otc
Get the weekly aggregate trade data for Over The Counter deals.
ATS and non-ATS trading data for each ATS/firm with trade reporting obligations under FINRA rules.
Examples
from openbb import obb
obb.equity.darkpool.otc(provider='finra')
# Get OTC data for a symbol
obb.equity.darkpool.otc(symbol='AAPL', provider='finra')
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
Returns
results: list[OTCAggregate]
Serializable results.
provider: Optional[Literal['finra']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
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