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

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.		False

Name	Type	Description	Default	Optional
symbol	Union[str, List[str]]	Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.		False
use_cache	bool	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.	True	True

Name	Type	Description	Default	Optional
symbol	str	A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID).		False
source	Literal['iex', 'bats', 'bats_delayed', 'utp_delayed', 'cta_a_delayed', 'cta_b_delayed', 'intrinio_mx', 'intrinio_mx_plus', 'delayed_sip']	Source of the data.	iex	True

Data

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).
iv30	float	The 30-day implied volatility of the stock.
iv30_change	float	Change in 30-day implied volatility of the stock.
iv30_change_percent	float	Change in 30-day implied volatility of the stock as a normalized percentage value.
iv30_annual_high	float	The 1-year high of 30-day implied volatility.
hv30_annual_high	float	The 1-year high of 30-day realized volatility.
iv30_annual_low	float	The 1-year low of 30-day implied volatility.
hv30_annual_low	float	The 1-year low of 30-dayrealized volatility.
iv60_annual_high	float	The 1-year high of 60-day implied volatility.
hv60_annual_high	float	The 1-year high of 60-day realized volatility.
iv60_annual_low	float	The 1-year low of 60-day implied volatility.
hv60_annual_low	float	The 1-year low of 60-day realized volatility.
iv90_annual_high	float	The 1-year high of 90-day implied volatility.
hv90_annual_high	float	The 1-year high of 90-day realized volatility.
iv90_annual_low	float	The 1-year low of 90-day implied volatility.
hv90_annual_low	float	The 1-year low of 90-day realized volatility.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).
price_avg50	float	50 day moving average price.
price_avg200	float	200 day moving average price.
avg_volume	int	Average volume over the last 10 trading days.
market_cap	float	Market cap of the company.
shares_outstanding	int	Number of shares outstanding.
eps	float	Earnings per share.
pe	float	Price earnings ratio.
earnings_announcement	datetime	Upcoming earnings announcement date.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).
is_darkpool	bool	Whether or not the current trade is from a darkpool.
source	str	Source of the Intrinio data.
updated_on	datetime	Date and Time when the data was last updated.
security	IntrinioSecurity	Security details related to the quote.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	The name of the asset.
exchange	str	The listing exchange code.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	The last price of the asset.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	None
volume	int	Volume Weighted Average Price over the period.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	The change in price.
change_percent	float	The change in price as a normalized percent.
year_high	float	Fifty-two week high.
year_low	float	Fifty-two week low.
security_type	str	The issuance type of the asset.
sector	str	The sector of the asset.
industry_category	str	The industry category of the asset.
industry_group	str	The industry group of the asset.
vwap	float	Volume Weighted Average Price over the period.
ma_21	float	Twenty-one day moving average.
ma_50	float	Fifty day moving average.
ma_200	float	Two-hundred day moving average.
volume_avg_10d	int	Ten day average volume.
volume_avg_30d	int	Thirty day average volume.
volume_avg_50d	int	Fifty day average volume.
market_cap	int	Market capitalization.
market_cap_all_classes	int	Market capitalization of all share classes.
div_amount	float	The most recent dividend amount.
div_currency	str	The currency the dividend is paid in.
div_yield	float	The dividend yield as a normalized percentage.
div_freq	str	The frequency of dividend payments.
div_ex_date	date	The ex-dividend date.
div_pay_date	date	The next dividend ayment date.
div_growth_3y	Union[float, str]	The three year dividend growth as a normalized percentage.
div_growth_5y	Union[float, str]	The five year dividend growth as a normalized percentage.
pe	Union[float, str]	The price to earnings ratio.
eps	Union[float, str]	The earnings per share.
debt_to_equity	Union[float, str]	The debt to equity ratio.
price_to_book	Union[float, str]	The price to book ratio.
price_to_cf	Union[float, str]	The price to cash flow ratio.
return_on_equity	Union[float, str]	The return on equity, as a normalized percentage.
return_on_assets	Union[float, str]	The return on assets, as a normalized percentage.
beta	Union[float, str]	The beta relative to the TSX Composite.
alpha	Union[float, str]	The alpha relative to the TSX Composite.
shares_outstanding	int	The number of listed shares outstanding.
shares_escrow	int	The number of shares held in escrow.
shares_total	int	The total number of shares outstanding from all classes.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).
last_volume	int	The last trade volume.
volume_avg	int	The average daily trading volume.
bid_timestamp	datetime	Timestamp of the bid price.
ask_timestamp	datetime	Timestamp of the ask price.
greeks_timestamp	datetime	Timestamp of the greeks data.
underlying	str	The underlying symbol for the option.
root_symbol	str	The root symbol for the option.
option_type	Literal['call', 'put']	Type of option - call or put.
contract_size	int	The number of shares in a standard contract.
expiration_type	str	The expiration type of the option - i.e, standard, weekly, etc.
expiration_date	date	The expiration date of the option.
strike	float	The strike price of the option.
open_interest	int	The number of open contracts for the option.
bid_iv	float	Implied volatility of the bid price.
ask_iv	float	Implied volatility of the ask price.
mid_iv	float	Mid-point implied volatility of the option.
orats_final_iv	float	ORATS final implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
phi	float	Phi of the option.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data.
asset_type	str	Type of asset - i.e, stock, ETF, etc.
name	str	Name of the company or asset.
exchange	str	The name or symbol of the venue where the data is from.
bid	float	Price of the top bid order.
bid_size	int	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	The specific trading venue where the purchase order was placed.
ask	float	Price of the top ask order.
ask_size	int	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	The specific trading venue where the sale order was placed.
quote_conditions	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the quote.
quote_indicators	Union[str, int, List[str], List[int]]	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	Union[str, int, List[str], List[int]]	Conditions or condition codes applicable to the sale.
sequence_number	int	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	The ID of the UTP participant that originated the message.
participant_timestamp	datetime	Timestamp for when the quote was generated by the exchange.
trf_timestamp	datetime	Timestamp for when the TRF (Trade Reporting Facility) received the message.
sip_timestamp	datetime	Timestamp for when the SIP (Security Information Processor) received the message from the exchange.
last_price	float	Price of the last trade.
last_tick	str	Whether the last sale was an up or down tick.
last_size	int	Size of the last trade.
last_timestamp	datetime	Date and Time when the last price was recorded.
open	float	The open price.
high	float	The high price.
low	float	The low price.
close	float	The close price.
volume	Union[float, int]	The trading volume.
exchange_volume	Union[float, int]	Volume of shares exchanged during the trading day on the specific exchange.
prev_close	float	The previous close price.
change	float	Change in price from previous close.
change_percent	float	Change in price as a normalized percentage.
year_high	float	The one year high (52W High).
year_low	float	The one year low (52W Low).
ma_50d	float	50-day moving average price.
ma_200d	float	200-day moving average price.
volume_average	float	Average daily trading volume.
volume_average_10d	float	Average daily trading volume in the last 10 days.
currency	str	Currency of the price.

Implementation details​

Class names​

Import Statement​

Parameters​

Data​

Implementation details

Class names

Import Statement

Parameters

Data