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Version: v5

Cboe Equity Quote

Implementation details​

Class names​

Model nameParameters classData class
CboeEquityQuoteCboeEquityQuoteQueryParamsCboeEquityQuoteData

Import Statement​

from openbb_core.provider.standard_models. import (
CboeEquityQuoteData,
CboeEquityQuoteQueryParams,
)

Parameters​

symbol: str
Symbol to get data for.

Data​

symbol: str
Symbol representing the entity requested in the data.

asset_type: str | None
Type of asset - i.e, stock, ETF, etc.

name: str | None
Name of the company or asset.

exchange: str | None
The name or symbol of the venue where the data is from.

bid: float | None
Price of the top bid order.

bid_size: int | None
This represents the number of round lot orders at the given price. The normal round lot size is 100 shares. A size of 2 means there are 200 shares available at the given price.

bid_exchange: str | None
The specific trading venue where the purchase order was placed.

ask: float | None
Price of the top ask order.

ask_size: int | None
This represents the number of round lot orders at the given price. The normal round lot size is 100 shares. A size of 2 means there are 200 shares available at the given price.

ask_exchange: str | None
The specific trading venue where the sale order was placed.

quote_conditions: int | list[int] | list[str] | str | None
Conditions or condition codes applicable to the quote.

quote_indicators: int | list[int] | list[str] | str | None
Indicators or indicator codes applicable to the participant quote related to the price bands for the issue, or the affect the quote has on the NBBO.

sales_conditions: int | list[int] | list[str] | str | None
Conditions or condition codes applicable to the sale.

sequence_number: int | None
The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11).

market_center: str | None
The ID of the UTP participant that originated the message.

participant_timestamp: datetime | None
Timestamp for when the quote was generated by the exchange.

trf_timestamp: datetime | None
Timestamp for when the TRF (Trade Reporting Facility) received the message.

sip_timestamp: datetime | None
Timestamp for when the SIP (Security Information Processor) received the message from the exchange.

last_price: float | None
Price of the last trade.

last_tick: str | None
Whether the last sale was an up or down tick.

last_size: int | None
Size of the last trade.

last_timestamp: datetime | None
Date and Time when the last price was recorded.

open: float | None
The open price.

high: float | None
The high price.

low: float | None
The low price.

close: float | None
The close price.

volume: float | int | None
The trading volume.

exchange_volume: float | int | None
Volume of shares exchanged during the trading day on the specific exchange.

prev_close: float | None
The previous close price.

change: float | None
Change in price from previous close.

change_percent: float | None
Change in price as a normalized percentage.

year_high: float | None
The one year high (52W High).

year_low: float | None
The one year low (52W Low).

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