[Feature] Intrinio Delayed Options (#6505)

* stashing

* intrinio delayed options

* stuff and things

* test cassettes and static assets

* options snapshots

* description

* commit intrinio files

---------

Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>

19 files changed, 8073 insertions, 6187 deletions

diff --git a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
index 6a23f687f5d..38aca52b57d 100644
--- a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
+++ b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
@@ -31,23 +31,29 @@ class OptionsChainsQueryParams(QueryParams):
 class OptionsChainsData(Data):
     """Options Chains Data."""
 
-    symbol: Optional[str] = Field(
-        description=DATA_DESCRIPTIONS.get("symbol", "")
-        + " Here, it is the underlying symbol for the option.",
+    underlying_symbol: Optional[str] = Field(
         default=None,
+        description="Underlying symbol for the option.",
+    )
+    underlying_price: Optional[float] = Field(
+        default=None,
+        description="Price of the underlying stock.",
     )
     contract_symbol: str = Field(description="Contract symbol for the option.")
     eod_date: Optional[dateType] = Field(
         default=None, description="Date for which the options chains are returned."
     )
     expiration: dateType = Field(description="Expiration date of the contract.")
+    dte: Optional[int] = Field(
+        default=None, description="Days to expiration of the contract."
+    )
     strike: float = Field(description="Strike price of the contract.")
     option_type: str = Field(description="Call or Put.")
     open_interest: Optional[int] = Field(
-        default=None, description="Open interest on the contract."
+        default=0, description="Open interest on the contract."
     )
     volume: Optional[int] = Field(
-        default=None, description=DATA_DESCRIPTIONS.get("volume", "")
+        default=0, description=DATA_DESCRIPTIONS.get("volume", "")
     )
     theoretical_price: Optional[float] = Field(
         default=None, description="Theoretical value of the option."
@@ -55,6 +61,13 @@ class OptionsChainsData(Data):
     last_trade_price: Optional[float] = Field(
         default=None, description="Last trade price of the option."
     )
+    last_trade_size: Optional[int] = Field(
+        default=None, description="Last trade size of the option."
+    )
+    last_trade_time: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the last trade.",
+    )
     tick: Optional[str] = Field(
         default=None, description="Whether the last tick was up or down in price."
     )
@@ -64,12 +77,26 @@ class OptionsChainsData(Data):
     bid_size: Optional[int] = Field(
         default=None, description="Bid size for the option."
     )
+    bid_time: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the bid price.",
+    )
+    bid_exchange: Optional[str] = Field(
+        default=None, description="The exchange of the bid price."
+    )
     ask: Optional[float] = Field(
         default=None, description="Current ask price for the option."
     )
     ask_size: Optional[int] = Field(
         default=None, description="Ask size for the option."
     )
+    ask_time: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the ask price.",
+    )
+    ask_exchange: Optional[str] = Field(
+        default=None, description="The exchange of the ask price."
+    )
     mark: Optional[float] = Field(
         default=None, description="The mid-price between the latest bid and ask."
     )
@@ -138,7 +165,8 @@ class OptionsChainsData(Data):
     )
     change_percent: Optional[float] = Field(
         default=None,
-        description="Change, in normalizezd percentage points, of the option.",
+        description="Change, in normalized percentage points, of the option.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
     )
     implied_volatility: Optional[float] = Field(
         default=None, description="Implied volatility of the option."
@@ -151,7 +179,7 @@ class OptionsChainsData(Data):
 
     @field_validator("expiration", mode="before", check_fields=False)
     @classmethod
-    def date_validate(cls, v):  # pylint: disable=E0213
+    def date_validate(cls, v):
         """Return the datetime object from the date string."""
         if isinstance(v, datetime):
             return datetime.strftime(v, "%Y-%m-%d")
diff --git a/openbb_platform/core/openbb_core/provider/standard_models/options_snapshots.py b/openbb_platform/core/openbb_core/provider/standard_models/options_snapshots.py
new file mode 100644
index 00000000000..8c14af09ffd
--- /dev/null
+++ b/openbb_platform/core/openbb_core/provider/standard_models/options_snapshots.py
@@ -0,0 +1,75 @@
+"""Options Snapshots Standard Model."""
+
+from datetime import (
+    date as dateType,
+    datetime,
+)
+from typing import Optional
+
+from pydantic import Field
+
+from openbb_core.provider.abstract.data import Data
+from openbb_core.provider.abstract.query_params import QueryParams
+from openbb_core.provider.utils.descriptions import DATA_DESCRIPTIONS
+
+
+class OptionsSnapshotsQueryParams(QueryParams):
+    """Options Snapshots Query."""
+
+
+class OptionsSnapshotsData(Data):
+    """Options Snapshots Data."""
+
+    underlying_symbol: str = Field(description="Ticker symbol of the underlying asset.")
+    contract_symbol: str = Field(description="Symbol of the options contract.")
+    expiration: dateType = Field(description="Expiration date of the options contract.")
+    dte: Optional[int] = Field(
+        default=None,
+        description="Number of days to expiration of the options contract.",
+    )
+    strike: float = Field(
+        description="Strike price of the options contract.",
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
+    option_type: str = Field(description="The type of option.")
+    volume: Optional[int] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("volume", ""),
+    )
+    open_interest: Optional[int] = Field(
+        default=None,
+        description="Open interest at the time.",
+    )
+    last_price: Optional[float] = Field(
+        default=None,
+        description="Last trade price at the time.",
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
+    last_size: Optional[int] = Field(
+        default=None,
+        description="Lot size of the last trade.",
+    )
+    last_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="Timestamp of the last price.",
+    )
+    open: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("open", ""),
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
+    high: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("high", ""),
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
+    low: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("low", ""),
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
+    close: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("close", ""),
+        json_schema_extra={"x-unit_measurement": "currency"},
+    )
diff --git a/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py b/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
index 210ab79190c..97e9a3551eb 100644
--- a/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
+++ b/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
@@ -24,7 +24,24 @@ def headers():
 @parametrize(
     "params",
     [
-        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        (
+            {
+                "provider": "intrinio",
+                "symbol": "AAPL",
+                "date": "2023-01-25",
+                "option_type": None,
+                "moneyness": "all",
+                "strike_gt": None,
+                "strike_lt": None,
+                "volume_gt": None,
+                "volume_lt": None,
+                "oi_gt": None,
+                "oi_lt": None,
+                "model": "black_scholes",
+                "show_extended_price": False,
+                "include_related_symbols": False,
+            }
+        ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
         ({"provider": "tradier", "symbol": "AAPL"}),
         ({"provider": "yfinance", "symbol": "AAPL"}),
@@ -125,3 +142,21 @@ def test_derivatives_futures_curve(params, headers):
     result = requests.get(url, headers=headers, timeout=60)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@parametrize(
+    "params",
+    [
+        ({"provider": "intrinio", "date": None, "only_traded": True}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_snapshots(params, headers):
+    """Test the options snapshots endpoint."""
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/derivatives/options/snapshots?{query_str}"
+    result = requests.get(url, headers=headers, timeout=60)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
diff --git a/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py b/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
index 1bc0597855f..4e04039bc7a 100644
--- a/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
+++ b/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
@@ -20,7 +20,24 @@ def obb(pytestconfig):
 @parametrize(
     "params",
     [
-        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        (
+            {
+                "provider": "intrinio",
+                "symbol": "AAPL",
+                "date": "2023-01-25",
+                "option_type": None,
+                "moneyness": "all",
+                "strike_gt": None,
+                "strike_lt": None,
+                "volume_gt": None,
+                "volume_lt": None,
+                "oi_gt": None,
+                "oi_lt": None,
+                "model": "black_scholes",
+                "show_extended_price": False,
+                "include_related_symbols": False,
+            }
+        ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
         ({"provider": "tradier", "symbol": "AAPL"}),
         ({"provider": "yfinance", "symbol": "AAPL"}),
@@ -109,3 +126,18 @@ def test_derivatives_futures_curve(params, obb):
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
+
+
+@parametrize(
+    "params",
+    [
+        ({"provider": "intrinio", "date": None, "only_traded": True}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_snapshots(params, obb):
+    """Test the options snapshots endpoint."""
+    result = obb.derivatives.options.snapshots(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
diff --git a/openbb_platform/extensions/derivatives/openbb_derivatives/options/options_router.py b/openbb_platform/extensions/derivatives/openbb_derivatives/options/options_router.py
index dbed2aa674d..bcdb00be4b7 100644
--- a/openbb_platform/extensions/derivatives/openbb_derivatives/options/options_router.py
+++ b/openbb_platform/extensions/derivatives/openbb_derivatives/options/options_router.py
@@ -54,3 +54,21 @@ async def unusual(
 ) -> OBBject:
     """Get the complete options chain for a ticker."""
     return await OBBject.from_query(Query(**locals()))
+
+
+@router.command(
+    model="OptionsSnapshots",
+    examples=[
+        APIEx(
+            parameters={"provider": "intrinio"},
+        ),
+    ],
+)
+async def snapshots(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject:
+    """Get a snapshot of the options market universe."""
+    return await OBBject.from_query(Query(**locals()))
diff --git a/openbb_platform/openbb/assets/reference.json b/openbb_platform/openbb/assets/reference.json
index ca1dcb3f376..efdab571fc0 100644
--- a/openbb_platform/openbb/assets/reference.json
+++ b/openbb_platform/openbb/assets/reference.json
@@ -1213,6 +1213,101 @@
                         "default": null,
                         "optional": true,
                         "choices": null
+                    },
+                    {
+                        "name": "option_type",
+                        "type": "Literal[None, Union[ForwardRef('call'), ForwardRef('put')]]",
+                        "description": "The option type, call or put, 'None' is both (default).",
+                        "default": null,
+                        "optional": true,
+                        "choices": [
+                            "call",
+                            "put"
+                        ]
+                    },
+                    {
+                        "name": "moneyness",
+                        "type": "Literal['otm', 'itm', 'all']",
+                        "description": "Return only contracts that are in or out of the money, default is 'all'. Parameter is ignored when a date is supplied.",
+                        "default": "all",
+                        "optional": true,
+                        "choices": [
+                            "otm",
+                            "itm",
+                            "all"
+                        ]
+                    },
+                    {
+                        "name": "strike_gt",
+                        "type": "int",
+                        "description": "Return options with a strike price greater than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "strike_lt",
+                        "type": "int",
+                        "description": "Return options with a strike price less than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "volume_gt",
+                        "type": "int",
+                        "description": "Return options with a volume greater than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "volume_lt",
+                        "type": "int",
+                        "description": "Return options with a volume less than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "oi_gt",
+                        "type": "int",
+                        "description": "Return options with an open interest greater than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "oi_lt",
+                        "type": "int",
+                        "description": "Return options with an open interest less than the given value. Parameter is ignored when a date is supplied.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "model",
+                        "type": "Literal['black_scholes', 'bjerk']",
+                        "description": "The pricing model to use for options chains data, default is 'black_scholes'. Parameter is ignored when a date is supplied.",
+                        "default": "black_scholes",
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "show_extended_price",
+                        "type": "bool",
+                        "description": "Whether to include OHLC type fields, default is True. Parameter is ignored when a date is supplied.",
+                        "default": true,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "include_related_symbols",
+                        "type": "bool",
+                        "description": "Include related symbols that end in a 1 or 2 because of a corporate action, default is False.",
+                        "default": false,
+                        "optional": true,
+                        "choices": null
                     }
                 ],
                 "yfinance": []
@@ -1249,9 +1344,17 @@
             "data": {
                 "standard": [
                     {
-                        "name": "symbol",
+                        "name": "underlying_symbol",
                         "type": "str",
-                        "description": "Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.",
+                        "description": "Underlying symbol for the option.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "underlying_price",
+                        "type": "float",
+                        "description": "Price of the underlying stock.",
                         "default": null,
                         "optional": true,
                         "choices": null
@@ -1281,6 +1384,14 @@
                         "choices": null
                     },
                     {
+                        "name": "dte",
+                        "type": "int",
+                        "description": "Days to expiration of the contract.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
                         "name": "strike",
                         "type": "float",
                         "description": "Strike price of the contract.",
@@ -1300,7 +1411,7 @@
                         "name": "open_interest",
                         "type": "int",
                         "description": "Open interest on the contract.",
-                        "default": null,
+                        "default": 0,
                         "optional": true,
                         "choices": null
                     },
@@ -1308,7 +1419,7 @@
                         "name": "volume",
                         "type": "int",
                         "description": "The trading volume.",
-                        "default": null,
+                        "default": 0,
                         "optional": true,
                         "choices": null
                     },
@@ -1329,6 +1440,22 @@
                         "choices": null
                     },
                     {
+                        "name": "last_trade_size",
+                        "type": "int",
+                        "description": "Last trade size of the option.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "last_trade_time",
+                        "type": "datetime",
+                        "description": "The timestamp of the last trade.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
                         "name": "tick",
                         "type": "str",
                         "description": "Whether the last tick was up or down in price.",
@@ -1353,6 +1480,22 @@
                         "choices": null
                     },
                     {
+                        "name": "bid_time",
+                        "type": "datetime",
+                        "description": "The timestamp of the bid price.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "bid_exchange",
+                        "type": "str",
+                        "description": "The exchange of the bid price.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
                         "name": "ask",
                         "type": "float",
                         "description": "Current ask price for the option.",
@@ -1369,6 +1512,22 @@
                         "choices": null
                     },
                     {
+                        "name": "ask_time",
+                        "type": "datetime",
+                        "description": "The timestamp of the ask price.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
+                        "name": "ask_exchange",
+                        "type": "str",
+                        "description": "The exchange of the ask price.",
+                        "default": null,
+                        "optional": true,
+                        "choices": null
+                    },
+                    {
                         "name": "mark",
                         "type": "float",
                         "description": "The mid-price between the latest bid and ask.",
@@ -1539,7 +1698,7 @@
                     {
                         "name": "change_percent",
                         "type": "float",
-                        "description": "Change, in normalizezd percentage points, of the option.",
+                        "description": "Change, in normalized percentage points, of the option.",
                         "default": null,
                         "optional": true,
                         "choices": null
@@ -1593,26 +1752,9 @@
                         "choices": null
                     }
                 ],
-                "intrinio": [
-                    {
-                        "name": "exercise_style",
-                        "type": "str",
-                        "description": "The exercise style of the option, American or European.",
-                        "default": null,
-                        "optional": true,
-                        "choices": null
-                    }
-                ],
+                "intrinio": [],
                 "yfinance": [
                     {
-