[Feature] Add Intrinio to `obb.equity.market_snapshots()` (#6232)

* add intrinio to equity market snapshots

* field definitions

* map date

* static files

* black

* date check

* test cassette

* pylint

---------

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

9 files changed, 4775 insertions, 17 deletions

diff --git a/openbb_platform/extensions/equity/integration/test_equity_api.py b/openbb_platform/extensions/equity/integration/test_equity_api.py
index afe8fdeb22d..9b60930f4b5 100644
--- a/openbb_platform/extensions/equity/integration/test_equity_api.py
+++ b/openbb_platform/extensions/equity/integration/test_equity_api.py
@@ -1663,7 +1663,8 @@ def test_equity_darkpool_otc(params, headers):
     "params",
     [
         ({"provider": "fmp", "market": "euronext"}),
-        # ({"provider": "polygon"}),  # premium endpoint
+        ({"provider": "polygon"}),
+        ({"provider": "intrinio", "date": "2022-06-30"}),
     ],
 )
 @pytest.mark.integration
diff --git a/openbb_platform/extensions/equity/integration/test_equity_python.py b/openbb_platform/extensions/equity/integration/test_equity_python.py
index 71400e8409a..68f8daffef2 100644
--- a/openbb_platform/extensions/equity/integration/test_equity_python.py
+++ b/openbb_platform/extensions/equity/integration/test_equity_python.py
@@ -1559,7 +1559,8 @@ def test_equity_darkpool_otc(params, obb):
     "params",
     [
         ({"provider": "fmp", "market": "euronext"}),
-        # ({"provider": "polygon"}),  # premium endpoint
+        ({"provider": "polygon"}),
+        ({"provider": "intrinio", "date": "2022-06-30"}),
     ],
 )
 @pytest.mark.integration
diff --git a/openbb_platform/openbb/assets/reference.json b/openbb_platform/openbb/assets/reference.json
index fd9de6d9d5d..96162f453bf 100644
--- a/openbb_platform/openbb/assets/reference.json
+++ b/openbb_platform/openbb/assets/reference.json
@@ -18912,7 +18912,7 @@
             "standard": [
                 {
                     "name": "provider",
-                    "type": "Literal['fmp', 'polygon']",
+                    "type": "Literal['fmp', 'intrinio', 'polygon']",
                     "description": "The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fmp' if there is no default.",
                     "default": "fmp",
                     "optional": true
@@ -18927,6 +18927,15 @@
                     "optional": true
                 }
             ],
+            "intrinio": [
+                {
+                    "name": "date",
+                    "type": "Union[Union[date, datetime, str], str]",
+                    "description": "The date of the data. Can be a datetime or an ISO datetime string. Historical data appears to go back to mid-June 2022. Example: '2024-03-08T12:15:00+0400'",
+                    "default": null,
+                    "optional": true
+                }
+            ],
             "polygon": []
         },
         "returns": {
@@ -18938,7 +18947,7 @@
                 },
                 {
                     "name": "provider",
-                    "type": "Optional[Literal['fmp', 'polygon']]",
+                    "type": "Optional[Literal['fmp', 'intrinio', 'polygon']]",
                     "description": "Provider name."
                 },
                 {
@@ -19124,6 +19133,78 @@
                     "optional": true
                 }
             ],
+            "intrinio": [
+                {
+                    "name": "last_price",
+                    "type": "float",
+                    "description": "The last trade price.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "last_size",
+                    "type": "int",
+                    "description": "The last trade size.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "last_volume",
+                    "type": "int",
+                    "description": "The last trade volume.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "last_trade_timestamp",
+                    "type": "datetime",
+                    "description": "The timestamp of the last trade.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "bid_size",
+                    "type": "int",
+                    "description": "The size of the last bid price. Bid price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "bid_price",
+                    "type": "float",
+                    "description": "The last bid price. Bid price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "ask_price",
+                    "type": "float",
+                    "description": "The last ask price. Ask price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "ask_size",
+                    "type": "int",
+                    "description": "The size of the last ask price. Ask price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "last_bid_timestamp",
+                    "type": "datetime",
+                    "description": "The timestamp of the last bid price. Bid price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                },
+                {
+                    "name": "last_ask_timestamp",
+                    "type": "datetime",
+                    "description": "The timestamp of the last ask price. Ask price and size is not always available.",
+                    "default": null,
+                    "optional": true
+                }
+            ],
             "polygon": [
                 {
                     "name": "vwap",
diff --git a/openbb_platform/openbb/package/equity.py b/openbb_platform/openbb/package/equity.py
index f36be502f66..b1700d93dd4 100644
--- a/openbb_platform/openbb/package/equity.py
+++ b/openbb_platform/openbb/package/equity.py
@@ -77,7 +77,7 @@ class ROUTER_equity(Container):
     def market_snapshots(
         self,
         provider: Annotated[
-            Optional[Literal["fmp", "polygon"]],
+            Optional[Literal["fmp", "intrinio", "polygon"]],
             OpenBBCustomParameter(
                 description="The provider to use for the query, by default None.\n    If None, the provider specified in defaults is selected or 'fmp' if there is\n    no default."
             ),
@@ -88,19 +88,21 @@ class ROUTER_equity(Container):
 
         Parameters
         ----------
-        provider : Optional[Literal['fmp', 'polygon']]
+        provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'fmp' if there is
             no default.
         market : Literal['amex', 'ams', 'ase', 'asx', 'ath', 'bme', 'bru', 'bud', 'bue', 'cai', 'cnq', 'cph', 'dfm', 'doh', 'etf', 'euronext', 'hel', 'hkse', 'ice', 'iob', 'ist', 'jkt', 'jnb', 'jpx', 'kls', 'koe', 'ksc', 'kuw', 'lse', 'mex', 'mutual_fund', 'nasdaq', 'neo', 'nse', 'nyse', 'nze', 'osl', 'otc', 'pnk', 'pra', 'ris', 'sao', 'sau', 'set', 'sgo', 'shh', 'shz', 'six', 'sto', 'tai', 'tlv', 'tsx', 'two', 'vie', 'wse', 'xetra']
             The market to fetch data for. (provider: fmp)
+        date : Optional[Union[datetime.date, datetime.datetime, str]]
+            The date of the data. Can be a datetime or an ISO datetime string. Historical data appears to go back to mid-June 2022. Example: '2024-03-08T12:15:00+0400' (provider: intrinio)
 
         Returns
         -------
         OBBject
             results : List[MarketSnapshots]
                 Serializable results.
-            provider : Optional[Literal['fmp', 'polygon']]
+            provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -130,7 +132,8 @@ class ROUTER_equity(Container):
         change_percent : Optional[float]
             The change in price from the previous close, as a normalized percent.
         last_price : Optional[float]
-            The last price of the stock. (provider: fmp)
+            The last price of the stock. (provider: fmp);
+            The last trade price. (provider: intrinio)
         last_price_timestamp : Optional[Union[date, datetime]]
             The timestamp of the last price. (provider: fmp)
         ma50 : Optional[float]
@@ -157,6 +160,27 @@ class ROUTER_equity(Container):
             The exchange of the stock. (provider: fmp)
         earnings_date : Optional[Union[date, datetime]]
             The upcoming earnings announcement date. (provider: fmp)
+        last_size : Optional[int]
+            The last trade size. (provider: intrinio)
+        last_volume : Optional[int]
+            The last trade volume. (provider: intrinio)
+        last_trade_timestamp : Optional[datetime]
+            The timestamp of the last trade. (provider: intrinio);
+            The last trade timestamp. (provider: polygon)
+        bid_size : Optional[int]
+            The size of the last bid price. Bid price and size is not always available. (provider: intrinio);
+            The current bid size. (provider: polygon)
+        bid_price : Optional[float]
+            The last bid price. Bid price and size is not always available. (provider: intrinio)
+        ask_price : Optional[float]
+            The last ask price. Ask price and size is not always available. (provider: intrinio)
+        ask_size : Optional[int]
+            The size of the last ask price. Ask price and size is not always available. (provider: intrinio);
+            The current ask size. (provider: polygon)
+        last_bid_timestamp : Optional[datetime]
+            The timestamp of the last bid price. Bid price and size is not always available. (provider: intrinio)
+        last_ask_timestamp : Optional[datetime]
+            The timestamp of the last ask price. Ask price and size is not always available. (provider: intrinio)
         vwap : Optional[float]
             The volume weighted average price of the stock on the current trading day. (provider: polygon)
         prev_open : Optional[float]
@@ -173,10 +197,6 @@ class ROUTER_equity(Container):
             The last time the data was updated. (provider: polygon)
         bid : Optional[float]
             The current bid price. (provider: polygon)
-        bid_size : Optional[int]
-            The current bid size. (provider: polygon)
-        ask_size : Optional[int]
-            The current ask size. (provider: polygon)
         ask : Optional[float]
             The current ask price. (provider: polygon)
         quote_timestamp : Optional[datetime]
@@ -189,8 +209,6 @@ class ROUTER_equity(Container):
             The last trade condition codes. (provider: polygon)
         last_trade_exchange : Optional[int]
             The last trade exchange ID code. (provider: polygon)
-        last_trade_timestamp : Optional[datetime]
-            The last trade timestamp. (provider: polygon)
 
         Examples
         --------
@@ -205,7 +223,7 @@ class ROUTER_equity(Container):
                     "provider": self._get_provider(
                         provider,
                         "/equity/market_snapshots",
-                        ("fmp", "polygon"),
+                        ("fmp", "intrinio", "polygon"),
                     )
                 },
                 standard_params={},
diff --git a/openbb_platform/openbb/package/equity_price.py b/openbb_platform/openbb/package/equity_price.py
index 52e106d9081..e0baa4ecd7a 100644
--- a/openbb_platform/openbb/package/equity_price.py
+++ b/openbb_platform/openbb/package/equity_price.py
@@ -354,6 +354,8 @@ class ROUTER_equity_price(Container):
 
         PricePerformance
         ----------------
+        symbol : Optional[str]
+            Symbol representing the entity requested in the data.
         one_day : Optional[float]
             One-day return.
         wtd : Optional[float]
@@ -374,16 +376,18 @@ class ROUTER_equity_price(Container):
             Year to date return.
         one_year : Optional[float]
             One-year return.
+        two_year : Optional[float]
+            Two-year return.
         three_year : Optional[float]
             Three-year return.
+        four_year : Optional[float]
+            Four-year
         five_year : Optional[float]
             Five-year return.
         ten_year : Optional[float]
             Ten-year return.
         max : Optional[float]
             Return from the beginning of the time series.
-        symbol : Optional[str]
-            The ticker symbol. (provider: fmp)
 
         Examples
         --------
diff --git a/openbb_platform/providers/intrinio/openbb_intrinio/__init__.py b/openbb_platform/providers/intrinio/openbb_intrinio/__init__.py
index 554cc5b8687..49af00c352b 100644
--- a/openbb_platform/providers/intrinio/openbb_intrinio/__init__.py
+++ b/openbb_platform/providers/intrinio/openbb_intrinio/__init__.py
@@ -34,6 +34,7 @@ from openbb_intrinio.models.insider_trading import IntrinioInsiderTradingFetcher
 # )
 from openbb_intrinio.models.key_metrics import IntrinioKeyMetricsFetcher
 from openbb_intrinio.models.latest_attributes import IntrinioLatestAttributesFetcher
+from openbb_intrinio.models.market_snapshots import IntrinioMarketSnapshotsFetcher
 from openbb_intrinio.models.options_chains import IntrinioOptionsChainsFetcher
 from openbb_intrinio.models.options_unusual import IntrinioOptionsUnusualFetcher
 from openbb_intrinio.models.reported_financials import IntrinioReportedFinancialsFetcher
@@ -76,6 +77,7 @@ intrinio_provider = Provider(
         "KeyMetrics": IntrinioKeyMetricsFetcher,
         "LatestAttributes": IntrinioLatestAttributesFetcher,
         "MarketIndices": IntrinioIndexHistoricalFetcher,
+        "MarketSnapshots": IntrinioMarketSnapshotsFetcher,
         "OptionsChains": IntrinioOptionsChainsFetcher,
         "OptionsUnusual": IntrinioOptionsUnusualFetcher,
         "ReportedFinancials": IntrinioReportedFinancialsFetcher,
diff --git a/openbb_platform/providers/intrinio/openbb_intrinio/models/market_snapshots.py b/openbb_platform/providers/intrinio/openbb_intrinio/models/market_snapshots.py
new file mode 100644
index 00000000000..2cb54996683
--- /dev/null
+++ b/openbb_platform/providers/intrinio/openbb_intrinio/models/market_snapshots.py
@@ -0,0 +1,255 @@
+"""Intrinio Market Snapshots Model."""
+
+# pylint: disable=unused-argument
+
+import asyncio
+import gzip
+from datetime import (
+    date as dateType,
+    datetime,
+)
+from io import BytesIO
+from typing import Any, Dict, List, Optional, Union
+
+from openbb_core.provider.abstract.fetcher import Fetcher
+from openbb_core.provider.standard_models.market_snapshots import (
+    MarketSnapshotsData,
+    MarketSnapshotsQueryParams,
+)
+from openbb_core.provider.utils.helpers import amake_request
+from pandas import DataFrame, notna, read_csv, to_datetime
+from pydantic import Field
+from pytz import timezone
+
+
+class IntrinioMarketSnapshotsQueryParams(MarketSnapshotsQueryParams):
+    """Intrinio Market Snapshots Query.
+
+    Source: https://docs.intrinio.com/documentation/web_api/get_security_snapshots_v2
+    """
+
+    date: Optional[Union[dateType, datetime, str]] = Field(
+        default=None,
+        description="The date of the data. Can be a datetime or an ISO datetime string."
+        + " Historical data appears to go back to mid-June 2022."
+        + " Example: '2024-03-08T12:15:00+0400'",
+    )
+
+
+class IntrinioMarketSnapshotsData(MarketSnapshotsData):
+    """Intrinio Market Snapshots Data."""
+
+    __alias_dict__ = {
+        "last_price": "trade_price",
+        "last_size": "trade_size",
+        "last_volume": "total_trade_volume",
+    }
+
+    last_price: Optional[float] = Field(
+        default=None,
+        description="The last trade price.",
+    )
+    last_size: Optional[int] = Field(
+        default=None,
+        description="The last trade size.",
+    )
+    last_volume: Optional[int] = Field(
+        default=None,
+        description="The last trade volume.",
+    )
+    last_trade_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the last trade.",
+    )
+    bid_size: Optional[int] = Field(
+        default=None,
+        description="The size of the last bid price. Bid price and size is not always available.",
+    )
+    bid_price: Optional[float] = Field(
+        default=None,
+        description="The last bid price. Bid price and size is not always available.",
+    )
+    ask_price: Optional[float] = Field(
+        default=None,
+        description="The last ask price. Ask price and size is not always available.",
+    )
+    ask_size: Optional[int] = Field(
+        default=None,
+        description="The size of the last ask price. Ask price and size is not always available.",
+    )
+    last_bid_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the last bid price. Bid price and size is not always available.",
+    )
+    last_ask_timestamp: Optional[datetime] = Field(
+        default=None,
+        description="The timestamp of the last ask price. Ask price and size is not always available.",
+    )
+
+
+class IntrinioMarketSnapshotsFetcher(
+    Fetcher[
+        IntrinioMarketSnapshotsQueryParams,
+        List[IntrinioMarketSnapshotsData],
+    ]
+):
+    """Transform the query, extract and transform the data from the Intrinio endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> IntrinioMarketSnapshotsQueryParams:
+        """Transform the query params."""
+        transformed_params = params
+
+        if "date" in transformed_params:
+            if isinstance(transformed_params["date"], datetime):
+                dt = transformed_params["date"]
+                dt = dt.astimezone(tz=timezone("America/New_York"))
+            if isinstance(transformed_params["date"], dateType):
+                dt = transformed_params["date"]
+                if isinstance(dt, dateType):
+                    dt = datetime(
+                        dt.year,
+                        dt.month,
+                        dt.day,
+                        20,
+                        0,
+                        0,
+                        0,
+                        tzinfo=timezone("America/New_York"),
+                    )
+            if isinstance(transformed_params["date"], str):
+                dt = datetime.fromisoformat(transformed_params["date"])
+            else:
+                try:
+                    dt = datetime.fromisoformat(str(transformed_params["date"]))  # type: ignore
+                except ValueError as exc:
+                    raise ValueError(
+                        "Invalid date format. Please use '2024-03-08T12:15-0400'."
+                    ) from exc
+
+            transformed_params["date"] = (
+                dt.strftime("%Y-%m-%dT%H:%M:%S.%f%z")
+                .replace("+", "-")
+                .replace("T00:", "T20:")
+                if isinstance(dt, datetime)
+                else dt
+            )
+        return IntrinioMarketSnapshotsQueryParams(**transformed_params)
+
+    @staticmethod
+    async def aextract_data(
+        query: IntrinioMarketSnapshotsQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Return the raw data from the Intrinio endpoint."""
+
+        api_key = credentials.get("intrinio_api_key") if credentials else ""
+
+        # This gets the URL to the actual file.
+        url = f"https://api-v2.intrinio.com/securities/snapshots?api_key={api_key}"
+        if query.date:
+            url += f"&at_datetime={query.date}"
+
+        response = await amake_request(url, **kwargs)
+
+        if isinstance(response, dict) and "error" in response:
+            raise RuntimeError(
+                f"Error: {response.get('error')}. Message: {response.get('message')}"
+            )
+        urls = []
+        # Get the URL to the CSV file.
+        if response.get("snapshots"):  # type: ignore
+            for d in response["snapshots"]:  # type: ignore
+                if d.get("files"):
+                    for f in d["files"]:
+                        if f.get("url"):
+                            urls.append(f.get("url"))
+        if not urls:
+            raise RuntimeError("No snapshots found.")
+
+        results = []
+
+        async def response_callback(response, _):
+            """Response Callback."""
+            return await response.read()
+
+        async def get_csv(url):
+            """Return the CSV data."""
+            response = await amake_request(
+                url, response_callback=response_callback, **kwargs
+            )
+            df = DataFrame()
+            if isinstance(response, bytes):
+                file = gzip.decompress(response)
+                df = read_csv(BytesIO(file))
+            if df.empty:
+                raise RuntimeError("Empty CSV file")
+            df.columns = df.columns.str.lower().str.replace(" ", "_")
+
+            df = (
+                df.dropna(how="all", axis=1)
+                .dropna(subset=["trade_price", "last_trade_timestamp", "symbol"])
+                .sort_values("last_trade_timestamp", ascending=False)
+            )[
+                [
+                    "symbol",
+                    "trade_price",
+                    "trade_size",
+                    "total_trade_volume",
+                    "bid_size",
+                    "bid_price",
+                    "ask_price",
+                    "ask_size",
+                    "last_trade_timestamp",
+                    "last_bid_timestamp",
+                    "last_ask_timestamp",
+                ]
+            ]
+
+            for col in [
+                "last_trade_timestamp",
+                "last_bid_timestamp",
+                "last_ask_timestamp",
+            ]:
+                df[col] = (
+                    to_datetime(
+                        df[col].apply(
+                            lambda x: (
+                                datetime.fromtimestamp(x, tz=timezone("UTC"))
+                                if notna(x)
+                                else x
+                            )
+                        )
+                    )
+                    .dt.tz_convert("America/New_York")
+                    .dt.floor("S")
+                )
+
+            for c in ["trade_size", "total_trade_volume"]:
+                df[c] = df[c].astype("int64")
+
+            # Clear out NaN and non-numeric values with None.
+            df = (
+                df.replace("Max", None)
+                .replace("Min", None)
+                .replace(0, None)
+                .fillna("N/A")
+                .replace("N/A", None)
+            )
+
+            if len(df) > 0:
+                results.extend(df.reset_index(drop=True).to_dict(orient="records"))
+
+        await asyncio.gather(*[get_csv(url) for url in urls])
+
+        return results
+
+    @staticmethod
+    def transform_data(
+        query: IntrinioMarketSnapshotsQueryParams,
+        data: List[Dict],
+        **kwargs: Any,
+    ) -> List[IntrinioMarketSnapshotsData]:
+        """Return the transformed data."""
+        return [IntrinioMarketSnapshotsData.model_validate(d) for d in data]
diff --git a/openbb_platform/providers/intrinio/tests/record/http/test_intrinio_fetchers/test_intrinio_market_snapshots_fetcher.yaml b/openbb_platform/providers/intrinio/tests/record/http/test_intrinio_fetchers/test_intrinio_market_snapshots_fetcher.yaml
new file mode 100644
index 00000000000..655c9db02c7
--- /dev/null
+++ b/openbb_platform/providers/intrinio/tests/record/http/test_intrinio_fetchers/test_intrinio_market_snapshots_fetcher.yaml
@@ -0,0 +1,4380 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - application/json
+      Accept-Encoding:
+      - gzip, deflate
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://api-v2.intrinio.com/securities/snapshots?api_key=MOCK_API_KEY&at_datetime=2022-06-30T20%3A00%3A00.000000
+  response:
+    body:
+      string: !!binary |
+        H4sIAIYs9mUAA1RR/UsjQQz9V2TA35w2zexMdWE5Ru/OqvgB27PeF0fsZtuB7oczsygt/u83Ih49
+        EkIgLy8vvJ0ILfVh3cUg8p87EV3DIhcIiBKMVHCAkMNbiiNRuw2/wwa/Sah1jH3Ix2PXRu9a10l+
+        Glx0HOQ/0lFQI2po27X0HEbLrhmXN/aunN3O5ccFiSABRqut6z89SNtspd2sOu/iuinsoszk7Nqe
+        yXJmUZtfAwCad9SZ54rb6GhT2KsLe3G5uPl+X5rs/PTb3encHuLX9EUGamJSOwTJFKKcpD6oVJKc
+        7I9PgjnEfdbPFLn4WJyjUpmCH/uALy+98xyKY5MB7A9Kt2q5mjFV7EOx7v7nfZtSHDwXSzBMqqrU
+        sVbTCdHJ8lFPOaMpmhNCDVRDxUoZhajqWpMhPSGc4iNrTOR1MqInH0UORyK4bbILM62Ufv2d4i8A
+        AAD//wMAN6nLcdABAAA=
+    headers:
+      Connection:
+      - keep-alive
+      Content-Encoding:
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