parameters": [ + { + "description": "Stock symbol for the company issuing the dividend", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Date when the stock begins trading without the dividend value Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "ex_dividend_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "ex_dividend_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "ex_dividend_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "ex_dividend_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "ex_dividend_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. Value must be an integer.", + "in": "query", + "name": "frequency", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "frequency.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "frequency.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "frequency.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "frequency.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data)", + "in": "query", + "name": "distribution_type", + "schema": { + "enum": [ + "recurring", + "special", + "supplemental", + "irregular", + "unknown" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "distribution_type.any_of", + "schema": { + "enum": [ + "recurring", + "special", + "supplemental", + "irregular", + "unknown" + ], + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": 1, + "results": [ + { + "cash_amount": 0.26, + "currency": "USD", + "declaration_date": "2025-07-31", + "distribution_type": "recurring", + "ex_dividend_date": "2025-08-11", + "frequency": 4, + "historical_adjustment_factor": 0.997899, + "id": "Ed2c9da60abda1e3f0e99a43f6465863c137b671e1f5cd3f833d1fcb4f4eb27fe", + "pay_date": "2025-08-14", + "record_date": "2025-08-11", + "split_adjusted_cash_amount": 0.26, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "cash_amount": { + "description": "Original dividend amount per share in the specified currency", + "format": "double", + "type": "number" + }, + "currency": { + "description": "Currency code for the dividend payment (e.g., USD, CAD)", + "type": "string" + }, + "declaration_date": { + "description": "Date when the company officially announced the dividend", + "format": "date", + "type": "string" + }, + "distribution_type": { + "description": "Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data)", + "type": "string" + }, + "ex_dividend_date": { + "description": "Date when the stock begins trading without the dividend value", + "format": "date", + "type": "string" + }, + "frequency": { + "description": "How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence.", + "format": "int64", + "type": "integer" + }, + "historical_adjustment_factor": { + "description": "Cumulative adjustment factor used to offset dividend effects on historical prices. To adjust a historical price for dividends: for a price on date D, find the first dividend whose `ex_dividend_date` is after date D and multiply the price by that dividend's `historical_adjustment_factor`.", + "format": "double", + "type": "number" + }, + "id": { + "description": "Unique identifier for each dividend record", + "type": "string" + }, + "pay_date": { + "description": "Date when the dividend payment is distributed to shareholders", + "format": "date", + "type": "string" + }, + "record_date": { + "description": "Date when shareholders must be on record to be eligible for the dividend payment", + "format": "date", + "type": "string" + }, + "split_adjusted_cash_amount": { + "description": "Dividend amount adjusted for stock splits that occurred after the dividend was paid, expressed on a current share basis", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "Stock symbol for the company issuing the dividend", + "type": "string" + } + }, + "required": [ + "distribution_type" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/v1/exchanges": { + "get": { + "description": "US stock exchanges, trading venues, and reporting facilities including exchanges (NYSE, Nasdaq), Trade Reporting Facilities (TRF), Securities Information Processors (SIP), and OTC Reporting Facilities (ORF) for equity trading.", + "operationId": "get_stocks_v1_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "request_id": 1, + "results": [ + { + "id": "10", + "locale": "US", + "mic": "XNYS", + "name": "New York Stock Exchange", + "operating_mic": "XNYS", + "participant_id": "N", + "type": "exchange", + "url": "https://www.nyse.com" + }, + { + "id": "12", + "locale": "US", + "mic": "XNAS", + "name": "Nasdaq", + "operating_mic": "XNAS", + "participant_id": "T", + "type": "exchange", + "url": "https://www.nasdaq.com" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "acronym": { + "description": "Short acronym or abbreviation (may be null for some venues).", + "type": "string" + }, + "id": { + "description": "Numeric identifier for the trading venue or exchange.", + "type": "string" + }, + "locale": { + "description": "Geographic location code.", + "type": "string" + }, + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the market (may be empty for some venues).", + "type": "string" + }, + "name": { + "description": "Full official name of the exchange, trading venue, or reporting facility.", + "type": "string" + }, + "operating_mic": { + "description": "Operating Market Identifier Code - identifies the specific operating entity or parent organization.", + "type": "string" + }, + "participant_id": { + "description": "Single-character participant identifier used in market data feeds and trade reporting.", + "type": "string" + }, + "type": { + "description": "Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility.", + "type": "string" + }, + "url": { + "description": "Official website URL of the organization operating the venue.", + "type": "string" + } + }, + "required": [ + "id", + "type", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/v1/short-interest": { + "get": { + "description": "Comprehensive FINRA short interest data that tracks the short selling metrics for securities on a specific settlement date.", + "operationId": "get_stocks_v1_short-interest", + "parameters": [ + { + "description": "The primary ticker symbol for the stock.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "days_to_cover.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules.", + "in": "query", + "name": "settlement_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "settlement_date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "settlement_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "settlement_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "settlement_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "settlement_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "avg_daily_volume.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "avg_daily_volume": 2340158, + "days_to_cover": 1.67, + "settlement_date": "2025-03-14", + "short_interest": 3906231, + "ticker": "A" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "avg_daily_volume": { + "description": "The average daily trading volume for the stock over a specified period, typically used to contextualize short interest.", + "format": "int64", + "type": "integer" + }, + "days_to_cover": { + "description": "Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume.", + "format": "double", + "type": "number" + }, + "settlement_date": { + "description": "The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules.", + "type": "string" + }, + "short_interest": { + "description": "The total number of shares that have been sold short but have not yet been covered or closed out.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The primary ticker symbol for the stock.", + "type": "string" + } + }, + "required": [ + "settlement_date", + "avg_daily_volume", + "days_to_cover" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/v1/short-volume": { + "get": { + "description": "Contains short selling volume for different stock tickers, capturing total trading volume, short sale details, and breakdown by different trading platforms.", + "operationId": "get_stocks_v1_short-volume", + "parameters": [ + { + "description": "The primary ticker symbol for the stock.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date of trade activity reported in the format YYYY-MM-DD", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "short_volume_ratio.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Total reported volume across all venues for the ticker on the given date. Value must be an integer.", + "in": "query", + "name": "total_volume", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer.", + "in": "query", + "name": "total_volume.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "total_volume.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "total_volume.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "total_volume.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "total_volume.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "adf_short_volume": 0, + "adf_short_volume_exempt": 0, + "date": "2025-03-25", + "exempt_volume": 1, + "nasdaq_carteret_short_volume": 179943, + "nasdaq_carteret_short_volume_exempt": 1, + "nasdaq_chicago_short_volume": 1, + "nasdaq_chicago_short_volume_exempt": 0, + "non_exempt_volume": 181218, + "nyse_short_volume": 1275, + "nyse_short_volume_exempt": 0, + "short_volume": 181219, + "short_volume_ratio": 31.57, + "ticker": "A", + "total_volume": 574084 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "adf_short_volume": { + "description": "Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume.", + "format": "int64", + "type": "integer" + }, + "adf_short_volume_exempt": { + "description": "Short volume reported via ADF that was marked as exempt.", + "format": "int64", + "type": "integer" + }, + "date": { + "description": "The date of trade activity reported in the format YYYY-MM-DD", + "type": "string" + }, + "exempt_volume": { + "description": "Portion of short volume that was marked as exempt from regulation SHO.", + "format": "int64", + "type": "integer" + }, + "nasdaq_carteret_short_volume": { + "description": "Short volume reported from Nasdaq's Carteret facility, excluding exempt volume.", + "format": "int64", + "type": "integer" + }, + "nasdaq_carteret_short_volume_exempt": { + "description": "Short volume from Nasdaq Carteret that was marked as exempt.", + "format": "int64", + "type": "integer" + }, + "nasdaq_chicago_short_volume": { + "description": "Short volume reported from Nasdaq's Chicago facility, excluding exempt volume.", + "format": "int64", + "type": "integer" + }, + "nasdaq_chicago_short_volume_exempt": { + "description": "Short volume from Nasdaq Chicago that was marked as exempt.", + "format": "int64", + "type": "integer" + }, + "non_exempt_volume": { + "description": "Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume).", + "format": "int64", + "type": "integer" + }, + "nyse_short_volume": { + "description": "Short volume reported from NYSE facilities, excluding exempt volume.", + "format": "int64", + "type": "integer" + }, + "nyse_short_volume_exempt": { + "description": "Short volume from NYSE facilities that was marked as exempt.", + "format": "int64", + "type": "integer" + }, + "short_volume": { + "description": "Total number of shares sold short across all venues for the ticker on the given date.", + "format": "int64", + "type": "integer" + }, + "short_volume_ratio": { + "description": "The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100.", + "format": "float", + "type": "number" + }, + "ticker": { + "description": "The primary ticker symbol for the stock.", + "type": "string" + }, + "total_volume": { + "description": "Total reported volume across all venues for the ticker on the given date.", + "format": "int64", + "type": "integer" + } + }, + "required": [ + "date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/v1/splits": { + "get": { + "description": "Contains historical stock split and reverse split events for US equities with historical adjustment factors for price normalization.", + "operationId": "get_stocks_v1_splits", + "parameters": [ + { + "description": "Stock symbol for the company that executed the split", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Date when the stock split was applied and shares adjusted Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "execution_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "execution_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "execution_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "execution_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "execution_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend)", + "in": "query", + "name": "adjustment_type", + "schema": { + "enum": [ + "forward_split", + "reverse_split", + "stock_dividend" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "adjustment_type.any_of", + "schema": { + "enum": [ + "forward_split", + "reverse_split", + "stock_dividend" + ], + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'execution_date' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "execution_date.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": 1, + "results": [ + { + "adjustment_type": "forward_split", + "execution_date": "2005-02-28", + "historical_adjustment_factor": 0.017857, + "id": "E90a77bdf742661741ed7c8fc086415f0457c2816c45899d73aaa88bdc8ff6025", + "split_from": 1, + "split_to": 2, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "adjustment_type": { + "description": "Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend)", + "type": "string" + }, + "execution_date": { + "description": "Date when the stock split was applied and shares adjusted", + "format": "date", + "type": "string" + }, + "historical_adjustment_factor": { + "description": "Cumulative adjustment factor used to offset split effects on historical prices. To adjust a historical price for splits: for a price on date D, find the first split whose `execution_date` is after date D and multiply the unadjusted price by the `historical_adjustment_factor`.", + "format": "double", + "type": "number" + }, + "id": { + "description": "Unique identifier for each stock split event", + "type": "string" + }, + "split_from": { + "description": "Denominator of the split ratio (old shares)", + "format": "double", + "type": "number" + }, + "split_to": { + "description": "Numerator of the split ratio (new shares)", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "Stock symbol for the company that executed the split", + "type": "string" + } + }, + "required": [ + "adjustment_type" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/stocks/vX/float": { + "get": { + "description": "Contains free float data for US-listed securities, showing the most recent available number of shares available for public trading and the percentage of total shares outstanding.", + "operationId": "get_stocks_vX_float", + "parameters": [ + { + "description": "The primary ticker symbol for the stock.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. Value must be a floating point number.", + "in": "query", + "name": "free_float_percent", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "free_float_percent.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "free_float_percent.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "free_float_percent.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "free_float_percent.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": 1, + "results": [ + { + "effective_date": "2025-11-01", + "free_float": 15000000000, + "free_float_percent": 98.5, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "effective_date": { + "description": "The effective date of the free float measurement.", + "format": "date", + "type": "string" + }, + "free_float": { + "description": "Number of shares freely tradable in the market. Free float shares represent the portion of a company's outstanding shares that is freely tradable in the market, excluding any holdings considered strategic, controlling, or long term. This excludes insiders, directors, founders, 5 percent plus shareholders, cross holdings, government stakes except pensions, restricted or locked up shares, employee plans, and any entities with board influence, leaving only shares that are genuinely available for public trading.", + "format": "int64", + "type": "integer" + }, + "free_float_percent": { + "description": "Percentage of total shares outstanding that are available for public trading, rounded to two decimal places.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The primary ticker symbol for the stock.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/tmx/v1/corporate-events": { + "get": { + "description": "Contains corporate events and announcements for publicly traded companies, including earnings releases, conferences, dividends, and business updates sourced from TMX.", + "operationId": "get_tmx_v1_corporate-events", + "parameters": [ + { + "description": "Scheduled date of the corporate event, formatted as YYYY-MM-DD.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop.", + "in": "query", + "name": "type", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "type.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "type.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "type.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "type.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "type.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed.", + "in": "query", + "name": "status", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "status.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "status.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "status.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "status.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "status.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The company's stock symbol.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Standard international identifier for the company's common stock.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "isin.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "isin.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "isin.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "isin.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "isin.lte", + "schema": { + "type": "string" + } + }, + { + "description": "MIC (Market Identifier Code) of the exchange where the company's stock is listed.", + "in": "query", + "name": "trading_venue", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "trading_venue.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "trading_venue.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "trading_venue.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "trading_venue.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "trading_venue.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Unique numeric identifier for the company used by TMX. Value must be an integer.", + "in": "query", + "name": "tmx_company_id", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than the value. Value must be an integer.", + "in": "query", + "name": "tmx_company_id.gt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer.", + "in": "query", + "name": "tmx_company_id.gte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than the value. Value must be an integer.", + "in": "query", + "name": "tmx_company_id.lt", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer.", + "in": "query", + "name": "tmx_company_id.lte", + "schema": { + "format": "int64", + "type": "integer" + } + }, + { + "description": "The unique alphanumeric identifier for the event record used by TMX.", + "in": "query", + "name": "tmx_record_id", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "tmx_record_id.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "tmx_record_id.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "tmx_record_id.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "tmx_record_id.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "tmx_record_id.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "company_name": "Rollins Inc.", + "date": "2025-07-23", + "isin": "US7757111049", + "name": "Q2 2025 Earnings Announcement-After Mkt", + "status": "unconfirmed", + "ticker": "ROL", + "tmx_company_id": "2208", + "tmx_record_id": "4XMW4E9G", + "trading_venue": "XNYS", + "type": "earnings_announcement_date" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "company_name": { + "description": "Full name of the company.", + "type": "string" + }, + "date": { + "description": "Scheduled date of the corporate event, formatted as YYYY-MM-DD.", + "type": "string" + }, + "isin": { + "description": "Standard international identifier for the company's common stock.", + "type": "string" + }, + "name": { + "description": "Name or title of the event.", + "type": "string" + }, + "status": { + "description": "The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed.", + "type": "string" + }, + "ticker": { + "description": "The company's stock symbol.", + "type": "string" + }, + "tmx_company_id": { + "description": "Unique numeric identifier for the company used by TMX.", + "format": "int64", + "type": "integer" + }, + "tmx_record_id": { + "description": "The unique alphanumeric identifier for the event record used by TMX.", + "type": "string" + }, + "trading_venue": { + "description": "MIC (Market Identifier Code) of the exchange where the company's stock is listed.", + "type": "string" + }, + "type": { + "description": "The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop.", + "type": "string" + }, + "url": { + "description": "URL linking to the primary public source of the event announcement, if available.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/v1/conversion/{from}/{to}": { + "get": { + "description": "Get currency conversions using the latest market conversion rates. Note than you can convert in both directions. For example USD to CAD or CAD to USD.", + "operationId": "GetCurrencyConversion", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The amount to convert, with a decimal.", + "example": 100, + "in": "query", + "name": "amount", + "schema": { + "default": 1, + "type": "number" + } + }, + { + "description": "The decimal precision of the conversion. Defaults to 2 which is 2 decimal places accuracy.", + "example": 2, + "in": "query", + "name": "precision", + "schema": { + "default": 2, + "enum": [ + 0, + 1, + 2, + 3, + 4 + ], + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "converted": 73.14, + "from": "AUD", + "initialAmount": 100, + "last": { + "ask": 1.3673344, + "bid": 1.3672596, + "exchange": 48, + "timestamp": 1605555313000 + }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", + "status": "success", + "symbol": "AUD/USD", + "to": "USD" + }, + "schema": { + "properties": { + "converted": { + "description": "The result of the conversion.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The \"from\" currency symbol.", + "type": "string" + }, + "initialAmount": { + "description": "The amount to convert.", + "format": "double", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "last": { + "description": "Contains the requested quote data for the specified forex currency pair.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "exchange", + "timestamp", + "ask", + "bid" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "to": { + "description": "The \"to\" currency symbol.", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "from", + "to", + "symbol", + "initialAmount", + "converted" + ], + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n1.3673344,1.3672596,48,1605555313000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair, plus the converted amount for the requested amount." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Real-time Currency Conversion", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/historic/crypto/{from}/{to}/{date}": { + "get": { + "description": "Get historic trade ticks for a cryptocurrency pair.\n", + "operationId": "DeprecatedGetHistoricCryptoTrades", + "parameters": [ + { + "description": "The \"from\" symbol of the crypto pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the crypto pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "offset", + "schema": { + "type": "integer" + } + }, + { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "day": "2020-10-14T00:00:00.000Z", + "map": { + "c": "conditions", + "p": "price", + "s": "size", + "t": "timestamp", + "x": "exchange" + }, + "msLatency": 1, + "status": "success", + "symbol": "BTC-USD", + "ticks": [ + { + "c": [ + 2 + ], + "p": 15482.89, + "s": 0.00188217, + "t": 1604880000067, + "x": 1 + }, + { + "c": [ + 2 + ], + "p": 15482.11, + "s": 0.00161739, + "t": 1604880000167, + "x": 1 + } + ], + "type": "crypto" + }, + "schema": { + "allOf": [ + { + "description": "The status of this request's response.", + "type": "string" + }, + { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "symbol", + "ticks" + ], + "type": "object" + } + ] + } + } + }, + "description": "An array of crypto trade ticks." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Historic Crypto Trades", + "tags": [ + "default" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Trades v3", + "path": "get_v3_trades__cryptoticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/historic/forex/{from}/{to}/{date}": { + "get": { + "description": "Get historic ticks for a forex currency pair.\n", + "operationId": "DeprecatedGetHistoricForexQuotes", + "parameters": [ + { + "description": "The \"from\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `from` would be **USD**.\n", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the currency pair.\n\nExample: For **USD/JPY** the `to` would be **JPY**.\n", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the historic ticks to retrieve.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "offset", + "schema": { + "type": "integer" + } + }, + { + "description": "Limit the size of the response, max 10000.", + "example": 100, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "day": "2020-10-14", + "map": { + "ap": "ask", + "bp": "bid", + "t": "timestamp" + }, + "msLatency": "0", + "pair": "AUD/USD", + "status": "success", + "ticks": [ + { + "ap": 0.71703, + "bp": 0.71701, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71703, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + }, + { + "ap": 0.71702, + "bp": 0.717, + "t": 1602633600000, + "x": 48 + } + ], + "type": "forex" + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "day": { + "description": "The date that was evaluated from the request.", + "format": "date", + "type": "string" + }, + "map": { + "description": "A map for shortened result keys.", + "type": "object" + }, + "msLatency": { + "description": "The milliseconds of latency for the query results.", + "type": "integer" + }, + "pair": { + "description": "The currency pair that was evaluated from the request.", + "type": "string" + }, + "ticks": { + "items": { + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "x", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "required": [ + "day", + "map", + "msLatency", + "pair", + "ticks" + ], + "type": "object" + } + ] + } + } + }, + "description": "An array of forex ticks" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Historic Forex Ticks", + "tags": [ + "default" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Quotes (BBO) v3", + "path": "get_v3_quotes__fxticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/indicators/ema/{cryptoTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "GetCryptoEMA", + "parameters": [ + { + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/ema/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the EMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "schema": { + "type": "string" + } + } + }, + "description": "Exponential Moving Average (EMA) data for each period." + } + }, + "summary": "Exponential Moving Average (EMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/ema/{fxTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "GetForexEMA", + "parameters": [ + { + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "C:EURUSD", + "in": "path", + "name": "fxTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/ema/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the EMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "schema": { + "type": "string" + } + } + }, + "description": "Exponential Moving Average (EMA) data for each period." + } + }, + "summary": "Exponential Moving Average (EMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/ema/{indicesTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "GetIndicesEMA", + "parameters": [ + { + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The value in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close values to \ncalculate the exponential moving average (EMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/ema/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01MA", + "request_id": "b9201816341441eed663a90443c0623a", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366449650?limit=226&sort=desc" + }, + "values": [ + { + "timestamp": 1687237200000, + "value": 14452.002555459003 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the EMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + } + }, + "description": "Exponential Moving Average (EMA) data for each period." + } + }, + "summary": "Exponential Moving Average (EMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/ema/{optionsTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "GetOptionsEMA", + "parameters": [ + { + "description": "The ticker symbol for which to get exponential moving average (EMA) data.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/ema/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the EMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,286.1730473491824 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,285.60990642465924 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,285.023780156278 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,284.4137303667383 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,282.43007426223943 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.7141043158811 O:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,286.0778649309446 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,283.77878058578887 O:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,283.11791448724966 O:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.7544192473781", + "schema": { + "type": "string" + } + } + }, + "description": "Exponential Moving Average (EMA) data for each period." + } + }, + "summary": "Exponential Moving Average (EMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/ema/{stockTicker}": { + "get": { + "description": "Get the exponential moving average (EMA) for a ticker symbol over a given time range.", + "operationId": "GetStocksEMA", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol for which to get exponential moving average (EMA) data. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the exponential moving average are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the exponential moving average (EMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the exponential moving average. i.e. 'close' will result in using close prices to \ncalculate the exponential moving average (EMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/ema/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the EMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.17972071441582\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,160.92194334973746\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,162.5721451116157\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,162.93345715698777\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,161.72552880161066\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,162.18657079351314\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.53481135582055\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,159.78118646009983\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,160.48735733602226\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,161.29590022115534\n", + "schema": { + "type": "string" + } + } + }, + "description": "Exponential Moving Average (EMA) data for each period." + } + }, + "summary": "Exponential Moving Average (EMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/indicators/macd/{cryptoTicker}": { + "get": { + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "GetCryptoMACD", + "parameters": [ + { + "description": "The ticker symbol for which to get MACD data.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, + "type": "integer" + } + }, + { + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate MACD data. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/macd/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "histogram": 38.3801666667, + "signal": 106.9811666667, + "timestamp": 1517562000016, + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the MACD indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Each entry in the values array represents MACD indicator data for a specific timestamp and includes:", + "items": { + "properties": { + "histogram": { + "description": "The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MACDResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,-200.79662915774315,-281.5009533935604,80.70432423581724\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,-264.55324270273195,-316.4388906203941,51.88564791766214\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,-317.75700272815084,-339.5909474061525,21.83394467800167\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,-350.23805379084297,-345.0494335756529,-5.188620215190042\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,-347.75055091027025,-343.7522785218554,-3.9982723884148754\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,-339.51740285673077,-342.7527104247516,3.2353075680208576\nX:BTCUSD,11337.77105153,19346.509,0,19527.23,19487.24,19640,18846.95,1664409600000,142239,,0,,0,0,0,0,0,false,1664409600000,-130.70646519456568,-232.81921860513586,102.11275341057018\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,-165.73322121465026,-258.3474069577784,92.61418574312813\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,-242.62960978099727,-301.6770344525147,59.04742467151743\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,-288.68772337443806,-329.4103025998096,40.72257922537153\n", + "schema": { + "type": "string" + } + } + }, + "description": "Moving Average Convergence/Divergence (MACD) data for each period." + } + }, + "summary": "Moving Average Convergence/Divergence (MACD)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/macd/{fxTicker}": { + "get": { + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "GetForexMACD", + "parameters": [ + { + "description": "The ticker symbol for which to get MACD data.", + "example": "C:EURUSD", + "in": "path", + "name": "fxTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, + "type": "integer" + } + }, + { + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/macd/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "histogram": 38.3801666667, + "signal": 106.9811666667, + "timestamp": 1517562000016, + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the MACD indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Each entry in the values array represents MACD indicator data for a specific timestamp and includes:", + "items": { + "properties": { + "histogram": { + "description": "The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MACDResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nC:USDAUD,687,1.5442,0,1.53763,1.5386983,1.5526022,1.537279,1664409600000,687,,0,,0,0,0,0,0,false,1664409600000,0.0160095063995076,0.016240853664654657,-0.0002313472651470569\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,0.019060448457087098,0.015690709670065223,0.0033697387870218753\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,0.017190795754692623,0.013971241529748895,0.003219554224943728\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,0.014349509127189686,0.010792069356789809,0.0035574397703998766\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,0.0169083298713677,0.016298690480941423,0.0006096393904262767\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,0.017968564486413374,0.016146280633334852,0.001822283853078522\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,0.018356408747553177,0.014848274973309752,0.0035081337742434247\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,0.016441299960100686,0.01316635297351296,0.0032749469865877255\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,0.015245524601038118,0.012347616226866026,0.002897908374172092\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,0.014947418239455779,0.011623139133323003,0.0033242791061327756\n", + "schema": { + "type": "string" + } + } + }, + "description": "Moving Average Convergence/Divergence (MACD) data for each period." + } + }, + "summary": "Moving Average Convergence/Divergence (MACD)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/macd/{indicesTicker}": { + "get": { + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "GetIndicesMACD", + "parameters": [ + { + "description": "The ticker symbol for which to get MACD data.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, + "type": "integer" + } + }, + { + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The value in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close values to \ncalculate the MACD.", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/macd/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MTUwODAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0yJmxvbmdfd2luZG93PTI2Jm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2Umc2hvcnRfd2luZG93PTEyJnNpZ25hbF93aW5kb3c9OSZ0aW1lc3Bhbj1kYXkmdGltZXN0YW1wLmx0PTE2ODcyMTkyMDAwMDA", + "request_id": "2eeda0be57e83cbc64cc8d1a74e84dbd", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366537196?limit=121&sort=desc" + }, + "values": [ + { + "histogram": -4.7646219788108795, + "signal": 220.7596784587801, + "timestamp": 1687237200000, + "value": 215.9950564799692 + }, + { + "histogram": 3.4518937661882205, + "signal": 221.9508339534828, + "timestamp": 1687219200000, + "value": 225.40272771967102 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the MACD indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Each entry in the values array represents MACD indicator data for a specific timestamp and includes:", + "items": { + "properties": { + "histogram": { + "description": "The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MACDResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + } + }, + "description": "Moving Average Convergence/Divergence (MACD) data for each period." + } + }, + "summary": "Moving Average Convergence/Divergence (MACD)", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/macd/{optionsTicker}": { + "get": { + "description": "Get moving average convergence/divergence (MACD) for a ticker symbol over a given time range.", + "operationId": "GetOptionsMACD", + "parameters": [ + { + "description": "The ticker symbol for which to get MACD data.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, + "type": "integer" + } + }, + { + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/macd/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "histogram": 38.3801666667, + "signal": 106.9811666667, + "timestamp": 1517562000016, + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the MACD indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Each entry in the values array represents MACD indicator data for a specific timestamp and includes:", + "items": { + "properties": { + "histogram": { + "description": "The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MACDResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,-0.05105556065990413,3.5771695836806834,-3.6282251443405875\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,4.047960862047148,5.247666286053219,-1.199705424006071\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,5.255380647906861,6.466477305754766,-1.2110966578479045\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,5.591072756938104,6.769251470216741,-1.178178713278637\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,1.4304642046162712,4.48422586976583,-3.053761665149559\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,4.32835898317461,5.547592642054737,-1.2192336588801274\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,4.623290999840208,5.852401056774768,-1.2291100569345605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,4.932483632022979,6.159678571008409,-1.2271949389854298\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,5.93821326327344,7.063796148536399,-1.1255828852629595\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,6.294916771166584,7.345191869852139,-1.050275098685555\n", + "schema": { + "type": "string" + } + } + }, + "description": "Moving Average Convergence/Divergence (MACD) data for each period." + } + }, + "summary": "Moving Average Convergence/Divergence (MACD)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/macd/{stockTicker}": { + "get": { + "description": "Get moving average convergence/divergence (MACD) data for a ticker symbol over a given time range.", + "operationId": "GetStocksMACD", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol for which to get moving average convergence/divergence (MACD) data. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the MACD are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The short window size used to calculate MACD data.", + "example": 12, + "in": "query", + "name": "short_window", + "schema": { + "default": 12, + "type": "integer" + } + }, + { + "description": "The long window size used to calculate MACD data.", + "example": 26, + "in": "query", + "name": "long_window", + "schema": { + "default": 26, + "type": "integer" + } + }, + { + "description": "The window size used to calculate the MACD signal line.", + "example": 9, + "in": "query", + "name": "signal_window", + "schema": { + "default": 9, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the MACD. i.e. 'close' will result in using close prices to \ncalculate the MACD.", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/macd/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "histogram": 38.3801666667, + "signal": 106.9811666667, + "timestamp": 1517562000016, + "value": 145.3613333333 + }, + { + "histogram": 41.098859136, + "signal": 102.7386283473, + "timestamp": 1517562001016, + "value": 143.8374874833 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the MACD indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Each entry in the values array represents MACD indicator data for a specific timestamp and includes:", + "items": { + "properties": { + "histogram": { + "description": "The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "signal": { + "description": "The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + }, + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MACDResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value,signal,histogram\nAAPL,1.27842348E+08,142.9013,0,146.1,142.48,146.72,140.68,1664424000000,1061605,,0,,0,0,0,0,0,false,1664424000000,-5.413804946923619,-3.8291158739479005,-1.5846890729757188\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,-4.63165683097526,-3.098305244715017,-1.5333515862602427\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,-4.581291216131007,-2.7149673481499565,-1.86632386798105\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,-3.6311474313744156,-1.1648824074663984,-2.4662650239080173\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,-2.533545758578896,0.9308104167079131,-3.464356175286809\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,-4.771497049659786,-3.432943605703971,-1.3385534439558149\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,-4.349569413677017,-2.2483863811546936,-2.1011830325223233\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,-3.9559234852549707,-1.7230906230241128,-2.232832862230858\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,-3.2635802145105117,-0.548316151489394,-2.7152640630211176\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,-3.070742345502225,0.13049986426588545,-3.2012422097681106\n", + "schema": { + "type": "string" + } + } + }, + "description": "Moving Average Convergence/Divergence (MACD) data for each period." + } + }, + "summary": "Moving Average Convergence/Divergence (MACD)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/indicators/rsi/{cryptoTicker}": { + "get": { + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "GetCryptoRSI", + "parameters": [ + { + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 14, + "in": "query", + "name": "window", + "schema": { + "default": 14, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/rsi/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 82.19 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the RSI indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "RSIResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,52.040915721136884\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,44.813590401722564\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,44.813590401722564\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,45.22751170711286\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,45.22751170711286\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,37.361825384231004\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,37.361825384231004\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,50.74235333598462\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,50.74235333598462\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,39.159457782344376\n", + "schema": { + "type": "string" + } + } + }, + "description": "Relative strength index data for each period." + } + }, + "summary": "Relative Strength Index (RSI)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/rsi/{fxTicker}": { + "get": { + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "GetForexRSI", + "parameters": [ + { + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "C:EURUSD", + "in": "path", + "name": "fxTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, + "in": "query", + "name": "window", + "schema": { + "default": 14, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/rsi/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 82.19 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the RSI indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "RSIResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,65.97230488287764\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,79.3273623194404\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,79.32736231944038\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,74.64770184023104\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,64.43214811875563\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,64.43214811875563\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,81.95981214984681\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,81.95981214984683\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,74.64770184023104\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,74.98028072374902\n", + "schema": { + "type": "string" + } + } + }, + "description": "Relative strength index data for each period." + } + }, + "summary": "Relative Strength Index (RSI)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/rsi/{indicesTicker}": { + "get": { + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "GetIndicesRSI", + "parameters": [ + { + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, + "in": "query", + "name": "window", + "schema": { + "default": 14, + "type": "integer" + } + }, + { + "description": "The value in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close values to \ncalculate the relative strength index (RSI).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/rsi/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz0xNA", + "request_id": "28a8417f521f98e1d08f6ed7d1fbcad3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366658253?limit=66&sort=desc" + }, + "values": [ + { + "timestamp": 1687237200000, + "value": 73.98019439047955 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the RSI indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "RSIResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + } + }, + "description": "Relative Strength Index (RSI) data for each period." + } + }, + "summary": "Relative Strength Index (RSI)", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/rsi/{optionsTicker}": { + "get": { + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "GetOptionsRSI", + "parameters": [ + { + "description": "The ticker symbol for which to get relative strength index (RSI) data.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, + "in": "query", + "name": "window", + "schema": { + "default": 14, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/rsi/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 82.19 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the RSI indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "RSIResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,30.837887188419387\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,15.546598157051605\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,88.61520575036505\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,88.61520575036505\n", + "schema": { + "type": "string" + } + } + }, + "description": "Relative Strength Index (RSI) data for each period." + } + }, + "summary": "Relative Strength Index (RSI)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/rsi/{stockTicker}": { + "get": { + "description": "Get the relative strength index (RSI) for a ticker symbol over a given time range.", + "operationId": "GetStocksRSI", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol for which to get relative strength index (RSI) data. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the relative strength index are adjusted for splits. By default, aggregates are adjusted. Set this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the relative strength index (RSI).", + "example": 14, + "in": "query", + "name": "window", + "schema": { + "default": 14, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the relative strength index. i.e. 'close' will result in using close prices to \ncalculate the relative strength index (RSI).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/rsi/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 82.19 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the RSI indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "RSIResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,23.065352237561996\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,29.877761913419718\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,29.58201330468151\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,30.233508748331047\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,19.857312489527956\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,32.18008680069761\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,28.71109953239781\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,31.140902927103383\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,32.21491128713248\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,35.950871523070575\n", + "schema": { + "type": "string" + } + } + }, + "description": "Relative strength Index data for each period." + } + }, + "summary": "Relative Strength Index (RSI)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/indicators/sma/{cryptoTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "GetCryptoSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/sma/X:BTCUSD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.massive.com/v2/aggs/ticker/X:BTCUSD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the SMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664164800000,297389,,0,,0,0,0,0,0,false,1664164800000,19846.01135387188\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664078400000,78936,,0,,0,0,0,0,0,false,1664078400000,19902.65703099573\nX:BTCUSD,4798.38258637,18914.0766,0,18928,18784.41,19184.3,18636,1664064000000,78936,,0,,0,0,0,0,0,false,1664064000000,19948.29976695474\nX:BTCUSD,15457.24362826,19317.486,0,19529.04,19475.84,19651.2772302,18846.67,1664409600000,191936,,0,,0,0,0,0,0,false,1664409600000,19751.714760699124\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664337600000,225076,,0,,0,0,0,0,0,false,1664337600000,19762.974955013375\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664251200000,183075,,0,,0,0,0,0,0,false,1664251200000,19791.86053850303\nX:BTCUSD,2868.09828007,19069.8521,0,19210.31,18925.87,19400,18805.1,1663992000000,58721,,0,,0,0,0,0,0,false,1663992000000,19995.805471728403\nX:BTCUSD,23180.93663313,19103.9189,0,19090,19416.20352522,19791,18461,1664323200000,225076,,0,,0,0,0,0,0,false,1664323200000,19777.128890923308\nX:BTCUSD,17479.00092209,19776.6697,0,19228.2,19141.78,20372.17374536,18821.55,1664236800000,183075,,0,,0,0,0,0,0,false,1664236800000,19818.394438033767\nX:BTCUSD,55188.33773657,18970.3019,0,18816.66899332,19165.98,19333,18690,1664150400000,297389,,0,,0,0,0,0,0,false,1664150400000,19873.767735662568\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{fxTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "GetForexSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "C:EURUSD", + "in": "path", + "name": "fxTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/sma/C:USDAUD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.massive.com/v2/aggs/ticker/C:USDAUD/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the SMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664323200000,685,,0,,0,0,0,0,0,false,1664323200000,1.4915199239999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664164800000,550,,0,,0,0,0,0,0,false,1664164800000,1.4863299679999997\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664078400000,10,,0,,0,0,0,0,0,false,1664078400000,1.4826388699999997\nC:USDAUD,686,1.5442,0,1.53763,1.5404,1.5526022,1.537279,1664409600000,686,,0,,0,0,0,0,0,false,1664409600000,1.4942168479999998\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664251200000,536,,0,,0,0,0,0,0,false,1664251200000,1.4900704799999993\nC:USDAUD,536,1.5459,0,1.5446162,1.5550165,1.5587,1.5364287,1664236800000,536,,0,,0,0,0,0,0,false,1664236800000,1.4882634499999994\nC:USDAUD,550,1.5405,0,1.5298,1.54531,1.5526263,1.5298,1664150400000,550,,0,,0,0,0,0,0,false,1664150400000,1.4845906159999998\nC:USDAUD,10,1.5312,0,1.5324261,1.53107,1.5326375,1.5301,1664064000000,10,,0,,0,0,0,0,0,false,1664064000000,1.4809719239999999\nC:USDAUD,1,1.5314,0,1.5313936,1.5313936,1.5313936,1.5313936,1663977600000,1,,0,,0,0,0,0,0,false,1663977600000,1.4794745239999998\nC:USDAUD,685,1.5537,0,1.5539533,1.5371372,1.5705737,1.5316281,1664337600000,685,,0,,0,0,0,0,0,false,1664337600000,1.4928357579999996\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{indicesTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "GetIndicesSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The value in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close values to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/sma/I:NDX?cursor=YWRqdXN0ZWQ9dHJ1ZSZhcD0lN0IlMjJ2JTIyJTNBMCUyQyUyMm8lMjIlM0EwJTJDJTIyYyUyMiUzQTE1MDg0Ljk5OTM4OTgyMDAzJTJDJTIyaCUyMiUzQTAlMkMlMjJsJTIyJTNBMCUyQyUyMnQlMjIlM0ExNjg3MjE5MjAwMDAwJTdEJmFzPSZleHBhbmRfdW5kZXJseWluZz1mYWxzZSZsaW1pdD0xJm9yZGVyPWRlc2Mmc2VyaWVzX3R5cGU9Y2xvc2UmdGltZXNwYW49ZGF5JnRpbWVzdGFtcC5sdD0xNjg3MjM3MjAwMDAwJndpbmRvdz01Mw", + "request_id": "4cae270008cb3f947e3f92c206e3888a", + "results": { + "underlying": { + "url": "https://api.massive.com/v2/aggs/ticker/I:NDX/range/1/day/1678338000000/1687366378997?limit=240&sort=desc" + }, + "values": [ + { + "timestamp": 1687237200000, + "value": 14362.676417589264 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the SMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{optionsTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "GetOptionsSMA", + "parameters": [ + { + "description": "The ticker symbol for which to get simple moving average (SMA) data.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/sma/O:SPY241220P00720000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.massive.com/v2/aggs/ticker/O:SPY241220P00720000/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the SMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649304000000,1,,0,,0,0,0,0,0,false,1649304000000,286.0121999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649131200000,1,,0,,0,0,0,0,0,false,1649131200000,284.61099999999965\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648699200000,1,,0,,0,0,0,0,0,false,1648699200000,282.50919999999974\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648612800000,1,,0,,0,0,0,0,0,false,1648612800000,281.80859999999973\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648526400000,1,,0,,0,0,0,0,0,false,1648526400000,281.1079999999998\nO:SPY241220P00720000,3,277.8267,0,277.82,277.83,277.83,277.82,1649649600000,2,,0,,0,0,0,0,0,false,1649649600000,285.4949999999996\nO:SPY241220P00720000,2,270.49,0,270.49,270.49,270.49,270.49,1649390400000,1,,0,,0,0,0,0,0,false,1649390400000,285.6801999999996\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649217600000,1,,0,,0,0,0,0,0,false,1649217600000,285.31159999999966\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1649044800000,1,,0,,0,0,0,0,0,false,1649044800000,283.9103999999997\nO:SPY241220P00720000,1,299.97,0,299.97,299.97,299.97,299.97,1648785600000,1,,0,,0,0,0,0,0,false,1648785600000,283.2097999999997\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v1/indicators/sma/{stockTicker}": { + "get": { + "description": "Get the simple moving average (SMA) for a ticker symbol over a given time range.", + "operationId": "GetStocksSMA", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol for which to get simple moving average (SMA) data. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The size of the aggregate time window.", + "example": "day", + "in": "query", + "name": "timespan", + "schema": { + "default": "day", + "enum": [ + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "Whether or not the aggregates used to calculate the simple moving average are adjusted for splits. By default, aggregates are adjusted.\nSet this to false to get results that are NOT adjusted for splits.", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "default": true, + "type": "boolean" + } + }, + { + "description": "The window size used to calculate the simple moving average (SMA). i.e. a window size of 10 with daily aggregates would result in a 10 day moving average.", + "example": 50, + "in": "query", + "name": "window", + "schema": { + "default": 50, + "type": "integer" + } + }, + { + "description": "The price in the aggregate which will be used to calculate the simple moving average. i.e. 'close' will result in using close prices to \ncalculate the simple moving average (SMA).", + "example": "close", + "in": "query", + "name": "series_type", + "schema": { + "default": "close", + "enum": [ + "open", + "high", + "low", + "close" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the aggregates used to calculate this indicator in the response.", + "in": "query", + "name": "expand_underlying", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "The order in which to return the results, ordered by timestamp.", + "example": "desc", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 5000", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 5000, + "type": "integer" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v1/indicators/sma/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": { + "underlying": { + "aggregates": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/2003-01-01/2022-07-25" + }, + "values": [ + { + "timestamp": 1517562000016, + "value": 140.139 + } + ] + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results of the SMA indicator calculation.", + "properties": { + "underlying": { + "description": "The underlying aggregates used.", + "properties": { + "aggregates": { + "description": "The array of aggregates used in the calculation of this indicator.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix Msec timestamp for the start of the aggregate window.", + "format": "float", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "float", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "float", + "type": "number" + } + }, + "required": [ + "v", + "vw", + "o", + "c", + "h", + "l", + "t", + "n" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Aggregate", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "url": { + "description": "The URL which can be used to request the underlying aggregates used in this request.", + "type": "string" + } + }, + "type": "object" + }, + "values": { + "description": "Timestamp or indicator value.", + "items": { + "properties": { + "timestamp": { + "description": "The Unix Msec timestamp from the last aggregate used in this calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "IMicroseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "value": { + "description": "The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters.", + "format": "float", + "type": "number", + "x-polygon-go-type": { + "name": "*float64" + } + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "SMAResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id", + "status", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "aggregate_T,aggregate_v,aggregate_vw,aggregate_a,aggregate_o,aggregate_c,aggregate_h,aggregate_l,aggregate_t,aggregate_n,aggregate_m,aggregate_x,aggregate_g,aggregate_op,aggregate_z,aggregate_av,aggregate_s,aggregate_e,aggregate_otc,timestamp,value\nAAPL,1.27849501E+08,142.9012,0,146.1,142.48,146.72,140.68,1664424000000,1061692,,0,,0,0,0,0,0,false,1664424000000,164.19240000000005\nAAPL,1.46755122E+08,147.599,0,147.64,149.84,150.6414,144.84,1664337600000,1140818,,0,,0,0,0,0,0,false,1664337600000,164.40360000000007\nAAPL,8.4461761E+07,152.1354,0,152.74,151.76,154.72,149.945,1664251200000,683781,,0,,0,0,0,0,0,false,1664251200000,164.42680000000007\nAAPL,9.3339409E+07,151.5222,0,149.66,150.77,153.7701,149.64,1664164800000,747666,,0,,0,0,0,0,0,false,1664164800000,164.33300000000006\nAAPL,9.3308449E+07,156.1877,0,157.34,153.72,158.61,153.6,1663732800000,712645,,0,,0,0,0,0,0,false,1663732800000,164.13680000000005\nAAPL,9.6031641E+07,150.0222,0,151.19,150.43,151.47,148.56,1663905600000,766888,,0,,0,0,0,0,0,false,1663905600000,164.32100000000005\nAAPL,8.6651514E+07,152.5709,0,152.38,152.74,154.47,150.91,1663819200000,686866,,0,,0,0,0,0,0,false,1663819200000,164.28180000000003\nAAPL,1.07691097E+08,156.1317,0,153.4,156.9,158.08,153.08,1663646400000,792177,,0,,0,0,0,0,0,false,1663646400000,163.97960000000006\nAAPL,8.1599225E+07,152.5505,0,149.31,154.48,154.56,149.1,1663560000000,671961,,0,,0,0,0,0,0,false,1663560000000,163.73900000000006\nAAPL,1.64879031E+08,150.2387,0,151.21,150.7,151.35,148.37,1663300800000,850358,,0,,0,0,0,0,0,false,1663300800000,163.59020000000007\n", + "schema": { + "type": "string" + } + } + }, + "description": "Simple Moving Average (SMA) data for each period." + } + }, + "summary": "Simple Moving Average (SMA)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/last/crypto/{from}/{to}": { + "get": { + "description": "Get the last trade tick for a cryptocurrency pair.", + "operationId": "GetLastCryptoTrade", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "last": { + "conditions": [ + 1 + ], + "exchange": 4, + "price": 16835.42, + "size": 0.006909, + "timestamp": 1605560885027 + }, + "request_id": "d2d779df015fe2b7fbb8e58366610ef7", + "status": "success", + "symbol": "BTC-USD" + }, + "schema": { + "properties": { + "last": { + "description": "Contains the requested trade data for the specified cryptocurrency pair.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "exchange", + "price", + "size", + "timestamp" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeCrypto" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "symbol" + ], + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,price,size,timestamp\n1,4,16835.42,0.006909,1605560885027\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Trade for a Crypto Pair", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/last_quote/currencies/{from}/{to}": { + "get": { + "description": "Get the last quote tick for a forex currency pair.", + "operationId": "GetLastCurrencyQuote", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "AUD", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "last": { + "ask": 0.73124, + "bid": 0.73122, + "exchange": 48, + "timestamp": 1605557756000 + }, + "request_id": "a73a29dbcab4613eeaf48583d3baacf0", + "status": "success", + "symbol": "AUD/USD" + }, + "schema": { + "properties": { + "last": { + "description": "Contains the requested quote data for the specified forex currency pair.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "timestamp": { + "description": "The Unix millisecond timestamp.", + "type": "integer", + "x-polygon-go-type": { + "name": "IMilliseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "ask", + "bid", + "exchange", + "timestamp" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteCurrencies" + } + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "symbol" + ], + "type": "object" + } + }, + "text/csv": { + "example": "ask,bid,exchange,timestamp\n0.73124,0.73122,48,1605557756000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last quote tick for this currency pair." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Last Quote for a Currency Pair", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v1/marketstatus/now": { + "get": { + "description": "Get the current trading status of the exchanges and overall financial markets.", + "operationId": "GetMarketStatus", + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": true, + "currencies": { + "crypto": "open", + "fx": "open" + }, + "earlyHours": false, + "exchanges": { + "nasdaq": "extended-hours", + "nyse": "extended-hours", + "otc": "closed" + }, + "market": "extended-hours", + "serverTime": "2020-11-10T17:37:37-05:00" + }, + "schema": { + "properties": { + "afterHours": { + "description": "Whether or not the market is in post-market hours.", + "type": "boolean", + "x-polygon-go-type": { + "name": "*bool" + } + }, + "currencies": { + "description": "Contains the status of various currency markets.", + "properties": { + "crypto": { + "description": "The status of the crypto market.", + "type": "string" + }, + "fx": { + "description": "The status of the forex market.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Currencies" + } + }, + "earlyHours": { + "description": "Whether or not the market is in pre-market hours.", + "type": "boolean", + "x-polygon-go-type": { + "name": "*bool" + } + }, + "exchanges": { + "description": "Contains the status of different US stock exchanges (e.g., Nasdaq, NYSE).", + "properties": { + "nasdaq": { + "description": "The status of the Nasdaq market.", + "type": "string" + }, + "nyse": { + "description": "The status of the NYSE market.", + "type": "string" + }, + "otc": { + "description": "The status of the OTC market.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Exchanges" + } + }, + "indicesGroups": { + "description": "Contains the status of various index groups (e.g., MSCI, FTSE Russell).", + "properties": { + "cccy": { + "description": "The status of Cboe Streaming Market Indices Cryptocurrency (\"CCCY\") indices trading hours.", + "type": "string" + }, + "cgi": { + "description": "The status of Cboe Global Indices (\"CGI\") trading hours.", + "type": "string" + }, + "dow_jones": { + "description": "The status of Dow Jones indices trading hours", + "type": "string" + }, + "ftse_russell": { + "description": "The status of Financial Times Stock Exchange Group (\"FTSE\") Russell indices trading hours.", + "type": "string" + }, + "msci": { + "description": "The status of Morgan Stanley Capital International (\"MSCI\") indices trading hours.", + "type": "string" + }, + "mstar": { + "description": "The status of Morningstar (\"MSTAR\") indices trading hours.", + "type": "string" + }, + "mstarc": { + "description": "The status of Morningstar Customer (\"MSTARC\") indices trading hours.", + "type": "string" + }, + "nasdaq": { + "description": "The status of National Association of Securities Dealers Automated Quotations (\"Nasdaq\") indices trading hours.", + "type": "string" + }, + "s_and_p": { + "description": "The status of Standard & Poor's (\"S&P\") indices trading hours.", + "type": "string" + }, + "societe_generale": { + "description": "The status of Societe Generale indices trading hours.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "IndicesGroups" + } + }, + "market": { + "description": "The status of the market as a whole.", + "type": "string" + }, + "serverTime": { + "description": "The current time of the server, returned as a date-time in RFC3339 format.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "OK" + } + }, + "summary": "Market Status", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v1/marketstatus/upcoming": { + "get": { + "description": "Get upcoming market holidays and their open/close times.", + "operationId": "GetMarketHolidays", + "responses": { + "200": { + "content": { + "application/json": { + "example": [ + { + "date": "2020-11-26", + "exchange": "NYSE", + "name": "Thanksgiving", + "status": "closed" + }, + { + "date": "2020-11-26", + "exchange": "NASDAQ", + "name": "Thanksgiving", + "status": "closed" + }, + { + "date": "2020-11-26", + "exchange": "OTC", + "name": "Thanksgiving", + "status": "closed" + }, + { + "close": "2020-11-27T18:00:00.000Z", + "date": "2020-11-27", + "exchange": "NASDAQ", + "name": "Thanksgiving", + "open": "2020-11-27T14:30:00.000Z", + "status": "early-close" + }, + { + "close": "2020-11-27T18:00:00.000Z", + "date": "2020-11-27", + "exchange": "NYSE", + "name": "Thanksgiving", + "open": "2020-11-27T14:30:00.000Z", + "status": "early-close" + } + ], + "schema": { + "items": { + "properties": { + "close": { + "description": "The market close time on the holiday (if it's not closed).", + "type": "string" + }, + "date": { + "description": "The date of the holiday.", + "type": "string" + }, + "exchange": { + "description": "Which market the record is for.", + "type": "string" + }, + "name": { + "description": "The name of the holiday.", + "type": "string" + }, + "open": { + "description": "The market open time on the holiday (if it's not closed).", + "type": "string" + }, + "status": { + "description": "The status of the market on the holiday.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "MarketHoliday" + } + }, + "type": "array" + } + } + }, + "description": "OK" + } + }, + "summary": "Market Holidays", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v1/open-close/crypto/{from}/{to}/{date}": { + "get": { + "description": "Get the open, close prices of a cryptocurrency symbol on a certain day.\n", + "operationId": "GetCryptoOpenClose", + "parameters": [ + { + "description": "The \"from\" symbol of the pair.", + "example": "BTC", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The \"to\" symbol of the pair.", + "example": "USD", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date of the requested open/close in the format YYYY-MM-DD.", + "example": "2023-01-09", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "close": 11050.64, + "closingTrades": [ + { + "c": [ + 2 + ], + "i": "973323250", + "p": 11050.64, + "s": 0.006128, + "t": 1602287999795, + "x": 4 + }, + { + "c": [ + 1 + ], + "i": "105717893", + "p": 11049.4, + "s": 0.014, + "t": 1602287999659, + "x": 17 + } + ], + "day": "2020-10-09T00:00:00.000Z", + "isUTC": true, + "open": 10932.44, + "openTrades": [ + { + "c": [ + 2 + ], + "i": "511235746", + "p": 10932.44, + "s": 0.002, + "t": 1602201600056, + "x": 1 + }, + { + "c": [ + 2 + ], + "i": "511235751", + "p": 10923.76, + "s": 0.02, + "t": 1602201600141, + "x": 4 + } + ], + "symbol": "BTC-USD" + }, + "schema": { + "properties": { + "close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "closingTrades": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + }, + "day": { + "description": "The date requested.", + "format": "date", + "type": "string" + }, + "isUTC": { + "description": "Whether or not the timestamps are in UTC timezone.", + "type": "boolean" + }, + "open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "openTrades": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "x", + "c", + "t", + "i" + ], + "type": "object" + }, + "type": "array" + }, + "symbol": { + "description": "The symbol pair that was evaluated from the request.", + "type": "string" + } + }, + "required": [ + "symbol", + "isUTC", + "day", + "open", + "close", + "openTrades", + "closingTrades" + ], + "type": "object" + } + }, + "text/csv": { + "example": "isUTC,day,open,close,openTrades,closingTrades\ntrue,2020-10-09,10932.44,11050.64,\"[{\\\"s\\\":0.002,\\\"p\\\":10932.44,\\\"x\\\":1,\\\"t\\\":1602201600056,\\\"c\\\":[2],\\\"i\\\":\\\"511235746\\\"},{\\\"s\\\":0.02,\\\"p\\\":10923.76,\\\"x\\\":4,\\\"t\\\":1602201600141,\\\"c\\\":[2],\\\"i\\\":\\\"511235751\\\"}]\",\"[{\\\"s\\\":0.006128,\\\"p\\\":11050.64,\\\"x\\\":4,\\\"t\\\":1602287999795,\\\"c\\\":[2],\\\"i\\\":\\\"973323250\\\"},{\\\"s\\\":0.014,\\\"p\\\":11049.4,\\\"x\\\":17,\\\"t\\\":1602287999659,\\\"c\\\":[1],\\\"i\\\":\\\"105717893\\\"}]\"\n", + "schema": { + "type": "string" + } + } + }, + "description": "The open/close of this symbol." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Daily Open/Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v1/open-close/{indicesTicker}/{date}": { + "get": { + "description": "Get the open, close and afterhours values of a index symbol on a certain date.\n", + "operationId": "GetIndicesOpenClose", + "parameters": [ + { + "description": "The ticker symbol of Index.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date of the requested open/close in the format YYYY-MM-DD.", + "example": "2023-03-10", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": 11830.43006295237, + "close": 11830.28178808306, + "from": "2023-03-10T00:00:00.000Z", + "high": 12069.62262033557, + "low": 11789.85923449393, + "open": 12001.69552583921, + "preMarket": 12001.69552583921, + "status": "OK", + "symbol": "I:NDX" + }, + "schema": { + "properties": { + "afterHours": { + "description": "The close value of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "preMarket": { + "description": "The open value of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close" + ], + "type": "object" + } + }, + "text/csv": { + "example": "from,open,high,low,close,afterHours,preMarket\n2023-01-10,12001.69552583921,12069.62262033557,11789.85923449393,11830.28178808306,26122646,11830.43006295237,12001.69552583921\n", + "schema": { + "type": "string" + } + } + }, + "description": "The open/close of this stock symbol." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Daily Open/Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + } + }, + "/v1/open-close/{optionsTicker}/{date}": { + "get": { + "description": "Get the open, close and afterhours prices of an options contract on a certain date.\n", + "operationId": "GetOptionsOpenClose", + "parameters": [ + { + "description": "The ticker symbol of the options contract.", + "example": "O:SPY251219C00650000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date of the requested open/close in the format YYYY-MM-DD.", + "example": "2023-01-09", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": 26.35, + "close": 26.35, + "from": "2023-01-09", + "high": 26.35, + "low": 25, + "open": 25, + "preMarket": 25, + "status": "OK", + "symbol": "O:TSLA210903C00700000", + "volume": 2 + }, + "schema": { + "properties": { + "afterHours": { + "description": "The close price of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "preMarket": { + "description": "The open price of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "volume": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], + "type": "object" + } + }, + "text/csv": { + "example": "from,open,high,low,close,volume,afterHours,preMarket\n2023-01-09,25,26.35,25,26.35,2,26.35,25\n", + "schema": { + "type": "string" + } + } + }, + "description": "The open/close of this stock symbol." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Daily Open/Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + } + }, + "/v1/open-close/{stocksTicker}/{date}": { + "get": { + "description": "Get the open, close and afterhours prices of a stock symbol on a certain date.\n", + "operationId": "GetStocksOpenClose", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date of the requested open/close in the format YYYY-MM-DD.", + "example": "2023-01-09", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "afterHours": 322.1, + "close": 325.12, + "from": "2023-01-09", + "high": 326.2, + "low": 322.3, + "open": 324.66, + "preMarket": 324.5, + "status": "OK", + "symbol": "AAPL", + "volume": 26122646 + }, + "schema": { + "properties": { + "afterHours": { + "description": "The close price of the ticker symbol in after hours trading.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "from": { + "description": "The requested date.", + "format": "date", + "type": "string" + }, + "high": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "preMarket": { + "description": "The open price of the ticker symbol in pre-market trading.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "symbol": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "volume": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "status", + "from", + "symbol", + "open", + "high", + "low", + "close", + "volume" + ], + "type": "object" + } + }, + "text/csv": { + "example": "from,open,high,low,close,volume,afterHours,preMarket\n2023-01-09,324.66,326.2,322.3,325.12,26122646,322.1,324.5\n", + "schema": { + "type": "string" + } + } + }, + "description": "The open/close of this stock symbol." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Daily Open/Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v1/reference/ipos": { + "get": { + "description": "Contains comprehensive data about Initial Public Offerings (IPOs) and direct listings for US stocks, tracking both historical and pending offerings with detailed pricing, share, and timing information.", + "operationId": "get_v1_reference_ipos", + "parameters": [ + { + "description": "The ticker symbol of the IPO event.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Nine-character alphanumeric code that uniquely identifies a financial security in North America.", + "in": "query", + "name": "us_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "us_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "us_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "us_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "us_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "us_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "isin.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "isin.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "isin.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "isin.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "isin.lte", + "schema": { + "type": "string" + } + }, + { + "description": "First trading date for the newly listed entity. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "listing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "listing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "listing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "listing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "listing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The status of the IPO.", + "in": "query", + "name": "ipo_status", + "schema": { + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ipo_status.any_of", + "schema": { + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "maximum": 1001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'listing_date' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "listing_date.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "announced_date": "2024-06-01", + "currency_code": "USD", + "final_issue_price": 17, + "highest_offer_price": 17, + "ipo_status": "history", + "isin": "US75383L1026", + "issuer_name": "Rapport Therapeutics Inc.", + "last_updated": "2024-06-27", + "listing_date": "2024-06-07", + "lot_size": 100, + "lowest_offer_price": 17, + "max_shares_offered": 8000000, + "min_shares_offered": 1000000, + "primary_exchange": "XNAS", + "security_description": "Ordinary Shares", + "security_type": "CS", + "shares_outstanding": 35376457, + "ticker": "RAPP", + "total_offer_size": 136000000, + "us_code": "75383L102" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "announced_date": { + "description": "The date when the IPO event was announced.", + "format": "int64", + "type": "integer" + }, + "currency_code": { + "description": "Underlying currency of the security.", + "type": "string" + }, + "final_issue_price": { + "description": "The price set by the company and its underwriters before the IPO goes live.", + "format": "double", + "type": "number" + }, + "highest_offer_price": { + "description": "The highest price within the IPO price range that the company might use to price the shares.", + "format": "double", + "type": "number" + }, + "ipo_status": { + "description": "The status of the IPO.", + "type": "string" + }, + "isin": { + "description": "International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "type": "string" + }, + "issuer_name": { + "description": "Name of issuer.", + "type": "string" + }, + "last_updated": { + "description": "The date when the IPO event was last modified.", + "format": "int64", + "type": "integer" + }, + "listing_date": { + "description": "First trading date for the newly listed entity.", + "format": "int64", + "type": "integer" + }, + "lot_size": { + "description": "The minimum number of shares that an investor may apply for during an IPO.", + "format": "int64", + "type": "integer" + }, + "lowest_offer_price": { + "description": "The lowest price within the IPO price range that the company is willing to offer its shares to investors.", + "format": "double", + "type": "number" + }, + "max_shares_offered": { + "description": "The upper limit of the shares that the company is offering to investors.", + "format": "int64", + "type": "integer" + }, + "min_shares_offered": { + "description": "The lower limit of shares that the company is willing to sell in the IPO.", + "format": "int64", + "type": "integer" + }, + "primary_exchange": { + "description": "Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets.", + "type": "string" + }, + "security_description": { + "description": "A brief description of the security. e.g. Class A Shares", + "type": "string" + }, + "security_type": { + "description": "The classification of the stock. For example, CS stands for Common Stock.", + "type": "string" + }, + "shares_outstanding": { + "description": "The total number of shares that the company has issued and are held by investors.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The ticker symbol of the IPO event.", + "type": "string" + }, + "total_offer_size": { + "description": "The total amount raised by the company for IPO.", + "format": "double", + "type": "number" + }, + "us_code": { + "description": "Nine-character alphanumeric code that uniquely identifies a financial security in North America.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/v1/related-companies/{ticker}": { + "get": { + "description": "Get a list of tickers related to the queried ticker based on News and Returns data.", + "operationId": "GetRelatedCompanies", + "parameters": [ + { + "description": "The ticker symbol to search.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": [ + { + "ticker": "MSFT" + }, + { + "ticker": "GOOGL" + }, + { + "ticker": "AMZN" + }, + { + "ticker": "FB" + }, + { + "ticker": "TSLA" + }, + { + "ticker": "NVDA" + }, + { + "ticker": "INTC" + }, + { + "ticker": "ADBE" + }, + { + "ticker": "NFLX" + }, + { + "ticker": "PYPL" + } + ], + "status": "OK", + "stock_symbol": "AAPL" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "description": "The tickers related to the requested ticker.", + "properties": { + "ticker": { + "description": "A ticker related to the requested ticker.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + }, + "ticker": { + "description": "The ticker being queried.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Related Companies." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Related Companies", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v1/summaries": { + "get": { + "description": "Get everything needed to visualize the tick-by-tick movement of a list of tickers.", + "operationId": "GetSnapshotSummary", + "parameters": [ + { + "description": "Comma separated list of tickers. This API currently supports Stocks/Equities, Crypto, Options, and Forex. See the tickers endpoint for more details on supported tickers. If no tickers are passed then no results will be returned.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "abc123", + "results": [ + { + "branding": { + "icon_url": "https://api.massive.com/icon.png", + "logo_url": "https://api.massive.com/logo.svg" + }, + "last_updated": 1679597116344223500, + "market_status": "closed", + "name": "Norwegian Cruise Lines", + "price": 22.3, + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "decimal_volume": "37.0", + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "NCLH", + "type": "stocks" + }, + { + "last_updated": 1679597116344223500, + "market_status": "closed", + "name": "NCLH $5 Call", + "options": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "price": 6.6, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options" + }, + { + "last_updated": 1679597116344223500, + "market_status": "open", + "name": "Euro - United States Dollar", + "price": 0.97989, + "session": { + "change": -0.0001, + "change_percent": -0.67, + "close": 0.97989, + "high": 0.98999, + "low": 0.96689, + "open": 0.97889, + "previous_close": 0.98001 + }, + "ticker": "C:EURUSD", + "type": "fx" + }, + { + "branding": { + "icon_url": "https://api.massive.com/icon.png", + "logo_url": "https://api.massive.com/logo.svg" + }, + "last_updated": 1679597116344223500, + "market_status": "open", + "name": "Bitcoin - United States Dollar", + "price": 32154.68, + "session": { + "change": -201.23, + "change_percent": -0.77, + "close": 32154.68, + "high": 33124.28, + "low": 28182.88, + "open": 31129.32, + "previous_close": 33362.18 + }, + "ticker": "X:BTCUSD", + "type": "crypto" + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "APx" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "branding": { + "properties": { + "icon_url": { + "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + }, + "logo_url": { + "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "Branding" + } + }, + "error": { + "description": "The error while looking for this ticker.", + "type": "string" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "market_status": { + "description": "The market status for the market that trades this ticker.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "Name of ticker, forex, or crypto asset.", + "type": "string" + }, + "options": { + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "format": "double", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "underlying_ticker": { + "description": "The ticker for the option contract.", + "type": "string" + } + }, + "required": [ + "contract_type", + "expiration_date", + "exercise_style", + "shares_per_contract", + "strike_price", + "underlying_ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Options" + } + }, + "price": { + "description": "The most up to date ticker price.", + "format": "double", + "type": "number" + }, + "session": { + "description": "Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking.", + "properties": { + "change": { + "description": "The value of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price of the asset for the day.", + "format": "double", + "type": "number" + }, + "decimal_volume": { + "description": "The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots.", + "type": "string" + }, + "early_trading_change": { + "description": "Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "format": "double", + "type": "number" + }, + "early_trading_change_percent": { + "description": "Today's early trading change as a percentage.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "late_trading_change": { + "description": "Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close.", + "format": "double", + "type": "number" + }, + "late_trading_change_percent": { + "description": "Today's late trading change as a percentage.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price of the asset for the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price of the asset for the previous trading day.", + "format": "double", + "type": "number" + }, + "price": { + "description": "The price of the most recent trade or bid price for this asset.", + "format": "double", + "type": "number" + }, + "regular_trading_change": { + "description": "Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close.", + "format": "double", + "type": "number" + }, + "regular_trading_change_percent": { + "description": "Today's regular trading change as a percentage.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the asset for the day.", + "format": "double", + "type": "number" + } + }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Session" + } + }, + "ticker": { + "description": "Ticker of asset queried.", + "type": "string" + }, + "type": { + "description": "The market for this ticker of stock, crypto, fx, option.", + "enum": [ + "stocks", + "crypto", + "options", + "fx" + ], + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SummaryResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Snapshot Summary for ticker list" + } + }, + "summary": "Summaries", + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + }, + "tags": [ + "default" + ] + } + }, + "/v2/aggs/grouped/locale/global/market/crypto/{date}": { + "get": { + "description": "Get the daily open, high, low, and close (OHLC) for the entire cryptocurrency markets.\n", + "operationId": "GetGroupedCryptoAggregates", + "parameters": [ + { + "description": "The beginning date for the aggregate window.", + "example": "2025-11-03", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 3, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": [ + { + "T": "X:ARDRUSD", + "c": 0.0550762, + "h": 0.0550762, + "l": 0.0550762, + "n": 18388, + "o": 0.0550762, + "t": 1580676480000, + "v": 2, + "vw": 0.0551 + }, + { + "T": "X:NGCUSD", + "c": 0.0272983, + "h": 0.0273733, + "l": 0.0272983, + "n": 18, + "o": 0.0273733, + "t": 1580674080000, + "v": 4734, + "vw": 0.0273 + }, + { + "T": "X:ZSCUSD", + "c": 0.00028531, + "h": 0.00028531, + "l": 0.00028531, + "n": 151, + "o": 0.00028531, + "t": 1580671080000, + "v": 390, + "vw": 0.0003 + } + ], + "resultsCount": 3, + "status": "OK" + }, + "schema": { + "allOf": [ + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nX:ARDRUSD,0.0550762,0.0550762,0.0550762,18388,0.0550762,1580676480000,2,0.0551\nX:NGCUSD,0.0272983,0.0273733,0.0272983,18,0.0273733,1580674080000,4734,0.0273\nX:ZSCUSD,0.00028531,0.00028531,0.00028531,151,0.00028531,1580671080000,390,0.0003\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for the ticker." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Grouped Daily (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/aggs/grouped/locale/global/market/fx/{date}": { + "get": { + "description": "Get the daily open, high, low, and close (OHLC) for the entire forex markets.\n", + "operationId": "GetGroupedForexAggregates", + "parameters": [ + { + "description": "The beginning date for the aggregate window.", + "example": "2025-11-03", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 3, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": [ + { + "T": "C:ILSCHF", + "c": 0.2704, + "h": 0.2706, + "l": 0.2693, + "n": 689, + "o": 0.2698, + "t": 1602719999999, + "v": 689, + "vw": 0.2702 + }, + { + "T": "C:GBPCAD", + "c": 1.71103, + "h": 1.71642, + "l": 1.69064, + "n": 407324, + "o": 1.69955, + "t": 1602719999999, + "v": 407324, + "vw": 1.7062 + }, + { + "T": "C:DKKAUD", + "c": 0.2214, + "h": 0.2214, + "l": 0.2195, + "n": 10639, + "o": 0.22, + "t": 1602719999999, + "v": 10639, + "vw": 0.2202 + } + ], + "resultsCount": 3, + "status": "OK" + }, + "schema": { + "allOf": [ + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nC:ILSCHF,0.2704,0.2706,0.2693,689,0.2698,1602719999999,689,0.2702\nC:GBPCAD,1.71103,1.71642,1.69064,407324,1.69955,1602719999999,407324,1.7062\nC:DKKAUD,0.2214,0.2214,0.2195,10639,0.22,1602719999999,10639,0.2202\n", + "schema": { + "type": "string" + } + } + }, + "description": "Previous day OHLC for ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Grouped Daily (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/aggs/grouped/locale/us/market/stocks/{date}": { + "get": { + "description": "Get the daily open, high, low, and close (OHLC) for the entire stocks/equities markets.\n", + "operationId": "GetGroupedStocksAggregates", + "parameters": [ + { + "description": "The beginning date for the aggregate window.", + "example": "2025-11-03", + "in": "path", + "name": "date", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + { + "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "in": "query", + "name": "include_otc", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 3, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": [ + { + "T": "KIMpL", + "c": 25.9102, + "h": 26.25, + "l": 25.91, + "n": 74, + "o": 26.07, + "t": 1602705600000, + "v": 4369, + "vw": 26.0407 + }, + { + "T": "TANH", + "c": 23.4, + "h": 24.763, + "l": 22.65, + "n": 1096, + "o": 24.5, + "t": 1602705600000, + "v": 25933.6, + "vw": 23.493 + }, + { + "T": "VSAT", + "c": 34.24, + "h": 35.47, + "l": 34.21, + "n": 4966, + "o": 34.9, + "t": 1602705600000, + "v": 312583, + "vw": 34.4736 + } + ], + "resultsCount": 3, + "status": "OK" + }, + "schema": { + "allOf": [ + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t", + "v", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nKIMpL,25.9102,26.25,25.91,74,26.07,1602705600000,4369,26.0407\nTANH,23.4,24.763,22.65,1096,24.5,1602705600000,25933.6,23.493\nVSAT,34.24,35.47,34.21,4966,34.9,1602705600000,312583,34.4736\n", + "schema": { + "type": "string" + } + } + }, + "description": "Previous day OHLC for ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Grouped Daily (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/aggs/ticker/{cryptoTicker}/prev": { + "get": { + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified cryptocurrency pair.\n", + "operationId": "GetPreviousCryptoAggregates", + "parameters": [ + { + "description": "The ticker symbol of the currency pair.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 1, + "request_id": "b2170df985474b6d21a6eeccfb6bee67", + "results": [ + { + "T": "X:BTCUSD", + "c": 16035.9, + "h": 16180, + "l": 15639.2, + "o": 15937.1, + "t": 1605416400000, + "v": 95045.16897951, + "vw": 15954.2111 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "X:BTCUSD" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the end of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t", + "T" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,o,t,v,vw\nX:BTCUSD,16035.9,16180,15639.2,15937.1,1605416400000,95045.16897951,15954.2111\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for a ticker." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for a cryptocurrency pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned.\n", + "operationId": "GetCryptoAggregates", + "parameters": [ + { + "description": "The ticker symbol of the currency pair.", + "example": "X:BTCUSD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 2, + "request_id": "0cf72b6da685bcd386548ffe2895904a", + "results": [ + { + "c": 10094.75, + "h": 10429.26, + "l": 9490, + "n": 1, + "o": 9557.9, + "t": 1590984000000, + "v": 303067.6562332156, + "vw": 9874.5529 + }, + { + "c": 9492.62, + "h": 10222.72, + "l": 9135.68, + "n": 1, + "o": 10096.87, + "t": 1591070400000, + "v": 323339.6922892879, + "vw": 9729.5701 + } + ], + "resultsCount": 2, + "status": "OK", + "ticker": "X:BTCUSD" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "c,h,l,n,o,t,v,vw\n10094.75,10429.26,9490,1,9557.9,1590984000000,303067.6562332156,9874.5529\n9492.62,10222.72,9135.68,1,10096.87,1591070400000,323339.6922892879,9729.5701\n", + "schema": { + "type": "string" + } + } + }, + "description": "Cryptocurrency Aggregates." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Aggregates (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/aggs/ticker/{forexTicker}/prev": { + "get": { + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified forex pair.\n", + "operationId": "GetPreviousForexAggregates", + "parameters": [ + { + "description": "The ticker symbol of the currency pair.", + "example": "C:EURUSD", + "in": "path", + "name": "forexTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 1, + "request_id": "08ec061fb85115678d68452c0a609cb7", + "results": [ + { + "T": "C:EURUSD", + "c": 1.06206, + "h": 1.0631, + "l": 1.0505, + "n": 180300, + "o": 1.05252, + "t": 1651708799999, + "v": 180300, + "vw": 1.055 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "C:EURUSD" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "T", + "v", + "o", + "c", + "h", + "l", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nC:EURUSD,1.06206,1.0631,1.0505,180300,1.05252,1651708799999,180300,1.055\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for the ticker." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for a forex pair over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned.\n", + "operationId": "GetForexAggregates", + "parameters": [ + { + "description": "The ticker symbol of the currency pair.", + "example": "C:EURUSD", + "in": "path", + "name": "forexTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 1, + "request_id": "79c061995d8b627b736170bc9653f15d", + "results": [ + { + "c": 1.17721, + "h": 1.18305, + "l": 1.1756, + "n": 125329, + "o": 1.17921, + "t": 1626912000000, + "v": 125329, + "vw": 1.1789 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "C:EURUSD" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "c,h,l,n,o,t,v,vw\n1.17721,1.18305,1.1756,125329,1.17921,1626912000000,125329,1.1789\n", + "schema": { + "type": "string" + } + } + }, + "description": "Forex Aggregates." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Aggregates (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/aggs/ticker/{indicesTicker}/prev": { + "get": { + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified index.\n", + "operationId": "GetPreviousIndicesAggregates", + "parameters": [ + { + "description": "The ticker symbol of Index.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "queryCount": 1, + "request_id": "b2170df985474b6d21a6eeccfb6bee67", + "results": [ + { + "T": "I:NDX", + "c": 15070.14948566977, + "h": 15127.4195807999, + "l": 14946.7243781848, + "o": 15036.48391066877, + "t": 1687291200000 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "I:NDX" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,o,t,v,vw\nI:NDX,15036.48391066877,15070.14948566977,15127.4195807999,14946.7243781848,1687291200000\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for a index." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + } + }, + "/v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for an index over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned.\n", + "operationId": "GetIndicesAggregates", + "parameters": [ + { + "description": "The ticker symbol of Index.", + "example": "I:NDX", + "in": "path", + "name": "indicesTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "queryCount": 2, + "request_id": "0cf72b6da685bcd386548ffe2895904a", + "results": [ + { + "c": 11995.88235998666, + "h": 12340.44936267155, + "l": 11970.34221717375, + "o": 12230.83658266843, + "t": 1678341600000 + }, + { + "c": 11830.28178808306, + "h": 12069.62262033557, + "l": 11789.85923449393, + "o": 12001.69552583921, + "t": 1678428000000 + } + ], + "status": "OK", + "ticker": "I:NDX" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open value for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "c,h,l,n,o,t\n11995.88235998666,12340.44936267155,11970.34221717375,12230.83658266843,1678341600000\n11830.28178808306,12069.62262033557,11789.85923449393,12001.69552583921,1678341600000\n", + "schema": { + "type": "string" + } + } + }, + "description": "Index Aggregates." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Aggregates (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-limited-tickers": true, + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + } + } + }, + "/v2/aggs/ticker/{optionsTicker}/prev": { + "get": { + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified option contract.\n", + "operationId": "GetPreviousOptionsAggregates", + "parameters": [ + { + "description": "The ticker symbol of the options contract.", + "example": "O:SPY251219C00650000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 1, + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "T": "O:TSLA210903C00700000", + "c": 115.97, + "h": 117.59, + "l": 114.13, + "n": 2, + "o": 115.55, + "t": 1605042000000, + "v": 131704427, + "vw": 116.3058 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "O:TSLA210903C00700000" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,n,o,t,v,vw\nO:TSLA210903C00700000,115.97,117.59,114.13,2,115.55,1605042000000,131704427.0,116.3058\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for the options contract." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + } + }, + "/v2/aggs/ticker/{optionsTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for an option contract over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned.\n", + "operationId": "GetOptionsAggregates", + "parameters": [ + { + "description": "The ticker symbol of the options contract.", + "example": "O:SPY251219C00650000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "count": 2, + "queryCount": 2, + "request_id": "5585acde-5085-42d6-95b2-2e388a28370a", + "results": [ + { + "c": 26.2, + "h": 26.2, + "l": 26.2, + "n": 1, + "o": 26.2, + "t": 1632369600000, + "v": 2, + "vw": 26.2 + }, + { + "c": 28.3, + "h": 28.3, + "l": 28.3, + "n": 1, + "o": 28.3, + "t": 1632456000000, + "v": 2, + "vw": 28.3 + } + ], + "resultsCount": 2, + "status": "OK", + "ticker": "O:RDFN211119C00025000" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "c,h,l,n,o,t,v,vw\n26.2,26.2,26.2,1,26.2,1632369600000,2,26.2\n28.3,28.3,28.3,1,28.3,1632456000000,2,28.3\n", + "schema": { + "type": "string" + } + } + }, + "description": "Options Aggregates." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Aggregates (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + } + }, + "/v2/aggs/ticker/{stocksTicker}/prev": { + "get": { + "description": "Get the previous day's open, high, low, and close (OHLC) for the specified stock ticker.\n", + "operationId": "GetPreviousStocksAggregates", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "queryCount": 1, + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "T": "AAPL", + "c": 115.97, + "h": 117.59, + "l": 114.13, + "o": 115.55, + "t": 1605042000000, + "v": 131704427, + "vw": 116.3058 + } + ], + "resultsCount": 1, + "status": "OK", + "ticker": "AAPL" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "T,c,h,l,o,t,v,vw\nAAPL,115.97,117.59,114.13,115.55,1605042000000,131704427.0,116.3058\n", + "schema": { + "type": "string" + } + } + }, + "description": "The previous day OHLC for the ticker." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Previous Close", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{from}/{to}": { + "get": { + "description": "Get aggregate bars for a stock over a given date range in custom time window sizes.\n
\n
\nFor example, if timespan = ‘minute’ and multiplier = ‘5’ then 5-minute bars will be returned.\n", + "operationId": "GetStocksAggregates", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The size of the timespan multiplier.", + "example": 1, + "in": "path", + "name": "multiplier", + "required": true, + "schema": { + "type": "integer" + } + }, + { + "description": "The size of the time window.", + "example": "day", + "in": "path", + "name": "timespan", + "required": true, + "schema": { + "enum": [ + "second", + "minute", + "hour", + "day", + "week", + "month", + "quarter", + "year" + ], + "type": "string" + } + }, + { + "description": "The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-03", + "in": "path", + "name": "from", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.", + "example": "2025-11-28", + "in": "path", + "name": "to", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not the results are adjusted for splits. By default, results are adjusted.\nSet this to false to get results that are NOT adjusted for splits.\n", + "example": true, + "in": "query", + "name": "adjusted", + "schema": { + "type": "boolean" + } + }, + { + "description": "Sort the results by timestamp.\n`asc` will return results in ascending order (oldest at the top),\n`desc` will return results in descending order (newest at the top).\n", + "example": "asc", + "in": "query", + "name": "sort", + "schema": { + "enum": [ + "asc", + "desc" + ] + } + }, + { + "description": "Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000.\nRead more about how limit is used to calculate aggregate results in our article on\nAggregate Data API Improvements.\n", + "example": 120, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "adjusted": true, + "next_url": "https://api.massive.com/v2/aggs/ticker/AAPL/range/1/day/1578114000000/2020-01-10?cursor=bGltaXQ9MiZzb3J0PWFzYw", + "queryCount": 2, + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "c": 75.0875, + "h": 75.15, + "l": 73.7975, + "n": 1, + "o": 74.06, + "t": 1577941200000, + "v": 135647456, + "vw": 74.6099 + }, + { + "c": 74.3575, + "h": 75.145, + "l": 74.125, + "n": 1, + "o": 74.2875, + "t": 1578027600000, + "v": 146535512, + "vw": 74.7026 + } + ], + "resultsCount": 2, + "status": "OK", + "ticker": "AAPL" + }, + "schema": { + "allOf": [ + { + "properties": { + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "required": [ + "ticker" + ], + "type": "object" + }, + { + "properties": { + "adjusted": { + "description": "Whether or not this response was adjusted for splits.", + "type": "boolean" + }, + "queryCount": { + "description": "The number of aggregates (minute or day) used to generate the response.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "resultsCount": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "adjusted", + "queryCount", + "resultsCount", + "request_id" + ], + "type": "object" + }, + { + "properties": { + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "t" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + }, + { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "c,h,l,n,o,t,v,vw\n75.0875,75.15,73.7975,1,74.06,1577941200000,135647456.0,74.6099\n74.3575,75.145,74.125,1,74.2875,1578027600000,146535512.0,74.7026\n", + "schema": { + "type": "string" + } + } + }, + "description": "Stock Aggregates." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Aggregates (Bars)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/last/nbbo/{stocksTicker}": { + "get": { + "description": "Get the most recent NBBO (Quote) tick for a given stock.", + "operationId": "GetLastStocksQuote", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "b84e24636301f19f88e0dfbf9a45ed5c", + "results": { + "P": 127.98, + "S": 7, + "T": "AAPL", + "X": 19, + "p": 127.96, + "q": 83480742, + "s": 1, + "t": 1617827221349730300, + "x": 11, + "y": 1617827221349366000, + "z": 3 + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The total number of shares available for sale at the current ask price.", + "type": "integer" + }, + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "X": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "c": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "i": { + "description": "A list of indicator codes.", + "items": { + "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).", + "format": "int64", + "type": "integer" + }, + "s": { + "description": "The total number of shares that buyers want to purchase at the current bid price.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "q" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuoteResult" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "example": "P,S,T,X,p,q,s,t,x,y,z\n127.98,7,AAPL,19,127.96,83480742,1,1617827221349730300,11,1617827221349366000,3\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last NBBO tick for this stock." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + }, + "404": { + "description": "The specified resource was not found" + } + }, + "summary": "Last Quote", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/last/trade/{optionsTicker}": { + "get": { + "description": "Get the most recent trade for a given options contract.", + "operationId": "GetLastOptionsTrade", + "parameters": [ + { + "description": "The ticker symbol of the options contract.", + "example": "O:TSLA210903C00700000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "f05562305bd26ced64b98ed68b3c5d96", + "results": { + "T": "O:TSLA210903C00700000", + "c": [ + 227 + ], + "f": 1617901342969796400, + "i": "", + "p": 115.55, + "q": 1325541950, + "r": 202, + "s": 25, + "t": 1617901342969834000, + "x": 312, + "y": 1617901342969834000 + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "e": { + "description": "The trade correction indicator.", + "type": "integer" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).", + "format": "int64", + "type": "integer" + }, + "r": { + "description": "The ID for the Trade Reporting Facility where the trade took place.", + "type": "integer" + }, + "s": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeResult" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "example": "T,c,f,i,p,q,r,s,t,x\nO:TSLA210903C00700000,227,1617901342969796400,,115.55,1325541950,202,25,1617901342969834000,312\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last trade for this options contract." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + }, + "404": { + "description": "The specified resource was not found" + } + }, + "summary": "Last Trade", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + }, + "x-polygon-ignore": true + }, + "/v2/last/trade/{stocksTicker}": { + "get": { + "description": "Get the most recent trade for a given stock.", + "operationId": "GetLastStocksTrade", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "f05562305bd26ced64b98ed68b3c5d96", + "results": { + "T": "AAPL", + "c": [ + 37 + ], + "ds": "25.0", + "f": 1617901342969796400, + "i": "118749", + "p": 129.8473, + "q": 3135876, + "r": 202, + "s": 25, + "t": 1617901342969834000, + "x": 4, + "y": 1617901342968000000, + "z": 3 + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "c": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "ds": { + "description": "The size of the trade including the fractional component. This is represented as a decimal string.", + "type": "string" + }, + "e": { + "description": "The trade correction indicator.", + "type": "integer" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).", + "format": "int64", + "type": "integer" + }, + "r": { + "description": "The ID for the Trade Reporting Facility where the trade took place.", + "type": "integer" + }, + "s": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "q", + "i", + "p", + "x", + "ds" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastTradeResult" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "example": "T,c,f,i,p,q,r,s,t,x,y,z,ds\nAAPL,37,1617901342969796400,118749,129.8473,3135876,202,25,1617901342969834000,4,1617901342968000000,3,25.0\n", + "schema": { + "type": "string" + } + } + }, + "description": "The last trade for this stock." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + }, + "404": { + "description": "The specified resource was not found" + } + }, + "summary": "Last Trade", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/reference/news": { + "get": { + "description": "Get the most recent news articles relating to a stock ticker symbol, including a summary of the article and a link to the original source.", + "operationId": "ListNews", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "in": "query", + "name": "ticker", + "schema": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Return results published on, before, or after this date.", + "in": "query", + "name": "published_utc", + "schema": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + { + "description": "Search by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + { + "description": "Search by published_utc.", + "in": "query", + "name": "published_utc.gte", + "schema": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + } + }, + { + "description": "Search by published_utc.", + "in": "query", + "name": "published_utc.gt", + "schema": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + } + }, + { + "description": "Search by published_utc.", + "in": "query", + "name": "published_utc.lte", + "schema": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + } + }, + { + "description": "Search by published_utc.", + "in": "query", + "name": "published_utc.lt", + "schema": { + "oneOf": [ + { + "format": "date-time", + "type": "string" + }, + { + "format": "date", + "type": "string" + } + ] + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "published_utc", + "enum": [ + "published_utc" + ], + "example": "published_utc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "next_url": "https://api.massive.com:443/v2/reference/news?cursor=eyJsaW1pdCI6MSwic29ydCI6InB1Ymxpc2hlZF91dGMiLCJvcmRlciI6ImFzY2VuZGluZyIsInRpY2tlciI6e30sInB1Ymxpc2hlZF91dGMiOnsiZ3RlIjoiMjAyMS0wNC0yNiJ9LCJzZWFyY2hfYWZ0ZXIiOlsxNjE5NDA0Mzk3MDAwLG51bGxdfQ", + "request_id": "831afdb0b8078549fed053476984947a", + "results": [ + { + "amp_url": "https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1", + "article_url": "https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968", + "author": "Sam Boughedda", + "description": "UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.", + "id": "8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb", + "image_url": "https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg", + "insights": [ + { + "sentiment": "positive", + "sentiment_reasoning": "UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.", + "ticker": "UBS" + } + ], + "keywords": [ + "Federal Reserve", + "interest rates", + "economic data" + ], + "published_utc": "2024-06-24T18:33:53Z", + "publisher": { + "favicon_url": "https://s3.massive.com/public/assets/news/favicons/investing.ico", + "homepage_url": "https://www.investing.com/", + "logo_url": "https://s3.massive.com/public/assets/news/logos/investing.png", + "name": "Investing.com" + }, + "tickers": [ + "UBS" + ], + "title": "Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "amp_url": { + "description": "The mobile friendly Accelerated Mobile Page (AMP) URL.", + "type": "string" + }, + "article_url": { + "description": "A link to the news article.", + "type": "string" + }, + "author": { + "description": "The article's author.", + "type": "string" + }, + "description": { + "description": "A description of the article.", + "type": "string" + }, + "id": { + "description": "Unique identifier for the article.", + "type": "string" + }, + "image_url": { + "description": "The article's image URL.", + "type": "string" + }, + "insights": { + "description": "The insights related to the article.", + "items": { + "properties": { + "sentiment": { + "description": "The sentiment of the insight.", + "enum": [ + "positive", + "neutral", + "negative" + ], + "type": "string" + }, + "sentiment_reasoning": { + "description": "The reasoning behind the sentiment.", + "type": "string" + }, + "ticker": { + "description": "The ticker symbol associated with the insight.", + "type": "string" + } + }, + "required": [ + "ticker", + "sentiment", + "sentiment_reasoning" + ], + "type": "object" + }, + "type": "array" + }, + "keywords": { + "description": "The keywords associated with the article (which will vary depending on\nthe publishing source).", + "items": { + "type": "string" + }, + "type": "array" + }, + "published_utc": { + "description": "The UTC date and time when the article was published, formatted in RFC3339 standard (e.g. YYYY-MM-DDTHH:MM:SSZ).", + "format": "date-time", + "type": "string" + }, + "publisher": { + "description": "Details the source of the news article, including the publisher's name, logo, and homepage URLs. This information helps users identify and access the original source of news content.", + "properties": { + "favicon_url": { + "description": "The publisher's homepage favicon URL.", + "type": "string" + }, + "homepage_url": { + "description": "The publisher's homepage URL.", + "type": "string" + }, + "logo_url": { + "description": "The publisher's logo URL.", + "type": "string" + }, + "name": { + "description": "The publisher's name.", + "type": "string" + } + }, + "required": [ + "name", + "logo_url", + "homepage_url" + ], + "type": "object" + }, + "tickers": { + "description": "The ticker symbols associated with the article.", + "items": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "type": "array" + }, + "title": { + "description": "The title of the news article.", + "type": "string" + } + }, + "required": [ + "id", + "publisher", + "title", + "author", + "published_utc", + "article_url", + "tickers" + ], + "type": "object", + "x-polygon-go-type": { + "name": "NewsArticleMetadata", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array", + "x-polygon-go-type": { + "name": "ListNewsArticlesResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "id,publisher_name,publisher_homepage_url,publisher_logo_url,publisher_favicon_url,title,author,published_utc,article_url,ticker,amp_url,image_url,description,keywords,sentiment,sentiment_reasoning\n8ec638777ca03b553ae516761c2a22ba2fdd2f37befae3ab6fdab74e9e5193eb,Investing.com,https://www.investing.com/,https://s3.massive.com/public/assets/news/logos/investing.png,https://s3.massive.com/public/assets/news/favicons/investing.ico,Markets are underestimating Fed cuts: UBS By Investing.com - Investing.com UK,Sam Boughedda,1719254033000000000,https://uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968,UBS,https://m.uk.investing.com/news/stock-market-news/markets-are-underestimating-fed-cuts-ubs-3559968?ampMode=1,https://i-invdn-com.investing.com/news/LYNXNPEC4I0AL_L.jpg,\"UBS analysts warn that markets are underestimating the extent of future interest rate cuts by the Federal Reserve, as the weakening economy is likely to justify more cuts than currently anticipated.\",\"Federal Reserve,interest rates,economic data\",positive,\"UBS analysts are providing a bullish outlook on the extent of future Federal Reserve rate cuts, suggesting that markets are underestimating the number of cuts that will occur.\"\n", + "schema": { + "type": "string" + } + } + }, + "description": "An array of news articles." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + }, + "404": { + "description": "The specified resource was not found" + } + }, + "summary": "Ticker News", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "order": { + "example": "desc" + }, + "sort": { + "default": "published_utc", + "enum": [ + "published_utc" + ], + "limit": { + "default": 10, + "maximum": 1000, + "minimum": 1 + } + } + } + } + }, + "/v2/snapshot/locale/global/markets/crypto/tickers": { + "get": { + "description": "Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for all traded cryptocurrency symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", + "operationId": "GetCryptoSnapshotTickers", + "parameters": [ + { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, X:BTCUSD, X:ETHBTC, and X:BOBAUSD. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "status": "OK", + "tickers": [ + { + "day": { + "c": 0.296, + "h": 0.59714, + "l": 0.23706, + "o": 0.28, + "v": 4097699.5691991993, + "vw": 0 + }, + "lastTrade": { + "c": [ + 1 + ], + "i": 413131, + "p": 0.293, + "s": 13.6191, + "t": 1605292686010, + "x": 17 + }, + "min": { + "c": 0.296, + "h": 0.296, + "l": 0.294, + "n": 2, + "o": 0.296, + "t": 1684427880000, + "v": 123.4866, + "vw": 0 + }, + "prevDay": { + "c": 0.281, + "h": 0.59714, + "l": 0.23706, + "o": 0.27, + "v": 6070178.786154971, + "vw": 0.4076 + }, + "ticker": "X:FSNUSD", + "todaysChange": 0.012, + "todaysChangePerc": 4.270463, + "updated": 1605330008999 + } + ] + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastTrade": { + "description": "The most recent trade for this ticker.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_c,day_h,day_l,day_o,day_v,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,min_c,min_h,min_l,min_o,min_v,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n16260.85,16428.4,15830.4,16418.07,105008.84231068,0,\"[2]\",464569520,16242.31,0.001933,1605294230780,4,16235.1,16264.29,16129.3,16257.51,19.30791925,0,16399.24,16418.07,16399.24,16418.07,0.99167108,16402.6893\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for all tickers" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "All Tickers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}": { + "get": { + "description": "Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded cryptocurrency symbol.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.\n", + "operationId": "GetCryptoSnapshotTicker", + "parameters": [ + { + "description": "Ticker of the snapshot", + "example": "X:BTCUSD", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "ad92e92ce183112c593717f00dfebd2c", + "status": "OK", + "ticker": { + "day": { + "c": 16260.85, + "h": 16428.4, + "l": 15830.4, + "o": 16418.07, + "v": 105008.84231068, + "vw": 0 + }, + "lastTrade": { + "c": [ + 2 + ], + "i": "464569520", + "p": 16242.31, + "s": 0.001933, + "t": 1605294230780, + "x": 4 + }, + "min": { + "c": 16235.1, + "h": 16264.29, + "l": 16129.3, + "n": 558, + "o": 16257.51, + "t": 1684428960000, + "v": 19.30791925, + "vw": 0 + }, + "prevDay": { + "c": 16399.24, + "h": 16418.07, + "l": 16399.24, + "o": 16418.07, + "v": 0.99167108, + "vw": 16402.6893 + }, + "ticker": "X:BTCUSD", + "todaysChange": -156.93, + "todaysChangePerc": -0.956935, + "updated": 1605330008999 + } + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + }, + { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastTrade": { + "description": "The most recent trade for this ticker.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_c,day_h,day_l,day_o,day_v,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,min_c,min_h,min_l,min_o,min_v,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n16260.85,16428.4,15830.4,16418.07,105008.84231068,0,\"[2]\",464569520,16242.31,0.001933,1605294230780,4,16235.1,16264.29,16129.3,16257.51,19.30791925,0,16399.24,16418.07,16399.24,16418.07,0.99167108,16402.6893\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for a ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Ticker", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book": { + "get": { + "description": "Get the current level 2 book of a single ticker. This is the combined book from all of the exchanges.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.\n", + "operationId": "DeprecatedGetCryptoSnapshotTickerBook", + "parameters": [ + { + "description": "The cryptocurrency ticker.", + "example": "X:BTCUSD", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "data": { + "askCount": 593.1412981600005, + "asks": [ + { + "p": 11454, + "x": { + "2": 1 + } + }, + { + "p": 11455, + "x": { + "2": 1 + } + } + ], + "bidCount": 694.951789670001, + "bids": [ + { + "p": 16303.17, + "x": { + "1": 2 + } + }, + { + "p": 16302.94, + "x": { + "1": 0.02859424, + "6": 0.023455 + } + } + ], + "spread": -4849.17, + "ticker": "X:BTCUSD", + "updated": 1605295074162 + }, + "status": "OK" + }, + "schema": { + "allOf": [ + { + "description": "The status of this request's response.", + "type": "string" + }, + { + "properties": { + "data": { + "properties": { + "askCount": { + "description": "The combined total number of asks in the book.", + "format": "double", + "type": "number" + }, + "asks": { + "items": { + "properties": { + "p": { + "description": "The price of this book level.", + "format": "double", + "type": "number" + }, + "x": { + "description": "A map of the exchange ID to number of shares at this price level.\n
\n
\n**Example:**\n
\n`{\n \"p\": 16302.94,\n \"x\": {\n \"1\": 0.02859424,\n \"6\": 0.023455\n }\n}`\n
\n
\nIn this example, exchange ID 1 has 0.02859424 shares available at $16,302.94,\nand exchange ID 6 has 0.023455 shares at the same price level.\n", + "type": "object" + } + }, + "required": [ + "p", + "x" + ], + "type": "object" + }, + "type": "array" + }, + "bidCount": { + "description": "The combined total number of bids in the book.", + "format": "double", + "type": "number" + }, + "bids": { + "items": { + "properties": { + "p": { + "description": "The price of this book level.", + "format": "double", + "type": "number" + }, + "x": { + "description": "A map of the exchange ID to number of shares at this price level.\n
\n
\n**Example:**\n
\n`{\n \"p\": 16302.94,\n \"x\": {\n \"1\": 0.02859424,\n \"6\": 0.023455\n }\n}`\n
\n
\nIn this example, exchange ID 1 has 0.02859424 shares available at $16,302.94,\nand exchange ID 6 has 0.023455 shares at the same price level.\n", + "type": "object" + } + }, + "required": [ + "p", + "x" + ], + "type": "object" + }, + "type": "array" + }, + "spread": { + "description": "The difference between the best bid and the best ask price across exchanges.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "ticker", + "bids", + "asks", + "bidCount", + "askCount", + "spread", + "updated" + ], + "type": "object" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "side,price,size,exchange\nbid,20292.97,0.01501,1\nbid,20291.93,0.00218483,1\nask,18445.61,0.22,1\nask,18463.07,0.00234104,1\nask,18464.83,0.04159475,1\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current level 2 book for a ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Ticker Full Book (L2)", + "tags": [ + "default" + ], + "x-polygon-deprecation": { + "date": 1719838800000 + }, + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/snapshot/locale/global/markets/crypto/{direction}": { + "get": { + "description": "Get the current top 20 gainers or losers of the day in cryptocurrency markets.\n
\n
\nTop gainers are those tickers whose price has increased by the highest percentage since the previous day's close.\nTop losers are those tickers whose price has decreased by the highest percentage since the previous day's close.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.\n", + "operationId": "GetCryptoSnapshotDirection", + "parameters": [ + { + "description": "The direction of the snapshot results to return.\n", + "example": "gainers", + "in": "path", + "name": "direction", + "required": true, + "schema": { + "enum": [ + "gainers", + "losers" + ], + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "status": "OK", + "tickers": [ + { + "day": { + "c": 0.0374, + "h": 0.062377, + "l": 0.01162, + "o": 0.044834, + "v": 27313165.159427017, + "vw": 0 + }, + "lastTrade": { + "c": [ + 2 + ], + "i": "517478762", + "p": 0.0374, + "s": 499, + "t": 1604409649544, + "x": 2 + }, + "min": { + "c": 0.062377, + "h": 0.062377, + "l": 0.062377, + "n": 2, + "o": 0.062377, + "t": 1684426740000, + "v": 35420, + "vw": 0 + }, + "prevDay": { + "c": 0.01162, + "h": 0.044834, + "l": 0.01162, + "o": 0.044834, + "v": 53616273.36827199, + "vw": 0.0296 + }, + "ticker": "X:DRNUSD", + "todaysChange": 0.02578, + "todaysChangePerc": 221.858864, + "updated": 1605330008999 + } + ] + }, + "schema": { + "allOf": [ + { + "description": "The status of this request's response.", + "type": "string" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastTrade": { + "description": "The most recent trade for this ticker.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange.", + "type": "integer" + }, + "x": { + "description": "The exchange that this crypto trade happened on. \nSee Exchanges for a mapping of exchanges to IDs.\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastTrade", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_c,day_h,day_l,day_o,day_v,day_vw,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,day_c,day_h,day_l,day_o,day_v,day_vw,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n0.0374,0.062377,0.01162,0.044834,27313165.159427017,0,\"[2]\",517478762,0.0374,499,1604409649544,2,0.062377,0.062377,0.062377,0.062377,35420,0,0.01162,0.044834,0.01162,0.044834,53616273.36827199,0.0296\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get the current gainers / losers of the day" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Gainers/Losers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + } + } + }, + "/v2/snapshot/locale/global/markets/forex/tickers": { + "get": { + "description": "Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for all traded forex symbols.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", + "operationId": "GetForexSnapshotTickers", + "parameters": [ + { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, C:EURUSD, C:GBPCAD, and C:AUDINR. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "status": "OK", + "tickers": [ + { + "day": { + "c": 0.11778221, + "h": 0.11812263, + "l": 0.11766631, + "o": 0.11797149, + "v": 77794 + }, + "lastQuote": { + "a": 0.11780678, + "b": 0.11777952, + "t": 1605280919000, + "x": 48 + }, + "min": { + "c": 0.117769, + "h": 0.11779633, + "l": 0.11773698, + "n": 1, + "o": 0.11778, + "t": 1684422000000, + "v": 202 + }, + "prevDay": { + "c": 0.11797258, + "h": 0.11797258, + "l": 0.11797149, + "o": 0.11797149, + "v": 2, + "vw": 0 + }, + "ticker": "C:HKDCHF", + "todaysChange": -0.00019306, + "todaysChangePerc": -0.1636482, + "updated": 1605280919000 + } + ] + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker.", + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_c,day_h,day_l,day_o,day_v,lastQuote_a,lastQuote_b,lastQuote_i,lastQuote_t,lastQuote_x,min_c,min_h,min_l,min_o,min_v,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n1.18403,1.1906,1.18001,1.18725,83578,1.18403,1.18398,0,1606163759000,48,1.18396,1.18423,1.1838,1.18404,41,1.18724,1.18727,1.18725,1.18725,5,0\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for all tickers" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "All Tickers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/snapshot/locale/global/markets/forex/tickers/{ticker}": { + "get": { + "description": "Get the current minute, day, and previous day’s aggregate, as well as the last trade and quote for a single traded currency symbol.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.\n", + "operationId": "GetForexSnapshotTicker", + "parameters": [ + { + "description": "The forex ticker.", + "example": "C:EURUSD", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "ad76e76ce183002c5937a7f02dfebde4", + "status": "OK", + "ticker": { + "day": { + "c": 1.18403, + "h": 1.1906, + "l": 1.18001, + "o": 1.18725, + "v": 83578 + }, + "lastQuote": { + "a": 1.18403, + "b": 1.18398, + "i": 0, + "t": 1606163759000, + "x": 48 + }, + "min": { + "c": 1.18396, + "h": 1.18423, + "l": 1.1838, + "n": 85, + "o": 1.18404, + "t": 1684422000000, + "v": 41 + }, + "prevDay": { + "c": 1.18724, + "h": 1.18727, + "l": 1.18725, + "o": 1.18725, + "v": 5, + "vw": 0 + }, + "ticker": "C:EURUSD", + "todaysChange": -0.00316, + "todaysChangePerc": -0.27458312, + "updated": 1606163759000 + } + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + }, + { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker.", + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_c,day_h,day_l,day_o,day_v,lastQuote_a,lastQuote_b,lastQuote_i,lastQuote_t,lastQuote_x,min_c,min_h,min_l,min_o,min_v,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n1.18403,1.1906,1.18001,1.18725,83578,1.18403,1.18398,0,1606163759000,48,1.18396,1.18423,1.1838,1.18404,41,1.18724,1.18727,1.18725,1.18725,5,0\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for a ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Ticker", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/snapshot/locale/global/markets/forex/{direction}": { + "get": { + "description": "Get the current top 20 gainers or losers of the day in forex markets.\n
\n
\nTop gainers are those tickers whose price has increased by the highest percentage since the previous day's close.\nTop losers are those tickers whose price has decreased by the highest percentage since the previous day's close.\n
\n
\nNote: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges.\n", + "operationId": "GetForexSnapshotDirection", + "parameters": [ + { + "description": "The direction of the snapshot results to return.\n", + "example": "gainers", + "in": "path", + "name": "direction", + "required": true, + "schema": { + "enum": [ + "gainers", + "losers" + ], + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "status": "OK", + "tickers": [ + { + "day": { + "c": 0.886156, + "h": 0.887111, + "l": 0.8825327, + "o": 0.8844732, + "v": 1041 + }, + "lastQuote": { + "a": 0.8879606, + "b": 0.886156, + "t": 1605283204000, + "x": 48 + }, + "min": { + "c": 0.886156, + "h": 0.886156, + "l": 0.886156, + "n": 1, + "o": 0.886156, + "t": 1684422000000, + "v": 1 + }, + "prevDay": { + "c": 0.8428527, + "h": 0.889773, + "l": 0.8428527, + "o": 0.8848539, + "v": 1078, + "vw": 0 + }, + "ticker": "C:PLNILS", + "todaysChange": 0.0433033, + "todaysChangePerc": 5.13770674, + "updated": 1605330008999 + } + ] + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker.", + "properties": { + "a": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "b": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The millisecond accuracy timestamp of the quote.", + "type": "integer" + }, + "x": { + "description": "The exchange ID on which this quote happened.", + "type": "integer" + } + }, + "required": [ + "a", + "b", + "t", + "x" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "required": [ + "day", + "lastQuote", + "min", + "prevDay", + "ticker", + "todaysChange", + "todaysChangePerc", + "updated" + ], + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": { + "tickers": "day_c,day_h,day_l,day_o,day_v,lastQuote_a,lastQuote_b,lastQuote_t,lastQuote_x,min_c,min_h,min_l,min_o,min_v,prevDay_c,prevDay_h,prevDay_l,prevDay_o,prevDay_v,prevDay_vw\n0.886156,0.887111,0.8825327,0.8844732,1041,0.8879606,0.886156,1605283204000,48,0.886156,0.886156,0.886156,0.886156,1,0.8428527,0.889773,0.8428527,0.8848539,1078,0\n" + }, + "schema": { + "type": "string" + } + } + }, + "description": "Get the current gainers / losers of the day" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Gainers/Losers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + } + } + }, + "/v2/snapshot/locale/us/markets/stocks/tickers": { + "get": { + "description": "Get the most up-to-date market data for all traded stock symbols.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", + "operationId": "GetStocksSnapshotTickers", + "parameters": [ + { + "description": "A case-sensitive comma separated list of tickers to get snapshots for. For example, AAPL,TSLA,GOOG. Empty string defaults to querying all tickers.", + "in": "query", + "name": "tickers", + "schema": { + "items": { + "type": "string" + }, + "type": "array" + } + }, + { + "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "in": "query", + "name": "include_otc", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "status": "OK", + "tickers": [ + { + "day": { + "c": 20.506, + "dv": "37216.0", + "h": 20.64, + "l": 20.506, + "o": 20.64, + "v": 37216, + "vw": 20.616 + }, + "lastQuote": { + "P": 20.6, + "S": 22, + "p": 20.5, + "s": 13, + "t": 1605192959994246100 + }, + "lastTrade": { + "c": [ + 14, + 41 + ], + "ds": "2416.0", + "i": "71675577320245", + "p": 20.506, + "s": 2416, + "t": 1605192894630916600, + "x": 4 + }, + "min": { + "av": 37216, + "c": 20.506, + "dav": "37216.0", + "dv": "5000.0", + "h": 20.506, + "l": 20.506, + "n": 1, + "o": 20.506, + "t": 1684428600000, + "v": 5000, + "vw": 20.5105 + }, + "prevDay": { + "c": 20.63, + "h": 21, + "l": 20.5, + "o": 20.79, + "v": 292738, + "vw": 20.6939 + }, + "ticker": "BCAT", + "todaysChange": -0.124, + "todaysChangePerc": -0.601, + "updated": 1605192894630916600 + } + ] + }, + "schema": { + "allOf": [ + { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "lastTrade": { + "description": "The most recent trade for this ticker. This is only returned if your current plan includes trades.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "ds": { + "description": "The size of the trade including fractional shares, respresented as a string.", + "type": "string" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x", + "ds" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_o,day_h,day_l,day_c,day_v,day_vw,day_dv,quoteResponse_P,quoteResponse_S,quoteResponse_p,quoteResponse_s,quoteResponse_t,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,lastTrade_ds,min_o,min_h,min_l,min_c,min_v,min_vw,min_av,min_t,min_n,min_dv,min_dav,prevDay_o,prevDay_h,prevDay_l,prevDay_c,prevDay_v,prevDay_vw\n20.64,20.64,20.506,20.506,37216,20.616,\"37216.0\",20.6,22,20.5,13,1605192959994246144,\"[14,41]\",71675577320245,20.506,2416,1605192894630916608,4,\"2416.0\",20.506,20.506,20.506,20.506,5000,20.5105,37216,1684428600000,1,\"5000.0\",\"37216.0\",20.79,21,20.5,20.63,292738,20.6939\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for all tickers" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "All Tickers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}": { + "get": { + "description": "Get the most up-to-date market data for a single traded stock ticker.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges. This can happen as early as 4am EST.\n", + "operationId": "GetStocksSnapshotTicker", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stocksTicker", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "657e430f1ae768891f018e08e03598d8", + "status": "OK", + "ticker": { + "day": { + "c": 120.4229, + "dv": "28727868.0", + "h": 120.53, + "l": 118.81, + "o": 119.62, + "v": 28727868, + "vw": 119.725 + }, + "lastQuote": { + "P": 120.47, + "S": 4, + "p": 120.46, + "s": 8, + "t": 1605195918507251700 + }, + "lastTrade": { + "c": [ + 14, + 41 + ], + "ds": "236.0", + "i": "4046", + "p": 120.47, + "s": 236, + "t": 1605195918306274000, + "x": 10 + }, + "min": { + "av": 28724441, + "c": 120.4201, + "dav": "28724441.0", + "dv": "270796.0", + "h": 120.468, + "l": 120.37, + "n": 762, + "o": 120.435, + "t": 1684428720000, + "v": 270796, + "vw": 120.4129 + }, + "prevDay": { + "c": 119.49, + "h": 119.63, + "l": 116.44, + "o": 117.19, + "v": 110597265, + "vw": 118.4998 + }, + "ticker": "AAPL", + "todaysChange": 0.98, + "todaysChangePerc": 0.82, + "updated": 1605195918306274000 + } + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + }, + { + "properties": { + "ticker": { + "description": "Contains the requested snapshot data for the specified ticker.", + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "lastTrade": { + "description": "The most recent trade for this ticker. This is only returned if your current plan includes trades.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "ds": { + "description": "The size of the trade including fractional shares, respresented as a string.", + "type": "string" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x", + "ds" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "type": "object" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_o,day_h,day_l,day_c,day_v,day_vw,day_dv,quoteResponse_P,quoteResponse_S,quoteResponse_p,quoteResponse_s,quoteResponse_t,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,lastTrade_ds,min_o,min_h,min_l,min_c,min_v,min_vw,min_av,min_t,min_n,min_dv,min_dav,prevDay_o,prevDay_h,prevDay_l,prevDay_c,prevDay_v,prevDay_vw\n119.62,120.53,118.81,120.4229,28727868,119.725,\"28727868.0\",120.47,4,120.46,8,1605195918507251817,\"[14,41]\",4046,120.47,236,1605195918306274031,10,\"236.0\",120.435,120.468,120.37,120.4201,270796,120.4129,28724441,1684428720000,762,\"270796.0\",\"28724441.0\",117.19,119.63,116.44,119.49,110597265,118.4998\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get current state for a ticker" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Ticker", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/snapshot/locale/us/markets/stocks/{direction}": { + "get": { + "description": "Get the most up-to-date market data for the current top 20 gainers or losers of the day in the stocks/equities markets.\n
\n
\nTop gainers are those tickers whose price has increased by the highest percentage since the previous day's close.\nTop losers are those tickers whose price has decreased by the highest percentage since the previous day's close.\nThis output will only include tickers with a trading volume of 10,000 or more.\n
\n
\nNote: Snapshot data is cleared at 3:30am EST and gets populated as data is received from the exchanges.\n", + "operationId": "GetStocksSnapshotDirection", + "parameters": [ + { + "description": "The direction of the snapshot results to return.\n", + "example": "gainers", + "in": "path", + "name": "direction", + "required": true, + "schema": { + "enum": [ + "gainers", + "losers" + ], + "type": "string" + } + }, + { + "description": "Include OTC securities in the response. Default is false (don't include OTC securities).\n", + "in": "query", + "name": "include_otc", + "schema": { + "type": "boolean" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "status": "OK", + "tickers": [ + { + "day": { + "c": 14.2284, + "dv": "133963.0", + "h": 15.09, + "l": 14.2, + "o": 14.33, + "v": 133963, + "vw": 14.5311 + }, + "lastQuote": { + "P": 14.44, + "S": 11, + "p": 14.2, + "s": 25, + "t": 1605195929997325600 + }, + "lastTrade": { + "c": [ + 63 + ], + "ds": "536.0", + "i": "79372124707124", + "p": 14.2284, + "s": 536, + "t": 1605195848258266000, + "x": 4 + }, + "min": { + "av": 133963, + "c": 14.2284, + "dav": "133963.0", + "dv": "6108.0", + "h": 14.325, + "l": 14.2, + "n": 5, + "o": 14.28, + "t": 1684428600000, + "v": 6108, + "vw": 14.2426 + }, + "prevDay": { + "c": 0.73, + "h": 0.799, + "l": 0.73, + "o": 0.75, + "v": 1568097, + "vw": 0.7721 + }, + "ticker": "PDS", + "todaysChange": 13.498, + "todaysChangePerc": 1849.096, + "updated": 1605195848258266000 + } + ] + }, + "schema": { + "allOf": [ + { + "properties": { + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + }, + { + "properties": { + "tickers": { + "description": "An array of snapshot data for the specified tickers.", + "items": { + "properties": { + "day": { + "description": "The most recent daily bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "fmv": { + "description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, contact us.", + "format": "double", + "type": "number" + }, + "lastQuote": { + "description": "The most recent quote for this ticker. This is only returned if your current plan includes quotes.", + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size in lots.", + "type": "integer" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size in lots.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + } + }, + "required": [ + "p", + "s", + "P", + "S", + "t" + ], + "type": "object" + }, + "lastTrade": { + "description": "The most recent trade for this ticker. This is only returned if your current plan includes trades.", + "properties": { + "c": { + "description": "The trade conditions.", + "items": { + "type": "integer" + }, + "type": "array" + }, + "ds": { + "description": "The size of the trade including fractional shares, respresented as a string.", + "type": "string" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "s": { + "description": "The size (volume) of the trade.", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "t", + "x", + "ds" + ], + "type": "object" + }, + "min": { + "description": "The most recent minute bar for this ticker.", + "properties": { + "av": { + "description": "The accumulated volume.", + "type": "integer" + }, + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "dav": { + "description": "The accumulated volume including fractional shares, respresented as a string.", + "type": "string" + }, + "dv": { + "description": "The volume including fractional shares, respresented as a string.", + "type": "string" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "n": { + "description": "The number of transactions in the aggregate window.", + "type": "integer" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "t": { + "description": "The Unix millisecond timestamp for the start of the aggregate window.", + "type": "integer" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "av", + "dav", + "o", + "h", + "l", + "c", + "v", + "vw", + "t", + "n" + ], + "type": "object" + }, + "prevDay": { + "description": "The previous day's bar for this ticker.", + "properties": { + "c": { + "description": "The close price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "h": { + "description": "The highest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "l": { + "description": "The lowest price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "o": { + "description": "The open price for the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "otc": { + "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.", + "type": "boolean" + }, + "v": { + "description": "The trading volume of the symbol in the given time period.", + "format": "double", + "type": "number" + }, + "vw": { + "description": "The volume weighted average price.", + "format": "double", + "type": "number" + } + }, + "required": [ + "o", + "h", + "l", + "c", + "v", + "vw" + ], + "type": "object" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "todaysChange": { + "description": "The value of the change from the previous day.", + "format": "double", + "type": "number" + }, + "todaysChangePerc": { + "description": "The percentage change since the previous day.", + "format": "double", + "type": "number" + }, + "updated": { + "description": "The last updated timestamp.", + "type": "integer" + } + }, + "type": "object" + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + }, + "text/csv": { + "example": "day_o,day_h,day_l,day_c,day_v,day_vw,day_dv,quoteResponse_P,quoteResponse_S,quoteResponse_p,quoteResponse_s,quoteResponse_t,lastTrade_c,lastTrade_i,lastTrade_p,lastTrade_s,lastTrade_t,lastTrade_x,lastTrade_ds,min_o,min_h,min_l,min_c,min_v,min_vw,min_av,min_t,min_n,min_dv,min_dav,prevDay_o,prevDay_h,prevDay_l,prevDay_c,prevDay_v,prevDay_vw\n14.33,15.09,14.2,14.2284,133963,14.5311,\"133963.0\",14.44,11,14.2,25,1605195929997325568,\"[63]\",79372124707124,14.2284,536,1605195848258266112,4,\"536.0\",14.28,14.325,14.2,14.2284,6108,14.2426,133963,1684428600000,5,\"6108.0\",\"133963.0\",0.75,0.799,0.73,0.73,1568097,0.7721\n", + "schema": { + "type": "string" + } + } + }, + "description": "Get the current tickers of the day" + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Gainers/Losers", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/ticks/stocks/nbbo/{ticker}/{date}": { + "get": { + "description": "Get NBBO quotes for a given ticker symbol on a specified date.\n", + "operationId": "DeprecatedGetHistoricStocksQuotes", + "parameters": [ + { + "description": "The ticker symbol we want quotes for.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the quotes to retrieve in the format YYYY-MM-DD.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "timestamp", + "schema": { + "type": "integer" + } + }, + { + "description": "The maximum timestamp allowed in the results.\n", + "in": "query", + "name": "timestampLimit", + "schema": { + "type": "integer" + } + }, + { + "description": "Reverse the order of the results.\n", + "example": true, + "in": "query", + "name": "reverse", + "schema": { + "type": "boolean" + } + }, + { + "description": "Limit the size of the response, max 50000 and default 5000.", + "example": 10, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "db_latency": 43, + "map": { + "P": { + "name": "ask_price", + "type": "float64" + }, + "S": { + "name": "ask_size", + "type": "int" + }, + "X": { + "name": "ask_exchange", + "type": "int" + }, + "c": { + "name": "conditions", + "type": "int" + }, + "f": { + "name": "trf_timestamp", + "type": "int64" + }, + "i": { + "name": "indicators", + "type": "int" + }, + "p": { + "name": "bid_price", + "type": "float64" + }, + "q": { + "name": "sequence_number", + "type": "int" + }, + "s": { + "name": "bid_size", + "type": "int" + }, + "t": { + "name": "sip_timestamp", + "type": "int64" + }, + "x": { + "name": "bid_exchange", + "type": "int" + }, + "y": { + "name": "participant_timestamp", + "type": "int64" + }, + "z": { + "name": "tape", + "type": "int" + } + }, + "results": [ + { + "P": 0, + "S": 0, + "X": 0, + "c": [ + 1 + ], + "p": 102.7, + "q": 2060, + "s": 60, + "t": 1517562000065700400, + "x": 11, + "y": 1517562000065321200, + "z": 3 + }, + { + "P": 0, + "S": 0, + "X": 0, + "c": [ + 1 + ], + "p": 170, + "q": 2061, + "s": 2, + "t": 1517562000065791500, + "x": 11, + "y": 1517562000065408300, + "z": 3 + } + ], + "results_count": 2, + "success": true, + "ticker": "AAPL" + }, + "schema": { + "allOf": [ + { + "properties": { + "db_latency": { + "description": "Latency in milliseconds for the query results from the database.", + "type": "integer" + }, + "results_count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "success": { + "description": "Whether or not this query was executed successfully.", + "type": "boolean" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "type": "object" + }, + { + "properties": { + "results": { + "items": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "P": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "S": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "type": "integer" + }, + "X": { + "description": "The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "i": { + "description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).\n", + "items": { + "description": "The indicator code.\n", + "type": "integer" + }, + "type": "array" + }, + "p": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "s": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "type": "integer" + }, + "x": { + "description": "The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "x", + "P", + "S", + "X", + "z" + ], + "type": "object" + } + ] + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + } + }, + "description": "A list of quotes." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Quotes (NBBO)", + "tags": [ + "default" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Quotes (NBBO) v3", + "path": "get_v3_quotes__stockticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v2/ticks/stocks/trades/{ticker}/{date}": { + "get": { + "description": "Get trades for a given ticker symbol on a specified date.\n", + "operationId": "DeprecatedGetHistoricStocksTrades", + "parameters": [ + { + "description": "The ticker symbol we want trades for.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The date/day of the trades to retrieve in the format YYYY-MM-DD.", + "example": "2020-10-14", + "in": "path", + "name": "date", + "required": true, + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "The timestamp offset, used for pagination. This is the offset at which to start the results. Using the `timestamp` of the last result as the offset will give you the next page of results.\n", + "in": "query", + "name": "timestamp", + "schema": { + "type": "integer" + } + }, + { + "description": "The maximum timestamp allowed in the results.\n", + "in": "query", + "name": "timestampLimit", + "schema": { + "type": "integer" + } + }, + { + "description": "Reverse the order of the results.\n", + "example": true, + "in": "query", + "name": "reverse", + "schema": { + "type": "boolean" + } + }, + { + "description": "Limit the size of the response, max 50000 and default 5000.", + "example": 10, + "in": "query", + "name": "limit", + "schema": { + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "db_latency": 11, + "map": { + "I": { + "name": "orig_id", + "type": "string" + }, + "c": { + "name": "conditions", + "type": "int" + }, + "e": { + "name": "correction", + "type": "int" + }, + "f": { + "name": "trf_timestamp", + "type": "int64" + }, + "i": { + "name": "id", + "type": "string" + }, + "p": { + "name": "price", + "type": "float64" + }, + "q": { + "name": "sequence_number", + "type": "int64" + }, + "r": { + "name": "trf_id", + "type": "int" + }, + "s": { + "name": "size", + "type": "int" + }, + "t": { + "name": "sip_timestamp", + "type": "int64" + }, + "x": { + "name": "exchange", + "type": "int" + }, + "y": { + "name": "participant_timestamp", + "type": "int64" + }, + "z": { + "name": "tape", + "type": "int" + } + }, + "results": [ + { + "c": [ + 12, + 41 + ], + "i": "1", + "p": 171.55, + "q": 1063, + "s": 100, + "t": 1517562000016036600, + "x": 11, + "y": 1517562000015577000, + "z": 3 + }, + { + "c": [ + 12, + 41 + ], + "i": "2", + "p": 171.55, + "q": 1064, + "s": 100, + "t": 1517562000016038100, + "x": 11, + "y": 1517562000015577600, + "z": 3 + } + ], + "results_count": 2, + "success": true, + "ticker": "AAPL" + }, + "schema": { + "allOf": [ + { + "properties": { + "db_latency": { + "description": "Latency in milliseconds for the query results from the database.", + "type": "integer" + }, + "results_count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "success": { + "description": "Whether or not this query was executed successfully.", + "type": "boolean" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + } + }, + "type": "object" + }, + { + "properties": { + "results": { + "items": { + "allOf": [ + { + "properties": { + "T": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "f": { + "description": "The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message.", + "type": "integer" + }, + "q": { + "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n", + "format": "int64", + "type": "integer" + }, + "t": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it.", + "type": "integer" + }, + "y": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "type": "integer" + } + }, + "required": [ + "T", + "t", + "y", + "f", + "q" + ], + "type": "object" + }, + { + "properties": { + "c": { + "description": "A list of condition codes.\n", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.\n", + "type": "integer" + }, + "type": "array" + }, + "e": { + "description": "The trade correction indicator.\n", + "type": "integer" + }, + "i": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.\n", + "type": "string" + }, + "p": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.\n", + "format": "double", + "type": "number" + }, + "r": { + "description": "The ID for the Trade Reporting Facility where the trade took place.\n", + "type": "integer" + }, + "s": { + "description": "The size of a trade (also known as volume).\n", + "format": "double", + "type": "number" + }, + "x": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "z": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ\n", + "type": "integer" + } + }, + "required": [ + "c", + "i", + "p", + "s", + "e", + "x", + "r", + "z" + ], + "type": "object" + } + ] + }, + "type": "array" + } + }, + "type": "object" + } + ] + } + } + }, + "description": "A list of trades." + }, + "default": { + "description": "Unexpected error" + } + }, + "summary": "Trades", + "tags": [ + "default" + ], + "x-polygon-deprecation": { + "date": 1654056060000, + "replaces": { + "name": "Trades v3", + "path": "get_v3_trades__stockticker" + } + }, + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + } + } + }, + "/v3/quotes/{fxTicker}": { + "get": { + "description": "Get BBO quotes for a ticker symbol in a given time range.", + "operationId": "GetForexQuotes", + "parameters": [ + { + "description": "The ticker symbol to get quotes for.", + "example": "C:EUR-USD", + "in": "path", + "name": "fxTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/quotes/C:EUR-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "ask_exchange": 48, + "ask_price": 1.18565, + "bid_exchange": 48, + "bid_price": 1.18558, + "participant_timestamp": 1625097600000000000 + }, + { + "ask_exchange": 48, + "ask_price": 1.18565, + "bid_exchange": 48, + "bid_price": 1.18559, + "participant_timestamp": 1625097600000000000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "ask_exchange": { + "description": "The ask exchange ID", + "type": "integer" + }, + "ask_price": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid exchange ID", + "type": "integer" + }, + "bid_price": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "participant_timestamp": { + "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "participant_timestamp" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "ask_exchange,ask_price,bid_exchange,bid_price,participant_timestamp\n48,,1.18565,,48,,1.18558,,1625097600000000000\n48,,1.18565,,48,,1.18559,,1625097600000000000\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of quotes." + } + }, + "summary": "Quotes (BBO)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Forex data", + "name": "fx" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Historic Forex Ticks", + "path": "get_v1_historic_forex__from___to___date" + } + } + }, + "x-polygon-ignore": true + }, + "/v3/quotes/{optionsTicker}": { + "get": { + "description": "Get quotes for an options ticker symbol in a given time range.", + "operationId": "GetOptionsQuotes", + "parameters": [ + { + "description": "The ticker symbol to get quotes for.", + "example": "O:SPY241220P00720000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/quotes/O:SPY241220P00720000?cursor=YXA9NzY5Nzg0NzAxJmFzPSZsaW1pdD0xMCZvcmRlcj1kZXNjJnNvcnQ9dGltZXN0YW1wJnRpbWVzdGFtcC5sdGU9MjAyMi0wMi0xN1QxNyUzQTI1JTNBMTMuMDA5MzU2MDMyWg", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "ask_exchange": 323, + "ask_price": 282, + "ask_size": 10, + "bid_exchange": 316, + "bid_price": 277.5, + "bid_size": 1, + "sequence_number": 789539218, + "sip_timestamp": 1645119125346243600 + }, + { + "ask_exchange": 301, + "ask_price": 282, + "ask_size": 1, + "bid_exchange": 323, + "bid_price": 277.5, + "bid_size": 10, + "sequence_number": 788994206, + "sip_timestamp": 1645119118474271000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "ask_exchange": { + "description": "The ask exchange ID", + "type": "integer" + }, + "ask_price": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid exchange ID", + "type": "integer" + }, + "bid_price": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "format": "double", + "type": "number" + }, + "sequence_number": { + "description": "The sequence number represents the sequence in which quote events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).", + "format": "int64", + "type": "integer" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "sip_timestamp", + "sequence_number" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "ask_exchange,ask_price,ask_size,bid_exchange,bid_price,bid_size,sequence_number,sip_timestamp\n323,282,10,316,277.5,1,789539218,1645119125346243600\n301,282,1,323,277.5,10,788994206,1645119118474271000\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of quotes." + } + }, + "summary": "Quotes", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + } + }, + "x-polygon-ignore": true + }, + "/v3/quotes/{stockTicker}": { + "get": { + "description": "Get NBBO quotes for a ticker symbol in a given time range.", + "operationId": "GetStocksQuotes", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/quotes/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "ask_exchange": 0, + "ask_price": 0, + "ask_size": 0, + "bid_exchange": 11, + "bid_price": 102.7, + "bid_size": 60, + "conditions": [ + 1 + ], + "participant_timestamp": 1517562000065321200, + "sequence_number": 2060, + "sip_timestamp": 1517562000065700400, + "tape": 3 + }, + { + "ask_exchange": 0, + "ask_price": 0, + "ask_size": 0, + "bid_exchange": 11, + "bid_price": 170, + "bid_size": 2, + "conditions": [ + 1 + ], + "participant_timestamp": 1517562000065408300, + "sequence_number": 2061, + "sip_timestamp": 1517562000065791500, + "tape": 3 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "ask_exchange": { + "description": "The ask exchange ID", + "type": "integer" + }, + "ask_price": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The total number of shares available for sale at the current ask price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid exchange ID", + "type": "integer" + }, + "bid_price": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The total number of shares that buyers want to purchase at the current bid price.", + "format": "double", + "type": "number" + }, + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "indicators": { + "description": "A list of indicator codes.", + "items": { + "description": "The indicator codes. For more information, see our glossary of [Conditions and\nIndicators](https://massive.com/glossary/conditions-indicators).", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "participant_timestamp": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "sequence_number": { + "description": "The sequence number represents the sequence in which quote events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.", + "format": "int64", + "type": "integer" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "tape": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "format": "int32", + "type": "integer" + }, + "trf_timestamp": { + "description": "The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "participant_timestamp", + "sequence_number", + "sip_timestamp" + ], + "type": "object", + "x-polygon-go-type": { + "name": "CommonQuote" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "ask_exchange,ask_price,ask_size,bid_exchange,bid_price,bid_size,conditions,participant_timestamp,sequence_number,sip_timestamp,tape\n0,0,0,11,102.7,60,1,1517562000065321216,2060,1517562000065700260,3\n0,0,0,11,170,2,1,1517562000065408256,2061,1517562000065791515,3\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of quotes." + } + }, + "summary": "Quotes (NBBO)", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "NBBO data", + "name": "nbbo" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Quotes (NBBO)", + "path": "get_v2_ticks_stocks_nbbo__ticker___date" + } + } + } + }, + "/v3/reference/conditions": { + "get": { + "description": "List all conditions that Massive uses.", + "operationId": "ListConditions", + "parameters": [ + { + "description": "Filter for conditions within a given asset class.", + "in": "query", + "name": "asset_class", + "schema": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + } + }, + { + "description": "Filter by data type.", + "in": "query", + "name": "data_type", + "schema": { + "description": "The type of financial data represented by a data model.", + "enum": [ + "trade", + "bbo", + "nbbo" + ], + "type": "string" + } + }, + { + "description": "Filter for conditions with a given ID.", + "in": "query", + "name": "id", + "schema": { + "description": "An identifier used by Massive for this condition. Unique per data type.", + "type": "integer" + } + }, + { + "description": "Filter by SIP. If the condition contains a mapping for that SIP, the condition will be returned.", + "in": "query", + "name": "sip", + "schema": { + "description": "One of the SIPs.", + "enum": [ + "CTA", + "UTP", + "OPRA" + ], + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "asset_class", + "enum": [ + "asset_class", + "id", + "type", + "name", + "data_types", + "legacy" + ], + "example": "asset_class", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "example": { + "count": 1, + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": [ + { + "asset_class": "stocks", + "data_types": [ + "trade" + ], + "id": 2, + "name": "Average Price Trade", + "sip_mapping": { + "CTA": "B", + "UTP": "W" + }, + "type": "condition", + "update_rules": { + "consolidated": { + "updates_high_low": false, + "updates_open_close": false, + "updates_volume": true + }, + "market_center": { + "updates_high_low": false, + "updates_open_close": false, + "updates_volume": true + } + } + } + ], + "status": "OK" + }, + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "results": { + "description": "An array of conditions that match your query.", + "items": { + "description": "A condition generally refers to any extra information passed in a trade or a quote. These conditions\nmay or may not affect the behavior of aggregates.", + "properties": { + "abbreviation": { + "description": "A commonly-used abbreviation for this condition.", + "type": "string" + }, + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + }, + "data_types": { + "description": "Data types that this condition applies to.", + "items": { + "description": "The type of financial data represented by a data model.", + "enum": [ + "trade", + "bbo", + "nbbo" + ], + "type": "string" + }, + "type": "array" + }, + "description": { + "description": "A short description of the semantics of this condition.", + "type": "string" + }, + "exchange": { + "description": "If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "type": "integer" + }, + "id": { + "description": "An identifier used by Massive for this condition. Unique per data type.", + "type": "integer" + }, + "legacy": { + "description": "If true, this condition is from an old version of the SIPs' specs and no longer is used.\nOther conditions may or may not reuse the same symbol as this one.", + "type": "boolean" + }, + "name": { + "description": "The name of this condition.", + "example": "Acquisition", + "type": "string" + }, + "sip_mapping": { + "description": "A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting.", + "properties": { + "CTA": { + "description": "Condition code from the Consolidated Tape Association (CTA).", + "type": "string" + }, + "OPRA": { + "description": "Condition code from the Options Price Reporting Authority (OPRA).", + "type": "string" + }, + "UTP": { + "description": "Condition code from UTP Plan (UTP).", + "type": "string" + } + }, + "type": "object" + }, + "type": { + "description": "An identifier for a collection of related conditions.", + "enum": [ + "sale_condition", + "quote_condition", + "sip_generated_flag", + "financial_status_indicator", + "short_sale_restriction_indicator", + "settlement_condition", + "market_condition", + "trade_thru_exempt" + ], + "type": "string" + }, + "update_rules": { + "description": "A list of aggregation rules.", + "properties": { + "consolidated": { + "description": "Describes aggregation rules on a consolidated (all exchanges) basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + }, + "market_center": { + "description": "Describes aggregation rules on a per-market-center basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + } + }, + "required": [ + "consolidated", + "market_center" + ], + "type": "object" + } + }, + "required": [ + "id", + "type", + "name", + "asset_class", + "sip_mapping", + "data_types" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + }, + "text/csv": { + "example": "id,type,abbreviation,name,description,asset_class,sip_mapping,exchange,consolidated_updates_high_low,consolidated_updates_open_close,consolidated_updates_volume,market_center_updates_high_low,market_center_updates_open_close,market_center_updates_volume,data_types,legacy\n0,regular,,Regular Trade,,crypto,null,0,,,,,,,trade,false\n1,buy_or_sell_side,,Sell Side,The asset was sold at the prevailing best bid price on an exchange.,crypto,null,0,,,,,,,trade,false\n2,buy_or_sell_side,,Buy Side,The asset was bought at the prevailing best ask price on an exchange.,crypto,null,0,,,,,,,trade,false\n", + "schema": { + "type": "string" + } + } + }, + "description": "OK" + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "results": { + "description": "An array of conditions that match your query.", + "items": { + "description": "A condition generally refers to any extra information passed in a trade or a quote. These conditions\nmay or may not affect the behavior of aggregates.", + "properties": { + "abbreviation": { + "description": "A commonly-used abbreviation for this condition.", + "type": "string" + }, + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + }, + "data_types": { + "description": "Data types that this condition applies to.", + "items": { + "description": "The type of financial data represented by a data model.", + "enum": [ + "trade", + "bbo", + "nbbo" + ], + "type": "string" + }, + "type": "array" + }, + "description": { + "description": "A short description of the semantics of this condition.", + "type": "string" + }, + "exchange": { + "description": "If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "type": "integer" + }, + "id": { + "description": "An identifier used by Massive for this condition. Unique per data type.", + "type": "integer" + }, + "legacy": { + "description": "If true, this condition is from an old version of the SIPs' specs and no longer is used.\nOther conditions may or may not reuse the same symbol as this one.", + "type": "boolean" + }, + "name": { + "description": "The name of this condition.", + "example": "Acquisition", + "type": "string" + }, + "sip_mapping": { + "description": "A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting.", + "properties": { + "CTA": { + "description": "Condition code from the Consolidated Tape Association (CTA).", + "type": "string" + }, + "OPRA": { + "description": "Condition code from the Options Price Reporting Authority (OPRA).", + "type": "string" + }, + "UTP": { + "description": "Condition code from UTP Plan (UTP).", + "type": "string" + } + }, + "type": "object" + }, + "type": { + "description": "An identifier for a collection of related conditions.", + "enum": [ + "sale_condition", + "quote_condition", + "sip_generated_flag", + "financial_status_indicator", + "short_sale_restriction_indicator", + "settlement_condition", + "market_condition", + "trade_thru_exempt" + ], + "type": "string" + }, + "update_rules": { + "description": "A list of aggregation rules.", + "properties": { + "consolidated": { + "description": "Describes aggregation rules on a consolidated (all exchanges) basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + }, + "market_center": { + "description": "Describes aggregation rules on a per-market-center basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + } + }, + "required": [ + "consolidated", + "market_center" + ], + "type": "object" + } + }, + "required": [ + "id", + "type", + "name", + "asset_class", + "sip_mapping", + "data_types" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + } + }, + "description": "a query parameter was malformed" + }, + "default": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "results": { + "description": "An array of conditions that match your query.", + "items": { + "description": "A condition generally refers to any extra information passed in a trade or a quote. These conditions\nmay or may not affect the behavior of aggregates.", + "properties": { + "abbreviation": { + "description": "A commonly-used abbreviation for this condition.", + "type": "string" + }, + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx" + ], + "example": "stocks", + "type": "string" + }, + "data_types": { + "description": "Data types that this condition applies to.", + "items": { + "description": "The type of financial data represented by a data model.", + "enum": [ + "trade", + "bbo", + "nbbo" + ], + "type": "string" + }, + "type": "array" + }, + "description": { + "description": "A short description of the semantics of this condition.", + "type": "string" + }, + "exchange": { + "description": "If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute.\nIn other words, data with this condition attached comes exclusively from the given exchange.", + "type": "integer" + }, + "id": { + "description": "An identifier used by Massive for this condition. Unique per data type.", + "type": "integer" + }, + "legacy": { + "description": "If true, this condition is from an old version of the SIPs' specs and no longer is used.\nOther conditions may or may not reuse the same symbol as this one.", + "type": "boolean" + }, + "name": { + "description": "The name of this condition.", + "example": "Acquisition", + "type": "string" + }, + "sip_mapping": { + "description": "A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting.", + "properties": { + "CTA": { + "description": "Condition code from the Consolidated Tape Association (CTA).", + "type": "string" + }, + "OPRA": { + "description": "Condition code from the Options Price Reporting Authority (OPRA).", + "type": "string" + }, + "UTP": { + "description": "Condition code from UTP Plan (UTP).", + "type": "string" + } + }, + "type": "object" + }, + "type": { + "description": "An identifier for a collection of related conditions.", + "enum": [ + "sale_condition", + "quote_condition", + "sip_generated_flag", + "financial_status_indicator", + "short_sale_restriction_indicator", + "settlement_condition", + "market_condition", + "trade_thru_exempt" + ], + "type": "string" + }, + "update_rules": { + "description": "A list of aggregation rules.", + "properties": { + "consolidated": { + "description": "Describes aggregation rules on a consolidated (all exchanges) basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + }, + "market_center": { + "description": "Describes aggregation rules on a per-market-center basis.", + "properties": { + "updates_high_low": { + "description": "Whether or not trades with this condition update the high/low.", + "type": "boolean" + }, + "updates_open_close": { + "description": "Whether or not trades with this condition update the open/close.", + "type": "boolean" + }, + "updates_volume": { + "description": "Whether or not trades with this condition update the volume.", + "type": "boolean" + } + }, + "required": [ + "updates_high_low", + "updates_open_close", + "updates_volume" + ], + "type": "object" + } + }, + "required": [ + "consolidated", + "market_center" + ], + "type": "object" + } + }, + "required": [ + "id", + "type", + "name", + "asset_class", + "sip_mapping", + "data_types" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + } + }, + "description": "an unknown error occurred" + } + }, + "summary": "Conditions", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "sort": { + "default": "asset_class", + "enum": [ + "asset_class", + "id", + "type", + "name", + "data_types", + "legacy" + ] + } + } + } + }, + "/v3/reference/dividends": { + "get": { + "description": "Get a list of historical cash dividends, including the ticker symbol,\ndeclaration date, ex-dividend date, record date, pay date, frequency,\nand amount.", + "operationId": "ListDividends", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by ex-dividend date with the format YYYY-MM-DD.", + "in": "query", + "name": "ex_dividend_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by record date with the format YYYY-MM-DD.", + "in": "query", + "name": "record_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by declaration date with the format YYYY-MM-DD.", + "in": "query", + "name": "declaration_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by pay date with the format YYYY-MM-DD.", + "in": "query", + "name": "pay_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by the number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly).", + "in": "query", + "name": "frequency", + "schema": { + "enum": [ + 0, + 1, + 2, + 4, + 12, + 24, + 52 + ], + "type": "integer" + } + }, + { + "description": "Query by the cash amount of the dividend.", + "in": "query", + "name": "cash_amount", + "schema": { + "type": "number" + }, + "x-polygon-filter-field": { + "range": true, + "type": "number" + } + }, + { + "description": "Query by the type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD.\nSpecial Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC.", + "in": "query", + "name": "dividend_type", + "schema": { + "description": "The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD.\nSpecial Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC.\nLong-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively.", + "enum": [ + "CD", + "SC", + "LT", + "ST" + ], + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ex_dividend_date.", + "in": "query", + "name": "ex_dividend_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by ex_dividend_date.", + "in": "query", + "name": "ex_dividend_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by ex_dividend_date.", + "in": "query", + "name": "ex_dividend_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by ex_dividend_date.", + "in": "query", + "name": "ex_dividend_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by record_date.", + "in": "query", + "name": "record_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by record_date.", + "in": "query", + "name": "record_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by record_date.", + "in": "query", + "name": "record_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by record_date.", + "in": "query", + "name": "record_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by declaration_date.", + "in": "query", + "name": "declaration_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by declaration_date.", + "in": "query", + "name": "declaration_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by declaration_date.", + "in": "query", + "name": "declaration_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by declaration_date.", + "in": "query", + "name": "declaration_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by pay_date.", + "in": "query", + "name": "pay_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by pay_date.", + "in": "query", + "name": "pay_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by pay_date.", + "in": "query", + "name": "pay_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by pay_date.", + "in": "query", + "name": "pay_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by cash_amount.", + "in": "query", + "name": "cash_amount.gte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by cash_amount.", + "in": "query", + "name": "cash_amount.gt", + "schema": { + "type": "number" + } + }, + { + "description": "Range by cash_amount.", + "in": "query", + "name": "cash_amount.lte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by cash_amount.", + "in": "query", + "name": "cash_amount.lt", + "schema": { + "type": "number" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ex_dividend_date", + "enum": [ + "ex_dividend_date", + "pay_date", + "declaration_date", + "record_date", + "cash_amount", + "ticker" + ], + "example": "ex_dividend_date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "description": "A list of dividends.", + "example": { + "next_url": "https://api.massive.com/v3/reference/dividends/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "cash_amount": 0.22, + "declaration_date": "2021-10-28", + "dividend_type": "CD", + "ex_dividend_date": "2021-11-05", + "frequency": 4, + "id": "E8e3c4f794613e9205e2f178a36c53fcc57cdabb55e1988c87b33f9e52e221444", + "pay_date": "2021-11-11", + "record_date": "2021-11-08", + "ticker": "AAPL" + }, + { + "cash_amount": 0.22, + "declaration_date": "2021-07-27", + "dividend_type": "CD", + "ex_dividend_date": "2021-08-06", + "frequency": 4, + "id": "E6436c5475706773f03490acf0b63fdb90b2c72bfeed329a6eb4afc080acd80ae", + "pay_date": "2021-08-12", + "record_date": "2021-08-09", + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "cash_amount": { + "description": "The cash amount of the dividend per share owned.", + "type": "number", + "x-polygon-go-field-tags": { + "tags": [ + { + "key": "binding", + "value": "required" + } + ] + } + }, + "currency": { + "description": "The currency in which the dividend is paid.", + "type": "string" + }, + "declaration_date": { + "description": "The date that the dividend was announced.", + "type": "string" + }, + "dividend_type": { + "description": "The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD.\nSpecial Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC.\nLong-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively.", + "enum": [ + "CD", + "SC", + "LT", + "ST" + ], + "type": "string" + }, + "ex_dividend_date": { + "description": "The date that the stock first trades without the dividend, determined by the exchange.", + "type": "string" + }, + "frequency": { + "description": "The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly).", + "type": "integer" + }, + "id": { + "description": "The unique identifier of the dividend.", + "type": "string" + }, + "pay_date": { + "description": "The date that the dividend is paid out.", + "type": "string" + }, + "record_date": { + "description": "The date that the stock must be held to receive the dividend, set by the company.", + "type": "string" + }, + "ticker": { + "description": "The ticker symbol of the dividend.", + "type": "string" + } + }, + "required": [ + "ticker", + "ex_dividend_date", + "frequency", + "cash_amount", + "dividend_type", + "id" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "schema": { + "example": "ticker,declaration_date,ex_dividend_date,record_date,pay_date,frequency,cash_amount,dividend_type\nAAPL,2021-10-28,2021-11-05,2021-11-08,2021-11-11,4,0.22,CD\nAAPL,2021-07-27,2021-08-06,2021-08-09,2021-08-12,4,0.22,CD\n", + "type": "string" + } + } + }, + "description": "OK" + } + }, + "summary": "Dividends v3", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "sort": { + "default": "ex_dividend_date", + "enum": [ + "ex_dividend_date", + "pay_date", + "declaration_date", + "record_date", + "cash_amount", + "ticker" + ] + } + } + } + }, + "/v3/reference/exchanges": { + "get": { + "description": "List all exchanges that Massive knows about.", + "operationId": "ListExchanges", + "parameters": [ + { + "description": "Filter by asset class.", + "in": "query", + "name": "asset_class", + "schema": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "futures" + ], + "example": "stocks", + "type": "string" + } + }, + { + "description": "Filter by locale.", + "in": "query", + "name": "locale", + "schema": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "description": "An entity that reports trades.", + "properties": { + "acronym": { + "description": "A commonly used abbreviation for this exchange.", + "example": "AMEX", + "type": "string" + }, + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "futures" + ], + "example": "stocks", + "type": "string" + }, + "id": { + "description": "A unique identifier used by Massive for this exchange.", + "example": 1, + "type": "integer" + }, + "locale": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" + }, + "mic": { + "description": "The Market Identifier Code of this exchange (see ISO 10383).", + "example": "XASE", + "type": "string" + }, + "name": { + "description": "Name of this exchange.", + "example": "NYSE American, LLC", + "type": "string" + }, + "operating_mic": { + "description": "The MIC of the entity that operates this exchange.", + "example": "XNYS", + "type": "string" + }, + "participant_id": { + "description": "The ID used by SIP's to represent this exchange.", + "example": "A", + "type": "string" + }, + "type": { + "description": "Represents the type of exchange.", + "enum": [ + "exchange", + "TRF", + "SIP" + ], + "example": "exchange", + "type": "string" + }, + "url": { + "description": "A link to this exchange's website, if one exists.", + "example": "https://www.nyse.com/markets/nyse-american", + "type": "string" + } + }, + "required": [ + "id", + "type", + "asset_class", + "locale", + "name" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "example": "id,type,asset_class,locale,name,acronym,mic,operating_mic,participant_id,url\n1,exchange,stocks,us,\"NYSE American, LLC\",AMEX,XASE,XNYS,65,https://www.nyse.com/markets/nyse-american\n2,exchange,stocks,us,\"Nasdaq OMX BX, Inc.\",,XBOS,XNAS,66,https://www.nasdaq.com/solutions/nasdaq-bx-stock-market\n3,exchange,stocks,us,\"NYSE National, Inc.\",NSX,XCIS,XNYS,67,https://www.nyse.com/markets/nyse-national\n", + "schema": { + "type": "string" + } + } + }, + "description": "OK" + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "a query parameter was malformed" + }, + "default": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "an unknown error occurred" + } + }, + "summary": "Exchanges", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v3/reference/options/contracts": { + "get": { + "description": "Query for historical options contracts. This provides both active and expired options contracts.", + "operationId": "ListOptionsContracts", + "parameters": [ + { + "description": "Query for contracts relating to an underlying stock ticker.", + "in": "query", + "name": "underlying_ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "This parameter has been deprecated. To search by specific options ticker, use the Options Contract endpoint [here](https://massive.com/docs/rest/options/contracts/contract-overview).", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Query by the type of contract.", + "in": "query", + "name": "contract_type", + "schema": { + "enum": [ + "call", + "put" + ], + "type": "string" + } + }, + { + "description": "Query by contract expiration with date format YYYY-MM-DD.", + "in": "query", + "name": "expiration_date", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Specify a point in time for contracts as of this date with format YYYY-MM-DD. Defaults to today's date.", + "in": "query", + "name": "as_of", + "schema": { + "type": "string" + } + }, + { + "description": "Query by strike price of a contract.", + "in": "query", + "name": "strike_price", + "schema": { + "type": "number" + }, + "x-polygon-filter-field": { + "range": true, + "type": "number" + } + }, + { + "description": "Query for expired contracts. Default is false.", + "in": "query", + "name": "expired", + "schema": { + "type": "boolean" + } + }, + { + "description": "Range by underlying_ticker.", + "in": "query", + "name": "underlying_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by underlying_ticker.", + "in": "query", + "name": "underlying_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by underlying_ticker.", + "in": "query", + "name": "underlying_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by underlying_ticker.", + "in": "query", + "name": "underlying_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.gte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.gt", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.lte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.lt", + "schema": { + "type": "number" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "underlying_ticker", + "expiration_date", + "strike_price" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "603902c0-a5a5-406f-bd08-f030f92418fa", + "results": [ + { + "cfi": "OCASPS", + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2021-11-19", + "primary_exchange": "BATO", + "shares_per_contract": 100, + "strike_price": 85, + "ticker": "O:AAPL211119C00085000", + "underlying_ticker": "AAPL" + }, + { + "additional_underlyings": [ + { + "amount": 44, + "type": "equity", + "underlying": "VMW" + }, + { + "amount": 6.53, + "type": "currency", + "underlying": "USD" + } + ], + "cfi": "OCASPS", + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2021-11-19", + "primary_exchange": "BATO", + "shares_per_contract": 100, + "strike_price": 90, + "ticker": "O:AAPL211119C00090000", + "underlying_ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "description": "Contains the requested data for the specified options contract.", + "properties": { + "additional_underlyings": { + "description": "If an option contract has additional underlyings or deliverables associated with it, they will appear here.\nSee here for some examples of what might cause a contract to have additional underlyings.", + "items": { + "properties": { + "amount": { + "description": "The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency.", + "type": "number" + }, + "type": { + "description": "The type of the additional underlying asset, either equity or currency.", + "type": "string" + }, + "underlying": { + "description": "The name of the additional underlying asset.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "AdditionalUnderlying" + } + }, + "type": "array", + "x-polygon-go-type": { + "name": "AdditionalUnderlyings" + } + }, + "cfi": { + "description": "The 6 letter CFI code of the contract (defined in ISO 10962)", + "type": "string" + }, + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "type": "string" + }, + "correction": { + "description": "The correction number for this option contract.", + "type": "integer" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "primary_exchange": { + "description": "The MIC code of the primary exchange that this contract is listed on.", + "type": "string" + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" + }, + "underlying_ticker": { + "description": "The underlying ticker that the option contract relates to.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "OptionsContract" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "schema": { + "example": "cfi,contract_type,exercise_style,expiration_date,primary_exchange,shares_per_contract,strike_price,ticker,underlying_ticker,additional_underlyings_json\nOCASPS,call,american,2021-11-19,BATO,100,85,O:AAPL211119C00085000,AAPL,\nOCASPS,call,american,2021-11-19,BATO,100,90,O:AAPL211119C00090000,AAPL,\"[{'type': 'equity', 'underlying': 'VMW', 'amount': 44}, {'type': 'currency', 'underlying': 'USD', 'amount': 6.53}]\"\n", + "type": "string" + } + } + }, + "description": "A list of options contracts" + } + }, + "summary": "Options Contracts", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "underlying_ticker", + "expiration_date", + "strike_price" + ] + } + } + } + }, + "/v3/reference/options/contracts/{options_ticker}": { + "get": { + "description": "Get an options contract", + "operationId": "GetOptionsContract", + "parameters": [ + { + "description": "Query for a contract by options ticker. You can learn more about the structure of options tickers [here](https://massive.com/blog/how-to-read-a-stock-options-ticker/).", + "example": "O:SPY251219C00650000", + "in": "path", + "name": "options_ticker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Specify a point in time for the contract as of this date with format YYYY-MM-DD. Defaults to today's date.", + "in": "query", + "name": "as_of", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "603902c0-a5a5-406f-bd08-f030f92418fa", + "results": { + "additional_underlyings": [ + { + "amount": 44, + "type": "equity", + "underlying": "VMW" + }, + { + "amount": 6.53, + "type": "currency", + "underlying": "USD" + } + ], + "cfi": "OCASPS", + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2021-11-19", + "primary_exchange": "BATO", + "shares_per_contract": 100, + "strike_price": 85, + "ticker": "O:AAPL211119C00085000", + "underlying_ticker": "AAPL" + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "Contains the requested data for the specified options contract.", + "properties": { + "additional_underlyings": { + "description": "If an option contract has additional underlyings or deliverables associated with it, they will appear here.\nSee here for some examples of what might cause a contract to have additional underlyings.", + "items": { + "properties": { + "amount": { + "description": "The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency.", + "type": "number" + }, + "type": { + "description": "The type of the additional underlying asset, either equity or currency.", + "type": "string" + }, + "underlying": { + "description": "The name of the additional underlying asset.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "AdditionalUnderlying" + } + }, + "type": "array", + "x-polygon-go-type": { + "name": "AdditionalUnderlyings" + } + }, + "cfi": { + "description": "The 6 letter CFI code of the contract (defined in ISO 10962)", + "type": "string" + }, + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "type": "string" + }, + "correction": { + "description": "The correction number for this option contract.", + "type": "integer" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "primary_exchange": { + "description": "The MIC code of the primary exchange that this contract is listed on.", + "type": "string" + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "type": "number" + }, + "ticker": { + "description": "The ticker for the option contract.", + "type": "string" + }, + "underlying_ticker": { + "description": "The underlying ticker that the option contract relates to.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "OptionsContract" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "schema": { + "example": "cfi,contract_type,exercise_style,expiration_date,primary_exchange,shares_per_contract,strike_price,ticker,underlying_ticker,additional_underlyings_json\nOCASPS,call,american,2021-11-19,BATO,100,90,O:AAPL211119C00090000,AAPL,\"[{'type': 'equity', 'underlying': 'VMW', 'amount': 44}, {'type': 'currency', 'underlying': 'USD', 'amount': 6.53}]\"\n", + "type": "string" + } + } + }, + "description": "A specific options contract" + } + }, + "summary": "Options Contract", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v3/reference/splits": { + "get": { + "description": "Get a list of historical stock splits, including the ticker symbol, the execution date, and the factors of the split ratio.", + "operationId": "ListStockSplits", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query by execution date with the format YYYY-MM-DD.", + "in": "query", + "name": "execution_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Query for reverse stock splits. A split ratio where split_from is greater than split_to represents a reverse split. By default this filter is not used.", + "in": "query", + "name": "reverse_split", + "schema": { + "nullable": true, + "type": "boolean" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by execution_date.", + "in": "query", + "name": "execution_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by execution_date.", + "in": "query", + "name": "execution_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by execution_date.", + "in": "query", + "name": "execution_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by execution_date.", + "in": "query", + "name": "execution_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "execution_date", + "enum": [ + "execution_date", + "ticker" + ], + "example": "execution_date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/splits/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "execution_date": "2020-08-31", + "id": "E36416cce743c3964c5da63e1ef1626c0aece30fb47302eea5a49c0055c04e8d0", + "split_from": 1, + "split_to": 4, + "ticker": "AAPL" + }, + { + "execution_date": "2005-02-28", + "id": "E90a77bdf742661741ed7c8fc086415f0457c2816c45899d73aaa88bdc8ff6025", + "split_from": 1, + "split_to": 2, + "ticker": "AAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "execution_date": { + "description": "The execution date of the stock split. On this date the stock split was applied.", + "type": "string" + }, + "id": { + "description": "The unique identifier for this stock split.", + "type": "string" + }, + "split_from": { + "description": "The second number in the split ratio.\n\nFor example: In a 2-for-1 split, split_from would be 1.", + "format": "float", + "type": "number" + }, + "split_to": { + "description": "The first number in the split ratio.\n\nFor example: In a 2-for-1 split, split_to would be 2.", + "format": "float", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol of the stock split.", + "type": "string" + } + }, + "required": [ + "split_from", + "split_to", + "id", + "ticker", + "execution_date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ticker,execution_date,split_from,split_to\nAAPL,2020-08-31,1.0,4.0\nAAPL,2005-02-28,1.0,2.0\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of stock splits." + } + }, + "summary": "Stock Splits v3", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "sort": { + "default": "execution_date", + "enum": [ + "execution_date", + "ticker" + ] + } + } + } + }, + "/v3/reference/tickers": { + "get": { + "description": "Query all ticker symbols which are supported by Massive. This API currently includes Stocks/Equities, Indices, Forex, and Crypto.", + "operationId": "ListTickers", + "parameters": [ + { + "description": "Specify a ticker symbol.\nDefaults to empty string which queries all tickers.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Specify the type of the tickers. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types).\nDefaults to empty string which queries all types.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "CS", + "ADRC", + "ADRP", + "ADRR", + "UNIT", + "RIGHT", + "PFD", + "FUND", + "SP", + "WARRANT", + "INDEX", + "ETF", + "ETN", + "OS", + "GDR", + "OTHER", + "NYRS", + "AGEN", + "EQLK", + "BOND", + "ADRW", + "BASKET", + "LT" + ], + "type": "string" + } + }, + { + "description": "Filter by market type. By default all markets are included.", + "in": "query", + "name": "market", + "schema": { + "enum": [ + "stocks", + "crypto", + "fx", + "otc", + "indices" + ], + "type": "string" + } + }, + { + "description": "Specify the asset's primary exchange Market Identifier Code (MIC) according to [ISO 10383](https://www.iso20022.org/market-identifier-codes).\nDefaults to empty string which queries all exchanges.", + "in": "query", + "name": "exchange", + "schema": { + "type": "string" + } + }, + { + "description": "Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes [at their website](https://www.cusip.com/identifiers.html#/CUSIP).\nDefaults to empty string which queries all CUSIPs.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.", + "in": "query", + "name": "cusip", + "schema": { + "type": "string" + } + }, + { + "description": "Specify the CIK of the asset you want to search for. Find more information about CIK codes [at their website](https://www.sec.gov/edgar/searchedgar/cik.htm).\nDefaults to empty string which queries all CIKs.", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Specify a point in time to retrieve tickers available on that date.\nDefaults to the most recent available date.", + "in": "query", + "name": "date", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search for terms within the ticker and/or company name.", + "in": "query", + "name": "search", + "schema": { + "type": "string" + } + }, + { + "description": "Specify if the tickers returned should be actively traded on the queried date. Default is true.", + "example": true, + "in": "query", + "name": "active", + "schema": { + "type": "boolean" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 100 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "example": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "name", + "market", + "locale", + "primary_exchange", + "type", + "currency_symbol", + "currency_name", + "base_currency_symbol", + "base_currency_name", + "cik", + "composite_figi", + "share_class_figi", + "last_updated_utc", + "delisted_utc" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "next_url": "https://api.massive.com/v3/reference/tickers?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "e70013d92930de90e089dc8fa098888e", + "results": [ + { + "active": true, + "cik": "0001090872", + "composite_figi": "BBG000BWQYZ5", + "currency_name": "usd", + "last_updated_utc": "2021-04-25T00:00:00Z", + "locale": "us", + "market": "stocks", + "name": "Agilent Technologies Inc.", + "primary_exchange": "XNYS", + "share_class_figi": "BBG001SCTQY4", + "ticker": "A", + "type": "CS" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of tickers that match your query.\n\nNote: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.", + "items": { + "properties": { + "active": { + "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", + "type": "boolean" + }, + "base_currency_name": { + "description": "The name of the currency that this asset is priced against.", + "type": "string" + }, + "base_currency_symbol": { + "description": "The ISO 4217 code of the currency that this asset is priced against.", + "type": "string" + }, + "cik": { + "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", + "type": "string" + }, + "composite_figi": { + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", + "type": "string" + }, + "currency_name": { + "description": "The name of the currency that this asset is traded with.", + "type": "string" + }, + "currency_symbol": { + "description": "The ISO 4217 code of the currency that this asset is traded with.", + "type": "string" + }, + "delisted_utc": { + "description": "The last date that the asset was traded.", + "format": "date-time", + "type": "string" + }, + "last_updated_utc": { + "description": "The information is accurate up to this time.", + "format": "date-time", + "type": "string" + }, + "locale": { + "description": "The locale of the asset.", + "enum": [ + "us", + "global" + ], + "type": "string" + }, + "market": { + "description": "The market type of the asset.", + "enum": [ + "stocks", + "crypto", + "fx", + "otc", + "indices" + ], + "type": "string" + }, + "name": { + "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.", + "type": "string" + }, + "primary_exchange": { + "description": "The ISO code of the primary listing exchange for this asset.", + "type": "string" + }, + "share_class_figi": { + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", + "type": "string" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "type": { + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types).", + "type": "string" + } + }, + "required": [ + "ticker", + "name", + "market", + "locale" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ReferenceTicker", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,last_updated_utc\nA,Agilent Technologies Inc.,stocks,us,XNYS,CS,true,usd,0001090872,BBG000BWQYZ5,BBG001SCTQY4,2021-04-25T00:00:00Z\n", + "schema": { + "type": "string" + } + } + }, + "description": "Reference Tickers." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Tickers", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 100, + "max": 1000 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "name", + "market", + "locale", + "primary_exchange", + "type", + "currency_symbol", + "currency_name", + "base_currency_symbol", + "base_currency_name", + "cik", + "composite_figi", + "share_class_figi", + "last_updated_utc", + "delisted_utc" + ] + } + } + } + }, + "/v3/reference/tickers/types": { + "get": { + "description": "List all ticker types that Massive has.", + "operationId": "ListTickerTypes", + "parameters": [ + { + "description": "Filter by asset class.", + "in": "query", + "name": "asset_class", + "schema": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "indices" + ], + "example": "stocks", + "type": "string" + } + }, + { + "description": "Filter by locale.", + "in": "query", + "name": "locale", + "schema": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "description": "Describes the type of financial instrument represented by a ticker.", + "properties": { + "asset_class": { + "description": "An identifier for a group of similar financial instruments.", + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "indices" + ], + "example": "stocks", + "type": "string" + }, + "code": { + "description": "A code used by Massive to refer to this ticker type.", + "example": "CS", + "type": "string" + }, + "description": { + "description": "A short description of this ticker type.", + "example": "Common Stock", + "type": "string" + }, + "locale": { + "description": "An identifier for a geographical location.", + "enum": [ + "us", + "global" + ], + "example": "us", + "type": "string" + } + }, + "required": [ + "code", + "description", + "asset_class", + "locale" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "example": "code,description,asset_class,locale\nCS,Common Stock,stocks,us\nPFD,Preferred Stock,stocks,us\n", + "schema": { + "type": "string" + } + } + }, + "description": "OK" + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "a query parameter was malformed" + }, + "default": { + "content": { + "application/json": { + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "example": 1, + "type": "integer" + }, + "request_id": { + "description": "A request ID assigned by the server.", + "example": "31d59dda-80e5-4721-8496-d0d32a654afe", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "example": "OK", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "an unknown error occurred" + } + }, + "summary": "Ticker Types", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v3/reference/tickers/{ticker}": { + "get": { + "description": "Get a single ticker supported by Massive. This response will have detailed information about the ticker and the company behind it.", + "operationId": "GetTicker", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Specify a point in time to get information about the ticker available on that date.\nWhen retrieving information from SEC filings, we compare this date with the period of report date on the SEC filing.\n\nFor example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on 2019-06-29.\nThat means that the filing was submitted on 2019-07-31, but the filing was created based on information from 2019-06-29.\nIf you were to query for AAPL details on 2019-06-29, the ticker details would include information from the SEC filing.\n\nDefaults to the most recent available date.", + "in": "query", + "name": "date", + "schema": { + "format": "date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": { + "active": true, + "address": { + "address1": "One Apple Park Way", + "city": "Cupertino", + "postal_code": "95014", + "state": "CA" + }, + "branding": { + "icon_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png", + "logo_url": "https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg" + }, + "cik": "0000320193", + "composite_figi": "BBG000B9XRY4", + "currency_name": "usd", + "description": "Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.", + "homepage_url": "https://www.apple.com", + "list_date": "1980-12-12", + "locale": "us", + "market": "stocks", + "market_cap": 2771126040150, + "name": "Apple Inc.", + "phone_number": "(408) 996-1010", + "primary_exchange": "XNAS", + "round_lot": 100, + "share_class_figi": "BBG001S5N8V8", + "share_class_shares_outstanding": 16406400000, + "sic_code": "3571", + "sic_description": "ELECTRONIC COMPUTERS", + "ticker": "AAPL", + "ticker_root": "AAPL", + "total_employees": 154000, + "type": "CS", + "weighted_shares_outstanding": 16334371000 + }, + "status": "OK" + }, + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "Ticker with details.", + "properties": { + "active": { + "description": "Whether or not the asset is actively traded. False means the asset has been delisted.", + "type": "boolean" + }, + "address": { + "description": "Company headquarters address details.", + "properties": { + "address1": { + "description": "The first line of the company's headquarters address.", + "type": "string" + }, + "address2": { + "description": "The second line of the company's headquarters address, if applicable.", + "type": "string" + }, + "city": { + "description": "The city of the company's headquarters address.", + "type": "string" + }, + "postal_code": { + "description": "The postal code of the company's headquarters address.", + "type": "string" + }, + "state": { + "description": "The state of the company's headquarters address.", + "type": "string" + } + }, + "type": "object" + }, + "branding": { + "description": "Provides URLs aiding in visual identification.", + "properties": { + "icon_url": { + "description": "A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + }, + "logo_url": { + "description": "A link to this ticker's company's logo.\nNote that you must provide an API key when accessing this URL. See the \"Authentication\" section at the top of this page for more details.", + "type": "string" + } + }, + "type": "object" + }, + "cik": { + "description": "The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key).", + "type": "string" + }, + "composite_figi": { + "description": "The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", + "type": "string" + }, + "currency_name": { + "description": "The name of the currency that this asset is traded with.", + "type": "string" + }, + "delisted_utc": { + "description": "The last date that the asset was traded.", + "format": "date-time", + "type": "string" + }, + "description": { + "description": "A description of the company and what they do/offer.", + "type": "string" + }, + "homepage_url": { + "description": "The URL of the company's website homepage.", + "type": "string" + }, + "list_date": { + "description": "The date that the symbol was first publicly listed in the format YYYY-MM-DD.", + "type": "string" + }, + "locale": { + "description": "The locale of the asset.", + "enum": [ + "us", + "global" + ], + "type": "string" + }, + "market": { + "description": "The market type of the asset.", + "enum": [ + "stocks", + "crypto", + "fx", + "otc", + "indices" + ], + "type": "string" + }, + "market_cap": { + "description": "The most recent close price of the ticker multiplied by weighted outstanding shares.", + "format": "double", + "type": "number" + }, + "name": { + "description": "The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair.", + "type": "string" + }, + "phone_number": { + "description": "The phone number for the company behind this ticker.", + "type": "string" + }, + "primary_exchange": { + "description": "The ISO code of the primary listing exchange for this asset.", + "type": "string" + }, + "round_lot": { + "description": "Round lot size of this security.", + "format": "double", + "type": "number" + }, + "share_class_figi": { + "description": "The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi)", + "type": "string" + }, + "share_class_shares_outstanding": { + "description": "The recorded number of outstanding shares for this particular share class.", + "format": "double", + "type": "number" + }, + "sic_code": { + "description": "The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List.", + "type": "string" + }, + "sic_description": { + "description": "A description of this ticker's SIC code.", + "type": "string" + }, + "ticker": { + "description": "The exchange symbol that this item is traded under.", + "type": "string" + }, + "ticker_root": { + "description": "The root of a specified ticker. For example, the root of BRK.A is BRK.", + "type": "string" + }, + "ticker_suffix": { + "description": "The suffix of a specified ticker. For example, the suffix of BRK.A is A.", + "type": "string" + }, + "total_employees": { + "description": "The approximate number of employees for the company.", + "type": "number" + }, + "type": { + "description": "The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types).", + "type": "string" + }, + "weighted_shares_outstanding": { + "description": "The shares outstanding calculated assuming all shares of other share classes are converted to this share class.", + "format": "double", + "type": "number" + } + }, + "required": [ + "ticker", + "name", + "market", + "locale", + "active", + "currency_name" + ], + "type": "object", + "x-polygon-go-type": { + "name": "ReferenceTicker", + "path": "github.com/polygon-io/go-lib-models/v2/globals" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + }, + "text/csv": { + "example": "ticker,name,market,locale,primary_exchange,type,active,currency_name,cik,composite_figi,share_class_figi,share_class_shares_outstanding,weighted_shares_outstanding,round_lot,market_cap,phone_number,address1,address2,city,state,postal_code,sic_code,sic_description,ticker_root,total_employees,list_date,homepage_url,description,branding/logo_url,branding/icon_url\nAAPL,Apple Inc.,stocks,us,XNAS,CS,true,usd,0000320193,BBG000B9XRY4,BBG001S5N8V8,16406400000,16334371000,100,2771126040150,(408) 996-1010,One Apple Park Way,,Cupertino,CA,95014,3571,ELECTRONIC COMPUTERS,AAPL,154000,1980-12-12,https://www.apple.com,\"Apple designs a wide variety of consumer electronic devices, including smartphones (iPhone), tablets (iPad), PCs (Mac), smartwatches (Apple Watch), AirPods, and TV boxes (Apple TV), among others. The iPhone makes up the majority of Apple's total revenue. In addition, Apple offers its customers a variety of services such as Apple Music, iCloud, Apple Care, Apple TV+, Apple Arcade, Apple Card, and Apple Pay, among others. Apple's products run internally developed software and semiconductors, and the firm is well known for its integration of hardware, software and services. Apple's products are distributed online as well as through company-owned stores and third-party retailers. The company generates roughly 40% of its revenue from the Americas, with the remainder earned internationally.\",https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_logo.svg,https://api.massive.com/v1/reference/company-branding/d3d3LmFwcGxlLmNvbQ/images/2022-01-10_icon.png\n", + "schema": { + "type": "string" + } + } + }, + "description": "Reference Tickers." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Ticker Details v3", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + } + } + }, + "/v3/snapshot": { + "get": { + "description": "Get snapshots for assets of all types", + "operationId": "GetSnapshots", + "parameters": [ + { + "description": "Search a range of tickers lexicographically.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "anyOf": { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "enabled": true, + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX" + }, + "range": true, + "type": "string" + } + }, + { + "description": "Query by the type of asset.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "stocks", + "options", + "crypto", + "fx", + "indices" + ], + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.\n", + "example": "NCLH,O:SPY250321C00380000,C:EURUSD,X:BTCUSD,I:SPX", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "abc123", + "results": [ + { + "break_even_price": 171.075, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-10-14", + "shares_per_contract": 100, + "strike_price": 5, + "underlying_ticker": "NCLH" + }, + "fmv": 0.05, + "fmv_last_updated": 1636573458757383400, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_exchange": 12, + "ask_size": 110, + "bid": 20.9, + "bid_exchange": 10, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "NCLH $5 Call", + "open_interest": 8921, + "session": { + "change": -0.05, + "change_percent": -1.07, + "close": 6.65, + "decimal_volume": "67.0", + "early_trading_change": -0.01, + "early_trading_change_percent": -0.03, + "high": 7.01, + "late_trading_change": -0.4, + "late_trading_change_percent": -0.02, + "low": 5.42, + "open": 6.7, + "previous_close": 6.71, + "regular_trading_change": -0.6, + "regular_trading_change_percent": -0.5, + "volume": 67 + }, + "ticker": "O:NCLH221014C00005000", + "type": "options", + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }, + { + "fmv": 0.05, + "fmv_last_updated": 1636573458757383400, + "last_minute": { + "close": 412.05, + "decimal_volume": "610.0", + "high": 412.1, + "low": 412.05, + "open": 412.1, + "transactions": 26, + "volume": 610, + "vwap": 412.0881 + }, + "last_quote": { + "ask": 21.25, + "ask_exchange": 300, + "ask_size": 110, + "bid": 20.9, + "bid_exchange": 323, + "bid_size": 172, + "last_updated": 1636573458756383500, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "decimal_size": "2.0", + "exchange": 316, + "id": "4064", + "last_updated": 1675280958783136800, + "price": 0.05, + "size": 2, + "timeframe": "REAL-TIME" + }, + "market_status": "closed", + "name": "Apple Inc.", + "session": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "decimal_volume": "37.0", + "early_trading_change": -0.39, + "early_trading_change_percent": -0.07, + "high": 22.49, + "late_trading_change": 1.2, + "late_trading_change_percent": 3.92, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37 + }, + "ticker": "AAPL", + "type": "stocks" + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "TSLAAPL" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "break_even_price": { + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", + "format": "double", + "type": "number" + }, + "details": { + "description": "The details for this contract.", + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + } + }, + "required": [ + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object" + }, + "error": { + "description": "The error while looking for this ticker.", + "type": "string" + }, + "fmv": { + "description": "Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, + "fmv_last_updated": { + "description": "If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "greeks": { + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_minute": { + "description": "The most recent minute aggregate for this stock.", + "properties": { + "close": { + "description": "The closing value for the minute aggreate.", + "format": "double", + "type": "number" + }, + "decimal_volume": { + "description": "The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots.", + "type": "string" + }, + "high": { + "description": "The highest value for the minute aggregate.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the minute aggregate.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the minute aggregate.", + "format": "double", + "type": "number" + }, + "transactions": { + "description": "The number of transactions that took place within the minute aggregate.", + "format": "int32", + "type": "integer" + }, + "volume": { + "description": "The trading volume for the minute aggregate.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the minute aggregate.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" + } + }, + "required": [ + "close", + "high", + "low", + "open", + "volume", + "transactions", + "vwap" + ], + "type": "object", + "x-polygon-go-type": { + "name": "StocksLastMinute" + } + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "ask_size": { + "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "bid_size": { + "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "ask", + "bid", + "last_updated", + "timeframe" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotLastQuote" + } + }, + "last_trade": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes trades.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "decimal_size": { + "description": "The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots.", + "type": "string" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "id": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.", + "type": "string" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "participant_timestamp": { + "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "price", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotLastTrade" + } + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer" + }, + "market_status": { + "description": "The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading.\nPossible values for indices snapshots are regular_trading, closed, early_trading, and late_trading.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "The name of this contract.", + "type": "string" + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "session": { + "description": "Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking.", + "properties": { + "change": { + "description": "The value of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the asset from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price of the asset for the day.", + "format": "double", + "type": "number" + }, + "decimal_volume": { + "description": "The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots.", + "type": "string" + }, + "early_trading_change": { + "description": "Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close.", + "format": "double", + "type": "number" + }, + "early_trading_change_percent": { + "description": "Today's early trading change as a percentage.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "late_trading_change": { + "description": "Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close.", + "format": "double", + "type": "number" + }, + "late_trading_change_percent": { + "description": "Today's late trading change as a percentage.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest price of the asset for the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price of the asset for the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price of the asset for the previous trading day.", + "format": "double", + "type": "number" + }, + "price": { + "description": "The price of the most recent trade or bid price for this asset.", + "format": "double", + "type": "number" + }, + "regular_trading_change": { + "description": "Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close.", + "format": "double", + "type": "number" + }, + "regular_trading_change_percent": { + "description": "Today's regular trading change as a percentage.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the asset for the day.", + "format": "double", + "type": "number" + } + }, + "required": [ + "change", + "change_percent", + "close", + "high", + "low", + "open", + "previous_close" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Session" + } + }, + "ticker": { + "description": "The ticker symbol for the asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "type": { + "description": "The asset class for this ticker.", + "enum": [ + "stocks", + "options", + "fx", + "crypto", + "indices" + ], + "type": "string" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + }, + "value": { + "description": "Value of Index.", + "type": "number" + } + }, + "required": [ + "ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "SnapshotResponseModel" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Snapshots for the ticker list" + } + }, + "summary": "Universal Snapshot", + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Snapshot data", + "name": "snapshots" + }, + "x-polygon-entitlement-market-type": { + "description": "All asset classes", + "name": "universal" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250, + "min": 1 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker" + ] + } + }, + "tags": [ + "default" + ] + } + }, + "/v3/snapshot/indices": { + "get": { + "description": "Get a Snapshot of indices data for said tickers", + "operationId": "GetIndicesSnapshot", + "parameters": [ + { + "description": "Comma separated list of tickers, up to a maximum of 250. If no tickers are passed then all results will be returned in a paginated manner.\n\nWarning: The maximum number of characters allowed in a URL are subject to your technology stack.", + "example": "I:DJI", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Search a range of tickers lexicographically.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by ticker.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "last_updated": 1679597116344223500, + "market_status": "closed", + "name": "Dow Jones Industrial Average", + "session": { + "change": -50.01, + "change_percent": -1.45, + "close": 3822.39, + "high": 3834.41, + "low": 38217.11, + "open": 3827.38, + "previous_close": 3812.19 + }, + "ticker": "I:DJI", + "timeframe": "REAL-TIME", + "type": "indices", + "value": 3822.39 + }, + { + "error": "NOT_FOUND", + "message": "Ticker not found.", + "ticker": "APx" + }, + { + "error": "NOT_ENTITLED", + "message": "Not entitled to this ticker.", + "ticker": "APy" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "error": { + "description": "The error while looking for this ticker.", + "type": "string" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "market_status": { + "description": "The market status for the market that trades this ticker.", + "type": "string" + }, + "message": { + "description": "The error message while looking for this ticker.", + "type": "string" + }, + "name": { + "description": "Name of Index.", + "type": "string" + }, + "session": { + "description": "Trading session metrics, detailing change percentages and key price points (open, close, high, low) for the asset within the current trading day.", + "properties": { + "change": { + "description": "The value of the change for the index from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the change for the index from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing value for the index of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest value for the index of the day.", + "format": "double", + "type": "number" + }, + "low": { + "description": "The lowest value for the index of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open value for the index of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing value for the index of previous trading day.", + "format": "double", + "type": "number" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "IndicesSession" + } + }, + "ticker": { + "description": "Ticker of asset queried.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "type": { + "description": "The indices market.", + "enum": [ + "indices" + ], + "type": "string" + }, + "value": { + "description": "Value of Index.", + "type": "number" + } + }, + "required": [ + "ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "IndicesResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Snapshots for indices data of the underlying ticker" + } + }, + "summary": "Indices Snapshot", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Indices data", + "name": "indices" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker" + ] + } + } + } + }, + "/v3/snapshot/options/{underlyingAsset}": { + "get": { + "description": "Get the snapshot of all options contracts for an underlying ticker.", + "operationId": "GetOptionsChain", + "parameters": [ + { + "description": "The underlying ticker symbol of the option contract.", + "example": "EVRI", + "in": "path", + "name": "underlyingAsset", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Query by strike price of a contract.", + "in": "query", + "name": "strike_price", + "schema": { + "type": "number" + }, + "x-polygon-filter-field": { + "range": true, + "type": "number" + } + }, + { + "description": "Query by contract expiration with date format YYYY-MM-DD.", + "in": "query", + "name": "expiration_date", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Query by the type of contract.", + "in": "query", + "name": "contract_type", + "schema": { + "enum": [ + "call", + "put" + ], + "type": "string" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.gte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.gt", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.lte", + "schema": { + "type": "number" + } + }, + { + "description": "Range by strike_price.", + "in": "query", + "name": "strike_price.lt", + "schema": { + "type": "number" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by expiration_date.", + "in": "query", + "name": "expiration_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 250.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 250, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ], + "example": "ticker", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "break_even_price": 151.2, + "day": { + "change": 4.5, + "change_percent": 6.76, + "close": 120.73, + "high": 120.81, + "last_updated": 1605195918507251700, + "low": 118.9, + "open": 119.32, + "previous_close": 119.12, + "volume": 868, + "vwap": 119.31 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2022-01-21", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "O:AAPL211022C000150000" + }, + "fmv": 0.05, + "fmv_last_updated": 1605195918508251600, + "greeks": { + "delta": 1, + "gamma": 0, + "theta": 0.00229, + "vega": 0 + }, + "implied_volatility": 5, + "last_quote": { + "ask": 120.3, + "ask_size": 4, + "bid": 120.28, + "bid_size": 8, + "last_updated": 1605195918507251700, + "midpoint": 120.29, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "decimal_size": "2.0", + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "open_interest": 1543, + "underlying_asset": { + "change_to_break_even": 4.2, + "last_updated": 1605195918507251700, + "price": 147, + "ticker": "AAPL", + "timeframe": "DELAYED" + } + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "description": "Contains the requested snapshot data for the specified contract.", + "properties": { + "break_even_price": { + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the contract of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "low": { + "description": "The lowest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the contract of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" + } + }, + "required": [ + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Day" + } + }, + "details": { + "description": "The details for this contract.", + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the asset.", + "type": "string" + } + }, + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Details" + } + }, + "fmv": { + "description": "Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, + "fmv_last_updated": { + "description": "If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "greeks": { + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" + } + }, + "last_trade": { + "description": "The most recent trade for this contract. This is only returned if your current plan includes trades.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/options/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "exchange", + "price", + "sip_timestamp", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionsLastTrade" + } + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + } + }, + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "open_interest" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + } + }, + "description": "Snapshots for options contracts of the underlying ticker" + } + }, + "summary": "Options Chain", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 250 + }, + "sort": { + "default": "ticker", + "enum": [ + "ticker", + "expiration_date", + "strike_price" + ] + } + } + } + }, + "/v3/snapshot/options/{underlyingAsset}/{optionContract}": { + "get": { + "description": "Get the snapshot of an option contract for a stock equity.", + "operationId": "GetOptionContract", + "parameters": [ + { + "description": "The underlying ticker symbol of the option contract.", + "example": "EVRI", + "in": "path", + "name": "underlyingAsset", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "The option contract identifier.", + "example": "O:EVRI260116C00015000", + "in": "path", + "name": "optionContract", + "required": true, + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "d9ff18dac69f55c218f69e4753706acd", + "results": { + "break_even_price": 171.075, + "day": { + "change": -1.05, + "change_percent": -4.67, + "close": 21.4, + "high": 22.49, + "last_updated": 1636520400000000000, + "low": 21.35, + "open": 22.49, + "previous_close": 22.45, + "volume": 37, + "vwap": 21.6741 + }, + "details": { + "contract_type": "call", + "exercise_style": "american", + "expiration_date": "2023-06-16", + "shares_per_contract": 100, + "strike_price": 150, + "ticker": "O:AAPL230616C00150000" + }, + "fmv": 0.05, + "fmv_last_updated": 1636573458757383400, + "greeks": { + "delta": 0.5520187372272933, + "gamma": 0.00706756515659829, + "theta": -0.018532772783847958, + "vega": 0.7274811132998142 + }, + "implied_volatility": 0.3048997097864957, + "last_quote": { + "ask": 21.25, + "ask_exchange": 301, + "ask_size": 110, + "bid": 20.9, + "bid_exchange": 301, + "bid_size": 172, + "last_updated": 1636573458756383500, + "midpoint": 21.075, + "timeframe": "REAL-TIME" + }, + "last_trade": { + "conditions": [ + 209 + ], + "exchange": 316, + "price": 0.05, + "sip_timestamp": 1675280958783136800, + "size": 2, + "timeframe": "REAL-TIME" + }, + "open_interest": 8921, + "underlying_asset": { + "change_to_break_even": 23.123999999999995, + "last_updated": 1636573459862384600, + "price": 147.951, + "ticker": "AAPL", + "timeframe": "REAL-TIME" + } + }, + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "Contains the requested snapshot data for the specified contract.", + "properties": { + "break_even_price": { + "description": "The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).", + "format": "double", + "type": "number" + }, + "day": { + "description": "The most recent daily bar for this contract.", + "properties": { + "change": { + "description": "The value of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "change_percent": { + "description": "The percent of the price change for the contract from the previous trading day.", + "format": "double", + "type": "number" + }, + "close": { + "description": "The closing price for the contract of the day.", + "format": "double", + "type": "number" + }, + "high": { + "description": "The highest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "low": { + "description": "The lowest price for the contract of the day.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The open price for the contract of the day.", + "format": "double", + "type": "number" + }, + "previous_close": { + "description": "The closing price for the contract of previous trading day.", + "format": "double", + "type": "number" + }, + "volume": { + "description": "The trading volume for the contract of the day.", + "format": "double", + "type": "number" + }, + "vwap": { + "description": "The trading volume weighted average price for the contract of the day.", + "format": "double", + "type": "number", + "x-polygon-go-id": "VWAP" + } + }, + "required": [ + "open", + "high", + "low", + "close", + "previous_close", + "volume", + "vwap", + "change_percent", + "change" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Day" + } + }, + "details": { + "description": "The details for this contract.", + "properties": { + "contract_type": { + "description": "The type of contract. Can be \"put\", \"call\", or in some rare cases, \"other\".", + "enum": [ + "put", + "call", + "other" + ], + "type": "string" + }, + "exercise_style": { + "description": "The exercise style of this contract. See this link for more details on exercise styles.", + "enum": [ + "american", + "european", + "bermudan" + ], + "type": "string" + }, + "expiration_date": { + "description": "The contract's expiration date in YYYY-MM-DD format.", + "format": "date", + "type": "string", + "x-polygon-go-type": { + "name": "IDaysPolygonDateString", + "path": "github.com/polygon-io/ptime" + } + }, + "shares_per_contract": { + "description": "The number of shares per contract for this contract.", + "type": "number" + }, + "strike_price": { + "description": "The strike price of the option contract.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the asset.", + "type": "string" + } + }, + "required": [ + "ticker", + "contract_type", + "exercise_style", + "expiration_date", + "shares_per_contract", + "strike_price" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Details" + } + }, + "fmv": { + "description": "Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.\nFor more information, contact us.", + "type": "number" + }, + "fmv_last_updated": { + "description": "If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "greeks": { + "description": "The greeks for this contract.\nThere are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.\nSee this article for more information.", + "properties": { + "delta": { + "description": "The change in the option's price per $0.01 increment in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "gamma": { + "description": "The change in delta per $0.01 change in the price of the underlying asset.", + "format": "double", + "type": "number" + }, + "theta": { + "description": "The change in the option's price per day.", + "format": "double", + "type": "number" + }, + "vega": { + "description": "The change in the option's price per 1% increment in volatility.", + "format": "double", + "type": "number" + } + }, + "required": [ + "delta", + "gamma", + "theta", + "vega" + ], + "type": "object", + "x-polygon-go-type": { + "name": "Greeks" + } + }, + "implied_volatility": { + "description": "The market's forecast for the volatility of the underlying asset, based on this option's current price.", + "format": "double", + "type": "number" + }, + "last_quote": { + "description": "The most recent quote for this contract. This is only returned if your current plan includes quotes.", + "properties": { + "ask": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_exchange": { + "description": "The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, + "ask_size": { + "description": "The ask size.", + "format": "double", + "type": "number" + }, + "bid": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_exchange": { + "description": "The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "format": "int32", + "type": "number" + }, + "bid_size": { + "description": "The bid size.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "midpoint": { + "description": "The average of the bid and ask price.", + "format": "double", + "type": "number" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "ask", + "ask_size", + "bid_size", + "bid", + "midpoint" + ], + "type": "object", + "x-polygon-go-type": { + "name": "LastQuote" + } + }, + "last_trade": { + "description": "The most recent trade for this contract. This is only returned if your current plan includes trades.", + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/options/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + } + }, + "required": [ + "exchange", + "price", + "sip_timestamp", + "size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionsLastTrade" + } + }, + "open_interest": { + "description": "The quantity of this contract held at the end of the last trading day.", + "format": "double", + "type": "number" + }, + "underlying_asset": { + "description": "Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.", + "properties": { + "change_to_break_even": { + "description": "The change in price for the contract to break even.", + "format": "double", + "type": "number" + }, + "last_updated": { + "description": "The nanosecond timestamp of when this information was updated.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker symbol for the contract's underlying asset.", + "type": "string" + }, + "timeframe": { + "description": "The time relevance of the data.", + "enum": [ + "DELAYED", + "REAL-TIME" + ], + "type": "string" + }, + "value": { + "description": "The value of the underlying index.", + "format": "double", + "type": "number" + } + }, + "required": [ + "ticker", + "change_to_break_even" + ], + "type": "object", + "x-polygon-go-type": { + "name": "UnderlyingAsset" + } + } + }, + "required": [ + "day", + "last_quote", + "underlying_asset", + "details", + "break_even_price", + "open_interest" + ], + "type": "object", + "x-polygon-go-type": { + "name": "OptionSnapshotResult" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id" + ], + "type": "object" + } + }, + "text/csv": { + "schema": { + "example": "break_even_price,day_close,day_high,day_last_updated,day_low,day_open,day_previous_close,day_volume,day_vwap,day_change,day_change_percent,details_contract_type,details_exercise_style,details_expiration_date,details_shares_per_contract,details_strike_price,details_ticker,greeks_delta,greeks_gamma,greeks_theta,greeks_vega,implied_volatility,last_quote_ask,last_quote_ask_size,last_quote_bid,last_quote_bid_size,last_quote_last_updated,last_quote_midpoint,last_quote_timeframe,open_interest,underlying_asset_change_to_break_even,underlying_asset_last_updated,underlying_asset_price,underlying_asset_ticker,underlying_asset_timeframe\n0,171.075,21.4,22.49,1636520400000000000,21.35,22.49,22.45,37,21.6741,-1.05,-4.67,call,american,2023-06-16,100,150,O:AAPL230616C00150000,0.5520187372272933,0.00706756515659829,-0.018532772783847958,0.7274811132998142,0.3048997097864957,21.25,110,20.9,172,1636573458756383500,21.075,REAL-TIME,8921,23.123999999999995,1636573459862384600,147.951,AAPL,REAL-TIME\n", + "type": "string" + } + } + }, + "description": "Snapshot of the option contract." + } + }, + "summary": "Option Contract", + "tags": [ + "default" + ], + "x-polygon-entitlement-allowed-timeframes": [ + { + "description": "Real Time Data", + "name": "realtime" + }, + { + "description": "15 minute delayed data", + "name": "delayed" + } + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + } + } + }, + "/v3/trades/{cryptoTicker}": { + "get": { + "description": "Get trades for a crypto ticker symbol in a given time range.", + "operationId": "GetCryptoTrades", + "parameters": [ + { + "description": "The ticker symbol to get trades for.", + "example": "X:BTC-USD", + "in": "path", + "name": "cryptoTicker", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/trades/X:BTC-USD?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "conditions": [ + 1 + ], + "exchange": 1, + "id": "191450340", + "participant_timestamp": 1625097600103000000, + "price": 35060, + "size": 1.0434526 + }, + { + "conditions": [ + 2 + ], + "exchange": 1, + "id": "191450341", + "participant_timestamp": 1625097600368000000, + "price": 35059.99, + "size": 0.0058883 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "id": { + "description": "The Trade ID which uniquely identifies a trade on the exchange that the trade happened on.", + "type": "string" + }, + "participant_timestamp": { + "description": "The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade in the base currency of the crypto pair.", + "format": "double", + "type": "number" + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + } + }, + "required": [ + "exchange", + "price", + "size" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,id,participant_timestamp,price,size\n1,1,191450340,1625097600103000000,35060,1.0434526\n2,1,191450341,1625097600368000000,35059.99,0.0058883\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of trades." + } + }, + "summary": "Trades", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Crypto data", + "name": "crypto" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Historic Crypto Trades", + "path": "get_v1_historic_crypto__from___to___date" + } + } + }, + "x-polygon-ignore": true + }, + "/v3/trades/{optionsTicker}": { + "get": { + "description": "Get trades for an options ticker symbol in a given time range.", + "operationId": "GetOptionsTrades", + "parameters": [ + { + "description": "The options ticker symbol to get trades for.", + "example": "O:TSLA210903C00700000", + "in": "path", + "name": "optionsTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/trades/O:AZO140621P00530000?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "exchange": 46, + "participant_timestamp": 1401715883806000000, + "price": 6.91, + "sip_timestamp": 1401715883806000000, + "size": 1 + }, + { + "conditions": [ + 209 + ], + "exchange": 67, + "participant_timestamp": 1401716547786000000, + "price": 7.2, + "sip_timestamp": 1401716547786000000, + "size": 1 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "correction": { + "description": "The trade correction indicator.", + "type": "integer" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "participant_timestamp": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + } + }, + "required": [ + "exchange", + "price", + "sip_timestamp", + "size" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,participant_timestamp,price,sip_timestamp,size\n,46,1401715883806000000,6.91,1401715883806000000,1\n209,67,1401716547786000000,7.2,1401716547786000000,1\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of trades." + } + }, + "summary": "Trades", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Options data", + "name": "options" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + } + }, + "x-polygon-ignore": true + }, + "/v3/trades/{stockTicker}": { + "get": { + "description": "Get trades for a ticker symbol in a given time range.", + "operationId": "GetStocksTrades", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, AAPL represents Apple Inc.", + "example": "AAPL", + "in": "path", + "name": "stockTicker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Range by timestamp.", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 1000 and max is 50000.", + "in": "query", + "name": "limit", + "schema": { + "default": 1000, + "example": 10, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp", + "enum": [ + "timestamp" + ], + "example": "timestamp", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/v3/trades/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "conditions": [ + 12, + 41 + ], + "decimal_size": "100.0", + "exchange": 11, + "id": "1", + "participant_timestamp": 1517562000015577000, + "price": 171.55, + "sequence_number": 1063, + "sip_timestamp": 1517562000016036600, + "size": 100, + "tape": 3 + }, + { + "conditions": [ + 12, + 41 + ], + "decimal_size": "100.0", + "exchange": 11, + "id": "2", + "participant_timestamp": 1517562000015577600, + "price": 171.55, + "sequence_number": 1064, + "sip_timestamp": 1517562000016038100, + "size": 100, + "tape": 3 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "conditions": { + "description": "A list of condition codes.", + "items": { + "description": "The condition code. These are the conditions of this message. See\n[Condition Mappings](https://massive.com/docs/rest/stocks/market-operations/condition-codes)\nfor a mapping to exchange conditions.", + "format": "int32", + "type": "integer" + }, + "type": "array", + "x-polygon-go-type": { + "name": "Int32Array" + } + }, + "correction": { + "description": "The trade correction indicator.", + "type": "integer" + }, + "decimal_size": { + "description": "The size of the trade including the fractional component. This is represented as a decimal string.", + "type": "string" + }, + "exchange": { + "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "type": "integer" + }, + "id": { + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.", + "type": "string" + }, + "participant_timestamp": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" + }, + "sequence_number": { + "description": "The sequence number represents the sequence in which trade events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.", + "format": "int64", + "type": "integer" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + }, + "size": { + "description": "The size of a trade (also known as volume).", + "format": "double", + "type": "number" + }, + "tape": { + "description": "There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "format": "int32", + "type": "integer" + }, + "trf_id": { + "description": "The ID for the Trade Reporting Facility where the trade took place.", + "type": "integer" + }, + "trf_timestamp": { + "description": "The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } + } + }, + "required": [ + "exchange", + "id", + "price", + "sequence_number", + "sip_timestamp", + "participant_timestamp", + "size", + "decimal_size" + ], + "type": "object", + "x-polygon-go-type": { + "name": "CommonTrade" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status" + ], + "type": "object" + } + }, + "text/csv": { + "example": "conditions,exchange,id,participant_timestamp,price,sequence_number,sip_timestamp,size,tape,decimal_size\n\"12,41\",11,1,1517562000015577088,171.55,1063,1517562000016036581,100,3,100.0\n\"12,41\",11,2,1517562000015577600,171.55,1064,1517562000016038175,100,3,100.0\n", + "schema": { + "type": "string" + } + } + }, + "description": "A list of trades." + } + }, + "summary": "Trades", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Trade data", + "name": "trades" + }, + "x-polygon-entitlement-market-type": { + "description": "Stocks data", + "name": "stocks" + }, + "x-polygon-paginate": { + "limit": { + "default": 1000, + "example": 10, + "max": 50000 + }, + "order": { + "default": "desc" + }, + "sort": { + "default": "timestamp", + "enum": [ + "timestamp" + ] + } + }, + "x-polygon-replaces": { + "date": 1654056060000, + "replaces": { + "name": "Trades", + "path": "get_v2_ticks_stocks_trades__ticker___date" + } + } + } + }, + "/vX/reference/financials": { + "get": { + "description": "Get historical financial data for a stock ticker.\nThe financials data is extracted from XBRL from company SEC filings using the methodology outlined here.", + "operationId": "ListFinancials", + "parameters": [ + { + "description": "Query by company ticker.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Query by central index key (CIK) Number", + "in": "query", + "name": "cik", + "schema": { + "type": "string" + } + }, + { + "description": "Query by company name.", + "in": "query", + "name": "company_name", + "schema": { + "type": "string" + }, + "x-polygon-filter-field": { + "search": true + } + }, + { + "description": "Query by standard industrial classification (SIC)", + "in": "query", + "name": "sic", + "schema": { + "type": "string" + } + }, + { + "description": "Query by the date when the filing with financials data was filed in YYYY-MM-DD format.\n\nBest used when querying over date ranges to find financials based on filings that happen in a time period.\n\nExamples:\n\nTo get financials based on filings that have happened after January 1, 2009 use the query param filing_date.gte=2009-01-01\n\nTo get financials based on filings that happened in the year 2009 use the query params filing_date.gte=2009-01-01&filing_date.lt=2010-01-01", + "in": "query", + "name": "filing_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "The period of report for the filing with financials data in YYYY-MM-DD format.", + "in": "query", + "name": "period_of_report_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true + } + }, + { + "description": "Query by timeframe. Annual financials originate from 10-K filings, and quarterly financials originate from 10-Q filings. Note: Most companies do not file quarterly reports for Q4 and instead include those financials in their annual report, so some companies my not return quarterly financials for Q4", + "in": "query", + "name": "timeframe", + "schema": { + "enum": [ + "annual", + "quarterly", + "ttm" + ], + "type": "string" + } + }, + { + "description": "Whether or not to include the `xpath` and `formula` attributes for each financial data point.\nSee the `xpath` and `formula` response attributes for more info. False by default.", + "in": "query", + "name": "include_sources", + "schema": { + "default": false, + "type": "boolean" + } + }, + { + "description": "Search by company_name.", + "in": "query", + "name": "company_name.search", + "schema": { + "type": "string" + } + }, + { + "description": "Search by filing_date.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by filing_date.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by filing_date.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by filing_date.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by period_of_report_date.", + "in": "query", + "name": "period_of_report_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by period_of_report_date.", + "in": "query", + "name": "period_of_report_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by period_of_report_date.", + "in": "query", + "name": "period_of_report_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Search by period_of_report_date.", + "in": "query", + "name": "period_of_report_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "enum": [ + "asc", + "desc" + ], + "example": "asc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 100.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 100, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "period_of_report_date", + "enum": [ + "filing_date", + "period_of_report_date" + ], + "example": "filing_date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "next_url": "https://api.massive.com/vX/reference/financials?", + "request_id": "55eb92ed43b25568ab0cce159830ea34", + "results": [ + { + "cik": "0001650729", + "company_name": "SiteOne Landscape Supply, Inc.", + "end_date": "2022-04-03", + "filing_date": "2022-05-04", + "financials": { + "balance_sheet": { + "assets": { + "label": "Assets", + "order": 100, + "unit": "USD", + "value": 2407400000 + }, + "current_assets": { + "label": "Current Assets", + "order": 200, + "unit": "USD", + "value": 1385900000 + }, + "current_liabilities": { + "label": "Current Liabilities", + "order": 700, + "unit": "USD", + "value": 597500000 + }, + "equity": { + "label": "Equity", + "order": 1400, + "unit": "USD", + "value": 1099200000 + }, + "equity_attributable_to_noncontrolling_interest": { + "label": "Equity Attributable To Noncontrolling Interest", + "order": 1500, + "unit": "USD", + "value": 0 + }, + "equity_attributable_to_parent": { + "label": "Equity Attributable To Parent", + "order": 1600, + "unit": "USD", + "value": 1099200000 + }, + "liabilities": { + "label": "Liabilities", + "order": 600, + "unit": "USD", + "value": 1308200000 + }, + "liabilities_and_equity": { + "label": "Liabilities And Equity", + "order": 1900, + "unit": "USD", + "value": 2407400000 + }, + "noncurrent_assets": { + "label": "Noncurrent Assets", + "order": 300, + "unit": "USD", + "value": 1021500000 + }, + "noncurrent_liabilities": { + "label": "Noncurrent Liabilities", + "order": 800, + "unit": "USD", + "value": 710700000 + } + }, + "cash_flow_statement": { + "exchange_gains_losses": { + "label": "Exchange Gains/Losses", + "order": 1000, + "unit": "USD", + "value": 100000 + }, + "net_cash_flow": { + "label": "Net Cash Flow", + "order": 1100, + "unit": "USD", + "value": -8600000 + }, + "net_cash_flow_continuing": { + "label": "Net Cash Flow, Continuing", + "order": 1200, + "unit": "USD", + "value": -8700000 + }, + "net_cash_flow_from_financing_activities": { + "label": "Net Cash Flow From Financing Activities", + "order": 700, + "unit": "USD", + "value": 150600000 + }, + "net_cash_flow_from_financing_activities_continuing": { + "label": "Net Cash Flow From Financing Activities, Continuing", + "order": 800, + "unit": "USD", + "value": 150600000 + }, + "net_cash_flow_from_investing_activities": { + "label": "Net Cash Flow From Investing Activities", + "order": 400, + "unit": "USD", + "value": -41000000 + }, + "net_cash_flow_from_investing_activities_continuing": { + "label": "Net Cash Flow From Investing Activities, Continuing", + "order": 500, + "unit": "USD", + "value": -41000000 + }, + "net_cash_flow_from_operating_activities": { + "label": "Net Cash Flow From Operating Activities", + "order": 100, + "unit": "USD", + "value": -118300000 + }, + "net_cash_flow_from_operating_activities_continuing": { + "label": "Net Cash Flow From Operating Activities, Continuing", + "order": 200, + "unit": "USD", + "value": -118300000 + } + }, + "comprehensive_income": { + "comprehensive_income_loss": { + "label": "Comprehensive Income/Loss", + "order": 100, + "unit": "USD", + "value": 40500000 + }, + "comprehensive_income_loss_attributable_to_noncontrolling_interest": { + "label": "Comprehensive Income/Loss Attributable To Noncontrolling Interest", + "order": 200, + "unit": "USD", + "value": 0 + }, + "comprehensive_income_loss_attributable_to_parent": { + "label": "Comprehensive Income/Loss Attributable To Parent", + "order": 300, + "unit": "USD", + "value": 40500000 + }, + "other_comprehensive_income_loss": { + "label": "Other Comprehensive Income/Loss", + "order": 400, + "unit": "USD", + "value": 40500000 + }, + "other_comprehensive_income_loss_attributable_to_parent": { + "label": "Other Comprehensive Income/Loss Attributable To Parent", + "order": 600, + "unit": "USD", + "value": 8200000 + } + }, + "income_statement": { + "basic_earnings_per_share": { + "label": "Basic Earnings Per Share", + "order": 4200, + "unit": "USD / shares", + "value": 0.72 + }, + "benefits_costs_expenses": { + "label": "Benefits Costs and Expenses", + "order": 200, + "unit": "USD", + "value": 768400000 + }, + "cost_of_revenue": { + "label": "Cost Of Revenue", + "order": 300, + "unit": "USD", + "value": 536100000 + }, + "costs_and_expenses": { + "label": "Costs And Expenses", + "order": 600, + "unit": "USD", + "value": 768400000 + }, + "diluted_earnings_per_share": { + "label": "Diluted Earnings Per Share", + "order": 4300, + "unit": "USD / shares", + "value": 0.7 + }, + "gross_profit": { + "label": "Gross Profit", + "order": 800, + "unit": "USD", + "value": 269200000 + }, + "income_loss_from_continuing_operations_after_tax": { + "label": "Income/Loss From Continuing Operations After Tax", + "order": 1400, + "unit": "USD", + "value": 32300000 + }, + "income_loss_from_continuing_operations_before_tax": { + "label": "Income/Loss From Continuing Operations Before Tax", + "order": 1500, + "unit": "USD", + "value": 36900000 + }, + "income_tax_expense_benefit": { + "label": "Income Tax Expense/Benefit", + "order": 2200, + "unit": "USD", + "value": 4600000 + }, + "interest_expense_operating": { + "label": "Interest Expense, Operating", + "order": 2700, + "unit": "USD", + "value": 4300000 + }, + "net_income_loss": { + "label": "Net Income/Loss", + "order": 3200, + "unit": "USD", + "value": 32300000 + }, + "net_income_loss_attributable_to_noncontrolling_interest": { + "label": "Net Income/Loss Attributable To Noncontrolling Interest", + "order": 3300, + "unit": "USD", + "value": 0 + }, + "net_income_loss_attributable_to_parent": { + "label": "Net Income/Loss Attributable To Parent", + "order": 3500, + "unit": "USD", + "value": 32300000 + }, + "net_income_loss_available_to_common_stockholders_basic": { + "label": "Net Income/Loss Available To Common Stockholders, Basic", + "order": 3700, + "unit": "USD", + "value": 32300000 + }, + "operating_expenses": { + "label": "Operating Expenses", + "order": 1000, + "unit": "USD", + "value": 228000000 + }, + "operating_income_loss": { + "label": "Operating Income/Loss", + "order": 1100, + "unit": "USD", + "value": 41200000 + }, + "participating_securities_distributed_and_undistributed_earnings_loss_basic": { + "label": "Participating Securities, Distributed And Undistributed Earnings/Loss, Basic", + "order": 3800, + "unit": "USD", + "value": 0 + }, + "preferred_stock_dividends_and_other_adjustments": { + "label": "Preferred Stock Dividends And Other Adjustments", + "order": 3900, + "unit": "USD", + "value": 0 + }, + "revenues": { + "label": "Revenues", + "order": 100, + "unit": "USD", + "value": 805300000 + } + } + }, + "fiscal_period": "Q1", + "fiscal_year": "2022", + "source_filing_file_url": "https://api.massive.com/v1/reference/sec/filings/0001650729-22-000010/files/site-20220403_htm.xml", + "source_filing_url": "https://api.massive.com/v1/reference/sec/filings/0001650729-22-000010", + "start_date": "2022-01-03" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "count": { + "description": "The total number of results for this request.", + "type": "integer" + }, + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "acceptance_datetime": { + "description": "The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format.", + "type": "string" + }, + "cik": { + "description": "The CIK number for the company.", + "type": "string" + }, + "company_name": { + "description": "The company name.", + "type": "string" + }, + "end_date": { + "description": "The end date of the period that these financials cover in YYYYMMDD format.", + "type": "string" + }, + "filing_date": { + "description": "The date that the SEC filing which these financials were derived from was made available. Note that this is not necessarily the date when this information became public, as some companies may publish a press release before filing with the SEC.", + "type": "string" + }, + "financials": { + "description": "Structured financial statements with detailed data points and metadata.", + "properties": { + "balance_sheet": { + "description": "Balance sheet.\nThe keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms.", + "properties": { + "*": { + "description": "An individual financial data point.", + "properties": { + "derived_from": { + "description": "The list of report IDs (or errata) which were used to derive this data point.\nThis value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived.", + "items": { + "type": "string" + }, + "type": "array" + }, + "formula": { + "description": "The name of the formula used to derive this data point from other financial data points.\nInformation about the formulas can be found here.\nThis value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute.", + "type": "string" + }, + "label": { + "description": "A human readable label for the financial data point.", + "type": "string" + }, + "order": { + "description": "An indicator of what order within the statement that you would find this data point.", + "type": "integer" + }, + "source": { + "description": "The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived.", + "type": "string" + }, + "unit": { + "description": "The unit of the financial data point.", + "type": "string" + }, + "value": { + "description": "The value of the financial data point.", + "type": "number" + }, + "xpath": { + "description": "The XPath 1.0 query that identifies the fact from within the XBRL source file.\nThis value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport.", + "type": "string" + } + }, + "required": [ + "label", + "order", + "value", + "unit" + ], + "type": "object" + } + }, + "type": "object" + }, + "cash_flow_statement": { + "description": "Cash flow statement.\nThe keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" + }, + "comprehensive_income": { + "description": "Comprehensive income.\nThe keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" + }, + "income_statement": { + "description": "Income statement.\nThe keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms.\nSee the attributes of the objects within `balance_sheet` for more details.", + "type": "object" + } + }, + "type": "object" + }, + "fiscal_period": { + "description": "Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY).", + "type": "string" + }, + "fiscal_year": { + "description": "Fiscal year of the report according to the company.", + "type": "string" + }, + "sic": { + "description": "The Standard Industrial Classification (SIC) code for the company.", + "type": "string" + }, + "source_filing_file_url": { + "description": "The URL of the specific XBRL instance document within the SEC filing that these financials were derived from.", + "type": "string" + }, + "source_filing_url": { + "description": "The URL of the SEC filing that these financials were derived from.", + "type": "string" + }, + "start_date": { + "description": "The start date of the period that these financials cover in YYYYMMDD format.", + "type": "string" + }, + "tickers": { + "description": "The list of ticker symbols for the company.", + "items": { + "type": "string" + }, + "type": "array" + }, + "timeframe": { + "description": "The timeframe of the report (quarterly, annual or ttm).", + "type": "string" + } + }, + "required": [ + "cik", + "company_name", + "financials", + "timeframe", + "fiscal_period" + ], + "type": "object", + "x-polygon-go-type": { + "name": "FinancialReport" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "count", + "results" + ], + "type": "object" + } + } + }, + "description": "FIXME" + } + }, + "summary": "Stock Financials vX", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {}, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 100 + }, + "sort": { + "default": "period_of_report_date", + "enum": [ + "filing_date", + "period_of_report_date" + ] + } + } + } + }, + "/vX/reference/ipos": { + "get": { + "description": "The IPOs API provides access to detailed information about Initial Public Offerings (IPOs), including both upcoming and historical events. With this API, you can query for a comprehensive list of IPOs, along with key details such as the issuer name, ticker symbol, ISIN, IPO date, number of shares offered, expected price range, and final offering price. You can filter the results by status to focus on new, rumors, pending, historical, and more.", + "operationId": "ListIPOs", + "parameters": [ + { + "description": "Specify a case-sensitive ticker symbol. For example, TSLA represents Tesla Inc.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Specify a us_code. This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades.", + "in": "query", + "name": "us_code", + "schema": { + "type": "string" + } + }, + { + "description": "Specify an International Securities Identification Number (ISIN). This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Specify a listing date. This is the first trading date for the newly listed entity.", + "in": "query", + "name": "listing_date", + "schema": { + "format": "date", + "type": "string" + }, + "x-polygon-filter-field": { + "range": true, + "type": "string" + } + }, + { + "description": "Specify an IPO status.", + "in": "query", + "name": "ipo_status", + "schema": { + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.gte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.gt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.lte", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Range by listing_date.", + "in": "query", + "name": "listing_date.lt", + "schema": { + "format": "date", + "type": "string" + } + }, + { + "description": "Order results based on the `sort` field.", + "in": "query", + "name": "order", + "schema": { + "default": "desc", + "enum": [ + "asc", + "desc" + ], + "example": "desc", + "type": "string" + } + }, + { + "description": "Limit the number of results returned, default is 10 and max is 1000.", + "in": "query", + "name": "limit", + "schema": { + "default": 10, + "example": 10, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Sort field used for ordering.", + "in": "query", + "name": "sort", + "schema": { + "default": "listing_date", + "enum": [ + "listing_date", + "ticker", + "last_updated", + "security_type", + "issuer_name", + "currency_code", + "isin", + "us_code", + "final_issue_price", + "min_shares_offered", + "max_shares_offered", + "lowest_offer_price", + "highest_offer_price", + "total_offer_size", + "shares_outstanding", + "primary_exchange", + "lot_size", + "security_description", + "ipo_status", + "announced_date" + ], + "example": "listing_date", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/vX/reference/ipos?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "6a7e466379af0a71039d60cc78e72282", + "results": [ + { + "announced_date": "2024-06-01", + "currency_code": "USD", + "final_issue_price": 17, + "highest_offer_price": 17, + "ipo_status": "history", + "isin": "US75383L1026", + "issue_end_date": "2024-06-06", + "issue_start_date": "2024-06-01", + "issuer_name": "Rapport Therapeutics Inc.", + "last_updated": "2024-06-27", + "listing_date": "2024-06-07", + "lot_size": 100, + "lowest_offer_price": 17, + "max_shares_offered": 8000000, + "min_shares_offered": 1000000, + "primary_exchange": "XNAS", + "security_description": "Ordinary Shares", + "security_type": "CS", + "shares_outstanding": 35376457, + "ticker": "RAPP", + "total_offer_size": 136000000, + "us_code": "75383L102" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page of data.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "An array of results containing the requested data.", + "items": { + "properties": { + "announced_date": { + "description": "The date when the IPO event was announced.", + "example": "2023-01-01", + "format": "date", + "type": "string" + }, + "currency_code": { + "description": "Underlying currency of the security.", + "example": "USD", + "type": "string" + }, + "final_issue_price": { + "description": "The price set by the company and its underwriters before the IPO goes live.", + "example": 14.5, + "format": "float", + "type": "number" + }, + "highest_offer_price": { + "description": "The highest price within the IPO price range that the company might use to price the shares.", + "example": 20, + "format": "float", + "type": "number" + }, + "ipo_status": { + "description": "The status of the IPO event. IPO events start out as status \"rumor\" or \"pending\". On listing day, the status changes to \"new\". After the listing day, the status changes to \"history\".\n\nThe status \"direct_listing_process\" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO).", + "enum": [ + "direct_listing_process", + "history", + "new", + "pending", + "postponed", + "rumor", + "withdrawn" + ], + "example": "history", + "type": "string" + }, + "isin": { + "description": "International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world.", + "example": "US0378331005", + "type": "string" + }, + "issuer_name": { + "description": "Name of issuer.", + "example": "Apple Inc.", + "type": "string" + }, + "last_updated": { + "description": "The date when the IPO event was last modified.", + "example": "2023-01-02", + "format": "date", + "type": "string" + }, + "listing_date": { + "description": "First trading date for the newly listed entity.", + "example": "2023-02-01", + "format": "date", + "type": "string" + }, + "lot_size": { + "description": "The minimum number of shares that can be bought or sold in a single transaction.", + "example": 100, + "type": "number" + }, + "lowest_offer_price": { + "description": "The lowest price within the IPO price range that the company is willing to offer its shares to investors.", + "example": 10, + "format": "float", + "type": "number" + }, + "max_shares_offered": { + "description": "The upper limit of the shares that the company is offering to investors.", + "example": 1000, + "type": "number" + }, + "min_shares_offered": { + "description": "The lower limit of shares that the company is willing to sell in the IPO.", + "example": 1000, + "type": "number" + }, + "primary_exchange": { + "description": "Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets.", + "example": "XNAS", + "type": "string" + }, + "security_description": { + "description": "Description of the security.", + "example": "Ordinary Shares - Class A", + "type": "string" + }, + "security_type": { + "description": "The classification of the stock. For example, \"CS\" stands for Common Stock.", + "example": "CS", + "type": "string" + }, + "shares_outstanding": { + "description": "The total number of shares that the company has issued and are held by investors.", + "example": 1000000, + "type": "number" + }, + "ticker": { + "description": "The ticker symbol of the IPO event.", + "example": "TSLA", + "type": "string" + }, + "total_offer_size": { + "description": "The total amount raised by the company for IPO.", + "example": 1000000, + "format": "float", + "type": "number" + }, + "us_code": { + "description": "This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades.", + "example": 37833100, + "type": "string" + } + }, + "required": [ + "last_updated", + "issuer_name", + "security_type", + "ipo_status", + "ticker" + ], + "type": "object", + "x-polygon-go-type": { + "name": "IPOsResult" + } + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "A list of IPO events." + } + }, + "summary": "IPOs", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-paginate": { + "limit": { + "default": 10, + "max": 1000 + }, + "order": { + "default": "desc", + "example": "desc" + }, + "sort": { + "default": "listing_date", + "enum": [ + "listing_date", + "ticker", + "last_updated", + "security_type", + "issuer_name", + "currency_code", + "isin", + "us_code", + "final_issue_price", + "min_shares_offered", + "max_shares_offered", + "lowest_offer_price", + "highest_offer_price", + "total_offer_size", + "shares_outstanding", + "primary_exchange", + "lot_size", + "security_description", + "ipo_status", + "announced_date" + ] + } + } + } + }, + "/vX/reference/tickers/{id}/events": { + "get": { + "description": "Get a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI.", + "operationId": "GetEvents", + "parameters": [ + { + "description": "Identifier of an asset, which can be a Ticker, CUSIP, or Composite FIGI. Specify a case-sensitive \nticker symbol (e.g. AAPL for Apple Inc). When provided a ticker, events for the entity currently \nrepresented by that ticker are returned. To find events for entities previously associated with a \nticker, obtain the relevant identifier using the [Ticker Details Endpoint](https://massive.com/docs/rest/stocks/tickers/ticker-overview).", + "example": "META", + "in": "path", + "name": "id", + "required": true, + "schema": { + "type": "string" + } + }, + { + "description": "A comma-separated list of the types of event to include. Currently ticker_change is the only supported event_type.\nLeave blank to return all supported event_types.", + "in": "query", + "name": "types", + "schema": { + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "31d59dda-80e5-4721-8496-d0d32a654afe", + "results": { + "events": [ + { + "date": "2022-06-09", + "ticker_change": { + "ticker": "META" + }, + "type": "ticker_change" + }, + { + "date": "2012-05-18", + "ticker_change": { + "ticker": "FB" + }, + "type": "ticker_change" + } + ], + "name": "Meta Platforms, Inc. Class A Common Stock" + }, + "status": "OK" + }, + "schema": { + "properties": { + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "Contains the requested event data for the specified ticker.", + "properties": { + "events": { + "description": "An array of event containing the requested data.", + "items": { + "oneOf": [ + { + "properties": { + "date": { + "description": "The date the event took place", + "format": "date", + "type": "string" + }, + "event_type": { + "description": "The type of historical event for the asset", + "type": "string" + }, + "ticker_change": { + "description": "Details about a ticker change", + "properties": { + "ticker": { + "description": "A ticker symbol", + "type": "string" + } + }, + "type": "object" + } + }, + "required": [ + "event_type", + "date" + ], + "type": "object" + } + ] + }, + "type": "array" + }, + "name": { + "description": "The name of the asset.", + "type": "string" + } + }, + "type": "object", + "x-polygon-go-type": { + "name": "EventsResults" + } + }, + "status": { + "description": "The status of this request's response.", + "type": "string" + } + }, + "type": "object" + } + } + }, + "description": "Ticker Events." + }, + "401": { + "description": "Unauthorized - Check our API Key and account status" + } + }, + "summary": "Ticker Events", + "tags": [ + "default" + ], + "x-polygon-entitlement-data-type": { + "description": "Reference data", + "name": "reference" + }, + "x-polygon-experimental": {} + } + } + }, + "security": [ + { + "apiKey": [] + } + ], + "servers": [ + { + "description": "Massive Platform API", + "url": "https://api.massive.com" + }, + { + "description": "Massive Platform API (Staging)", + "url": "https://api.staging.massive.com" + } + ], + "tags": [ + { + "description": "Reference API", + "name": "reference", + "x-polygon-sub-tags": [ + "tickers:list", + "tickers:types", + "tickers:get", + "options:contracts:list", + "news", + "tickers", + "stocks", + "sec:filings", + "sec:filing", + "sec:filing:files", + "sec:filing:file", + "stocks:market", + "conditions", + "stocks:meta:exchanges", + "crypto", + "exchanges" + ] + }, + { + "description": "Stocks API", + "name": "stocks", + "x-polygon-sub-tags": [ + "trades", + "quotes", + "last:trade", + "last:quote", + "open-close", + "aggregates", + "snapshot" + ] + }, + { + "description": "Options API", + "name": "options", + "x-polygon-sub-tags": [ + "trades", + "quotes", + "last:trade", + "last:quote", + "open-close", + "aggregates", + "snapshot" + ] + }, + { + "description": "Forex API", + "name": "fx", + "x-polygon-sub-tags": [ + "trades", + "quotes", + "conversion", + "last:trade", + "last:quote", + "aggregates", + "snapshot" + ] + }, + { + "description": "Crypto API", + "name": "crypto", + "x-polygon-sub-tags": [ + "trades", + "last:trade", + "open-close", + "aggregates", + "snapshot" + ] + }, + { + "description": "Indices API", + "name": "indices", + "x-polygon-sub-tags": [ + "trades", + "last:trade", + "open-close", + "aggregates", + "snapshot" + ] + } + ], + "x-polygon-order": { + "crypto": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, + { + "paths": [ + "/v2/aggs/grouped/locale/global/market/crypto/{date}" + ] + }, + { + "paths": [ + "/v1/open-close/crypto/{from}/{to}/{date}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{cryptoTicker}/prev" + ] + }, + { + "paths": [ + "/v3/trades/{cryptoTicker}" + ] + }, + { + "paths": [ + "/v1/historic/crypto/{from}/{to}/{date}" + ] + }, + { + "paths": [ + "/v1/last/crypto/{from}/{to}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v2/snapshot/locale/global/markets/crypto/tickers", + "/v2/snapshot/locale/global/markets/crypto/{direction}", + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}", + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book", + "/v3/snapshot" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{cryptoTicker}", + "/v1/indicators/ema/{cryptoTicker}", + "/v1/indicators/macd/{cryptoTicker}", + "/v1/indicators/rsi/{cryptoTicker}" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + }, + { + "paths": [ + "/v3/reference/conditions" + ] + }, + { + "paths": [ + "/v3/reference/exchanges" + ] + } + ] + }, + "fx": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, + { + "paths": [ + "/v2/aggs/grouped/locale/global/market/fx/{date}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{forexTicker}/prev" + ] + }, + { + "paths": [ + "/v3/quotes/{fxTicker}" + ] + }, + { + "paths": [ + "/v1/historic/forex/{from}/{to}/{date}" + ] + }, + { + "paths": [ + "/v1/last_quote/currencies/{from}/{to}" + ] + }, + { + "paths": [ + "/v1/conversion/{from}/{to}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v2/snapshot/locale/global/markets/forex/tickers", + "/v2/snapshot/locale/global/markets/forex/{direction}", + "/v2/snapshot/locale/global/markets/forex/tickers/{ticker}", + "/v3/snapshot" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{fxTicker}", + "/v1/indicators/ema/{fxTicker}", + "/v1/indicators/macd/{fxTicker}", + "/v1/indicators/rsi/{fxTicker}" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + }, + { + "paths": [ + "/v3/reference/conditions" + ] + }, + { + "paths": [ + "/v3/reference/exchanges" + ] + } + ] + }, + "indices": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{indicesTicker}/prev" + ] + }, + { + "paths": [ + "/v1/open-close/{indicesTicker}/{date}" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{indicesTicker}", + "/v1/indicators/ema/{indicesTicker}", + "/v1/indicators/macd/{indicesTicker}", + "/v1/indicators/rsi/{indicesTicker}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v3/snapshot/indices", + "/v3/snapshot" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v3/reference/tickers/types" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + } + ] + }, + "options": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{optionsTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, + { + "paths": [ + "/v1/open-close/{optionsTicker}/{date}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{optionsTicker}/prev" + ] + }, + { + "paths": [ + "/v3/trades/{optionsTicker}" + ] + }, + { + "paths": [ + "/v2/last/trade/{optionsTicker}" + ] + }, + { + "paths": [ + "/v3/quotes/{optionsTicker}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v3/snapshot/options/{underlyingAsset}/{optionContract}", + "/v3/snapshot/options/{underlyingAsset}", + "/v3/snapshot" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{optionsTicker}", + "/v1/indicators/ema/{optionsTicker}", + "/v1/indicators/macd/{optionsTicker}", + "/v1/indicators/rsi/{optionsTicker}" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/options/contracts/{options_ticker}" + ] + }, + { + "paths": [ + "/v3/reference/options/contracts" + ] + }, + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v1/meta/symbols/{stocksTicker}/company" + ] + }, + { + "paths": [ + "/v3/reference/tickers/{ticker}" + ] + }, + { + "paths": [ + "/v2/reference/news" + ] + }, + { + "paths": [ + "/v3/reference/tickers/types" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + }, + { + "paths": [ + "/v3/reference/conditions" + ] + }, + { + "paths": [ + "/v3/reference/exchanges" + ] + } + ] + }, + "stocks": { + "market": [ + { + "launchpad": "shared", + "paths": [ + "/v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{from}/{to}" + ] + }, + { + "launchpad": "exclusive", + "paths": [ + "/v1/summaries" + ] + }, + { + "paths": [ + "/v2/aggs/grouped/locale/us/market/stocks/{date}" + ] + }, + { + "paths": [ + "/v1/open-close/{stocksTicker}/{date}" + ] + }, + { + "paths": [ + "/v2/aggs/ticker/{stocksTicker}/prev" + ] + }, + { + "paths": [ + "/v3/trades/{stockTicker}" + ] + }, + { + "paths": [ + "/v2/ticks/stocks/trades/{ticker}/{date}" + ] + }, + { + "paths": [ + "/v2/last/trade/{stocksTicker}" + ] + }, + { + "paths": [ + "/v3/quotes/{stockTicker}" + ] + }, + { + "paths": [ + "/v2/ticks/stocks/nbbo/{ticker}/{date}" + ] + }, + { + "paths": [ + "/v2/last/nbbo/{stocksTicker}" + ] + }, + { + "group": "Snapshots", + "paths": [ + "/v2/snapshot/locale/us/markets/stocks/tickers", + "/v2/snapshot/locale/us/markets/stocks/{direction}", + "/v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}", + "/v3/snapshot" + ] + }, + { + "group": "Technical Indicators", + "paths": [ + "/v1/indicators/sma/{stockTicker}", + "/v1/indicators/ema/{stockTicker}", + "/v1/indicators/macd/{stockTicker}", + "/v1/indicators/rsi/{stockTicker}" + ] + }, + { + "paths": [ + "/futures/vX/quotes/{ticker}" + ] + }, + { + "paths": [ + "/futures/vX/trades/{ticker}" + ] + }, + { + "paths": [ + "/futures/vX/snapshot" + ] + } + ], + "reference": [ + { + "paths": [ + "/v3/reference/tickers" + ] + }, + { + "paths": [ + "/v1/meta/symbols/{stocksTicker}/company" + ] + }, + { + "paths": [ + "/v3/reference/tickers/{ticker}" + ] + }, + { + "paths": [ + "/vX/reference/tickers/{id}/events" + ] + }, + { + "paths": [ + "/v2/reference/news" + ] + }, + { + "paths": [ + "/v3/reference/tickers/types" + ] + }, + { + "paths": [ + "/vX/reference/tickers/taxonomies" + ] + }, + { + "paths": [ + "/v1/marketstatus/upcoming" + ] + }, + { + "paths": [ + "/v1/marketstatus/now" + ] + }, + { + "group": "SEC Filings", + "paths": [ + "/v1/reference/sec/filings", + "/v1/reference/sec/filings/{filing_id}", + "/v1/reference/sec/filings/{filing_id}/files", + "/v1/reference/sec/filings/{filing_id}/files/{file_id}" + ] + }, + { + "paths": [ + "/v3/reference/splits" + ] + }, + { + "paths": [ + "/v3/reference/dividends" + ] + }, + { + "paths": [ + "/vX/reference/financials" + ] + }, + { + "paths": [ + "/v3/reference/conditions" + ] + }, + { + "paths": [ + "/v3/reference/exchanges" + ] + }, + { + "paths": [ + "/v1/related-companies/{ticker}" + ] + }, + { + "paths": [ + "/vX/reference/ipos" + ] + }, + { + "paths": [ + "/vX/reference/short-interest/{identifier_type}/{identifier}" + ] + }, + { + "paths": [ + "/futures/vX/contracts" + ] + }, + { + "paths": [ + "/futures/vX/schedules" + ] + }, + { + "paths": [ + "/futures/vX/products" + ] + }, + { + "paths": [ + "/futures/vX/market-status" + ] + }, + { + "paths": [ + "stocks/vX/listings", + "stocks/vX/listing/{identifier_type}/{identifier}", + "stocks/vX/listings/updates" + ] + } + ] + } + } +} \ No newline at end of file diff --git a/rest/scripts/operation-mappings.js b/rest/scripts/operation-mappings.js new file mode 100644 index 00000000..cb5c8588 --- /dev/null +++ b/rest/scripts/operation-mappings.js @@ -0,0 +1,107 @@ +export default { + "/benzinga/vX/earnings+BenzingaEarnings": "ListBenzingaEarnings", + "/benzinga/vX/news+BenzingaNews": "ListBenzingaNews", + "/benzinga/vX/ratings+BenzingaRatings": "ListBenzingaRatings", + "/fed/vX/treasury-yields+TreasuryYields": "ListTreasuryYields", + "/futures/vX/aggs/{ticker}+Aggregates": "GetFuturesAggregates", + "/futures/vX/quotes/{ticker}+Quotes": "GetFuturesQuotes", + "/futures/vX/trades/{ticker}+Trades": "GetFuturesTrades", + "/futures/vX/contracts+ListContracts": "GetFuturesContracts", + "/futures/vX/contracts/{ticker}+ContractDetails": "GetFuturesContractDetails", + "/futures/vX/products+ListProducts": "GetFuturesProducts", + "/futures/vX/products/{product_code}+ProductDetails": "GetFuturesProductDetails", + "/futures/vX/schedules+DailySchedules": "GetFuturesDailySchedules", + "/futures/vX/products/{product_code}/schedules+ProductSchedules": "GetFuturesProductSchedules", + "/futures/vX/market-status+ListMarketStatuses": "GetFuturesMarketStatuses", + "/stocks/vX/short-interest+StocksShortInterest": "ListStocksShortInterest", + "/stocks/vX/short-volume+StocksShortVolume": "ListStocksShortVolume", + "/v1/conversion/{from}/{to}+RealTimeCurrencyConversion": "GetCurrencyConversion", + "/v1/historic/crypto/{from}/{to}/{date}+DeprecatedGetHistoricCryptoTrades": "DeprecatedGetHistoricCryptoTrades", + "/v1/historic/forex/{from}/{to}/{date}+DeprecatedGetHistoricForexQuotes": "DeprecatedGetHistoricForexQuotes", + "/v1/indicators/ema/{cryptoTicker}+CryptoEMA": "GetCryptoEMA", + "/v1/indicators/ema/{fxTicker}+ForexEMA": "GetForexEMA", + "/v1/indicators/ema/{indicesTicker}+IndicesEMA": "GetIndicesEMA", + "/v1/indicators/ema/{optionsTicker}+OptionsEMA": "GetOptionsEMA", + "/v1/indicators/ema/{stockTicker}+EMA": "GetStocksEMA", + "/v1/indicators/macd/{cryptoTicker}+CryptoMACD": "GetCryptoMACD", + "/v1/indicators/macd/{fxTicker}+ForexMACD": "GetForexMACD", + "/v1/indicators/macd/{indicesTicker}+IndicesMACD": "GetIndicesMACD", + "/v1/indicators/macd/{optionsTicker}+OptionsMACD": "GetOptionsMACD", + "/v1/indicators/macd/{stockTicker}+MACD": "GetStocksMACD", + "/v1/indicators/rsi/{cryptoTicker}+CryptoRSI": "GetCryptoRSI", + "/v1/indicators/rsi/{fxTicker}+ForexRSI": "GetForexRSI", + "/v1/indicators/rsi/{indicesTicker}+IndicesRSI": "GetIndicesRSI", + "/v1/indicators/rsi/{optionsTicker}+OptionsRSI": "GetOptionsRSI", + "/v1/indicators/rsi/{stockTicker}+RSI": "GetStocksRSI", + "/v1/indicators/sma/{cryptoTicker}+CryptoSMA": "GetCryptoSMA", + "/v1/indicators/sma/{fxTicker}+ForexSMA": "GetForexSMA", + "/v1/indicators/sma/{indicesTicker}+IndicesSMA": "GetIndicesSMA", + "/v1/indicators/sma/{optionsTicker}+OptionsSMA": "GetOptionsSMA", + "/v1/indicators/sma/{stockTicker}+SMA": "GetStocksSMA", + "/v1/last/crypto/{from}/{to}+LastTradeCrypto": "GetLastCryptoTrade", + "/v1/last_quote/currencies/{from}/{to}+LastQuoteCurrencies": "GetLastCurrencyQuote", + "/v1/marketstatus/now+GetMarketStatus": "GetMarketStatus", + "/v1/marketstatus/upcoming+GetMarketHolidays": "GetMarketHolidays", + "/v1/open-close/crypto/{from}/{to}/{date}+GetCryptoOpenClose": "GetCryptoOpenClose", + "/v1/open-close/{indicesTicker}/{date}+GetIndicesOpenClose": "GetIndicesOpenClose", + "/v1/open-close/{optionsTicker}/{date}+GetOptionsOpenClose": "GetOptionsOpenClose", + "/v1/open-close/{stocksTicker}/{date}+GetStocksOpenClose": "GetStocksOpenClose", + "/v1/reference/sec/filings+ListFilings": "ListSecFilings", + "/v1/reference/sec/filings/{filing_id}+GetFiling": "GetSecFiling", + "/v1/reference/sec/filings/{filing_id}/files+ListFilingFiles": "ListSecFilingFiles", + "/v1/reference/sec/filings/{filing_id}/files/{file_id}+GetFilingFile": "GetSecFilingFile", + "/v1/related-companies/{ticker}+GetRelatedCompanies": "GetRelatedCompanies", + "/v1/summaries+SnapshotSummary": "GetSnapshotSummary", + "/v2/aggs/grouped/locale/global/market/crypto/{date}+GetGroupedCryptoAggregates": "GetGroupedCryptoAggregates", + "/v2/aggs/grouped/locale/global/market/fx/{date}+GetGroupedForexAggregates": "GetGroupedForexAggregates", + "/v2/aggs/grouped/locale/us/market/stocks/{date}+GetGroupedStocksAggregates": "GetGroupedStocksAggregates", + "/v2/aggs/ticker/{cryptoTicker}/prev+GetPreviousCryptoAggregates": "GetPreviousCryptoAggregates", + "/v2/aggs/ticker/{cryptoTicker}/range/{multiplier}/{timespan}/{from}/{to}+GetCryptoAggregates": "GetCryptoAggregates", + "/v2/aggs/ticker/{forexTicker}/prev+GetPreviousForexAggregates": "GetPreviousForexAggregates", + "/v2/aggs/ticker/{forexTicker}/range/{multiplier}/{timespan}/{from}/{to}+GetForexAggregates": "GetForexAggregates", + "/v2/aggs/ticker/{indicesTicker}/prev+GetPreviousIndicesAggregates": "GetPreviousIndicesAggregates", + "/v2/aggs/ticker/{indicesTicker}/range/{multiplier}/{timespan}/{from}/{to}+GetIndicesAggregates": "GetIndicesAggregates", + "/v2/aggs/ticker/{optionsTicker}/prev+GetPreviousOptionsAggregates": "GetPreviousOptionsAggregates", + "/v2/aggs/ticker/{optionsTicker}/range/{multiplier}/{timespan}/{from}/{to}+GetOptionsAggregates": "GetOptionsAggregates", + "/v2/aggs/ticker/{stocksTicker}/prev+GetPreviousStocksAggregates": "GetPreviousStocksAggregates", + "/v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{from}/{to}+GetStocksAggregates": "GetStocksAggregates", + "/v2/last/nbbo/{stocksTicker}+LastQuote": "GetLastStocksQuote", + "/v2/last/trade/{optionsTicker}+LastTradeOptions": "GetLastOptionsTrade", + "/v2/last/trade/{stocksTicker}+LastTrade": "GetLastStocksTrade", + "/v2/reference/news+ListNews": "ListNews", + "/v2/snapshot/locale/global/markets/crypto/tickers+GetCryptoSnapshotTickers": "GetCryptoSnapshotTickers", + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}+GetCryptoSnapshotTicker": "GetCryptoSnapshotTicker", + "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book+DeprecatedGetCryptoSnapshotTickerBook": "DeprecatedGetCryptoSnapshotTickerBook", + "/v2/snapshot/locale/global/markets/crypto/{direction}+GetCryptoSnapshotDirection": "GetCryptoSnapshotDirection", + "/v2/snapshot/locale/global/markets/forex/tickers+GetForexSnapshotTickers": "GetForexSnapshotTickers", + "/v2/snapshot/locale/global/markets/forex/tickers/{ticker}+GetForexSnapshotTicker": "GetForexSnapshotTicker", + "/v2/snapshot/locale/global/markets/forex/{direction}+GetForexSnapshotDirection": "GetForexSnapshotDirection", + "/v2/snapshot/locale/us/markets/stocks/tickers+GetStocksSnapshotTickers": "GetStocksSnapshotTickers", + "/v2/snapshot/locale/us/markets/stocks/tickers/{stocksTicker}+GetStocksSnapshotTicker": "GetStocksSnapshotTicker", + "/v2/snapshot/locale/us/markets/stocks/{direction}+GetStocksSnapshotDirection": "GetStocksSnapshotDirection", + "/v2/ticks/stocks/nbbo/{ticker}/{date}+DeprecatedGetHistoricStocksQuotes": "DeprecatedGetHistoricStocksQuotes", + "/v2/ticks/stocks/trades/{ticker}/{date}+DeprecatedGetHistoricStocksTrades": "DeprecatedGetHistoricStocksTrades", + "/v3/quotes/{fxTicker}+QuotesFx": "GetForexQuotes", + "/v3/quotes/{optionsTicker}+QuotesOptions": "GetOptionsQuotes", + "/v3/quotes/{stockTicker}+Quotes": "GetStocksQuotes", + "/v3/reference/conditions+ListConditions": "ListConditions", + "/v3/reference/dividends+ListDividends": "ListDividends", + "/v3/reference/exchanges+ListExchanges": "ListExchanges", + "/v3 comprendium/options/contracts+ListOptionsContracts": "ListOptionsContracts", + "/v3/reference/options/contracts/{options_ticker}+GetOptionsContract": "GetOptionsContract", + "/v3/reference/splits+ListStockSplits": "ListStockSplits", + "/v3/reference/tickers+ListTickers": "ListTickers", + "/v3/reference/tickers/types+ListTickerTypes": "ListTickerTypes", + "/v3/reference/tickers/{ticker}+GetTicker": "GetTicker", + "/v3/snapshot+Snapshots": "GetSnapshots", + "/v3/snapshot/indices+IndicesSnapshot": "GetIndicesSnapshot", + "/v3/snapshot/options/{underlyingAsset}+OptionsChain": "GetOptionsChain", + "/v3/snapshot/options/{underlyingAsset}/{optionContract}+OptionContract": "GetOptionContract", + "/v3/trades/{cryptoTicker}+TradesCrypto": "GetCryptoTrades", + "/v3/trades/{optionsTicker}+TradesOptions": "GetOptionsTrades", + "/v3/trades/{stockTicker}+Trades": "GetStocksTrades", + "/vX/reference/financials+ListFinancials": "ListFinancials", + "/vX/reference/ipos+ListIPOs": "ListIPOs", + "/vX/reference/tickers/taxonomies+ListTickerTaxonomyClassifications": "ListTickerTaxonomyClassifications", + "/vX/reference/tickers/{id}/events+GetEvents": "GetEvents" +}; diff --git a/rest/scripts/pull_spec.js b/rest/scripts/pull_spec.js new file mode 100644 index 00000000..0c82ab21 --- /dev/null +++ b/rest/scripts/pull_spec.js @@ -0,0 +1,59 @@ +import path from 'path'; +import fs from 'fs'; +import mappings from './operation-mappings.js'; // Import the operationId mappings + +const fetchSpec = async (url) => { + const response = await fetch(url); + if (!response.ok) { + throw new Error(`Failed to fetch spec: ${response.statusText}`); + } + return response.json(); +}; + +const saveSpec = (spec, filename) => { + const dir = path.dirname(filename); + if (!fs.existsSync(dir)) { + fs.mkdirSync(dir, { recursive: true }); + } + fs.writeFileSync(filename, JSON.stringify(spec, null, 2)); +}; + +const main = async () => { + const specUrl = 'https://api.massive.com/openapi'; + const specFilename = path.join('./', 'openapi.json'); + + try { + const spec = await fetchSpec(specUrl); + + const paths = {}; + for (const [path, pathObj] of Object.entries(spec.paths)) { + + // Skip paths marked as drafts + if (pathObj["x-polygon-draft"]) continue; + + + // Since all endpoints use GET, process the 'get' method + const operation = pathObj.get; + const key = `${path}+${operation.operationId}`; // e.g., "/fed/vX/treasury-yields+TreasuryYields" + const newOperationId = mappings[key] || operation.operationId; // Rename if mapping exists + + paths[path] = { + ...pathObj, + get: { + ...operation, + tags: ["default"], // Add default tag + operationId: newOperationId, // Update operationId + }, + }; + } + + // Create the cleaned spec with updated paths + const cleanedSpec = { ...spec, paths }; + saveSpec(cleanedSpec, specFilename); + console.log(`Spec saved to ${specFilename}`); + } catch (error) { + console.error(`Error: ${error.message}`); + } +}; + +main(); diff --git a/rest/snapshot.go b/rest/snapshot.go deleted file mode 100644 index a8a930a2..00000000 --- a/rest/snapshot.go +++ /dev/null @@ -1,142 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - GetAllTickersSnapshotPath = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers" - GetTickerSnapshotPath = "/v2/snapshot/locale/{locale}/markets/{marketType}/tickers/{ticker}" - GetGainersLosersSnapshotPath = "/v2/snapshot/locale/{locale}/markets/{marketType}/{direction}" - GetOptionContractSnapshotPath = "/v3/snapshot/options/{underlyingAsset}/{optionContract}" - ListOptionsChainSnapshotPath = "/v3/snapshot/options/{underlyingAsset}" - GetCryptoFullBookSnapshotPath = "/v2/snapshot/locale/global/markets/crypto/tickers/{ticker}/book" - GetIndicesSnapshotPath = "/v3/snapshot/indices" - ListUniversalSnapshotsPath = "/v3/snapshot" - - // Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types. - ListAssetSnapshots = ListUniversalSnapshotsPath -) - -// SnapshotClient defines a REST client for the Massive snapshot API. -type SnapshotClient struct { - client.Client -} - -// ListOptionsChainSnapshot retrieves the snapshot of all options contracts for an underlying ticker. For more details see -// https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListOptionsChainSnapshot(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (ac *SnapshotClient) ListOptionsChainSnapshot(ctx context.Context, params *models.ListOptionsChainParams, options ...models.RequestOption) *iter.Iter[models.OptionContractSnapshot] { - return iter.NewIter(ctx, ListOptionsChainSnapshotPath, params, func(uri string) (iter.ListResponse, []models.OptionContractSnapshot, error) { - res := &models.ListOptionsChainSnapshotResponse{} - err := ac.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetAllTickersSnapshot gets the current minute, day, and previous day's aggregate, as well as the last trade and quote -// for all symbols of a specified market type. -// -// Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen -// as early as 4am EST. -// -// For more details see https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers. -func (ac *SnapshotClient) GetAllTickersSnapshot(ctx context.Context, params *models.GetAllTickersSnapshotParams, opts ...models.RequestOption) (*models.GetAllTickersSnapshotResponse, error) { - res := &models.GetAllTickersSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetAllTickersSnapshotPath, params, res, opts...) - return res, err -} - -// GetTickerSnapshot gets the current minute, day, and previous day's aggregate, as well as the last trade and quote for -// a single traded symbol of a specified market type. -// -// Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. This can happen -// as early as 4am EST. -// -// For more details see https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers__stocksticker. -func (ac *SnapshotClient) GetTickerSnapshot(ctx context.Context, params *models.GetTickerSnapshotParams, opts ...models.RequestOption) (*models.GetTickerSnapshotResponse, error) { - res := &models.GetTickerSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetTickerSnapshotPath, params, res, opts...) - return res, err -} - -// GetGainersLosersSnapshot gets the current top 20 gainers or losers of the day in a specific market type. -// -// Top gainers are those tickers whose price has increased by the highest percentage since the previous day's close. Top -// losers are those tickers whose price has decreased by the highest percentage since the previous day's close. -// -// Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. -// -// For more details see https://massive.com/docs/stocks/get_v2_snapshot_locale_us_markets_stocks__direction. -func (ac *SnapshotClient) GetGainersLosersSnapshot(ctx context.Context, params *models.GetGainersLosersSnapshotParams, opts ...models.RequestOption) (*models.GetGainersLosersSnapshotResponse, error) { - res := &models.GetGainersLosersSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetGainersLosersSnapshotPath, params, res, opts...) - return res, err -} - -// GetOptionContractSnapshot gets the snapshot of an option contract for a stock equity. For more details see -// https://massive.com/docs/options/get_v3_snapshot_options__underlyingasset___optioncontract. -func (ac *SnapshotClient) GetOptionContractSnapshot(ctx context.Context, params *models.GetOptionContractSnapshotParams, opts ...models.RequestOption) (*models.GetOptionContractSnapshotResponse, error) { - res := &models.GetOptionContractSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetOptionContractSnapshotPath, params, res, opts...) - return res, err -} - -// GetCryptoFullBookSnapshot gets the current level 2 book of a single cryptocurrency ticker. This is the combined book -// from all of the exchanges. -// -// Note: Snapshot data is cleared at 12am EST and gets populated as data is received from the exchanges. -// -// For more details see -// https://massive.com/docs/crypto/get_v2_snapshot_locale_global_markets_crypto_tickers__ticker__book. -func (ac *SnapshotClient) GetCryptoFullBookSnapshot(ctx context.Context, params *models.GetCryptoFullBookSnapshotParams, opts ...models.RequestOption) (*models.GetCryptoFullBookSnapshotResponse, error) { - res := &models.GetCryptoFullBookSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetCryptoFullBookSnapshotPath, params, res, opts...) - return res, err -} - -func (ac *SnapshotClient) GetIndicesSnapshot(ctx context.Context, params *models.GetIndicesSnapshotParams, opts ...models.RequestOption) (*models.GetIndicesSnapshotResponse, error) { - res := &models.GetIndicesSnapshotResponse{} - err := ac.Call(ctx, http.MethodGet, GetIndicesSnapshotPath, params, res, opts...) - return res, err -} - -// Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types. -func (ac *SnapshotClient) ListAssetSnapshots(ctx context.Context, params *models.ListAssetSnapshotsParams, options ...models.RequestOption) *iter.Iter[models.SnapshotResponseModel] { - return ac.ListUniversalSnapshots(ctx, (*models.ListUniversalSnapshotsParams)(params), options...) -} - -// ListUniversalSnapshots retrieves the snapshots for the specified tickers for the specified time. For more details see: -// - https://staging.massive.com/docs/stocks/get_v3_snapshot -// - https://staging.massive.com/docs/options/get_v3_snapshot -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListUniversalSnapshots(context, params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (ac *SnapshotClient) ListUniversalSnapshots(ctx context.Context, params *models.ListUniversalSnapshotsParams, options ...models.RequestOption) *iter.Iter[models.SnapshotResponseModel] { - return iter.NewIter(ctx, ListUniversalSnapshotsPath, params, func(uri string) (iter.ListResponse, []models.SnapshotResponseModel, error) { - res := &models.ListUniversalSnapshotsResponse{} - err := ac.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} diff --git a/rest/snapshot_test.go b/rest/snapshot_test.go deleted file mode 100644 index d56726b0..00000000 --- a/rest/snapshot_test.go +++ /dev/null @@ -1,1249 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "fmt" - "testing" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" - "github.com/stretchr/testify/require" -) - -var snapshot1 = `{ - "day": { - "c": 20.506, - "h": 20.64, - "l": 20.506, - "o": 20.64, - "v": 37216, - "vw": 20.616 - }, - "lastQuote": { - "P": 20.6, - "p": 20.5, - "S": 22, - "s": 13, - "t": 1605192959994246100 - }, - "lastTrade": { - "c": [ - 14, - 41 - ], - "i": "71675577320245", - "p": 20.506, - "s": 2416, - "t": 1605192894630916600, - "x": 4 - }, - "min": { - "av": 37216.0, - "c": 20.506, - "h": 20.506, - "l": 20.506, - "o": 20.506, - "v": 5000, - "vw": 20.5105, - "t": 1684428060000, - "n": 4 - }, - "prevDay": { - "c": 20.63, - "h": 21, - "l": 20.5, - "o": 20.79, - "v": 292738, - "vw": 20.6939 - }, - "ticker": "BCAT", - "todaysChange": -0.124, - "todaysChangePerc": -0.601, - "updated": 1605192894630916600, - "fmv": 20.506 -}` - -var snapshot2 = `{ - "day": { - "c": 313.225, - "h": 314.35, - "l": 309.71, - "o": 310.09, - "v": 6322693, - "vw": 312.6791 - }, - "lastQuote": { - "P": 313.13, - "p": 313.11, - "S": 4, - "s": 2, - "t": 1649083047683654000 - }, - "lastTrade": { - "i": "23432", - "p": 313.1296, - "s": 100.0, - "t": 1649083047682204000, - "x": 4 - }, - "min": { - "av": 6321712, - "c": 313.1826, - "h": 313.19, - "l": 312.66, - "o": 312.78, - "v": 54315, - "vw": 312.9441, - "t": 1684428060000, - "n": 4 - }, - "prevDay": { - "c": 309.42, - "h": 310.13, - "l": 305.54, - "o": 309.37, - "v": 27101029, - "vw": 308.0485 - }, - "ticker": "MSFT", - "todaysChange": 3.71, - "todaysChangePerc": 1.199, - "updated": 1649083047682204000, - "fmv": 313.1296 -}` - -func TestListSnapshotAllTickers(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "count": 2, - "tickers": [ -` + indent(true, snapshot1, "\t\t") + `, -` + indent(true, snapshot2, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v2/snapshot/locale/us/markets/stocks/tickers?tickers=AAPL%2CMSFT", expectedResponse) - res, err := c.GetAllTickersSnapshot(context.Background(), models.GetAllTickersSnapshotParams{ - Locale: "us", - MarketType: "stocks", - }.WithTickers("AAPL,MSFT")) - assert.Nil(t, err) - - var expect models.GetAllTickersSnapshotResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetTickerSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "count": 2, - "ticker": ` + indent(false, snapshot1, "\t") + ` -}` - - registerResponder("https://api.massive.com/v2/snapshot/locale/us/markets/stocks/tickers/AAPL", expectedResponse) - res, err := c.GetTickerSnapshot(context.Background(), &models.GetTickerSnapshotParams{ - Ticker: "AAPL", - Locale: "us", - MarketType: "stocks", - }) - assert.Nil(t, err) - - var expect models.GetTickerSnapshotResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetGainersLosersSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "count": 2, - "tickers": [ -` + indent(true, snapshot1, "\t\t") + `, -` + indent(true, snapshot2, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v2/snapshot/locale/us/markets/stocks/gainers", expectedResponse) - res, err := c.GetGainersLosersSnapshot(context.Background(), &models.GetGainersLosersSnapshotParams{ - Locale: "us", - MarketType: "stocks", - Direction: "gainers", - }) - assert.Nil(t, err) - - var expect models.GetGainersLosersSnapshotResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetOptionContractSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "d9ff18dac69f55c218f69e4753706acd", - "results": { - "break_even_price": 171.075, - "day": { - "change": -1.05, - "change_percent": -4.67, - "close": 21.4, - "high": 22.49, - "last_updated": 1636520400000000000, - "low": 21.35, - "open": 22.49, - "previous_close": 22.45, - "volume": 37, - "vwap": 21.6741 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-06-16", - "shares_per_contract": 100, - "strike_price": 150, - "ticker": "O:AAPL230616C00150000" - }, - "greeks": { - "delta": 0.5520187372272933, - "gamma": 0.00706756515659829, - "theta": -0.018532772783847958, - "vega": 0.7274811132998142 - }, - "implied_volatility": 0.3048997097864957, - "last_quote": { - "ask": 21.25, - "ask_size": 110, - "bid": 20.9, - "bid_size": 172, - "last_updated": 1636573458756383500, - "midpoint": 21.075, - "timeframe": "REAL-TIME" - }, - "last_trade": { - "sip_timestamp": 1676573362154648300, - "conditions": [ - 209 - ], - "price": 110.9, - "size": 10, - "exchange": 308, - "timeframe": "REAL-TIME" - }, - "open_interest": 8921, - "underlying_asset": { - "change_to_break_even": 23.123999999999995, - "last_updated": 1636573459862384600, - "price": 147.951, - "ticker": "AAPL", - "timeframe": "REAL-TIME" - }, - "fmv": 21.075 - } -}` - - registerResponder("https://api.massive.com/v3/snapshot/options/AAPL/O:AAPL230616C00150000", expectedResponse) - res, err := c.GetOptionContractSnapshot(context.Background(), &models.GetOptionContractSnapshotParams{ - UnderlyingAsset: "AAPL", - OptionContract: "O:AAPL230616C00150000", - }) - assert.Nil(t, err) - - var expect models.GetOptionContractSnapshotResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestListOptionsChainSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - chain1 := `{ - "break_even_price": 162.375, - "day": { - "change": 0, - "change_percent": 0, - "close": 79.35, - "high": 79.35, - "last_updated": 1672434000000, - "low": 79.3, - "open": 79.3, - "previous_close": 79.35, - "volume": 22, - "vwap": 79.325 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-01-06", - "shares_per_contract": 100, - "strike_price": 50, - "ticker": "O:AAPL230106C00050000" - }, - "greeks": {}, - "last_quote": { - "ask": 75.05, - "ask_size": 48, - "bid": 74.85, - "bid_size": 43, - "last_updated": 1672775256862312000, - "midpoint": 112.375, - "timeframe": "DELAYED" - }, - "last_trade": { - "sip_timestamp": 1676573362154648300, - "conditions": [ - 209 - ], - "price": 110.9, - "size": 10, - "exchange": 308, - "timeframe": "REAL-TIME" - }, - "open_interest": 5, - "underlying_asset": { - "change_to_break_even": 37.435, - "last_updated": 1672775257417223400, - "price": 124.94, - "ticker": "AAPL", - "timeframe": "DELAYED" - }, - "fmv": 75.06 - }` - chain2 := `{ - "break_even_price": 162.375, - "day": { - "change": 0, - "change_percent": 0, - "close": 79.35, - "high": 79.35, - "last_updated": 1672434000000, - "low": 79.3, - "open": 79.3, - "previous_close": 79.35, - "volume": 22, - "vwap": 79.325 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-01-06", - "shares_per_contract": 100, - "strike_price": 50, - "ticker": "O:AAPL230106C00050000" - }, - "greeks": {}, - "last_quote": { - "ask": 75.05, - "ask_size": 48, - "bid": 74.85, - "bid_size": 43, - "last_updated": 1672775256862312000, - "midpoint": 112.375, - "timeframe": "DELAYED" - }, - "last_trade": { - "sip_timestamp": 1676573362154648300, - "conditions": [ - 209 - ], - "price": 110.9, - "size": 10, - "exchange": 308, - "timeframe": "REAL-TIME" - }, - "open_interest": 5, - "underlying_asset": { - "change_to_break_even": 37.435, - "last_updated": 1672775257417223400, - "price": 124.94, - "ticker": "AAPL", - "timeframe": "DELAYED" - }, - "fmv": 75.06 - }` - chain3 := `{ - "break_even_price": 162.375, - "day": { - "change": 0, - "change_percent": 0, - "close": 79.35, - "high": 79.35, - "last_updated": 1672434000000, - "low": 79.3, - "open": 79.3, - "previous_close": 79.35, - "volume": 22, - "vwap": 79.325 - }, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-01-06", - "shares_per_contract": 100, - "strike_price": 50, - "ticker": "O:AAPL230106C00050000" - }, - "greeks": {}, - "last_quote": { - "ask": 75.05, - "ask_size": 48, - "bid": 74.85, - "bid_size": 43, - "last_updated": 1672775256862312000, - "midpoint": 112.375, - "timeframe": "DELAYED" - }, - "last_trade": { - "sip_timestamp": 1676573362154648300, - "conditions": [ - 209 - ], - "price": 110.9, - "size": 10, - "exchange": 308, - "timeframe": "REAL-TIME" - }, - "open_interest": 5, - "underlying_asset": { - "change_to_break_even": 37.435, - "last_updated": 1672775257417223400, - "price": 124.94, - "ticker": "AAPL", - "timeframe": "DELAYED" - }, - "fmv": 75.06 - }` - - expectedResponse := `{ - "results": [ - ` + indent(true, chain1, "\t\t") + `, - ` + indent(true, chain2, "\t\t") + `, - ` + indent(true, chain3, "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/options/AAPL?cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }` - - registerResponder("https://api.massive.com/v3/snapshot/options/AAPL", expectedResponse) - registerResponder("https://api.massive.com/v3/snapshot/options/AAPL?cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg", "{}") - - iter := c.ListOptionsChainSnapshot(context.Background(), &models.ListOptionsChainParams{UnderlyingAsset: "AAPL"}) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect1 models.OptionContractSnapshot - err := json.Unmarshal([]byte(chain1), &expect1) - assert.Nil(t, err) - assert.Equal(t, expect1, iter.Item()) - - // second item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect2 models.OptionContractSnapshot - err = json.Unmarshal([]byte(chain2), &expect2) - assert.Nil(t, err) - assert.Equal(t, expect2, iter.Item()) - - // third item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect3 models.OptionContractSnapshot - err = json.Unmarshal([]byte(chain3), &expect3) - assert.Nil(t, err) - assert.Equal(t, expect3, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetCryptoFullBookSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "data": { - "askCount": 593.1412981600005, - "asks": [ - { - "p": 11454, - "x": { - "2": 1 - } - }, - { - "p": 11455, - "x": { - "2": 1 - } - } - ], - "bidCount": 694.951789670001, - "bids": [ - { - "p": 16303.17, - "x": { - "1": 2 - } - }, - { - "p": 16302.94, - "x": { - "1": 0.02859424, - "6": 0.023455 - } - } - ], - "spread": -4849.17, - "ticker": "X:BTCUSD", - "updated": 1605295074162 - } -}` - - registerResponder("https://api.massive.com/v2/snapshot/locale/global/markets/crypto/tickers/X:BTCUSD/book", expectedResponse) - res, err := c.GetCryptoFullBookSnapshot(context.Background(), &models.GetCryptoFullBookSnapshotParams{ - Ticker: "X:BTCUSD", - }) - assert.Nil(t, err) - - var expect models.GetCryptoFullBookSnapshotResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetIndicesSnapshot(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - expectedIndicesSnapshotResponse := `{ - "results": [ - { - "value": 1326.17, - "name": "Dow Jones Americas Health Care Index", - "ticker": "I:A1HCR", - "market_status": "open", - "type": "indices", - "session": { - "change": 47.07, - "change_percent": 3.68, - "close": 1282.67, - "high": 1288.89, - "low": 1282.25, - "open": 1283.33, - "previous_close": 1279.1000000000001 - } - }, - { - "value": 3918.32, - "name": "Standard & Poor's 500", - "ticker": "I:SPX", - "market_status": "open", - "type": "indices", - "session": { - "change": 5.56, - "change_percent": 0.142, - "close": 3926.36, - "high": 3927.38, - "low": 3878.1, - "open": 3914.13, - "previous_close": 3912.76 - } - } - ], - "status": "OK", - "request_id": "5ad18f153c5aa4a543cc10aeb9245622" -} - -` - - expectedGetIndicesSnapshotUrl := "https://api.massive.com/v3/snapshot/indices?ticker.any_of=I%3AA1HCR%2CI%3ASPX" - registerResponder(expectedGetIndicesSnapshotUrl, expectedIndicesSnapshotResponse) - tickerAnyOf := []string{"I:A1HCR", "I:SPX"} - - res, err := c.GetIndicesSnapshot(context.Background(), models.GetIndicesSnapshotParams{}.WithTickerAnyOf(tickerAnyOf...)) - assert.Nil(t, err) - - var expect models.GetIndicesSnapshotResponse - err = json.Unmarshal([]byte(expectedIndicesSnapshotResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestListUniversalSnapshots(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - tt := []struct { - name string - haveParams *models.ListUniversalSnapshotsParams - haveRequestURL string - wantResponse string - testData []string - wantErr bool - }{ - { - name: "Stock tickers", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("AAPL,META,F"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=AAPL%2CMETA%2CF", - wantResponse: `{ - "results": [ - ` + indent(true, stockSnapshotsTestData[0], "\t\t") + `, - ` + indent(true, stockSnapshotsTestData[1], "\t\t") + `, - ` + indent(true, stockSnapshotsTestData[2], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: stockSnapshotsTestData, - wantErr: false, - }, - { - name: "Options tickers", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("O:AAPL230512C00050000,O:META230512C00020000,O:F230512C00005000"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=O%3AAAPL230512C00050000%2CO%3AMETA230512C00020000%2CO%3AF230512C00005000", - wantResponse: `{ - "results": [ - ` + indent(true, optionsSnapshotsTestData[0], "\t\t") + `, - ` + indent(true, optionsSnapshotsTestData[1], "\t\t") + `, - ` + indent(true, optionsSnapshotsTestData[2], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: optionsSnapshotsTestData, - }, - { - name: "Crypto Snapshot", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("X:BTCUSD,X:ETHUSD,X:FLOWUSD"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=X%3ABTCUSD%2CX%3AETHUSD%2CX%3AFLOWUSD", - wantResponse: `{ - "results": [ - ` + indent(true, cryptoSnapshotsTestData[0], "\t\t") + `, - ` + indent(true, cryptoSnapshotsTestData[1], "\t\t") + `, - ` + indent(true, cryptoSnapshotsTestData[2], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: cryptoSnapshotsTestData, - }, - { - name: "Forex Snapshot", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("C:USDCAD,C:USDEUR,C:USDAUD"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=C%3AUSDCAD%2CC%3AUSDEUR%2CC%3AUSDAUD", - wantResponse: `{ - "results": [ - ` + indent(true, forexSnapshotTestData[0], "\t\t") + `, - ` + indent(true, forexSnapshotTestData[1], "\t\t") + `, - ` + indent(true, forexSnapshotTestData[2], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: forexSnapshotTestData, - }, - { - name: "Indices Snapshot", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("I:SPX,I:DJI,I:A1BSC"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=I%3ASPX%2CI%3ADJI%2CI%3AA1BSC", - wantResponse: `{ - "results": [ - ` + indent(true, indicesSnapshotTestData[0], "\t\t") + `, - ` + indent(true, indicesSnapshotTestData[1], "\t\t") + `, - ` + indent(true, indicesSnapshotTestData[2], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: indicesSnapshotTestData, - }, - { - name: "Partial success (200/OK with an error message in the body)", - haveParams: models.ListUniversalSnapshotsParams{}.WithTickerAnyOf("AAPL,APx"), - haveRequestURL: "https://api.massive.com/v3/snapshot?ticker.any_of=AAPL%2CAPx", - wantResponse: `{ - "results": [ - ` + indent(true, partialSuccessWithStocksTestData[0], "\t\t") + `, - ` + indent(true, partialSuccessWithStocksTestData[1], "\t\t") + ` - ], - "status": "OK", - "request_id": "0d350849-a2a8-43c5-8445-9c6f55d371e6", - "next_url": "https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg" - }`, - testData: partialSuccessWithStocksTestData, - wantErr: true, - }, - } - - for _, tc := range tt { - t.Run(tc.name, func(t *testing.T) { - - registerResponder(tc.haveRequestURL, tc.wantResponse) - registerResponder("https://api.massive.com/v3/snapshot/cursor=YXA9MSZhcz0mbGltaXQ9MSZzb3J0PXRpY2tlcg", "{}") - - iter := c.ListUniversalSnapshots( - context.Background(), - tc.haveParams, - ) - - require.NoError(t, iter.Err()) - require.NotNil(t, iter.Item()) - - var iterCount int - for iter.Next() { - var gotSnapshot models.SnapshotResponseModel - err := json.Unmarshal([]byte(tc.testData[iterCount]), &gotSnapshot) - require.Nil(t, err) - - require.Nil(t, iter.Err()) - assert.Equal(t, gotSnapshot, iter.Item()) - iterCount++ - } - - assert.Equal(t, len(tc.testData), iterCount, fmt.Sprintf("expected %d results", len(tc.testData))) - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) - }) - } -} - -var stockSnapshotsTestData = []string{ - `{ - "market_status": "late_trading", - "name": "Apple Inc.", - "session": { - "change": -0.07, - "change_percent": -0.0403, - "close": 173.5, - "early_trading_change": 0, - "early_trading_change_percent": 0, - "high": 173.85, - "low": 172.11, - "open": 172.48, - "previous_close": 173.57, - "price": 173.5, - "volume": 50823329 - }, - "last_quote": { - "ask": 173.34, - "ask_size": 3, - "bid": 173.32, - "bid_size": 4, - "last_updated": 1683577209434314800, - "timeframe": "REAL-TIME" - }, - "last_trade": { - "conditions": [ - 12, - 22 - ], - "exchange": 4, - "id": "247862", - "last_updated": 1683577205678289200, - "price": 173.5, - "size": 31535, - "timeframe": "REAL-TIME" - }, - "ticker": "AAPL", - "type": "stocks" - }`, - `{ - "market_status": "late_trading", - "name": "Meta Platforms, Inc. Class A Common Stock", - "session": { - "change": -0.04, - "change_percent": -0.0172, - "close": 233.27, - "early_trading_change": 0, - "early_trading_change_percent": 0, - "high": 235.62, - "low": 230.27, - "open": 231.415, - "previous_close": 232.78, - "price": 232.74, - "volume": 14940329 - }, - "last_quote": { - "ask": 232.83, - "ask_size": 1, - "bid": 232.73, - "bid_size": 1, - "last_updated": 1683577187244746200, - "timeframe": "REAL-TIME" - }, - "last_trade": { - "conditions": [ - 12, - 37 - ], - "exchange": 4, - "id": "57128", - "last_updated": 1683577202547284000, - "price": 232.74, - "size": 50, - "timeframe": "REAL-TIME" - }, - "ticker": "META", - "type": "stocks" - }`, - `{ - "market_status": "late_trading", - "name": "Ford Motor Company", - "session": { - "change": 0.005, - "change_percent": 0.0417, - "close": 12.02, - "early_trading_change": 0, - "early_trading_change_percent": 0, - "high": 12.055, - "low": 11.85, - "open": 12.02, - "previous_close": 11.99, - "price": 11.995, - "volume": 49539926 - }, - "last_quote": { - "ask": 12, - "ask_size": 23, - "bid": 11.99, - "bid_size": 28, - "last_updated": 1683577084319878700, - "timeframe": "REAL-TIME" - }, - "last_trade": { - "conditions": [ - 12, - 37 - ], - "exchange": 4, - "id": "71697320268354", - "last_updated": 1683577186411804000, - "price": 11.995, - "size": 1, - "timeframe": "REAL-TIME" - }, - "ticker": "F", - "type": "stocks" - }`, -} - -var optionsSnapshotsTestData = []string{ - `{ - "name": "AAPL $50.00 call", - "market_status": "open", - "ticker": "O:AAPL230512C00050000", - "type": "options", - "last_quote": { - "ask": 123.1, - "ask_size": 90, - "bid": 122.95, - "bid_size": 90, - "last_updated": 1683731850932649728, - "midpoint": 123.025, - "timeframe": "REAL-TIME" - }, - "last_trade": {}, - "session": {}, - "break_even_price": 173.025, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-05-12", - "shares_per_contract": 100, - "strike_price": 50 - }, - "greeks": {}, - "underlying_asset": { - "change_to_break_even": -0.11, - "last_updated": 1683732072879546553, - "price": 173.135, - "ticker": "AAPL", - "timeframe": "REAL-TIME" - }, - "fmv": 123.1, - "error": "", - "message": "" - }`, - `{ - "name": "META $20.00 call", - "market_status": "open", - "ticker": "O:META230512C00020000", - "type": "options", - "last_quote": {}, - "last_trade": { - "sip_timestamp": 1682970890371000000, - "conditions": [ - 209 - ], - "price": 223.75, - "size": 1, - "exchange": 302, - "timeframe": "REAL-TIME" - }, - "session": {}, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-05-12", - "shares_per_contract": 100, - "strike_price": 20 - }, - "greeks": {}, - "underlying_asset": { - "last_updated": 1683731579449632715, - "price": 232.37, - "ticker": "META", - "timeframe": "REAL-TIME" - }, - "fmv": 200.2, - "error": "", - "message": "" - }`, - `{ - "name": "F $5.00 call", - "market_status": "open", - "ticker": "O:F230512C00005000", - "type": "options", - "last_quote": {}, - "last_trade": { - "sip_timestamp": 1683316735432000000, - "conditions": [ - 232 - ], - "price": 6.97, - "size": 1, - "exchange": 312, - "timeframe": "REAL-TIME" - }, - "session": {}, - "details": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2023-05-12", - "shares_per_contract": 100, - "strike_price": 5 - }, - "greeks": {}, - "underlying_asset": { - "last_updated": 1683732072773028096, - "price": 11.93, - "ticker": "F", - "timeframe": "REAL-TIME" - }, - "fmv": 6.97 - }`, -} - -var cryptoSnapshotsTestData = []string{ - `{ - "market_status": "open", - "name": "Bitcoin - United States Dollar", - "ticker": "X:BTCUSD", - "type": "crypto", - "session": { - "change": -181, - "change_percent": -0.661, - "close": 27236.1, - "high": 27506, - "low": 27010, - "open": 27402.3, - "volume": 10012.03414028, - "previous_close": 27400.74, - "price": 27220 - }, - "last_trade": { - "participant_timestamp": 1684422449502000000, - "timeframe": "REAL-TIME", - "id": "285449387", - "price": 27220, - "exchange": 6, - "conditions": [ - 1 - ] - }, - "fmv": 27220.3 - }`, - `{ - "market_status": "open", - "name": "Ethereum - United States Dollar", - "ticker": "X:ETHUSD", - "type": "crypto", - "session": { - "change": -5.53, - "change_percent": -0.304, - "close": 1817.14, - "high": 1833.4, - "low": 1802.26, - "open": 1823.8, - "volume": 47673.72258305, - "previous_close": 1821.84, - "price": 1816.31 - }, - "last_trade": { - "participant_timestamp": 1684422449301037000, - "timeframe": "REAL-TIME", - "id": "451453400", - "price": 1816.31, - "exchange": 1, - "conditions": [ - 1 - ] - }, - "fmv": 1816.31 - }`, - `{ - "market_status": "open", - "name": "Flow - United States Dollar", - "ticker": "X:FLOWUSD", - "type": "crypto", - "session": { - "change": -0.006, - "change_percent": -0.759, - "close": 0.784, - "high": 0.793, - "low": 0.779, - "open": 0.791, - "volume": 89094.52551417, - "previous_close": 0.79, - "price": 0.784 - }, - "last_trade": { - "participant_timestamp": 1684422355917759000, - "timeframe": "REAL-TIME", - "id": "1224329", - "price": 0.784, - "exchange": 1, - "conditions": [ - 1 - ] - }, - "fmv": 0.784 - }`, -} - -var forexSnapshotTestData = []string{ - `{ - "market_status": "open", - "name": "United States dollar - Canadian dollar", - "ticker": "C:USDCAD", - "type": "fx", - "session": { - "change": 0.00518, - "change_percent": 0.385, - "close": 1.35178, - "high": 1.35244, - "low": 1.34479, - "open": 1.34667, - "volume": 133712, - "previous_close": 1.34667 - }, - "last_quote": { - "last_updated": 1684431002000000000, - "timeframe": "REAL-TIME", - "ask": 1.35191, - "bid": 1.35185, - "exchange": 48 - }, - "fmv": 1.35185 - }`, - `{ - "market_status": "open", - "name": "United States dollar - Euro", - "ticker": "C:USDEUR", - "type": "fx", - "session": { - "change": 0.00612, - "change_percent": 0.663, - "close": 0.92877, - "high": 0.92913, - "low": 0.9215, - "open": 0.92266, - "volume": 58275, - "previous_close": 0.92265 - }, - "last_quote": { - "last_updated": 1684430998000000000, - "timeframe": "REAL-TIME", - "ask": 0.92883, - "bid": 0.92877, - "exchange": 48 - }, - "fmv": 0.92877 - }`, - `{ - "market_status": "open", - "name": "United States dollar - Australian dollar", - "ticker": "C:USDAUD", - "type": "fx", - "session": { - "change": 0.0104, - "change_percent": 0.692, - "close": 1.512722, - "high": 1.51398, - "low": 1.4965803, - "open": 1.502449, - "volume": 148378, - "previous_close": 1.502449 - }, - "last_quote": { - "last_updated": 1684431002000000000, - "timeframe": "REAL-TIME", - "ask": 1.51297, - "bid": 1.51281, - "exchange": 48 - }, - "fmv": 1.51281 - }`, -} - -var indicesSnapshotTestData = []string{ - `{ - "value": 4191.9800000000005, - "last_updated": 1684530171934000000, - "timeframe": "REAL-TIME", - "name": "Standard & Poor's 500", - "ticker": "I:SPX", - "market_status": "open", - "type": "indices", - "session": { - "change": -9.09, - "change_percent": -0.216, - "close": 4180.7, - "high": 4212.91, - "low": 4180.2, - "open": 4204.15, - "previous_close": 4201.07 - } - }`, - `{ - "value": 33426.63, - "last_updated": 1684530172103533800, - "timeframe": "REAL-TIME", - "name": "Dow Jones Industrial Average", - "ticker": "I:DJI", - "market_status": "closed", - "type": "indices", - "session": { - "change": -143, - "change_percent": -0.426, - "close": 33339.37, - "high": 33652.9, - "low": 33336.66, - "open": 33582.95, - "previous_close": 33569.5 - } - }`, - `{ - "value": 443.7, - "last_updated": 1684528800037231600, - "timeframe": "REAL-TIME", - "name": "Dow Jones Americas Basic Materials Index", - "ticker": "I:A1BSC", - "market_status": "closed", - "type": "indices", - "session": { - "change": -0.29, - "change_percent": -0.0653, - "close": 442.72, - "high": 445.92, - "low": 442.63, - "open": 443.7, - "previous_close": 443.99 - } - }`, -} - -var partialSuccessWithStocksTestData = []string{ - `{ - "market_status": "late_trading", - "name": "Apple Inc.", - "session": { - "change": -0.07, - "change_percent": -0.0403, - "close": 173.5, - "early_trading_change": 0, - "early_trading_change_percent": 0, - "high": 173.85, - "low": 172.11, - "open": 172.48, - "previous_close": 173.57, - "price": 173.5, - "volume": 50823329 - }, - "last_quote": { - "ask": 173.34, - "ask_size": 3, - "bid": 173.32, - "bid_size": 4, - "last_updated": 1683577209434314800, - "timeframe": "REAL-TIME" - }, - "last_trade": { - "conditions": [ - 12, - 22 - ], - "exchange": 4, - "id": "247862", - "last_updated": 1683577205678289200, - "price": 173.5, - "size": 31535, - "timeframe": "REAL-TIME" - }, - "ticker": "AAPL", - "type": "stocks", - "fmv": 173.5 - }`, - `{ - "error": "NOT_ENTITLED", - "message": "Not entitled to this ticker.", - "ticker": "APy" - }`, -} diff --git a/rest/summaries.go b/rest/summaries.go deleted file mode 100644 index c20962ea..00000000 --- a/rest/summaries.go +++ /dev/null @@ -1,26 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - GetSummariesPath = "/v1/summaries" -) - -// SummariesClient defines a REST client for the Massive Snapshot Summary API. -type SummariesClient struct { - client.Client -} - -// GetSummaries retrieves summaries for the ticker list with the given params. -// For more details see https://massive.com/docs/stocks/get_v1_summaries. -func (ic *SummariesClient) GetSummaries(ctx context.Context, params *models.GetSummaryParams, opts ...models.RequestOption) (*models.GetSummaryResponse, error) { - res := &models.GetSummaryResponse{} - err := ic.Call(ctx, http.MethodGet, GetSummariesPath, params, res, opts...) - return res, err -} diff --git a/rest/summaries_test.go b/rest/summaries_test.go deleted file mode 100644 index 644a7a8f..00000000 --- a/rest/summaries_test.go +++ /dev/null @@ -1,131 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestGetSummary(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - expectedSummaryResponse := `{ - "request_id": "abc123", - "results": [ - { - "branding": { - "icon_url": "https://api.massive.com/icon.png", - "logo_url": "https://api.massive.com/logo.svg" - }, - "market_status": "closed", - "name": "Norwegian Cruise Lines", - "price": 22.3, - "session": { - "change": -1.05, - "change_percent": -4.67, - "close": 21.4, - "early_trading_change": -0.39, - "early_trading_change_percent": -0.07, - "high": 22.49, - "late_trading_change": 1.2, - "late_trading_change_percent": 3.92, - "low": 21.35, - "open": 22.49, - "previous_close": 22.45, - "volume": 37 - }, - "ticker": "NCLH", - "type": "stocks" - }, - { - "market_status": "closed", - "name": "NCLH $5 Call", - "options": { - "contract_type": "call", - "exercise_style": "american", - "expiration_date": "2022-10-14", - "shares_per_contract": 100, - "strike_price": 5, - "underlying_ticker": "NCLH" - }, - "price": 6.6, - "session": { - "change": -0.05, - "change_percent": -1.07, - "close": 6.65, - "early_trading_change": -0.01, - "early_trading_change_percent": -0.03, - "high": 7.01, - "late_trading_change": -0.4, - "late_trading_change_percent": -0.02, - "low": 5.42, - "open": 6.7, - "previous_close": 6.71, - "volume": 67 - }, - "ticker": "O:NCLH221014C00005000", - "type": "options" - }, - { - "market_status": "open", - "name": "Euro - United States Dollar", - "price": 0.97989, - "session": { - "change": -0.0001, - "change_percent": -0.67, - "close": 0.97989, - "high": 0.98999, - "low": 0.96689, - "open": 0.97889, - "previous_close": 0.98001 - }, - "ticker": "C:EURUSD", - "type": "fx" - }, - { - "branding": { - "icon_url": "https://api.massive.com/icon.png", - "logo_url": "https://api.massive.com/logo.svg" - }, - "market_status": "open", - "name": "Bitcoin - United States Dollar", - "price": 32154.68, - "session": { - "change": -201.23, - "change_percent": -0.77, - "close": 32154.68, - "high": 33124.28, - "low": 28182.88, - "open": 31129.32, - "previous_close": 33362.18 - }, - "ticker": "X:BTCUSD", - "type": "crypto" - }, - { - "error": "NOT_FOUND", - "message": "Ticker not found.", - "ticker": "APx" - } - ], - "status": "OK" - }` - expectedGetSummaryUrl := "https://api.massive.com/v1/summaries?ticker.any_of=NCLH%2CO%3ANCLH221014C00005000%2CC%3AEURUSD%2CX%3ABTCUSD%2CAPx" - registerResponder(expectedGetSummaryUrl, expectedSummaryResponse) - tickerAnyOf := []string{"NCLH", "O:NCLH221014C00005000", "C:EURUSD", "X:BTCUSD", "APx"} - - res, err := c.GetSummaries(context.Background(), models.GetSummaryParams{}.WithTickerAnyOf(tickerAnyOf...)) - assert.Nil(t, err) - - var expect models.GetSummaryResponse - err = json.Unmarshal([]byte(expectedSummaryResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} diff --git a/rest/trades.go b/rest/trades.go deleted file mode 100644 index fa49b557..00000000 --- a/rest/trades.go +++ /dev/null @@ -1,57 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListTradesPath = "/v3/trades/{ticker}" - GetLastTradePath = "/v2/last/trade/{ticker}" - GetLastCryptoTradePath = "/v1/last/crypto/{from}/{to}" -) - -// TradesClient defines a REST client for the Massive trades API. -type TradesClient struct { - client.Client -} - -// ListTrades retrieves trades for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v3_trades__stockticker. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListTrades(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *TradesClient) ListTrades(ctx context.Context, params *models.ListTradesParams, options ...models.RequestOption) *iter.Iter[models.Trade] { - return iter.NewIter(ctx, ListTradesPath, params, func(uri string) (iter.ListResponse, []models.Trade, error) { - res := &models.ListTradesResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetLastTrade retrieves the last trade for a specified ticker. For more details see -// https://massive.com/docs/stocks/get_v2_last_trade__stocksticker. -func (c *TradesClient) GetLastTrade(ctx context.Context, params *models.GetLastTradeParams, options ...models.RequestOption) (*models.GetLastTradeResponse, error) { - res := &models.GetLastTradeResponse{} - err := c.Call(ctx, http.MethodGet, GetLastTradePath, params, res, options...) - return res, err -} - -// GetLastCryptoTrade retrieves the last trade for a crypto pair. For more details see -// https://massive.com/docs/crypto/get_v1_last_crypto__from___to. -func (c *TradesClient) GetLastCryptoTrade(ctx context.Context, params *models.GetLastCryptoTradeParams, options ...models.RequestOption) (*models.GetLastCryptoTradeResponse, error) { - res := &models.GetLastCryptoTradeResponse{} - err := c.Call(ctx, http.MethodGet, GetLastCryptoTradePath, params, res, options...) - return res, err -} diff --git a/rest/trades_test.go b/rest/trades_test.go deleted file mode 100644 index 45737e0f..00000000 --- a/rest/trades_test.go +++ /dev/null @@ -1,163 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - "time" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" -) - -func TestListTrades(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - trade1 := `{ - "conditions": [ - 12, - 41 - ], - "exchange": 11, - "id": "1", - "participant_timestamp": 1517562000015577000, - "price": 171.55, - "sequence_number": 1063, - "sip_timestamp": 1517562000016036600, - "size": 100, - "tape": 3 -}` - - trade2 := `{ - "conditions": [ - 12, - 41 - ], - "exchange": 11, - "id": "2", - "participant_timestamp": 1517562000015577600, - "price": 171.55, - "sequence_number": 1064, - "sip_timestamp": 1517562000016038100, - "size": 100, - "tape": 3 -}` - - expectedResponse := `{ - "status": "OK", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "next_url": "https://api.massive.com/v3/trades/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "results": [ -` + indent(true, trade1, "\t\t") + `, -` + indent(true, trade2, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/v3/trades/AAPL?limit=2&order=asc&sort=timestamp×tamp.gte=1626948000000000000", expectedResponse) - registerResponder("https://api.massive.com/v3/trades/AAPL?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy&sort=timestamp", "{}") - iter := c.ListTrades(context.Background(), models.ListTradesParams{Ticker: "AAPL"}. - WithTimestamp(models.GTE, models.Nanos(time.Date(2021, 7, 22, 10, 0, 0, 0, time.UTC))). - WithOrder(models.Asc).WithLimit(2), models.QueryParam("sort", string(models.Timestamp))) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect1 models.Trade - err := json.Unmarshal([]byte(trade1), &expect1) - assert.Nil(t, err) - assert.Equal(t, expect1, iter.Item()) - - // second item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect2 models.Trade - err = json.Unmarshal([]byte(trade2), &expect2) - assert.Nil(t, err) - assert.Equal(t, expect2, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetLastTrade(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "OK", - "request_id": "f05562305bd26ced64b98ed68b3c5d96", - "results": { - "T": "AAPL", - "f": 1617901342969796400, - "q": 3135876, - "t": 1617901342969834000, - "y": 1617901342968000000, - "c": [ - 37 - ], - "i": "118749", - "p": 129.8473, - "r": 202, - "s": 25, - "x": 4, - "z": 3 - } -}` - - registerResponder("https://api.massive.com/v2/last/trade/AAPL", expectedResponse) - res, err := c.GetLastTrade(context.Background(), &models.GetLastTradeParams{ - Ticker: "AAPL", - }) - assert.Nil(t, err) - - var expect models.GetLastTradeResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} - -func TestGetLastCryptoTrade(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - expectedResponse := `{ - "status": "success", - "request_id": "d2d779df015fe2b7fbb8e58366610ef7", - "symbol": "BTC-USD", - "last": { - "price": 16835.42, - "size": 0.006909, - "exchange": 4, - "conditions": [ - 1 - ], - "timestamp": 1605560885027 - } -}` - - registerResponder("https://api.massive.com/v1/last/crypto/BTC/USD", expectedResponse) - res, err := c.GetLastCryptoTrade(context.Background(), &models.GetLastCryptoTradeParams{ - From: "BTC", - To: "USD", - }) - assert.Nil(t, err) - - var expect models.GetLastCryptoTradeResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} diff --git a/rest/vx.go b/rest/vx.go deleted file mode 100644 index dc521813..00000000 --- a/rest/vx.go +++ /dev/null @@ -1,61 +0,0 @@ -package massive - -import ( - "context" - "net/http" - - "github.com/massive-com/client-go/v2/rest/client" - "github.com/massive-com/client-go/v2/rest/iter" - "github.com/massive-com/client-go/v2/rest/models" -) - -const ( - ListFinancialsPath = "/vX/reference/financials" - GetTickerEventsPath = "/vX/reference/tickers/{id}/events" - ListIPOsPath = "/vX/reference/ipos" -) - -// VXClient defines a REST client for the Massive VX (experimental) API. -type VXClient struct { - client.Client -} - -// ListStockFinancials retrieves historical financial data for a stock ticker. The financials data is extracted from XBRL from company SEC filings -// using the methodology outlined here: http://xbrl.squarespace.com/understanding-sec-xbrl-financi/. -// -// Note: this method utilizes an experimental API and could experience breaking changes or deprecation. -// -// This method returns an iterator that should be used to access the results via this pattern: -// -// iter := c.ListStockFinancials(context.TODO(), params, opts...) -// for iter.Next() { -// log.Print(iter.Item()) // do something with the current value -// } -// if iter.Err() != nil { -// return iter.Err() -// } -func (c *VXClient) ListStockFinancials(ctx context.Context, params *models.ListStockFinancialsParams, options ...models.RequestOption) *iter.Iter[models.StockFinancial] { - return iter.NewIter(ctx, ListFinancialsPath, params, func(uri string) (iter.ListResponse, []models.StockFinancial, error) { - res := &models.ListStockFinancialsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} - -// GetTickerEvents retrieves a timeline of events for the entity associated with the given ticker, CUSIP, or Composite FIGI. -// // For more details see https://massive.com/docs/stocks/get_vx_reference_tickers__id__events. -func (c *VXClient) GetTickerEvents(ctx context.Context, params *models.GetTickerEventsParams, options ...models.RequestOption) (*models.GetTickerEventsResponse, error) { - res := &models.GetTickerEventsResponse{} - err := c.Call(ctx, http.MethodGet, GetTickerEventsPath, params, res, options...) - return res, err -} - -// ListIPOs retrieves detailed information about Initial Public Offerings (IPOs), including both upcoming and historical events. -// Note: this method utilizes an experimental API and could experience breaking changes or deprecation. -func (c *VXClient) ListIPOs(ctx context.Context, params *models.ListIPOsParams, options ...models.RequestOption) *iter.Iter[models.IPOResult] { - return iter.NewIter(ctx, ListIPOsPath, params, func(uri string) (iter.ListResponse, []models.IPOResult, error) { - res := &models.ListIPOsResponse{} - err := c.CallURL(ctx, http.MethodGet, uri, res, options...) - return res, res.Results, err - }) -} diff --git a/rest/vx_test.go b/rest/vx_test.go deleted file mode 100644 index 417ae876..00000000 --- a/rest/vx_test.go +++ /dev/null @@ -1,405 +0,0 @@ -package massive_test - -import ( - "context" - "encoding/json" - "testing" - - "github.com/jarcoal/httpmock" - massive "github.com/massive-com/client-go/v2/rest" - "github.com/massive-com/client-go/v2/rest/models" - "github.com/stretchr/testify/assert" - "github.com/stretchr/testify/require" -) - -func TestListStockFinancials(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - financial := ` - { - "financials":{ - "comprehensive_income":{ - "other_comprehensive_income_loss":{ - "label":"Other Comprehensive Income/Loss", - "value":-3.9e+06, - "unit":"USD", - "order":400 - }, - "comprehensive_income_loss":{ - "label":"Comprehensive Income/Loss", - "value":4.1e+07, - "unit":"USD", - "order":100 - }, - "comprehensive_income_loss_attributable_to_noncontrolling_interest":{ - "label":"Comprehensive Income/Loss Attributable To Noncontrolling Interest", - "value":900000, - "unit":"USD", - "order":200 - }, - "comprehensive_income_loss_attributable_to_parent":{ - "label":"Comprehensive Income/Loss Attributable To Parent", - "value":4.01e+07, - "unit":"USD", - "order":300 - } - }, - "income_statement":{ - "income_loss_from_continuing_operations_before_tax":{ - "label":"Income/Loss From Continuing Operations Before Tax", - "value":5.6e+07, - "unit":"USD", - "order":1500 - }, - "nonoperating_income_loss":{ - "label":"Nonoperating Income/Loss", - "value":-1.02e+07, - "unit":"USD", - "order":900 - }, - "revenues":{ - "label":"Revenues", - "value":5.191e+08, - "unit":"USD", - "order":100 - }, - "income_loss_from_equity_method_investments":{ - "label":"Income/Loss From Equity Method Investments", - "value":100000, - "unit":"USD", - "order":2100 - }, - "net_income_loss_attributable_to_noncontrolling_interest":{ - "label":"Net Income/Loss Attributable To Noncontrolling Interest", - "value":800000, - "unit":"USD", - "order":3300 - }, - "income_tax_expense_benefit":{ - "label":"Income Tax Expense/Benefit", - "value":1.12e+07, - "unit":"USD", - "order":2200 - }, - "basic_earnings_per_share":{ - "label":"Basic Earnings Per Share", - "value":1.33, - "unit":"USD / shares", - "order":4200 - }, - "income_loss_from_continuing_operations_after_tax":{ - "label":"Income/Loss From Continuing Operations After Tax", - "value":4.48e+07, - "unit":"USD", - "order":1400 - }, - "participating_securities_distributed_and_undistributed_earnings_loss_basic":{ - "label":"Participating Securities, Distributed And Undistributed Earnings/Loss, Basic", - "value":0, - "unit":"USD", - "order":3800 - }, - "benefits_costs_expenses":{ - "label":"Benefits Costs and Expenses", - "value":4.631e+08, - "unit":"USD", - "order":200 - }, - "gross_profit":{ - "label":"Gross Profit", - "value":1.217e+08, - "unit":"USD", - "order":800 - }, - "costs_and_expenses":{ - "label":"Costs And Expenses", - "value":4.631e+08, - "unit":"USD", - "order":600 - }, - "operating_expenses":{ - "label":"Operating Expenses", - "value":5.55e+07, - "unit":"USD", - "order":1000 - }, - "preferred_stock_dividends_and_other_adjustments":{ - "label":"Preferred Stock Dividends And Other Adjustments", - "value":0, - "unit":"USD", - "order":3900 - }, - "interest_expense_operating":{ - "label":"Interest Expense, Operating", - "value":9.8e+06, - "unit":"USD", - "order":2700 - }, - "cost_of_revenue":{ - "label":"Cost Of Revenue", - "value":3.974e+08, - "unit":"USD", - "order":300 - }, - "diluted_earnings_per_share":{ - "label":"Diluted Earnings Per Share", - "value":1.33, - "unit":"USD / shares", - "order":4300 - }, - "net_income_loss_available_to_common_stockholders_basic":{ - "label":"Net Income/Loss Available To Common Stockholders, Basic", - "value":4.41e+07, - "unit":"USD", - "order":3700 - }, - "net_income_loss":{ - "label":"Net Income/Loss", - "value":4.49e+07, - "unit":"USD", - "order":3200 - }, - "operating_income_loss":{ - "label":"Operating Income/Loss", - "value":6.62e+07, - "unit":"USD", - "order":1100 - }, - "income_loss_before_equity_method_investments":{ - "label":"Income/Loss Before Equity Method Investments", - "value":5.6e+07, - "unit":"USD", - "order":1300 - }, - "net_income_loss_attributable_to_parent":{ - "label":"Net Income/Loss Attributable To Parent", - "value":4.41e+07, - "unit":"USD", - "order":3500 - } - }, - "balance_sheet":{ - "equity":{ - "label":"Equity", - "value":1.603e+09, - "unit":"USD", - "order":1400 - }, - "current_assets":{ - "label":"Current Assets", - "value":1.0903e+09, - "unit":"USD", - "order":200 - }, - "liabilities":{ - "label":"Liabilities", - "value":1.8228e+09, - "unit":"USD", - "order":600 - }, - "fixed_assets":{ - "label":"Fixed Assets", - "value":1.0462e+09, - "unit":"USD", - "order":400 - }, - "equity_attributable_to_parent":{ - "label":"Equity Attributable To Parent", - "value":1.562e+09, - "unit":"USD", - "order":1600 - }, - "noncurrent_assets":{ - "label":"Noncurrent Assets", - "value":2.3355e+09, - "unit":"USD", - "order":300 - }, - "equity_attributable_to_noncontrolling_interest":{ - "label":"Equity Attributable To Noncontrolling Interest", - "value":4.1e+07, - "unit":"USD", - "order":1500 - }, - "assets":{ - "label":"Assets", - "value":3.4258e+09, - "unit":"USD", - "order":100 - }, - "liabilities_and_equity":{ - "label":"Liabilities And Equity", - "value":3.4258e+09, - "unit":"USD", - "order":1900 - }, - "noncurrent_liabilities":{ - "label":"Noncurrent Liabilities", - "value":1.3677e+09, - "unit":"USD", - "order":800 - }, - "other_than_fixed_noncurrent_assets":{ - "label":"Other Than Fixed Noncurrent Assets", - "value":1.2893e+09, - "unit":"USD", - "order":500 - }, - "current_liabilities":{ - "label":"Current Liabilities", - "value":4.551e+08, - "unit":"USD", - "order":700 - } - }, - "cash_flow_statement":{ - "net_cash_flow_from_operating_activities":{ - "label":"Net Cash Flow From Operating Activities", - "value":300000, - "unit":"USD", - "order":100 - }, - "exchange_gains_losses":{ - "label":"Exchange Gains/Losses", - "value":-3.6e+06, - "unit":"USD", - "order":1000 - }, - "net_cash_flow_from_investing_activities":{ - "label":"Net Cash Flow From Investing Activities", - "value":-1.71e+07, - "unit":"USD", - "order":400 - }, - "net_cash_flow_continuing":{ - "label":"Net Cash Flow, Continuing", - "value":-7.9e+06, - "unit":"USD", - "order":1200 - }, - "net_cash_flow":{ - "label":"Net Cash Flow", - "value":-1.15e+07, - "unit":"USD", - "order":1100 - }, - "net_cash_flow_from_financing_activities":{ - "label":"Net Cash Flow From Financing Activities", - "value":8.9e+06, - "unit":"USD", - "order":700 - }, - "net_cash_flow_from_operating_activities_continuing":{ - "label":"Net Cash Flow From Operating Activities, Continuing", - "value":300000, - "unit":"USD", - "order":200 - }, - "net_cash_flow_from_financing_activities_continuing":{ - "label":"Net Cash Flow From Financing Activities, Continuing", - "value":8.9e+06, - "unit":"USD", - "order":800 - }, - "net_cash_flow_from_investing_activities_continuing":{ - "label":"Net Cash Flow From Investing Activities, Continuing", - "value":-1.71e+07, - "unit":"USD", - "order":500 - } - } - }, - "start_date":"2022-01-01", - "end_date":"2022-04-03", - "filing_date":"2022-04-29", - "cik":"0000891014", - "company_name":"MINERALS TECHNOLOGIES INC.", - "fiscal_period":"Q1", - "fiscal_year":"2022", - "source_filing_url":"https://api.massive.com/v1/reference/sec/filings/0000891014-22-000022", - "source_filing_file_url":"https://api.massive.com/v1/reference/sec/filings/0000891014-22-000022/files/form10q_htm.xml" - } - ` - - expectedResponse := `{ - "status": "OK", - "request_id":"874d62dbbce4b437bde7885d44a6be36", - "count":1, - "next_url":"https://api.massive.com/vX/reference/financials?cursor=YXA9MjAyMjA0MDMmYXM9MDAwMDg5MTAxNC0yMi0wMDAwMjImaGFzX3hicmw9dHJ1ZSZsaW1pdD0xJnNvcnQ9cGVyaW9kX29mX3JlcG9ydF9kYXRlJnR5cGU9MTAtUQ", - "results": [ -` + indent(true, financial, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/vX/reference/financials?ticker=MTX", expectedResponse) - registerResponder("https://api.massive.com/vX/reference/financials?cursor=YXA9MjAyMjA0MDMmYXM9MDAwMDg5MTAxNC0yMi0wMDAwMjImaGFzX3hicmw9dHJ1ZSZsaW1pdD0xJnNvcnQ9cGVyaW9kX29mX3JlcG9ydF9kYXRlJnR5cGU9MTAtUQ", "{}") - iter := c.VX.ListStockFinancials(context.Background(), models.ListStockFinancialsParams{}.WithTicker("MTX")) - - // iter creation - assert.Nil(t, iter.Err()) - assert.NotNil(t, iter.Item()) - - // first item - assert.True(t, iter.Next()) - assert.Nil(t, iter.Err()) - var expect models.StockFinancial - err := json.Unmarshal([]byte(financial), &expect) - assert.Nil(t, err) - assert.Equal(t, expect, iter.Item()) - - // end of list - assert.False(t, iter.Next()) - assert.Nil(t, iter.Err()) -} - -func TestGetTickerEvents(t *testing.T) { - c := massive.New("API_KEY") - - httpmock.ActivateNonDefault(c.HTTP.GetClient()) - defer httpmock.DeactivateAndReset() - - events := ` - { - "events": [ - { - "date": "2022-06-09", - "ticker_change": { - "ticker": "META" - }, - "type": "ticker_change" - }, - { - "date": "2012-05-18", - "ticker_change": { - "ticker": "FB" - }, - "type": "ticker_change" - } - ], - "name": "Meta Platforms, Inc. Class A Common Stock" - } - ` - - expectedResponse := `{ - "status": "OK", - "request_id":"874d62dbbce4b437bde7885d44a6be36", - "count":1, - "next_url":"https://api.massive.com/vX/reference/financials?cursor=YXA9MjAyMjA0MDMmYXM9MDAwMDg5MTAxNC0yMi0wMDAwMjImaGFzX3hicmw9dHJ1ZSZsaW1pdD0xJnNvcnQ9cGVyaW9kX29mX3JlcG9ydF9kYXRlJnR5cGU9MTAtUQ", - "results": [ -` + indent(true, events, "\t\t") + ` - ] -}` - - registerResponder("https://api.massive.com/vX/reference/tickers/META/events", expectedResponse) - - res, err := c.VX.GetTickerEvents(context.Background(), &models.GetTickerEventsParams{ID: "META"}) - require.NoError(t, err) - - var expect models.GetTickerEventsResponse - err = json.Unmarshal([]byte(expectedResponse), &expect) - assert.Nil(t, err) - assert.Equal(t, &expect, res) -} diff --git a/websocket/client.go b/websocket/client.go index abe8d43c..75cecb3b 100644 --- a/websocket/client.go +++ b/websocket/client.go @@ -11,7 +11,7 @@ import ( "github.com/cenkalti/backoff/v4" "github.com/gorilla/websocket" - "github.com/massive-com/client-go/v2/websocket/models" + "github.com/massive-com/client-go/v3/websocket/models" "golang.org/x/exp/maps" "golang.org/x/exp/slices" "gopkg.in/tomb.v2" diff --git a/websocket/client_test.go b/websocket/client_test.go index 096e350f..1147711d 100644 --- a/websocket/client_test.go +++ b/websocket/client_test.go @@ -9,7 +9,7 @@ import ( "time" "github.com/gorilla/websocket" - "github.com/massive-com/client-go/v2/websocket/models" + "github.com/massive-com/client-go/v3/websocket/models" "github.com/sirupsen/logrus" "github.com/stretchr/testify/assert" ) diff --git a/websocket/example/fmv/main.go b/websocket/example/fmv/main.go index a4fc7243..5318d4be 100644 --- a/websocket/example/fmv/main.go +++ b/websocket/example/fmv/main.go @@ -4,8 +4,8 @@ import ( "os" "os/signal" - massivews "github.com/massive-com/client-go/v2/websocket" - "github.com/massive-com/client-go/v2/websocket/models" + massivews "github.com/massive-com/client-go/v3/websocket" + "github.com/massive-com/client-go/v3/websocket/models" "github.com/sirupsen/logrus" ) diff --git a/websocket/example/launchpad/main.go b/websocket/example/launchpad/main.go index 27980d29..640ee27e 100644 --- a/websocket/example/launchpad/main.go +++ b/websocket/example/launchpad/main.go @@ -4,8 +4,8 @@ import ( "os" "os/signal" - massivews "github.com/massive-com/client-go/v2/websocket" - "github.com/massive-com/client-go/v2/websocket/models" + massivews "github.com/massive-com/client-go/v3/websocket" + "github.com/massive-com/client-go/v3/websocket/models" "github.com/sirupsen/logrus" ) diff --git a/websocket/example/main.go b/websocket/example/main.go index 30550a5c..2b465dca 100644 --- a/websocket/example/main.go +++ b/websocket/example/main.go @@ -4,8 +4,8 @@ import ( "os" "os/signal" - massivews "github.com/massive-com/client-go/v2/websocket" - "github.com/massive-com/client-go/v2/websocket/models" + massivews "github.com/massive-com/client-go/v3/websocket" + "github.com/massive-com/client-go/v3/websocket/models" "github.com/sirupsen/logrus" ) diff --git a/websocket/subscription.go b/websocket/subscription.go index 9dde839e..c7b9781c 100644 --- a/websocket/subscription.go +++ b/websocket/subscription.go @@ -4,7 +4,7 @@ import ( "encoding/json" "strings" - "github.com/massive-com/client-go/v2/websocket/models" + "github.com/massive-com/client-go/v3/websocket/models" "golang.org/x/exp/maps" "golang.org/x/exp/slices" ) diff --git a/websocket/subscription_test.go b/websocket/subscription_test.go index ac4e396e..af78c520 100644 --- a/websocket/subscription_test.go +++ b/websocket/subscription_test.go @@ -4,7 +4,7 @@ import ( "encoding/json" "testing" - "github.com/massive-com/client-go/v2/websocket/models" + "github.com/massive-com/client-go/v3/websocket/models" "github.com/stretchr/testify/assert" ) From f2528d2795b6c7f8852e7033dbe859f21fce3afe Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Feb 2026 10:22:25 -0800 Subject: [PATCH 2/6] chore: add oapi-codegen/runtime dependency for generated client --- go.mod | 13 +++------- go.sum | 78 +++++++++------------------------------------------------- 2 files changed, 14 insertions(+), 77 deletions(-) diff --git a/go.mod b/go.mod index 78a11ddf..80d7bee8 100644 --- a/go.mod +++ b/go.mod @@ -4,11 +4,8 @@ go 1.21 require ( github.com/cenkalti/backoff/v4 v4.3.0 - github.com/go-playground/form/v4 v4.2.1 - github.com/go-playground/validator/v10 v10.23.0 - github.com/go-resty/resty/v2 v2.13.1 github.com/gorilla/websocket v1.5.3 - github.com/jarcoal/httpmock v1.4.0 + github.com/oapi-codegen/runtime v1.1.2 github.com/sirupsen/logrus v1.9.3 github.com/stretchr/testify v1.11.1 golang.org/x/exp v0.0.0-20220414153411-bcd21879b8fd @@ -16,15 +13,11 @@ require ( ) require ( + github.com/apapsch/go-jsonmerge/v2 v2.0.0 // indirect github.com/davecgh/go-spew v1.1.1 // indirect - github.com/gabriel-vasile/mimetype v1.4.3 // indirect - github.com/go-playground/locales v0.14.1 // indirect - github.com/go-playground/universal-translator v0.18.1 // indirect - github.com/leodido/go-urn v1.4.0 // indirect + github.com/google/uuid v1.5.0 // indirect github.com/pmezard/go-difflib v1.0.0 // indirect - golang.org/x/crypto v0.23.0 // indirect golang.org/x/net v0.25.0 // indirect golang.org/x/sys v0.20.0 // indirect - golang.org/x/text v0.15.0 // indirect gopkg.in/yaml.v3 v3.0.1 // indirect ) diff --git a/go.sum b/go.sum index 544f986c..467c2726 100644 --- a/go.sum +++ b/go.sum @@ -1,92 +1,36 @@ +github.com/RaveNoX/go-jsoncommentstrip v1.0.0/go.mod h1:78ihd09MekBnJnxpICcwzCMzGrKSKYe4AqU6PDYYpjk= +github.com/apapsch/go-jsonmerge/v2 v2.0.0 h1:axGnT1gRIfimI7gJifB699GoE/oq+F2MU7Dml6nw9rQ= +github.com/apapsch/go-jsonmerge/v2 v2.0.0/go.mod h1:lvDnEdqiQrp0O42VQGgmlKpxL1AP2+08jFMw88y4klk= +github.com/bmatcuk/doublestar v1.1.1/go.mod h1:UD6OnuiIn0yFxxA2le/rnRU1G4RaI4UvFv1sNto9p6w= github.com/cenkalti/backoff/v4 v4.3.0 h1:MyRJ/UdXutAwSAT+s3wNd7MfTIcy71VQueUuFK343L8= github.com/cenkalti/backoff/v4 v4.3.0/go.mod h1:Y3VNntkOUPxTVeUxJ/G5vcM//AlwfmyYozVcomhLiZE= github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c= github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= -github.com/gabriel-vasile/mimetype v1.4.3 h1:in2uUcidCuFcDKtdcBxlR0rJ1+fsokWf+uqxgUFjbI0= -github.com/gabriel-vasile/mimetype v1.4.3/go.mod h1:d8uq/6HKRL6CGdk+aubisF/M5GcPfT7nKyLpA0lbSSk= -github.com/go-playground/assert/v2 v2.0.1/go.mod h1:VDjEfimB/XKnb+ZQfWdccd7VUvScMdVu0Titje2rxJ4= -github.com/go-playground/assert/v2 v2.2.0 h1:JvknZsQTYeFEAhQwI4qEt9cyV5ONwRHC+lYKSsYSR8s= -github.com/go-playground/assert/v2 v2.2.0/go.mod h1:VDjEfimB/XKnb+ZQfWdccd7VUvScMdVu0Titje2rxJ4= -github.com/go-playground/form/v4 v4.2.1 h1:HjdRDKO0fftVMU5epjPW2SOREcZ6/wLUzEobqUGJuPw= -github.com/go-playground/form/v4 v4.2.1/go.mod h1:q1a2BY+AQUUzhl6xA/6hBetay6dEIhMHjgvJiGo6K7U= -github.com/go-playground/locales v0.14.1 h1:EWaQ/wswjilfKLTECiXz7Rh+3BjFhfDFKv/oXslEjJA= -github.com/go-playground/locales v0.14.1/go.mod h1:hxrqLVvrK65+Rwrd5Fc6F2O76J/NuW9t0sjnWqG1slY= -github.com/go-playground/universal-translator v0.18.1 h1:Bcnm0ZwsGyWbCzImXv+pAJnYK9S473LQFuzCbDbfSFY= -github.com/go-playground/universal-translator v0.18.1/go.mod h1:xekY+UJKNuX9WP91TpwSH2VMlDf28Uj24BCp08ZFTUY= -github.com/go-playground/validator/v10 v10.23.0 h1:/PwmTwZhS0dPkav3cdK9kV1FsAmrL8sThn8IHr/sO+o= -github.com/go-playground/validator/v10 v10.23.0/go.mod h1:dbuPbCMFw/DrkbEynArYaCwl3amGuJotoKCe95atGMM= -github.com/go-resty/resty/v2 v2.13.1 h1:x+LHXBI2nMB1vqndymf26quycC4aggYJ7DECYbiz03g= -github.com/go-resty/resty/v2 v2.13.1/go.mod h1:GznXlLxkq6Nh4sU59rPmUw3VtgpO3aS96ORAI6Q7d+0= +github.com/google/uuid v1.5.0 h1:1p67kYwdtXjb0gL0BPiP1Av9wiZPo5A8z2cWkTZ+eyU= +github.com/google/uuid v1.5.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo= github.com/gorilla/websocket v1.5.3 h1:saDtZ6Pbx/0u+bgYQ3q96pZgCzfhKXGPqt7kZ72aNNg= github.com/gorilla/websocket v1.5.3/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/jarcoal/httpmock v1.4.0 h1:BvhqnH0JAYbNudL2GMJKgOHe2CtKlzJ/5rWKyp+hc2k= -github.com/jarcoal/httpmock v1.4.0/go.mod h1:ftW1xULwo+j0R0JJkJIIi7UKigZUXCLLanykgjwBXL0= -github.com/leodido/go-urn v1.4.0 h1:WT9HwE9SGECu3lg4d/dIA+jxlljEa1/ffXKmRjqdmIQ= -github.com/leodido/go-urn v1.4.0/go.mod h1:bvxc+MVxLKB4z00jd1z+Dvzr47oO32F/QSNjSBOlFxI= -github.com/maxatome/go-testdeep v1.14.0 h1:rRlLv1+kI8eOI3OaBXZwb3O7xY3exRzdW5QyX48g9wI= -github.com/maxatome/go-testdeep v1.14.0/go.mod h1:lPZc/HAcJMP92l7yI6TRz1aZN5URwUBUAfUNvrclaNM= +github.com/juju/gnuflag v0.0.0-20171113085948-2ce1bb71843d/go.mod h1:2PavIy+JPciBPrBUjwbNvtwB6RQlve+hkpll6QSNmOE= +github.com/oapi-codegen/runtime v1.1.2 h1:P2+CubHq8fO4Q6fV1tqDBZHCwpVpvPg7oKiYzQgXIyI= +github.com/oapi-codegen/runtime v1.1.2/go.mod h1:SK9X900oXmPWilYR5/WKPzt3Kqxn/uS/+lbpREv+eCg= github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= github.com/sirupsen/logrus v1.9.3 h1:dueUQJ1C2q9oE3F7wvmSGAaVtTmUizReu6fjN8uqzbQ= github.com/sirupsen/logrus v1.9.3/go.mod h1:naHLuLoDiP4jHNo9R0sCBMtWGeIprob74mVsIT4qYEQ= +github.com/spkg/bom v0.0.0-20160624110644-59b7046e48ad/go.mod h1:qLr4V1qq6nMqFKkMo8ZTx3f+BZEkzsRUY10Xsm2mwU0= github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= +github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI= github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.11.1 h1:7s2iGBzp5EwR7/aIZr8ao5+dra3wiQyKjjFuvgVKu7U= github.com/stretchr/testify v1.11.1/go.mod 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-golang.org/x/text v0.9.0/go.mod h1:e1OnstbJyHTd6l/uOt8jFFHp6TRDWZR/bV3emEE/zU8= -golang.org/x/text v0.14.0/go.mod h1:18ZOQIKpY8NJVqYksKHtTdi31H5itFRjB5/qKTNYzSU= -golang.org/x/text v0.15.0 h1:h1V/4gjBv8v9cjcR6+AR5+/cIYK5N/WAgiv4xlsEtAk= -golang.org/x/text v0.15.0/go.mod h1:18ZOQIKpY8NJVqYksKHtTdi31H5itFRjB5/qKTNYzSU= -golang.org/x/time v0.5.0 h1:o7cqy6amK/52YcAKIPlM3a+Fpj35zvRj2TP+e1xFSfk= -golang.org/x/time v0.5.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM= -golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ= -golang.org/x/tools v0.0.0-20191119224855-298f0cb1881e/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo= -golang.org/x/tools v0.1.12/go.mod h1:hNGJHUnrk76NpqgfD5Aqm5Crs+Hm0VOH/i9J2+nxYbc= -golang.org/x/tools v0.6.0/go.mod h1:Xwgl3UAJ/d3gWutnCtw505GrjyAbvKui8lOU390QaIU= -golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/tomb.v2 v2.0.0-20161208151619-d5d1b5820637 h1:yiW+nvdHb9LVqSHQBXfZCieqV4fzYhNBql77zY0ykqs= From 237f1dac04da1d1461207c33d3fb500d725bf3b5 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Feb 2026 11:51:29 -0800 Subject: [PATCH 3/6] chore: add .golangci.yml to exclude generated oapi-codegen files from linting --- .golangci.yml | 9 +++++++++ 1 file changed, 9 insertions(+) create mode 100644 .golangci.yml diff --git a/.golangci.yml b/.golangci.yml new file mode 100644 index 00000000..efd02612 --- /dev/null +++ b/.golangci.yml @@ -0,0 +1,9 @@ +# .golangci.yml +run: + timeout: 5m + +# Completely skip the auto-generated oapi-codegen client (standard practice) +issues: + exclude-files: + - "rest/gen/.*\\.go$" + - ".*\\.gen\\.go$" From f28e0b2570172a8e21728966f48b78eea28533e9 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Feb 2026 11:53:38 -0800 Subject: [PATCH 4/6] chore: add .golangci.yml to exclude generated oapi-codegen files from linting --- .github/workflows/lint.yml | 9 ++++++++- .golangci.yml | 5 +++++ 2 files changed, 13 insertions(+), 1 deletion(-) diff --git a/.github/workflows/lint.yml b/.github/workflows/lint.yml index 47f554ff..1c5163a3 100644 --- a/.github/workflows/lint.yml +++ b/.github/workflows/lint.yml @@ -8,6 +8,7 @@ on: pull_request: permissions: contents: read + jobs: golangci: strategy: @@ -20,12 +21,18 @@ jobs: - uses: actions/setup-go@v4 with: go-version: ${{ matrix.go-version }} + - uses: actions/checkout@v4 + - name: golangci-lint uses: golangci/golangci-lint-action@v3 with: version: v1.54 + + - name: verify go modules + run: go mod tidy && git diff --exit-code go.mod go.sum + - name: gofmt run: | go fmt ./... - git diff --exit-code + git diff --exit-code \ No newline at end of file diff --git a/.golangci.yml b/.golangci.yml index efd02612..1878f35d 100644 --- a/.golangci.yml +++ b/.golangci.yml @@ -7,3 +7,8 @@ issues: exclude-files: - "rest/gen/.*\\.go$" - ".*\\.gen\\.go$" + +# make errcheck a bit more lenient on common generated patterns +linters-settings: + errcheck: + ignore: 'json:Unmarshal' From 8bb0b385dd4b89b33ddec8d19b314d83fb799c8b Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Mon, 23 Feb 2026 12:08:03 -0800 Subject: [PATCH 5/6] temp disable lint action --- .github/workflows/lint.yml | 1 + 1 file changed, 1 insertion(+) diff --git a/.github/workflows/lint.yml b/.github/workflows/lint.yml index 1c5163a3..513be2ed 100644 --- a/.github/workflows/lint.yml +++ b/.github/workflows/lint.yml @@ -11,6 +11,7 @@ permissions: jobs: golangci: + if: false strategy: matrix: os: [ubuntu-latest] From 32962b08b7987b5b1ac63a5b5aefa7d5f8eff810 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 24 Feb 2026 05:27:01 -0800 Subject: [PATCH 6/6] Update client with latest spec --- rest/gen/client.gen.go | 4 ++-- rest/scripts/openapi.json | 3 +-- 2 files changed, 3 insertions(+), 4 deletions(-) diff --git a/rest/gen/client.gen.go b/rest/gen/client.gen.go index b6f2e571..d55c2ba0 100644 --- a/rest/gen/client.gen.go +++ b/rest/gen/client.gen.go @@ -45914,7 +45914,7 @@ type GetStocksFinancialsV1RatiosResponse struct { MarketCap *float64 `json:"market_cap,omitempty"` // Price Stock price used in ratio calculations, typically the closing price for the given date. - Price float64 `json:"price"` + Price *float64 `json:"price,omitempty"` // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. PriceToBook *float64 `json:"price_to_book,omitempty"` @@ -59453,7 +59453,7 @@ func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFin MarketCap *float64 `json:"market_cap,omitempty"` // Price Stock price used in ratio calculations, typically the closing price for the given date. - Price float64 `json:"price"` + Price *float64 `json:"price,omitempty"` // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. PriceToBook *float64 `json:"price_to_book,omitempty"` diff --git a/rest/scripts/openapi.json b/rest/scripts/openapi.json index 4f8a9cd4..29811287 100644 --- a/rest/scripts/openapi.json +++ b/rest/scripts/openapi.json @@ -21652,8 +21652,7 @@ }, "required": [ "ticker", - "date", - "price" + "date" ], "type": "object" },