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-rw-r--r--openbb_platform/openbb/assets/reference.json668
1 files changed, 642 insertions, 26 deletions
diff --git a/openbb_platform/openbb/assets/reference.json b/openbb_platform/openbb/assets/reference.json
index dc6cbd1d46d..4ef413a7eed 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": [
{
- "name": "dte",
- "type": "int",
- "description": "Days to expiration.",
- "default": null,
- "optional": true,
- "choices": null
- },
- {
"name": "in_the_money",
"type": "bool",
"description": "Whether the option is in the money.",
@@ -1621,9 +1763,9 @@
"choices": null
},
{
- "name": "last_trade_timestamp",
- "type": "datetime",
- "description": "Timestamp for when the option was last traded.",
+ "name": "currency",
+ "type": "str",
+ "description": "Currency of the option.",
"default": null,
"optional": true,
"choices": null
@@ -1849,6 +1991,295 @@
},
"model": "OptionsUnusual"
},
+ "/derivatives/options/snapshots": {
+ "deprecated": {
+ "flag": null,
+ "message": null
+ },
+ "description": "Get a snapshot of the options market universe.",
+ "examples": "\nExamples\n--------\n\n```python\nfrom openbb import obb\nobb.derivatives.options.snapshots(provider='intrinio')\n```\n\n",
+ "parameters": {
+ "standard": [
+ {
+ "name": "provider",
+ "type": "Literal['intrinio']",
+ "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: i, n, t, r, i, n, i, o.",
+ "default": null,
+ "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. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400'",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "only_traded",
+ "type": "bool",
+ "description": "Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution.",
+ "default": true,
+ "optional": true,
+ "choices": null
+ }
+ ]
+ },
+ "returns": {
+ "OBBject": [
+ {
+ "name": "results",
+ "type": "List[OptionsSnapshots]",
+ "description": "Serializable results."
+ },
+ {
+ "name": "provider",
+ "type": "Optional[Literal['intrinio']]",
+ "description": "Provider name."
+ },
+ {
+ "name": "warnings",
+ "type": "Optional[List[Warning_]]",
+ "description": "List of warnings."
+ },
+ {
+ "name": "chart",
+ "type": "Optional[Chart]",
+ "description": "Chart object."
+ },
+ {
+ "name": "extra",
+ "type": "Dict[str, Any]",
+ "description": "Extra info."
+ }
+ ]
+ },
+ "data": {
+ "standard": [
+ {
+ "name": "underlying_symbol",
+ "type": "str",
+ "description": "Ticker symbol of the underlying asset.",
+ "default": "",
+ "optional": false,
+ "choices": null
+ },
+ {
+ "name": "contract_symbol",
+ "type": "str",
+ "description": "Symbol of the options contract.",
+ "default": "",
+ "optional": false,
+ "choices": null
+ },
+ {
+ "name": "expiration",
+ "type": "date",
+ "description": "Expiration date of the options contract.",
+ "default": "",
+ "optional": false,
+ "choices": null
+ },
+ {
+ "name": "dte",
+ "type": "int",
+ "description": "Number of days to expiration of the options contract.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "strike",
+ "type": "float",
+ "description": "Strike price of the options contract.",
+ "default": "",
+ "optional": false,
+ "choices": null
+ },
+ {
+ "name": "option_type",
+ "type": "str",
+ "description": "The type of option.",
+ "default": "",
+ "optional": false,
+ "choices": null
+ },
+ {
+ "name": "volume",
+ "type": "int",
+ "description": "Total trade volume from the beginning of the session.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "open_interest",
+ "type": "int",
+ "description": "Open interest at the time.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "last_price",
+ "type": "float",
+ "description": "Last trade price at the time.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "last_size",
+ "type": "int",
+ "description": "Lot size of the last trade.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "last_timestamp",
+ "type": "datetime",
+ "description": "Timestamp of the last price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "open",
+ "type": "float",
+ "description": "The open price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "high",
+ "type": "float",
+ "description": "The high price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "low",
+ "type": "float",
+ "description": "The low price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "close",
+ "type": "float",
+ "description": "The close price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ }
+ ],
+ "intrinio": [
+ {
+ "name": "bid",
+ "type": "float",
+ "description": "The last bid price at the time.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "bid_size",
+ "type": "int",
+ "description": "The size of the last bid price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "bid_timestamp",
+ "type": "datetime",
+ "description": "The timestamp of the last bid price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "ask",
+ "type": "float",
+ "description": "The last ask price at the time.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "ask_size",
+ "type": "int",
+ "description": "The size of the last ask price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "ask_timestamp",
+ "type": "datetime",
+ "description": "The timestamp of the last ask price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "total_bid_volume",
+ "type": "int",
+ "description": "Total volume of bids.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "bid_high",
+ "type": "float",
+ "description": "The highest bid price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "bid_low",
+ "type": "float",
+ "description": "The lowest bid price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "total_ask_volume",
+ "type": "int",
+ "description": "Total volume of asks.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "ask_high",
+ "type": "float",
+ "description": "The highest ask price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "ask_low",
+ "type": "float",
+ "description": "The lowest ask price.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ }
+ ]
+ },
+ "model": "OptionsSnapshots"
+ },
"/derivatives/futures/historical": {
"deprecated": {
"flag": null,
@@ -32886,6 +33317,191 @@
},
"model": "BondIndices"
},
+ "/fixedincome/mortgage_indices": {
+ "deprecated": {
+ "flag": null,
+ "message": null
+ },
+ "description": "Mortgage Indices.",
+ "examples": "\nExamples\n--------\n\n```python\nfrom openbb import obb\n# The default state for FRED are the primary mortgage indices from Optimal Blue.\nobb.fixedincome.mortgage_indices(provider='fred')\n# Multiple indices can be requested.\nobb.fixedincome.mortgage_indices(index=jumbo_30y,conforming_30y,conforming_15y, provider='fred')\n```\n\n",
+ "parameters": {
+ "standard": [
+ {
+ "name": "start_date",
+ "type": "Union[date, str]",
+ "description": "Start date of the data, in YYYY-MM-DD format.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "end_date",
+ "type": "Union[date, str]",
+ "description": "End date of the data, in YYYY-MM-DD format.",
+ "default": null,
+ "optional": true,
+ "choices": null
+ },
+ {
+ "name": "provider",
+ "type": "Literal['fred']",
+ "description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: f, r, e, d.",
+ "default": null,
+ "optional": true
+ }
+ ],
+ "fred": [
+ {
+ "name": "index",
+ "type": "Union[Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str], List[Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str]]]",
+ "description": "The specific index, or index group, to query. Default is the 'primary' group. Multiple items allowed for provider(s): fred.",
+ "default": "primary",
+ "optional": true,
+ "choices": [
+ "primary",
+ "ltv_lte_80",
+ "ltv_gt_80",
+ "conforming_30y",
+ "conforming_30y_na",
+ "jumbo_30y",
+ "fha_30y",
+ "va_30y",
+ "usda_30y",
+ "conforming_15y",
+ "ltv_lte80_fico_ge740",
+ "ltv_lte80_fico_a720b739",
+ "ltv_lte80_fico_a700b719",
+ "ltv_lte80_fico_a680b699",
+ "ltv_lte80_fico_lt680",
+ "ltv_gt80_fico_ge740",
+ "ltv_gt80_fico_a720b739",
+ "ltv_gt80_fico_a700b719",
+ "ltv_gt80_fico_a680b699",
+ "ltv_gt80_fico_lt680"
+ ]
+ },
+ {
+ "name": "frequency",
+ "type": "Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']",
+ "description": "Frequency aggregation to convert daily data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday",
+ "default": null,
+ "optional": true,
+ "choices": [
+ "a",
+ "q",
+ "m",
+ "w",
+ "d",
+ "wef",
+ "weth",
+ "wew",
+ "wetu",
+ "wem",
+ "wesu",
+ "wesa",
+ "bwew",
+ "bwem"
+ ]
+ },
+ {
+ "name": "aggregation_method",
+ "type": "Literal['avg', 'sum', 'eop']",
+ "description": "A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average sum = Sum eop = End of Period",
+ "default": "avg",
+ "optional": true,
+ "choices": [
+ "avg",
+ "sum",
+ "eop"
+ ]
+ },
+ {
+ "name": "transform",
+ "type": "Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']",
+ "description": "Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log",
+ "default": null,
+ "optional": true,
+ "choices": [
+ "chg",
+ "ch1",
+ "pch",
+ "pc1",
+ "pca",
+ "cch",
+ "cca",
+ "log"
+ ]
+ }
+ ]
+ },
+ "returns": {
+ "OBBject": [
+ {
+ "name": "results",
+ "type": "List[MortgageIndices]",
+ "description": "Serializable results."
+ },
+ {
+ "name": "provider",
+ "type": "Optional[Literal['fred']]",
+ "description": "Provider name."
+ },
+ {
+ "name": "warnings",
+ "type": "Optional[List[Warning_]]",
+ "description": "List of warnings."
+ },
+ {
+ "name": "chart",
+ "type": "Optional[Chart]",
+ "description": "Chart object."
+ },
+ {
+ "name": "extra",
+ "type": "Dict[str, Any]",