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: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: False
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: 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.
• Default: True
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: False
symbol: str
A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID).
• Optional: 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.
• Default: iex
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: False
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: False
symbol: Union[str, list[str]]
Symbol to get data for. Multiple items allowed for provider(s): cboe, fmp, intrinio, tmx, tradier, yfinance.
• Optional: False
Data
- standard
- cboe
- fmp
- intrinio
- tmx
- tradier
- yfinance
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).
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.
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.
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.
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[str, float]
The three year dividend growth as a normalized percentage.
div_growth_5y: Union[str, float]
The five year dividend growth as a normalized percentage.
pe: Union[str, float]
The price to earnings ratio.
eps: Union[str, float]
The earnings per share.
debt_to_equity: Union[str, float]
The debt to equity ratio.
price_to_book: Union[str, float]
The price to book ratio.
price_to_cf: Union[str, float]
The price to cash flow ratio.
return_on_equity: Union[str, float]
The return on equity, as a normalized percentage.
return_on_assets: Union[str, float]
The return on assets, as a normalized percentage.
beta: Union[str, float]
The beta relative to the TSX Composite.
alpha: Union[str, float]
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.
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.
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.