Equity Quote
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
EquityQuote | EquityQuoteQueryParams | EquityQuoteData |
Import Statement
from openbb_core.provider.standard_models.equity_quote import (
EquityQuoteData,
EquityQuoteQueryParams,
)
Parameters
- standard
- cboe
- fmp
- intrinio
- tmx
- tradier
- yfinance
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
use_cache: bool | None
Default: True
When True, the company directories will be cached for 24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
symbol: str
A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID).
source: Literal['iex', 'bats', 'bats_delayed', 'utp_delayed', 'cta_a_delayed', 'cta_b_delayed', 'intrinio_mx', 'intrinio_mx_plus', 'delayed_sip'] | None
Default: iex
Source of the data.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
symbol: str | list[str]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
Data
- standard
- cboe
- fmp
- intrinio
- tmx
- tradier
- yfinance
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
iv30: float | None
The 30-day implied volatility of the stock.
iv30_change: float | None
Change in 30-day implied volatility of the stock.
iv30_change_percent: float | None
Change in 30-day implied volatility of the stock as a normalized percentage value.
iv30_annual_high: float | None
The 1-year high of 30-day implied volatility.
hv30_annual_high: float | None
The 1-year high of 30-day realized volatility.
iv30_annual_low: float | None
The 1-year low of 30-day implied volatility.
hv30_annual_low: float | None
The 1-year low of 30-dayrealized volatility.
iv60_annual_high: float | None
The 1-year high of 60-day implied volatility.
hv60_annual_high: float | None
The 1-year high of 60-day realized volatility.
iv60_annual_low: float | None
The 1-year low of 60-day implied volatility.
hv60_annual_low: float | None
The 1-year low of 60-day realized volatility.
iv90_annual_high: float | None
The 1-year high of 90-day implied volatility.
hv90_annual_high: float | None
The 1-year high of 90-day realized volatility.
iv90_annual_low: float | None
The 1-year low of 90-day implied volatility.
hv90_annual_low: float | None
The 1-year low of 90-day realized volatility.
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
ma50: float | None
50 day moving average price.
ma200: float | None
200 day moving average price.
market_cap: float | None
Market cap of the company.
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
is_darkpool: bool | None
Whether or not the current trade is from a darkpool.
source: str | None
Source of the Intrinio data.
updated_on: datetime
Date and Time when the data was last updated.
security: IntrinioSecurity | None
Security details related to the quote.
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
The name of the asset.
exchange: str | None
The listing exchange code.
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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
The last price of the asset.
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
None
volume: int | None
Volume Weighted Average Price over the period.
exchange_volume: int | float | None
Volume of shares exchanged during the trading day on the specific exchange.
prev_close: float | None
The previous close price.
change: float | None
The change in price.
change_percent: float | None
The change in price as a normalized percent.
year_high: float | None
Fifty-two week high.
year_low: float | None
Fifty-two week low.
security_type: str | None
The issuance type of the asset.
sector: str | None
The sector of the asset.
industry_category: str | None
The industry category of the asset.
industry_group: str | None
The industry group of the asset.
vwap: float | None
Volume Weighted Average Price over the period.
ma_21: float | None
Twenty-one day moving average.
ma_50: float | None
Fifty day moving average.
ma_200: float | None
Two-hundred day moving average.
volume_avg_10d: int | None
Ten day average volume.
volume_avg_30d: int | None
Thirty day average volume.
volume_avg_50d: int | None
Fifty day average volume.
market_cap: int | None
Market capitalization.
market_cap_all_classes: int | None
Market capitalization of all share classes.
div_amount: float | None
The most recent dividend amount.
div_currency: str | None
The currency the dividend is paid in.
div_yield: float | None
The dividend yield as a normalized percentage.
div_freq: str | None
The frequency of dividend payments.
div_ex_date: date | None
The ex-dividend date.
div_pay_date: date | None
The next dividend ayment date.
div_growth_3y: float | str | None
The three year dividend growth as a normalized percentage.
div_growth_5y: float | str | None
The five year dividend growth as a normalized percentage.
pe: float | str | None
The price to earnings ratio.
eps: float | str | None
The earnings per share.
debt_to_equity: float | str | None
The debt to equity ratio.
price_to_book: float | str | None
The price to book ratio.
price_to_cf: float | str | None
The price to cash flow ratio.
return_on_equity: float | str | None
The return on equity, as a normalized percentage.
return_on_assets: float | str | None
The return on assets, as a normalized percentage.
beta: float | str | None
The beta relative to the TSX Composite.
alpha: float | str | None
The alpha relative to the TSX Composite.
shares_outstanding: int | None
The number of listed shares outstanding.
shares_escrow: int | None
The number of shares held in escrow.
shares_total: int | None
The total number of shares outstanding from all classes.
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
last_volume: int | None
The last trade volume.
volume_avg: int | None
The average daily trading volume.
bid_timestamp: datetime | None
Timestamp of the bid price.
ask_timestamp: datetime | None
Timestamp of the ask price.
greeks_timestamp: datetime | None
Timestamp of the greeks data.
underlying: str | None
The underlying symbol for the option.
root_symbol: str | None
The root symbol for the option.
option_type: Literal['call', 'put'] | None
Type of option - call or put.
contract_size: int | None
The number of shares in a standard contract.
expiration_type: str | None
The expiration type of the option - i.e, standard, weekly, etc.
expiration_date: date | None
The expiration date of the option.
strike: float | None
The strike price of the option.
open_interest: int | None
The number of open contracts for the option.
bid_iv: float | None
Implied volatility of the bid price.
ask_iv: float | None
Implied volatility of the ask price.
mid_iv: float | None
Mid-point implied volatility of the option.
orats_final_iv: float | None
ORATS final implied volatility of the option.
delta: float | None
Delta of the option.
gamma: float | None
Gamma of the option.
theta: float | None
Theta of the option.
vega: float | None
Vega of the option.
rho: float | None
Rho of the option.
phi: float | None
Phi of the option.
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: str | int | list[str] | list[int] | None
Conditions or condition codes applicable to the quote.
quote_indicators: str | int | list[str] | list[int] | 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: str | int | list[str] | list[int] | 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: int | float | None
The trading volume.
exchange_volume: int | float | 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).
ma_50d: float | None
50-day moving average price.
ma_200d: float | None
200-day moving average price.
volume_average: float | None
Average daily trading volume.
volume_average_10d: float | None
Average daily trading volume in the last 10 days.
currency: str | None
Currency of the price.