Client update needed to match REST spec changes #417
Description
A diff between this client library's spec and our hosted spec was found. The client may need an update to match any changes in our API. See the diff below:
--- https://raw.githubusercontent.com/polygon-io/client-python/master/.polygon/rest.json
+++ https://api.polygon.io/openapi
@@ -826,11 +826,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -848,7 +851,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -966,11 +971,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -988,7 +996,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -1269,11 +1279,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -1291,7 +1304,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -2410,24 +2425,25 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
"type": "number"
}
},
- "required": [
- "o",
- "h",
- "l",
- "c",
- "v"
- ],
"type": "object"
},
"prevDay": {
@@ -2599,24 +2604,25 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
"type": "number"
}
},
- "required": [
- "o",
- "h",
- "l",
- "c",
- "v"
- ],
"type": "object"
},
"prevDay": {
@@ -3273,6 +3268,44 @@
"format": "double",
"type": "number"
},
+ "SnapshotMinOHLCV": {
+ "properties": {
+ "c": {
+ "description": "The close price for the symbol in the given time period.",
+ "format": "double",
+ "type": "number"
+ },
+ "h": {
+ "description": "The highest price for the symbol in the given time period.",
+ "format": "double",
+ "type": "number"
+ },
+ "l": {
+ "description": "The lowest price for the symbol in the given time period.",
+ "format": "double",
+ "type": "number"
+ },
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
+ "o": {
+ "description": "The open price for the symbol in the given time period.",
+ "format": "double",
+ "type": "number"
+ },
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
+ "v": {
+ "description": "The trading volume of the symbol in the given time period.",
+ "format": "double",
+ "type": "number"
+ }
+ },
+ "type": "object"
+ },
"SnapshotOHLCV": {
"properties": {
"c": {
@@ -3657,11 +3690,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -3680,7 +3716,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -3705,6 +3743,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -3714,6 +3756,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -3732,7 +3778,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -3887,6 +3935,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -3896,6 +3948,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -3914,7 +3970,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -4142,6 +4200,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -4151,6 +4213,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -4169,7 +4235,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -5132,6 +5200,12 @@
}
}
},
+ "required": [
+ "exchange",
+ "timestamp",
+ "ask",
+ "bid"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastQuoteCurrencies"
@@ -5154,6 +5228,15 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id",
+ "from",
+ "to",
+ "symbol",
+ "initialAmount",
+ "converted"
+ ],
"type": "object"
}
},
@@ -5589,7 +5672,7 @@
"parameters": [
{
"description": "The ticker symbol for which to get exponential moving average (EMA) data.",
- "example": "X:BTC-USD",
+ "example": "X:BTCUSD",
"in": "path",
"name": "cryptoTicker",
"required": true,
@@ -7162,7 +7245,7 @@
"parameters": [
{
"description": "The ticker symbol for which to get MACD data.",
- "example": "X:BTC-USD",
+ "example": "X:BTCUSD",
"in": "path",
"name": "cryptoTicker",
"required": true,
@@ -8955,7 +9038,7 @@
"parameters": [
{
"description": "The ticker symbol for which to get relative strength index (RSI) data.",
- "example": "X:BTC-USD",
+ "example": "X:BTCUSD",
"in": "path",
"name": "cryptoTicker",
"required": true,
@@ -10528,7 +10611,7 @@
"parameters": [
{
"description": "The ticker symbol for which to get simple moving average (SMA) data.",
- "example": "X:BTC-USD",
+ "example": "X:BTCUSD",
"in": "path",
"name": "cryptoTicker",
"required": true,
@@ -12265,6 +12348,12 @@
}
}
},
+ "required": [
+ "exchange",
+ "price",
+ "size",
+ "timestamp"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastTradeCrypto"
@@ -12283,6 +12372,11 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id",
+ "symbol"
+ ],
"type": "object"
}
},
@@ -12381,6 +12475,12 @@
}
}
},
+ "required": [
+ "ask",
+ "bid",
+ "exchange",
+ "timestamp"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastQuoteCurrencies"
@@ -12399,6 +12499,11 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id",
+ "symbol"
+ ],
"type": "object"
}
},
@@ -16325,7 +16430,6 @@
"c": "4,048.42",
"h": "4,050.00",
"l": "3,980.31",
- "n": 1,
"o": "4,048.26",
"t": 1678221133236
},
@@ -16333,7 +16437,6 @@
"c": "4,048.42",
"h": "4,050.00",
"l": "3,980.31",
- "n": 1,
"o": "4,048.26",
"t": 1678221139690
}
@@ -17481,6 +17584,12 @@
"type": "integer"
}
},
+ "required": [
+ "T",
+ "t",
+ "y",
+ "q"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastQuoteResult"
@@ -17491,6 +17600,10 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id"
+ ],
"type": "object"
}
},
@@ -17644,6 +17757,15 @@
"type": "integer"
}
},
+ "required": [
+ "T",
+ "t",
+ "y",
+ "q",
+ "i",
+ "p",
+ "x"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastTradeResult"
@@ -17654,6 +17776,10 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id"
+ ],
"type": "object"
}
},
@@ -17811,6 +17937,15 @@
"type": "integer"
}
},
+ "required": [
+ "T",
+ "t",
+ "y",
+ "q",
+ "i",
+ "p",
+ "x"
+ ],
"type": "object",
"x-polygon-go-type": {
"name": "LastTradeResult"
@@ -17821,6 +17956,10 @@
"type": "string"
}
},
+ "required": [
+ "status",
+ "request_id"
+ ],
"type": "object"
}
},
@@ -18457,11 +18596,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -18479,7 +18621,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -18806,11 +18950,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -18828,7 +18975,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -19327,11 +19476,19 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -19349,7 +19501,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -19637,24 +19791,25 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
"type": "number"
}
},
- "required": [
- "o",
- "h",
- "l",
- "c",
- "v"
- ],
"type": "object"
},
"prevDay": {
@@ -19951,24 +20095,25 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
"type": "number"
}
},
- "required": [
- "o",
- "h",
- "l",
- "c",
- "v"
- ],
"type": "object"
},
"prevDay": {
@@ -20256,24 +20390,25 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
"type": "number"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
"type": "number"
}
},
- "required": [
- "o",
- "h",
- "l",
- "c",
- "v"
- ],
"type": "object"
},
"prevDay": {
@@ -20651,6 +20775,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -20660,6 +20788,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -20678,7 +20810,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -21045,6 +21179,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -21054,6 +21192,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -21072,7 +21214,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -21438,6 +21582,10 @@
"format": "double",
"type": "number"
},
+ "n": {
+ "description": "The number of transactions in the aggregate window.",
+ "type": "integer"
+ },
"o": {
"description": "The open price for the symbol in the given time period.",
"format": "double",
@@ -21447,6 +21595,10 @@
"description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false.",
"type": "boolean"
},
+ "t": {
+ "description": "The Unix Msec timestamp for the start of the aggregate window.",
+ "type": "integer"
+ },
"v": {
"description": "The trading volume of the symbol in the given time period.",
"format": "double",
@@ -21465,7 +21617,9 @@
"l",
"c",
"v",
- "vw"
+ "vw",
+ "t",
+ "n"
],
"type": "object"
},
@@ -22380,6 +22534,9 @@
}
}
},
+ "required": [
+ "participant_timestamp"
+ ],
"type": "object"
},
"type": "array"
@@ -22389,6 +22546,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},
@@ -22620,6 +22780,10 @@
}
}
},
+ "required": [
+ "sip_timestamp",
+ "sequence_number"
+ ],
"type": "object"
},
"type": "array"
@@ -22629,6 +22793,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},
@@ -22910,7 +23077,15 @@
}
}
},
- "type": "object"
+ "required": [
+ "participant_timestamp",
+ "sequence_number",
+ "sip_timestamp"
+ ],
+ "type": "object",
+ "x-polygon-go-type": {
+ "name": "CommonQuote"
+ }
},
"type": "array"
},
@@ -22919,6 +23094,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},
@@ -28025,6 +28203,12 @@
"type": "number"
}
},
+ "required": [
+ "exchange",
+ "price",
+ "size",
+ "id"
+ ],
"type": "object"
},
"type": "array"
@@ -28034,6 +28218,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},
@@ -28268,6 +28455,12 @@
"type": "number"
}
},
+ "required": [
+ "exchange",
+ "price",
+ "sip_timestamp",
+ "size"
+ ],
"type": "object"
},
"type": "array"
@@ -28277,6 +28470,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},
@@ -28542,7 +28738,19 @@
}
}
},
- "type": "object"
+ "required": [
+ "exchange",
+ "id",
+ "price",
+ "sequence_number",
+ "sip_timestamp",
+ "participant_timestamp",
+ "size"
+ ],
+ "type": "object",
+ "x-polygon-go-type": {
+ "name": "CommonTrade"
+ }
},
"type": "array"
},
@@ -28551,6 +28759,9 @@
"type": "string"
}
},
+ "required": [
+ "status"
+ ],
"type": "object"
}
},