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
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | None | True |
tier | Literal['T1', 'T2', 'OTCE'] | '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 | T1 | True |
is_ats | bool | ATS data if true, NON-ATS otherwise | True | True |
Data
- standard
- finra
Name | Type | Description |
---|---|---|
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 |
Name | Type | Description |
---|---|---|
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 |