OTC Aggregate
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
OTCAggregate | OTCAggregateQueryParams | OTCAggregateData |
Import Statement
from openbb_core.provider.standard_models.otc_aggregate import (
OTCAggregateData,
OTCAggregateQueryParams,
)
Parameters
- standard
- finra
symbol
: str
Symbol to get data for.
• Optional: True
symbol
: str
Symbol to get data for.
• Optional: True
tier
: Literal['T1', 'T2', 'OTCE']
Description
'T1 - Securities included in the S&P 500, Russell 1000 and selected exchange-traded products;
T2 - All other NMS stocks; OTC - Over-the-Counter equity securities
• Default: T1
• Optional: True
is_ats
: bool
ATS data if true, NON-ATS otherwise
• Default: True
• Optional: True
Data
- standard
- finra
update_date
: date
Most recent date on which total trades is updated based on data received from each ATS/OTC.
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.
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