Finra OTC Aggregate
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FinraOTCAggregate | FinraOTCAggregateQueryParams | FinraOTCAggregateData |
Import Statement
from openbb_core.provider.standard_models. import (
FinraOTCAggregateData,
FinraOTCAggregateQueryParams,
)
Parameters
- standard
- finra
symbol: str | None | list[str | None]
Symbol to get data for. Multiple items allowed for provider(s): finra.
symbol: str | None | list[str | None]
Symbol to get data for. Multiple items allowed for provider(s): finra.
tier: str | None
Default: T1
T1 - NMS stocks in the S&P 500, Russell 1000, and selected ETPs; T2 - all other NMS stocks; OTCE - OTC equity securities.
is_ats: bool | None
Default: True
Alternative Trading System (ATS) volume when True, other OTC (non-ATS) volume when False.
Data
- standard
- finra
update_date: date
Most recent date on which total trades is updated based on data received from each ATS/OTC.
symbol: str
Symbol representing the entity requested in the data.
share_quantity: float
Aggregate weekly total number of shares reported by each ATS for the Symbol.
trade_quantity: float
Aggregate weekly total number of trades reported by each ATS for the Symbol
update_date: date
Most recent date on which total trades is updated based on data received from each ATS/OTC.
symbol: str
Symbol representing the entity requested in the data.
share_quantity: float
Aggregate weekly total number of shares reported by each ATS for the Symbol.
trade_quantity: float
Aggregate weekly total number of trades reported by each ATS for the Symbol
week_start_date: date
The first business day (Monday) of the reported week.
issue_name: str | None
The name of the security.
tier: str | None
The tier the security was reported under.
product_type: str | None
The product type - Nasdaq-listed, NYSE and regional exchange-listed, or OTC equity.
total_notional: float | None
The aggregate weekly notional value of the reported trades.
initial_published_date: date | None
The date the week was first published.
last_reported_date: date | None
The most recent date a trade was reported.