models

package
v1.16.9 Latest Latest
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 Go to latest Published: Jan 8, 2025 License: MIT Imports: 7 Imported by: 116

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Constants

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const (
	// HeaderEdgeID is a required Launchpad header. It identifies the Edge User requesting data.
	HeaderEdgeID = "X-Polygon-Edge-ID"
	// HeaderEdgeIPAddress is a required Launchpad header. It denotes the originating IP Address of the Edge User requesting data.
	HeaderEdgeIPAddress = "X-Polygon-Edge-IP-Address"
	// HeaderEdgeUserAgent is an optional Launchpad header. It denotes the originating UserAgent of the Edge User requesting data.
	HeaderEdgeUserAgent = "X-Polygon-Edge-User-Agent"
)

Headers required to use the Launchpad product.

Variables

This section is empty.

Functions

This section is empty.

Types

type Agg 

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"`
}

Agg is an aggregation of all the activity on a specified ticker between the start and end timestamps.

type AssetClass 

type AssetClass string

AssetClass is an identifier for a group of similar financial instruments. 

const (
	AssetStocks  AssetClass = "stocks"
	AssetOptions AssetClass = "options"
	AssetCrypto  AssetClass = "crypto"
	AssetFx      AssetClass = "fx"
	AssetOTC     AssetClass = "otc"
	AssetIndices AssetClass = "indices"
)

type BaseResponse 

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"`
}

BaseResponse has all possible attributes that any response can use. It's intended to be embedded in a domain specific response struct.

type Branding 

type Branding struct {
	LogoURL string `json:"logo_url,omitempty"`
	IconURL string `json:"icon_url,omitempty"`
}

Branding contains information related to a company's brand.

type CompanyAddress 

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"`
}

CompanyAddress contains information on the physical address of a company.

type Comparator 

type Comparator string

Comparator is the type of comparison to make for a specific query parameter. 

const (
	EQ  Comparator = "eq"
	LT  Comparator = "lt"
	LTE Comparator = "lte"
	GT  Comparator = "gt"
	GTE Comparator = "gte"
)

type 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"`
}

Condition contains detailed information on a specified condition.

type ContractType added in v1.7.0 

type ContractType string

ContractType is the type of contract. 

const (
	ContractCall  ContractType = "call"
	ContractPut   ContractType = "put"
	ContractOther ContractType = "other"
)

type CryptoTrade 

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"`
}

CryptoTrade is a trade for a crypto pair.

type DataType 

type DataType string

DataType is the type of data. 

const (
	DataTrade DataType = "trade"
	DataBBO   DataType = "bbo"
	DataNBBO  DataType = "nbbo"
)

type Date 

type Date time.Time

Date represents a short date string of the following format: "2006-01-02".

func (*Date) MarshalJSON 

func (d *Date) MarshalJSON() ([]byte, error)

func (*Date) UnmarshalJSON 

func (d *Date) UnmarshalJSON(data []byte) error

type DayOptionContractSnapshot 

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"`
}

DayOptionContractSnapshot contains the most recent day agg for an option contract.

type DaySnapshot 

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"`
}

DaySnapshot is the most recent day agg for a ticker.

type Details added in v1.12.0 

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"`
}

Details contains all the information that might come back in the details attribute of a SnapshotResponse.

type Direction 

type Direction string

Direction is the direction of the snapshot results to return. 

const (
	Gainers Direction = "gainers"
	Losers  Direction = "losers"
)

type 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"`
}

Dividend contains detailed information on a specified stock dividend.

type DividendType 

type DividendType string

DividendType is the type of dividend. 

const (
	DividendCD DividendType = "CD"
	DividendLT DividendType = "LT"
	DividendSC DividendType = "SC"
	DividendST DividendType = "ST"
)

type ErrorResponse 

type ErrorResponse struct {
	BaseResponse

	// An HTTP status code for unsuccessful requests.
	StatusCode int
}

ErrorResponse represents an API response with an error status code.

func (*ErrorResponse) Error 

func (e *ErrorResponse) Error() string

Error returns the details of an error response.

type 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"`
}

Exchange contains detailed information on a specified stock Exchange.

type Financial added in v0.7.0 

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"`
}

Financial aliases nested data points of information for a stock financial.

type ForexQuote 

type ForexQuote struct {
	Ask       float64 `json:"ask,omitempty"`
	Bid       float64 `json:"bid,omitempty"`
	Exchange  int     `json:"exchange,omitempty"`
	Timestamp Nanos   `json:"timestamp,omitempty"`
}

ForexQuote is a BBO for a forex currency pair.

type Frequency 

type Frequency int64

Frequency is the number of times a dividend is paid out over the course of one year. 

const (
	OneTime    Frequency = 0
	Annually   Frequency = 1
	BiAnnually Frequency = 2
	Quarterly  Frequency = 4
	Monthly    Frequency = 12
)

type FullBookSnapshot added in v0.9.0 

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"`
}

FullBookSnapshot is the level 2 book of a single crypto ticker.

type GetAggsParams 

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://polygon.io/blog/aggs-api-updates/.
	Limit *int `query:"limit"`
}

GetAggsParams is the set of parameters for the GetAggs method.

func (GetAggsParams) WithAdjusted 

func (p GetAggsParams) WithAdjusted(q bool) *GetAggsParams

func (GetAggsParams) WithLimit 

func (p GetAggsParams) WithLimit(q int) *GetAggsParams

func (GetAggsParams) WithOrder 

func (p GetAggsParams) WithOrder(q Order) *GetAggsParams

type GetAggsResponse 

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"`
}

GetAggsResponse is the response returned by the GetAggs method.

type GetAllTickersSnapshotParams 

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"`
}

GetAllTickersSnapshotParams is the set of parameters for the GetAllTickersSnapshot method.

func (GetAllTickersSnapshotParams) WithIncludeOTC added in v1.1.0 

func (p GetAllTickersSnapshotParams) WithIncludeOTC(q bool) *GetAllTickersSnapshotParams

func (GetAllTickersSnapshotParams) WithTickers 

func (p GetAllTickersSnapshotParams) WithTickers(q string) *GetAllTickersSnapshotParams

type GetAllTickersSnapshotResponse 

type GetAllTickersSnapshotResponse struct {
	BaseResponse
	Tickers []TickerSnapshot `json:"tickers,omitempty"`
}

GetAllTickersSnapshotResponse is the response returned by the GetAllTickersSnapshot method.

type GetCryptoFullBookSnapshotParams 

type GetCryptoFullBookSnapshotParams struct {
	Ticker string `validate:"required" path:"ticker"`
}

GetCryptoFullBookSnapshotParams is the set of parameters for the GetCryptoFullBookSnapshot method.

type GetCryptoFullBookSnapshotResponse 

type GetCryptoFullBookSnapshotResponse struct {
	BaseResponse
	Data FullBookSnapshot `json:"data,omitempty"`
}

GetCryptoFullBookSnapshotResponse is the response returned by the GetCryptoFullBookSnapshot method.

type GetDailyOpenCloseAggParams 

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"`
}

GetDailyOpenCloseAggParams is the set of parameters for the GetDailyOpenCloseAgg method.

func (GetDailyOpenCloseAggParams) WithAdjusted 

func (p GetDailyOpenCloseAggParams) WithAdjusted(q bool) *GetDailyOpenCloseAggParams

type GetDailyOpenCloseAggResponse 

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"`
}

GetDailyOpenCloseAggResponse is the response for the GetDailyOpenCloseAgg method.

type GetEMAParams added in v1.3.0 

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"`
}

GetEMAParams is the set of parameters for the GetEMA method.

func (GetEMAParams) WithAdjusted added in v1.3.0 

func (p GetEMAParams) WithAdjusted(q bool) *GetEMAParams

func (GetEMAParams) WithExpandUnderlying added in v1.3.0 

func (p GetEMAParams) WithExpandUnderlying(q bool) *GetEMAParams

func (GetEMAParams) WithLimit added in v1.14.1 

func (p GetEMAParams) WithLimit(q int) *GetEMAParams

func (GetEMAParams) WithOrder added in v1.3.0 

func (p GetEMAParams) WithOrder(q Order) *GetEMAParams

func (GetEMAParams) WithSeriesType added in v1.3.0 

func (p GetEMAParams) WithSeriesType(q SeriesType) *GetEMAParams

func (GetEMAParams) WithTimespan added in v1.3.0 

func (p GetEMAParams) WithTimespan(q Timespan) *GetEMAParams

func (GetEMAParams) WithTimestamp added in v1.3.0 

func (p GetEMAParams) WithTimestamp(c Comparator, q Millis) *GetEMAParams

func (GetEMAParams) WithWindow added in v1.3.0 

func (p GetEMAParams) WithWindow(q int) *GetEMAParams

type GetEMAResponse added in v1.3.0 

type GetEMAResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

type GetExchangesParams 

type GetExchangesParams struct {
	// Filter by asset class.
	AssetClass *AssetClass `query:"asset_class,omitempty"`

	// Filter by locale.
	Locale *MarketLocale `query:"locale,omitempty"`
}

GetExchangesParams is the set of parameters for the GetExchanges method.

func (GetExchangesParams) WithAssetClass 

func (p GetExchangesParams) WithAssetClass(q AssetClass) *GetExchangesParams

func (GetExchangesParams) WithLocale 

func (p GetExchangesParams) WithLocale(q MarketLocale) *GetExchangesParams

type GetExchangesResponse 

type GetExchangesResponse struct {
	BaseResponse
	Results []Exchange `json:"results,omitempty"`
}

GetExchangesResponse is the response returned by the GetExchanges method.

type GetGainersLosersSnapshotParams 

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"`
}

GetGainersLosersSnapshotParams is the set of parameters for the GetGainersLosersSnapshot method.

func (GetGainersLosersSnapshotParams) WithIncludeOTC added in v1.2.0 

func (p GetGainersLosersSnapshotParams) WithIncludeOTC(q bool) *GetGainersLosersSnapshotParams

type GetGainersLosersSnapshotResponse 

type GetGainersLosersSnapshotResponse struct {
	BaseResponse
	Tickers []TickerSnapshot `json:"tickers,omitempty"`
}

GetGainersLosersSnapshotResponse is the response returned by the GetGainersLosersSnapshot method.

type GetGroupedDailyAggsParams 

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"`
}

GetGroupedDailyAggsParams is the set of parameters for the GetGroupedDailyAggs method.

func (GetGroupedDailyAggsParams) WithAdjusted 

func (p GetGroupedDailyAggsParams) WithAdjusted(q bool) *GetGroupedDailyAggsParams

func (GetGroupedDailyAggsParams) WithIncludeOTC added in v1.1.0 

func (p GetGroupedDailyAggsParams) WithIncludeOTC(q bool) *GetGroupedDailyAggsParams

type GetGroupedDailyAggsResponse 

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"`
}

GetGroupedDailyAggsResponse is the response returned by the GetGroupedDailyAggs method.

type GetIndicesSnapshotParams added in v1.11.0 

type GetIndicesSnapshotParams struct {
	// The ticker list to get summaries for
	TickerAnyOf *string `query:"ticker.any_of"`
}

GetIndicesSnapshotParams is the set of parameters for the GetIndicesSnapshot method.

func (GetIndicesSnapshotParams) WithTickerAnyOf added in v1.11.0 

func (p GetIndicesSnapshotParams) WithTickerAnyOf(tickers ...string) *GetIndicesSnapshotParams

type GetIndicesSnapshotResponse added in v1.11.0 

type GetIndicesSnapshotResponse struct {
	BaseResponse
	Results []IndexSnapshot `json:"results,omitempty"`
}

GetIndicesSnapshotResponse is the response returned by the GetIndicesSnapshot method.

type GetLastCryptoTradeParams 

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"`
}

GetLastCryptoTradeParams is the set of parameters for the GetLastCryptoTrade method.

type GetLastCryptoTradeResponse 

type GetLastCryptoTradeResponse struct {
	BaseResponse
	Symbol string      `json:"symbol,omitempty"`
	Last   CryptoTrade `json:"last,omitempty"`
}

GetLastCryptoTradeResponse is the response returned by the GetLastCryptoTrade method.

type GetLastForexQuoteParams 

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"`
}

GetLastForexQuoteParams is the set of parameters for the GetLastForexQuote method.

type GetLastForexQuoteResponse 

type GetLastForexQuoteResponse struct {
	BaseResponse
	Symbol string     `json:"symbol,omitempty"`
	Last   ForexQuote `json:"last,omitempty"`
}

GetLastForexQuoteResponse is the response returned by the GetLastForexQuote method.

type GetLastQuoteParams 

type GetLastQuoteParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`
}

GetLastQuoteParams is the set of parameters for the GetLastQuote method.

type GetLastQuoteResponse 

type GetLastQuoteResponse struct {
	BaseResponse
	Results LastQuote `json:"results,omitempty"`
}

GetLastQuoteResponse is the response returned by the GetLastQuote method.

type GetLastTradeParams 

type GetLastTradeParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`
}

GetLastTradeParams is the set of parameters for GetLastTrade method.

type GetLastTradeResponse 

type GetLastTradeResponse struct {
	BaseResponse
	Results LastTrade `json:"results,omitempty"`
}

GetLastTradeResponse is the response returned by the GetLastTradeResponse method.

type GetMACDParams added in v1.3.0 

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"`
}

GetMACDParams is the set of parameters for the GetMACD method.

func (GetMACDParams) WithAdjusted added in v1.3.0 

func (p GetMACDParams) WithAdjusted(q bool) *GetMACDParams

func (GetMACDParams) WithExpandUnderlying added in v1.3.0 

func (p GetMACDParams) WithExpandUnderlying(q bool) *GetMACDParams

func (GetMACDParams) WithLimit added in v1.14.1 

func (p GetMACDParams) WithLimit(q int) *GetMACDParams

func (GetMACDParams) WithLongWindow added in v1.3.0 

func (p GetMACDParams) WithLongWindow(q int) *GetMACDParams

func (GetMACDParams) WithOrder added in v1.3.0 

func (p GetMACDParams) WithOrder(q Order) *GetMACDParams

func (GetMACDParams) WithSeriesType added in v1.3.0 

func (p GetMACDParams) WithSeriesType(q SeriesType) *GetMACDParams

func (GetMACDParams) WithShortWindow added in v1.3.0 

func (p GetMACDParams) WithShortWindow(q int) *GetMACDParams

func (GetMACDParams) WithSignalWindow added in v1.3.0 

func (p GetMACDParams) WithSignalWindow(q int) *GetMACDParams

func (GetMACDParams) WithTimespan added in v1.3.0 

func (p GetMACDParams) WithTimespan(q Timespan) *GetMACDParams

func (GetMACDParams) WithTimestamp added in v1.3.0 

func (p GetMACDParams) WithTimestamp(c Comparator, q Millis) *GetMACDParams

type GetMACDResponse added in v1.3.0 

type GetMACDResponse struct {
	BaseResponse
	Results MACDIndicatorResults `json:"results,omitempty"`
}

type GetMarketHolidaysResponse 

type GetMarketHolidaysResponse []MarketHoliday

GetMarketHolidaysResponse is the response returned by the GetMarketHolidays method.

type GetMarketStatusResponse 

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"`
}

GetMarketStatusResponse is the response returned by the GetMarketStatus method.

type GetOptionContractSnapshotParams 

type GetOptionContractSnapshotParams struct {
	UnderlyingAsset string `validate:"required" path:"underlyingAsset"`
	OptionContract  string `validate:"required" path:"optionContract"`
}

GetOptionContractSnapshotParams is the set of parameters for the GetOptionContractSnapshot method.

type GetOptionContractSnapshotResponse 

type GetOptionContractSnapshotResponse struct {
	BaseResponse
	Results OptionContractSnapshot `json:"results,omitempty"`
}

GetOptionContractSnapshotResponse is the response returned by the GetOptionContractSnapshot method.

type GetOptionsContractParams added in v0.10.0 

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"`
}

GetOptionsContract is the set of parameters for the GetOptionsContract method.

func (GetOptionsContractParams) WithAsOf added in v0.10.0 

func (p GetOptionsContractParams) WithAsOf(q Date) *GetOptionsContractParams

type GetOptionsContractResponse added in v0.10.0 

type GetOptionsContractResponse struct {
	BaseResponse
	Results OptionsContract `json:"results,omitempty"`
}

GetOptionsContractResponse is the response returned by the GetOptionsContract method.

type GetPreviousCloseAggParams 

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"`
}

GetPreviousCloseAggParams is the set of parameters for the GetPreviousCloseAgg method.

func (GetPreviousCloseAggParams) WithAdjusted 

func (p GetPreviousCloseAggParams) WithAdjusted(q bool) *GetPreviousCloseAggParams

type GetPreviousCloseAggResponse 

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"`
}

GetPreviousCloseAggResponse is the response returned by the GetPreviousCloseAgg method.

type GetRSIParams added in v1.3.0 

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"`
}

GetRSIParams is the set of parameters for the GetRSI method.

func (GetRSIParams) WithAdjusted added in v1.3.0 

func (p GetRSIParams) WithAdjusted(q bool) *GetRSIParams

func (GetRSIParams) WithExpandUnderlying added in v1.3.0 

func (p GetRSIParams) WithExpandUnderlying(q bool) *GetRSIParams

func (GetRSIParams) WithLimit added in v1.14.1 

func (p GetRSIParams) WithLimit(q int) *GetRSIParams

func (GetRSIParams) WithOrder added in v1.3.0 

func (p GetRSIParams) WithOrder(q Order) *GetRSIParams

func (GetRSIParams) WithSeriesType added in v1.3.0 

func (p GetRSIParams) WithSeriesType(q SeriesType) *GetRSIParams

func (GetRSIParams) WithTimespan added in v1.3.0 

func (p GetRSIParams) WithTimespan(q Timespan) *GetRSIParams

func (GetRSIParams) WithTimestamp added in v1.3.0 

func (p GetRSIParams) WithTimestamp(c Comparator, q Millis) *GetRSIParams

func (GetRSIParams) WithWindow added in v1.3.0 

func (p GetRSIParams) WithWindow(q int) *GetRSIParams

type GetRSIResponse added in v1.3.0 

type GetRSIResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

type GetRealTimeCurrencyConversionParams added in v0.5.0 

type GetRealTimeCurrencyConversionParams struct {
	From string `validate:"required" path:"from"`
	To   string `validate:"required" path:"to"`
}

GetRealTimeCurrencyConversionParams is the set of parameters for the GetRealTimeCurrencyConversion method.

type GetRealTimeCurrencyConversionResponse added in v0.5.0 

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"`
}

GetRealTimeCurrencyConversionResponse is the response returned by the GetRealTimeCurrencyConversion method.

type GetSMAParams added in v1.3.0 

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"`
}

GetSMAParams is the set of parameters for the GetSMA method.

func (GetSMAParams) WithAdjusted added in v1.3.0 

func (p GetSMAParams) WithAdjusted(q bool) *GetSMAParams

func (GetSMAParams) WithExpandUnderlying added in v1.3.0 

func (p GetSMAParams) WithExpandUnderlying(q bool) *GetSMAParams

func (GetSMAParams) WithLimit added in v1.14.1 

func (p GetSMAParams) WithLimit(q int) *GetSMAParams

func (GetSMAParams) WithOrder added in v1.3.0 

func (p GetSMAParams) WithOrder(q Order) *GetSMAParams

func (GetSMAParams) WithSeriesType added in v1.3.0 

func (p GetSMAParams) WithSeriesType(q SeriesType) *GetSMAParams

func (GetSMAParams) WithTimespan added in v1.3.0 

func (p GetSMAParams) WithTimespan(q Timespan) *GetSMAParams

func (GetSMAParams) WithTimestamp added in v1.3.0 

func (p GetSMAParams) WithTimestamp(c Comparator, q Millis) *GetSMAParams

func (GetSMAParams) WithWindow added in v1.3.0 

func (p GetSMAParams) WithWindow(q int) *GetSMAParams

type GetSMAResponse added in v1.3.0 

type GetSMAResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

GetAggsResponse is the response returned by the GetAggs method.

type GetSummaryParams added in v1.6.0 

type GetSummaryParams struct {
	// The ticker list to get summaries for
	TickerAnyOf *string `query:"ticker.any_of"`
}

func (GetSummaryParams) WithTickerAnyOf added in v1.6.0 

func (p GetSummaryParams) WithTickerAnyOf(tickers ...string) *GetSummaryParams

type GetSummaryResponse added in v1.6.0 

type GetSummaryResponse struct {
	BaseResponse
	Results []SummaryResult `json:"results,omitempty"`
}

type GetTickerDetailsParams 

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"`
}

GetTickerDetailsParams is the set of parameters for the GetTickerDetails method.

func (GetTickerDetailsParams) WithDate 

func (p GetTickerDetailsParams) WithDate(q Date) *GetTickerDetailsParams

type GetTickerDetailsResponse 

type GetTickerDetailsResponse struct {
	BaseResponse

	// Ticker with details.
	Results Ticker `json:"results,omitempty"`
}

GetTickerDetailsResponse is the response returned by the GetTickerDetails method.

type GetTickerEventsParams added in v1.8.0 

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://polygon.io/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"`
}

GetTickerEventsParams is the set of parameters for the GetTickerEvents method.

func (GetTickerEventsParams) WithTypes added in v1.8.0 

func (p GetTickerEventsParams) WithTypes(types ...string) *GetTickerEventsParams

type GetTickerEventsResponse added in v1.8.0 

type GetTickerEventsResponse struct {
	BaseResponse
	Results []TickerEventResult `json:"results,omitempty"`
}

GetTickerEventsResponse is the response returned by the GetTickerEvents method.

type GetTickerRelatedCompaniesParams added in v1.16.5 

type GetTickerRelatedCompaniesParams struct {
	// The ticker symbol of the asset.
	Ticker string `validate:"required" path:"ticker"`
}

GetTickerRelatedCompaniesParams is the set of parameters for the GetTickerRelatedCompanies method.

type GetTickerRelatedCompaniesResponse added in v1.16.5 

type GetTickerRelatedCompaniesResponse struct {
	BaseResponse

	// List if related tickers.
	Results []RelatedCompany `json:"results,omitempty"`
}

GetTickerDetailsResponse is the response returned by the GetTickerRelatedCompanies method.

type GetTickerSnapshotParams 

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"`
}

GetTickerSnapshotParams is the set of parameters for the GetTickerSnapshot method.

type GetTickerSnapshotResponse 

type GetTickerSnapshotResponse struct {
	BaseResponse
	Snapshot TickerSnapshot `json:"ticker,omitempty"`
}

GetTickerSnapshotResponse is the response returned by the GetTickerSnapshot method.

type GetTickerTypesParams 

type GetTickerTypesParams struct {
	// Filter by asset class.
	AssetClass *AssetClass `query:"asset_class"`

	// Filter by locale.
	Locale *MarketLocale `query:"locale"`
}

GetTickerTypesParams is the set of parameters for the GetTickerTypes method.

func (GetTickerTypesParams) WithAssetClass 

func (p GetTickerTypesParams) WithAssetClass(q AssetClass) *GetTickerTypesParams

func (GetTickerTypesParams) WithLocale 

func (p GetTickerTypesParams) WithLocale(q MarketLocale) *GetTickerTypesParams

type GetTickerTypesResponse 

type GetTickerTypesResponse struct {
	BaseResponse

	// Ticker type results.
	Results []TickerType `json:"results,omitempty"`
}

GetTickerTypesResponse is the response returned by the GetTickerTypes method.

type Greeks 

type Greeks struct {
	Delta float64 `json:"delta,omitempty"`
	Gamma float64 `json:"gamma,omitempty"`
	Theta float64 `json:"theta,omitempty"`
	Vega  float64 `json:"vega,omitempty"`
}

Greeks contains the delta, gamma, vega, and theta of an option contract.

type IndexSession added in v1.11.0 

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"`
}

type IndexSnapshot added in v1.11.0 

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"`
}

IndexSnapshot is a collection of data for an index ticker including the current session information and the most recent value.

type Insights added in v1.16.5 

type Insights struct {
	Ticker             string `json:"ticker"`
	Sentiment          string `json:"sentiment"`
	SentimentReasoning string `json:"sentiment_reasoning"`
}

Insights contains sentiment, reasoning, and the ticker symbol associated with the insight.

type LastQuote 

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"`
}

LastQuote is the most recent NBBO for a ticker symbol.

type LastQuoteOptionContractSnapshot 

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"`
}

LastQuoteOptionContractSnapshot contains the most recent quote of an option contract.

type LastQuoteSnapshot 

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"`
}

LastQuoteSnapshot is the most recent quote for a ticker.

type LastTrade 

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"`
}

LastTrade is the most recent trade for a specified ticker.

type LastTradeOptionContractSnapshot added in v1.10.0 

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"`
}

type LastTradeSnapshot 

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"`
}

LastTradeSnapshot is the most recent trade for a ticker.

type ListAggsParams added in v1.9.0 

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://polygon.io/blog/aggs-api-updates/.
	Limit *int `query:"limit"`
}

ListAggsParams is the set of parameters for the ListAggs method.

func (ListAggsParams) WithAdjusted added in v1.9.0 

func (p ListAggsParams) WithAdjusted(q bool) *ListAggsParams

func (ListAggsParams) WithLimit added in v1.9.0 

func (p ListAggsParams) WithLimit(q int) *ListAggsParams

func (ListAggsParams) WithOrder added in v1.9.0 

func (p ListAggsParams) WithOrder(q Order) *ListAggsParams

type ListAggsResponse added in v1.9.0 

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"`
}

ListAggsResponse is the response returned by the ListAggs method.

type ListAssetSnapshotsParams deprecated added in v1.12.0 

type ListAssetSnapshotsParams ListUniversalSnapshotsParams

Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types.

func (ListAssetSnapshotsParams) WithTicker added in v1.12.0 

func (p ListAssetSnapshotsParams) WithTicker(q string) *ListAssetSnapshotsParams

func (ListAssetSnapshotsParams) WithTickerAnyOf added in v1.12.0 

func (p ListAssetSnapshotsParams) WithTickerAnyOf(q string) *ListAssetSnapshotsParams

func (ListAssetSnapshotsParams) WithTickersByComparison added in v1.12.0 

func (p ListAssetSnapshotsParams) WithTickersByComparison(c Comparator, q string) *ListAssetSnapshotsParams

func (ListAssetSnapshotsParams) WithType added in v1.12.0 

func (p ListAssetSnapshotsParams) WithType(q string) *ListAssetSnapshotsParams

type ListAssetSnapshotsResponse deprecated added in v1.12.0 

type ListAssetSnapshotsResponse ListUniversalSnapshotsResponse

Deprecated: Please use UniversalSnapshot types instead of AssetSnapshot types.

type ListConditionsParams 

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"`
}

ListConditionsParams is the set of parameters for the ListConditions method.

func (ListConditionsParams) WithAssetClass 

func (p ListConditionsParams) WithAssetClass(q AssetClass) *ListConditionsParams

func (ListConditionsParams) WithDataType 

func (p ListConditionsParams) WithDataType(q DataType) *ListConditionsParams

func (ListConditionsParams) WithID 

func (p ListConditionsParams) WithID(q int64) *ListConditionsParams

func (ListConditionsParams) WithLimit 

func (p ListConditionsParams) WithLimit(q int) *ListConditionsParams

func (ListConditionsParams) WithOrder 

func (p ListConditionsParams) WithOrder(q Order) *ListConditionsParams

func (ListConditionsParams) WithSIP 

func (p ListConditionsParams) WithSIP(q SIP) *ListConditionsParams

func (ListConditionsParams) WithSort 

func (p ListConditionsParams) WithSort(q Sort) *ListConditionsParams

type ListConditionsResponse 

type ListConditionsResponse struct {
	BaseResponse
	Results []Condition `json:"results,omitempty"`
}

ListConditionsResponse is the response returned by the ListConditions method.

type ListDividendsParams 

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"`
}

ListDividendsParams is the set of parameters for the ListDividends method.

func (ListDividendsParams) WithCashAmount 

func (p ListDividendsParams) WithCashAmount(c Comparator, q float64) *ListDividendsParams

func (ListDividendsParams) WithDeclarationDate 

func (p ListDividendsParams) WithDeclarationDate(c Comparator, q Date) *ListDividendsParams

func (ListDividendsParams) WithDividendType 

func (p ListDividendsParams) WithDividendType(q DividendType) *ListDividendsParams

func (ListDividendsParams) WithExDividendDate 

func (p ListDividendsParams) WithExDividendDate(c Comparator, q Date) *ListDividendsParams

func (ListDividendsParams) WithFrequency 

func (p ListDividendsParams) WithFrequency(q Frequency) *ListDividendsParams

func (ListDividendsParams) WithLimit 

func (p ListDividendsParams) WithLimit(q int) *ListDividendsParams

func (ListDividendsParams) WithOrder 

func (p ListDividendsParams) WithOrder(q Order) *ListDividendsParams

func (ListDividendsParams) WithPayDate added in v1.16.5 

func (p ListDividendsParams) WithPayDate(c Comparator, q Date) *ListDividendsParams

func (ListDividendsParams) WithSort 

func (p ListDividendsParams) WithSort(q Sort) *ListDividendsParams

func (ListDividendsParams) WithTicker 

func (p ListDividendsParams) WithTicker(c Comparator, q string) *ListDividendsParams

type ListDividendsResponse 

type ListDividendsResponse struct {
	BaseResponse
	Results []Dividend `json:"results,omitempty"`
}

ListDividendsResponse is the response returned by the ListDividends method.

type ListOptionsChainParams added in v1.7.0 

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"`
}

ListOptionsChainParams is a set of parameters for the ListOptionsChainSnapshot method.

func (ListOptionsChainParams) WithContractType added in v1.7.0 

func (o ListOptionsChainParams) WithContractType(contractType ContractType) *ListOptionsChainParams

WithContractType sets contract type to params. contractType options include ContractCall and ContractPut.

func (ListOptionsChainParams) WithExpirationDate added in v1.7.0 

func (o ListOptionsChainParams) WithExpirationDate(comparator Comparator, expirationDate Date) *ListOptionsChainParams

WithExpirationDate sets expiration_date query parameter. comparator options include EQ, LT, LTE, GT, and GTE. expirationDate should be in YYYY-MM-DD format

func (ListOptionsChainParams) WithLimit added in v1.7.0 

func (o ListOptionsChainParams) WithLimit(limit int) *ListOptionsChainParams

WithLimit sets number of results returned. Limit default is 10. Limit must fall in range of 0-1000.

func (ListOptionsChainParams) WithOrder added in v1.7.0 

func (o ListOptionsChainParams) WithOrder(order Order) *ListOptionsChainParams

WithOrder sets order of results based on the Sort field.

func (ListOptionsChainParams) WithSort added in v1.7.0 

func (o ListOptionsChainParams) WithSort(sort Sort) *ListOptionsChainParams

WithSort sets sort field. Sort expects to receive TickerSymbol, ExpirationDate, or StrikePrice as an argument.

func (ListOptionsChainParams) WithStrikePrice added in v1.7.0 

func (o ListOptionsChainParams) WithStrikePrice(comparator Comparator, strikePrice float64) *ListOptionsChainParams

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

type ListOptionsChainSnapshotResponse added in v1.7.0 

type ListOptionsChainSnapshotResponse struct {
	BaseResponse
	Results []OptionContractSnapshot `json:"results,omitempty"`
}

type ListOptionsContractsParams added in v0.10.0 

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"`
}

ListOptionsContracts is the set of parameters for the ListOptionsContracts method.

func (ListOptionsContractsParams) WithAsOf added in v0.10.0 

func (p ListOptionsContractsParams) WithAsOf(q Date) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithContractType added in v0.10.0 

func (p ListOptionsContractsParams) WithContractType(q string) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithExpirationDate added in v0.10.0 

func (p ListOptionsContractsParams) WithExpirationDate(c Comparator, q Date) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithExpired added in v0.10.0 

func (p ListOptionsContractsParams) WithExpired(q bool) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithLimit added in v0.10.0 

func (p ListOptionsContractsParams) WithLimit(q int) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithOrder added in v0.10.0 

func (p ListOptionsContractsParams) WithOrder(q Order) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithSort added in v0.10.0 

func (p ListOptionsContractsParams) WithSort(q Sort) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithStrikePrice added in v0.10.0 

func (p ListOptionsContractsParams) WithStrikePrice(c Comparator, q float64) *ListOptionsContractsParams

func (ListOptionsContractsParams) WithUnderlyingTicker added in v0.10.0 

func (p ListOptionsContractsParams) WithUnderlyingTicker(c Comparator, q string) *ListOptionsContractsParams

type ListOptionsContractsResponse added in v0.10.0 

type ListOptionsContractsResponse struct {
	BaseResponse
	Results []OptionsContract `json:"results,omitempty"`
}

type ListQuotesParams 

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"`
}

ListQuotesParams is the set of parameters for the ListQuotes method.

func (ListQuotesParams) WithDay added in v1.1.0 

func (p ListQuotesParams) WithDay(year int, month time.Month, day int) *ListQuotesParams

func (ListQuotesParams) WithLimit 

func (p ListQuotesParams) WithLimit(q int) *ListQuotesParams

func (ListQuotesParams) WithOrder 

func (p ListQuotesParams) WithOrder(q Order) *ListQuotesParams

func (ListQuotesParams) WithSort 

func (p ListQuotesParams) WithSort(q Sort) *ListQuotesParams

func (ListQuotesParams) WithTimestamp 

func (p ListQuotesParams) WithTimestamp(c Comparator, q Nanos) *ListQuotesParams

type ListQuotesResponse 

type ListQuotesResponse struct {
	BaseResponse
	Results []Quote `json:"results,omitempty"`
}

ListQuotesResponse is the response returned by the ListQuotes method.

type ListSplitsParams 

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"`
}

ListSplitsParams is the set of parameters for the ListSplits method.

func (ListSplitsParams) WithExecutionDate 

func (p ListSplitsParams) WithExecutionDate(c Comparator, q Date) *ListSplitsParams

func (ListSplitsParams) WithLimit 

func (p ListSplitsParams) WithLimit(q int) *ListSplitsParams

func (ListSplitsParams) WithOrder 

func (p ListSplitsParams) WithOrder(q Order) *ListSplitsParams

func (ListSplitsParams) WithReverseSplit 

func (p ListSplitsParams) WithReverseSplit(q bool) *ListSplitsParams

func (ListSplitsParams) WithSort 

func (p ListSplitsParams) WithSort(q Sort) *ListSplitsParams

func (ListSplitsParams) WithTicker 

func (p ListSplitsParams) WithTicker(c Comparator, q string) *ListSplitsParams

type ListSplitsResponse 

type ListSplitsResponse struct {
	BaseResponse
	Results []Split `json:"results,omitempty"`
}

ListSplitsResponse is the response returned by the ListSplits method.

type ListStockFinancialsParams added in v0.7.0 

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"`
}

ListStockFinancialsParams is the set of parameters for the ListStockFinancials method.

func (ListStockFinancialsParams) WithCIK added in v0.7.0 

func (p ListStockFinancialsParams) WithCIK(q string) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithCompanyName added in v0.7.0 

func (p ListStockFinancialsParams) WithCompanyName(c NameComparator, q string) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithFilingDate added in v0.7.0 

func (p ListStockFinancialsParams) WithFilingDate(c Comparator, q Date) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithIncludeSources added in v0.7.0 

func (p ListStockFinancialsParams) WithIncludeSources(q bool) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithLimit added in v0.7.0 

func (p ListStockFinancialsParams) WithLimit(q int) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithOrder added in v0.7.0 

func (p ListStockFinancialsParams) WithOrder(q Order) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithPeriodOfReportDate added in v0.7.0 

func (p ListStockFinancialsParams) WithPeriodOfReportDate(c Comparator, q Date) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithSIC added in v0.7.0 

func (p ListStockFinancialsParams) WithSIC(q string) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithSort added in v0.7.0 

func (p ListStockFinancialsParams) WithSort(q Sort) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithTicker added in v0.7.0 

func (p ListStockFinancialsParams) WithTicker(q string) *ListStockFinancialsParams

func (ListStockFinancialsParams) WithTimeframe added in v0.7.0 

func (p ListStockFinancialsParams) WithTimeframe(q Timeframe) *ListStockFinancialsParams

type ListStockFinancialsResponse added in v0.7.0 

type ListStockFinancialsResponse struct {
	BaseResponse
	Results []StockFinancial `json:"results,omitempty"`
}

ListStockFinancialsResponse is the response returned by the ListFinancials method.

type ListTickerNewsParams added in v0.4.0 

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"`
}

ListTickerNewsParams is the set of parameters for the ListTickerNews method.

func (ListTickerNewsParams) WithLimit added in v0.4.0 

func (p ListTickerNewsParams) WithLimit(q int) *ListTickerNewsParams

func (ListTickerNewsParams) WithOrder added in v0.4.0 

func (p ListTickerNewsParams) WithOrder(q Order) *ListTickerNewsParams

func (ListTickerNewsParams) WithPublishedUTC added in v0.4.0 

func (p ListTickerNewsParams) WithPublishedUTC(c Comparator, q Millis) *ListTickerNewsParams

func (ListTickerNewsParams) WithSort added in v0.4.0 

func (p ListTickerNewsParams) WithSort(q Sort) *ListTickerNewsParams

func (ListTickerNewsParams) WithTicker added in v0.4.0 

func (p ListTickerNewsParams) WithTicker(c Comparator, q string) *ListTickerNewsParams

type ListTickerNewsResponse added in v0.4.0 

type ListTickerNewsResponse struct {
	BaseResponse

	// Ticker news results.
	Results []TickerNews `json:"results,omitempty"`
}

ListTickerNewsResponse is the response returned by the ListTickerNews method.

type ListTickersParams 

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"`
}

ListTickersParams is the set of parameters for the ListTickers method.

func (ListTickersParams) WithActive 

func (p ListTickersParams) WithActive(q bool) *ListTickersParams

func (ListTickersParams) WithCIK 

func (p ListTickersParams) WithCIK(q int) *ListTickersParams

func (ListTickersParams) WithCUSIP 

func (p ListTickersParams) WithCUSIP(q int) *ListTickersParams

func (ListTickersParams) WithDate 

func (p ListTickersParams) WithDate(q Date) *ListTickersParams

func (ListTickersParams) WithExchange 

func (p ListTickersParams) WithExchange(q string) *ListTickersParams

func (ListTickersParams) WithLimit 

func (p ListTickersParams) WithLimit(q int) *ListTickersParams

func (ListTickersParams) WithMarket 

func (p ListTickersParams) WithMarket(q AssetClass) *ListTickersParams

func (ListTickersParams) WithOrder 

func (p ListTickersParams) WithOrder(q Order) *ListTickersParams

func (ListTickersParams) WithSearch 

func (p ListTickersParams) WithSearch(q string) *ListTickersParams

func (ListTickersParams) WithSort 

func (p ListTickersParams) WithSort(q Sort) *ListTickersParams

func (ListTickersParams) WithTicker 

func (p ListTickersParams) WithTicker(c Comparator, q string) *ListTickersParams

func (ListTickersParams) WithType 

func (p ListTickersParams) WithType(q string) *ListTickersParams

type ListTickersResponse 

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"`
}

ListTickersResponse is the response returned by the ListTickers method.

type ListTradesParams 

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"`
}

ListTradesParams is the set of parameters for the ListTrades method.

func (ListTradesParams) WithDay added in v1.1.0 

func (p ListTradesParams) WithDay(year int, month time.Month, day int) *ListTradesParams

func (ListTradesParams) WithLimit 

func (p ListTradesParams) WithLimit(q int) *ListTradesParams

func (ListTradesParams) WithOrder 

func (p ListTradesParams) WithOrder(q Order) *ListTradesParams

func (ListTradesParams) WithSort 

func (p ListTradesParams) WithSort(q Sort) *ListTradesParams

func (ListTradesParams) WithTimestamp 

func (p ListTradesParams) WithTimestamp(c Comparator, q Nanos) *ListTradesParams

type ListTradesResponse 

type ListTradesResponse struct {
	BaseResponse
	Results []Trade `json:"results,omitempty"`
}

ListTradesResponse is the response returned by the ListTrades method.

type ListUniversalSnapshotsParams added in v1.12.1 

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"`
}

ListUniversalSnapshotsParams is a set of parameters for the ListUniversalSnapshots method.

func (ListUniversalSnapshotsParams) WithTicker added in v1.12.1 

func (p ListUniversalSnapshotsParams) WithTicker(q string) *ListUniversalSnapshotsParams

WithTicker sets the ticker equality query param.

func (ListUniversalSnapshotsParams) WithTickerAnyOf added in v1.12.1 

func (p ListUniversalSnapshotsParams) WithTickerAnyOf(q string) *ListUniversalSnapshotsParams

WithTickerAnyOf sets the ticker.any_of query param.

func (ListUniversalSnapshotsParams) WithTickersByComparison added in v1.12.1 

func (p ListUniversalSnapshotsParams) WithTickersByComparison(c Comparator, q string) *ListUniversalSnapshotsParams

WithTickersByComparison sets the ticker inequality query params. Comparator options include EQ, LT, LTE, GT, and GTE.

func (ListUniversalSnapshotsParams) WithType added in v1.12.1 

func (p ListUniversalSnapshotsParams) WithType(q string) *ListUniversalSnapshotsParams

WithType sets the type query param.

type ListUniversalSnapshotsResponse added in v1.12.1 

type ListUniversalSnapshotsResponse struct {
	BaseResponse
	Results []SnapshotResponseModel `json:"results,omitempty"`
}

ListUniversalSnapshotsResponse is the response returned by the ListUniversalSnapshots method.

type MACDIndicatorResults added in v1.3.0 

type MACDIndicatorResults struct {
	Underlying UnderlyingResults   `json:"underlying,omitempty"`
	Values     MACDIndicatorValues `json:"values,omitempty"`
}

type MACDIndicatorValue added in v1.3.0 

type MACDIndicatorValue struct {
	Timestamp Millis  `json:"timestamp,omitempty"`
	Value     float64 `json:"value,omitempty"`
	Signal    float64 `json:"signal,omitempty"`
	Histogram float64 `json:"histogram,omitempty"`
}

type MACDIndicatorValues added in v1.3.0 

type MACDIndicatorValues []MACDIndicatorValue

type MarketHoliday 

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"`
}

MarketHoliday represents a market holiday for a specific exchange.

type MarketLocale 

type MarketLocale string

Locale is the market location. 

const (
	US     MarketLocale = "us"
	Global MarketLocale = "global"
)

type MarketType 

type MarketType string

MarketType is the type of market. 

const (
	Stocks MarketType = "stocks"
	Forex  MarketType = "forex"
	Crypto MarketType = "crypto"
)

type Millis 

type Millis time.Time

Millis represents a Unix time in milliseconds since January 1, 1970 UTC.

func (Millis) MarshalJSON 

func (m Millis) MarshalJSON() ([]byte, error)

func (*Millis) UnmarshalJSON 

func (m *Millis) UnmarshalJSON(data []byte) error

type MinuteSnapshot 

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"`
}

MinuteSnapshot is the most recent minute agg for a ticker.

type NameComparator added in v0.7.0 

type NameComparator string

NameComparator is the type of comparison to make for the company_name query parameter in Stock Financials. 

const (
	Full   NameComparator = "full"
	Search NameComparator = "search"
)

type Nanos 

type Nanos time.Time

Nanos represents a Unix time in nanoseconds since January 1, 1970 UTC.

func (Nanos) MarshalJSON 

func (n Nanos) MarshalJSON() ([]byte, error)

func (*Nanos) UnmarshalJSON 

func (n *Nanos) UnmarshalJSON(data []byte) error

type OptionContractSnapshot 

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"`
}

OptionContractSnapshot is a collection of data for an option contract ticker including the current day aggregate and the most recent quote.

type OptionDetails 

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"`
}

OptionDetails contains more detailed information about an option contract.

type Options added in v1.6.0 

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"`
}

type OptionsContract added in v0.10.0 

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"`
}

OptionsContract contains detailed information on a specified options contract.

type Order 

type Order string

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). 

const (
	Asc  Order = "asc"
	Desc Order = "desc"
)

type OrderBookQuote 

type OrderBookQuote struct {
	Price            float64            `json:"p,omitempty"`
	ExchangeToShares map[string]float64 `json:"x,omitempty"`
}

OrderBookQuote contains quote information for a crypto ticker.

type PaginationHooks 

type PaginationHooks struct {
	// If present, this value can be used to fetch the next page of data.
	NextURL string `json:"next_url,omitempty"`
}

PaginationHooks are links to next and/or previous pages. Embed this struct into an API response if the endpoint supports pagination.

func (PaginationHooks) NextPage added in v0.2.0 

func (p PaginationHooks) NextPage() string

type Publisher added in v0.4.0 

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"`
}

Publisher contains information on a new article publisher.

type Quote 

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"`
}

Quote is an NBBO for a ticker symbol in a given time range.

type RelatedCompany added in v1.16.5 

type RelatedCompany struct {
	Ticker string `json:"ticker,omitempty"`
}

RelatedCompany represents a related ticker based on news or sec filings.

type RequestOption 

type RequestOption func(o *RequestOptions)

RequestOption changes the configuration of RequestOptions.

func APIKey 

func APIKey(id string) RequestOption

APIKey sets an APIKey as an option.

func EdgeUserAgent added in v1.6.0 

func EdgeUserAgent(userAgent string) RequestOption

EdgeUserAgent sets the Launchpad optional header denoting the Edge User's UserAgent. 

func Header(key, value string) RequestOption

Header sets a header as an option.

func QueryParam 

func QueryParam(key, value string) RequestOption

QueryParam sets a query param as an option.

func RequiredEdgeHeaders added in v1.6.0 

func RequiredEdgeHeaders(edgeID, edgeIPAddress string) RequestOption

RequiredEdgeHeaders sets the required headers for the Launchpad product.

func WithTrace added in v1.13.1 

func WithTrace(trace bool) RequestOption

WithTrace enables or disables request tracing.

type RequestOptions 

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
}

RequestOptions are used to configure client calls.

type SIP 

type SIP string

SIP is the type of Securies Information Processor. 

const (
	CTA  SIP = "CTA"
	UTP  SIP = "UTP"
	OPRA SIP = "OPRA"
)

type SIPMapping added in v0.9.0 

type SIPMapping struct {
	CTA  string `json:"CTA,omitempty"`
	OPRA string `json:"OPRA,omitempty"`
	UTP  string `json:"UTP,omitempty"`
}

SIPMapping maps a condition to symbols for each SIP.

type SeriesType added in v1.3.0 

type SeriesType string
const (
	High  SeriesType = "high"
	Open  SeriesType = "open"
	Low   SeriesType = "low"
	Close SeriesType = "close"
)

type Session added in v1.6.0 

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"`
}

type SingleIndicatorResults added in v1.3.0 

type SingleIndicatorResults struct {
	Underlying UnderlyingResults     `json:"underlying,omitempty"`
	Values     SingleIndicatorValues `json:"values,omitempty"`
}

type SingleIndicatorValue added in v1.3.0 

type SingleIndicatorValue struct {
	Timestamp Millis  `json:"timestamp,omitempty"`
	Value     float64 `json:"value,omitempty"`
}

type SingleIndicatorValues added in v1.3.0 

type SingleIndicatorValues []SingleIndicatorValue

type SnapshotLastQuote added in v1.12.0 

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"`
}

SnapshotLastQuote contains all the information that might come back in the last_quote attribute of a SnapshotResponse.

type SnapshotLastTrade added in v1.12.0 

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"`
}

SnapshotLastTrade contains all the information that might come back in the last_trade attribute of a SnapshotResponse.

type SnapshotResponseModel added in v1.12.0 

type SnapshotResponseModel struct {
	Name              string            `json:"name,omitempty"`
	MarketStatus      string            `json:"market_status,omitempty"`
	Ticker            string            `json:"ticker,omitempty"`
	Type              string            `json:"type,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"`
	Error             string            `json:"error"`
	Message           string            `json:"message"`
}

SnapshotResponseModel contains all the information that might come back in a SnapshotResponse.

type Sort 

type Sort string

Sort is a query param type that specifies how the results should be sorted. 

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"
)

type 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"`
}

Split contains detailed information on a specified stock split.

type StockFinancial added in v0.7.0 

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"`
}

StockFinancial contains detailed information on a specified stock financial.

type SummaryResult added in v1.6.0 

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"`
}

type Ticker 

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"`
}

Ticker contains detailed information on a specified ticker symbol.

type TickerChangeEvent added in v1.8.0 

type TickerChangeEvent struct {
	Ticker string `json:"ticker"`
}

TickerChangeEvent represents the data relevant to a ticker_change typed event.

type TickerEvent added in v1.8.0 

type TickerEvent struct {
	Date         Date               `json:"date"`
	Type         string             `json:"type"`
	TickerChange *TickerChangeEvent `json:"ticker_change,omitempty"`
}

TickerEvent contains the data for the different type of ticker events that could occur.

type TickerEventResult added in v1.8.0 

type TickerEventResult struct {
	// Name is the company name.
	Name   string        `json:"name"`
	Events []TickerEvent `json:"events"`
}

TickerEventResult is the data for a ticker event.

type TickerNews added in v0.4.0 

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"`
}

TickerNews contains information on a ticker news article.

type TickerSnapshot 

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"`
}

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 TickerType 

type TickerType struct {
	AssetClass  string `json:"asset_class,omitempty"`
	Code        string `json:"code,omitempty"`
	Description string `json:"description,omitempty"`
	Locale      string `json:"locale,omitempty"`
}

TickerType represents a type of ticker with a code that the API understands.

type Time 

type Time time.Time

Time represents a long date string of the following format: "2006-01-02T15:04:05.000Z".

func (*Time) MarshalJSON 

func (t *Time) MarshalJSON() ([]byte, error)

func (*Time) UnmarshalJSON 

func (t *Time) UnmarshalJSON(data []byte) error

type Timeframe added in v0.7.0 

type Timeframe string

TimeFrame is the type of time frame query parameter for stock financials. 

const (
	TFAnnual    Timeframe = "annual"
	TFQuarterly Timeframe = "quarterly"
)

type Timespan added in v0.9.0 

type Timespan string

Timespan is the size of the time window. 

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"
)

type Trade 

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"`
}

Trade contains trade data for a specified ticker symbol.

type Underlying added in v0.10.0 

type Underlying struct {
	Amount     float64 `json:"amount,omitempty"`
	Type       string  `json:"type,omitempty"`
	Underlying string  `json:"underlying,omitempty"`
}

An underlying or deliverable associated with an option contract.

type UnderlyingAsset 

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"`
}

UnderlyingAsset contains information on the underlying stock for this options contract.

type UnderlyingResults added in v1.3.0 

type UnderlyingResults struct {
	Aggregates []Agg  `json:"aggregates,omitempty"`
	URL        string `json:"url,omitempty"`
}

type UpdateRules added in v0.9.0 

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"`
}

UpdateRules is a list of aggregation rules.

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