"""Polygon Constants.""" CRYPTO_EXCHANGE_MAP = { 1: "Coinbase", 2: "Bitfinex", 6: "Bitstamp", 10: "Binance", 23: "Kraken", } FX_EXCHANGE_MAP = { 48: "Currency Banks 1", } STOCK_EXCHANGE_MAP = { 1: "XNYS", 2: "XNAS", 3: "XNYS", 4: "FINR", 5: "XNAS", 6: "XNAS", 7: "XCBO", 8: "XCBO", 9: "XNYS", 10: "XNYS", 11: "XNYS", 12: "XNAS", 13: "XNYS", 14: "LTSE", 15: "IEXG", 16: "XCBO", 17: "XNAS", 18: "XCBO", 19: "XCBO", 20: "MIHI", 21: "MEMX", 62: "FINR", } STOCK_TRADE_CONDITIONS = { 0: "Regular Trade", 1: "Acquisition", 2: "Average Price Trade", 3: "Automatic Execution", 4: "Bunched Trade", 5: "Bunched Sold Trade", 6: "CAP Election", 7: "Cash Sale", 8: "Closing Prints", 9: "Cross Trade", 10: "Derivatively Priced", 11: "Distribution", 12: "Form T/Extended Hours", 13: "Extended Hours (Sold Out Of Sequence)", 14: "Intermarket Sweep", 15: "Market Center Official Close", 16: "Market Center Official Open", 17: "Market Center Opening Trade", 18: "Market Center Reopening Trade", 19: "Market Center Closing Trade", 20: "Next Day", 21: "Price Variation Trade", 22: "Prior Reference Price", 23: "Rule 155 Trade (AMEX)", 24: "Rule 127 (NYSE Only)", 25: "Opening Prints", 27: "Stopped Stock (Regular Trade)", 28: "Re-Opening Prints", 29: "Seller", 30: "Sold Last", 31: "Sold Last and Stopped Stock", 32: "Sold (Out Of Sequence)", 33: "Sold (Out of Sequence) and Stopped Stock", 34: "Split Trade", 35: "Stock Option", 36: "Yellow Flag Regular Trade", 37: "Odd Lot Trade", 38: "Corrected Consolidated Close (per listing market)", 41: "Trade Thru Exempt", 52: "Contingent Trade", 53: "Qualified Contingent Trade", 55: "Opening Reopening Trade Detail", 57: "Short Sale Restriction Activated", 58: "Short Sale Restriction Continued", 59: "Short Sale Restriction Deactivated", 60: "Short Sale Restriction In Effect", 62: "Financial Status - Bankrupt", 63: "Financial Status - Deficient", 64: "Financial Status - Delinquent", 65: "Financial Status - Bankrupt and Deficient", 66: "Financial Status - Bankrupt and Delinquent", 67: "Financial Status - Deficient and Delinquent", 68: "Financial Status - Deficient, Delinquent, and Bankrupt", 69: "Financial Status - Liquidation", 70: "Financial Status - Creations Suspended", 71: "Financial Status - Redemptions Suspended", } STOCK_QUOTE_CONDITIONS = { 0: "Regular", 1: "RegularTwoSidedOpen", 2: "RegularOneSidedOpen", 3: "SlowAsk", 4: "SlowBid", 5: "SlowBidAsk", 6: "SlowDueLRPBid", 7: "SlowDueLRPAsk", 8: "SlowDueNYSELRP", 9: "SlowDueSetSlowListBidAsk", 10: "ManualAskAutomatedBid", 11: "ManualBidAutomatedAsk", 12: "ManualBidAndAsk", 13: "Opening", 14: "Closing", 15: "Closed", 16: "Resume", 17: "FastTrading", 18: "TradingRangeIndication", 19: "MarketMakerQuotesClosed", 20: "NonFirm", 21: "NewsDissemination", 22: "OrderInflux", 23: "OrderImbalance", 24: "DueToRelatedSecurityNewsDissemination", 25: "DueToRelatedSecurityNewsPending", 26: "AdditionalInformation", 27: "NewsPending", 28: "AdditionalInformationDueToRelatedSecurity", 29: "DueToRelatedSecurity", 30: "InViewOfCommon", 31: "EquipmentChangeover", 32: "NoOpenNoResponse", 33: "SubPennyTrading", 34: "AutomatedBidNoOfferNoBid", 35: "LULDPriceBand", 36: "MarketWideCircuitBreakerLevel1", 37: "MarketWideCircuitBreakerLevel2", 38: "MarketWideCircuitBreakerLevel3", 39: "RepublishedLULDPriceBand", 40: "OnDemandAuction", 41: "CashOnlySettlement", 42: "NextDaySettlement", 43: "LULDTradingPause", 71: "SlowDuelRPBidAsk", 80: "Cancel", 81: "Corrected Price", 82: "SIPGenerated", 83: "Unknown", 84: "Crossed Market", 85: "Locked Market", 86: "Depth On Offer Side", 87: "Depth On Bid Side", 88: "Depth On Bid And Offer", 89: "Pre Opening Indication", 90: "Syndicate Bid", 91: "Pre Syndicate Bid", 92: "Penalty Bid", 95: "CQS Generated", } STOCK_QUOTE_INDICATORS = { 1: "LULD_NBB_NBO_EXECUTABLE", 22: "LULD_REPUBLISHED_LULD_PRICE_BAND", 52: "FINANCIAL_STATUS_DEFICIENT", 301: "SHORT_SALES_RESTRICTION_ACTIVATED", 302: "SHORT_SALES_RESTRICTION_CONTINUED", 303: "SHORT_SALES_RESTRICTION_DEACTIVATED", 304: "SHORT_SALES_RESTRICTION_IN_EFFECT", 305: "SHORT_SALES_RESTRICTION_MAX", 601: "NBBO_NO_CHANGE", 602: "NBBO_QUOTE_IS_NBBO", 603: "NBBO_NO_BB_NO_BO", 604: "NBBO_BB_BO_SHORT_APPENDAGE", 605: "NBBO_BB_BO_LONG_APPENDAGE", 621: "HELD_TRADE_NOT_LAST_SALE_AND_NOT_ON_CONSOLIDATED", 622: "HELD_TRADE_LAST_SALE_BUT_NOT_ON_CONSOLIDATED", 623: "HELD_TRADE_LAST_SALE_AND_ON_CONSOLIDATED", 501: "RETAIL_INTEREST_ON_BID", 502: "RETAIL_INTEREST_ON_ASK", 503: "RETAIL_INTEREST_ON_BID_AND_ASK", 504: "FINRA_BBO_NO_CHANGE", 505: "FINRA_BBO_DOES_NOT_EXIST", 506: "FINRA_BB_BO_EXECUTABLE", 507: "FINRA_BB_BELOW_LOWER_BAND", 508: "FINRA_BO_ABOVE_UPPER_BAND", 509: "FINRA_BB_BELOW_LOWER_BAND_BO_ABOVE_UPPER_BAND", 901: "CTA_NOT_DUE_TO_RELATED_SECURITY", 902: "CTA_DUE_TO_RELATED_SECURITY", 903: "CTA_NOT_IN_VIEW_OF_COMMON", 904: "CTA_IN_VIEW_OF_COMMON", 905: "CTA_PRICE_INDICATOR", 906: "CTA_NEW_PRICE_INDICATOR", 907: "CTA_CORRECTED_PRICE_INDICATION", 908: "CTA_CANCELLED_MARKET_IMBALANCE_PRICE_TRADING_RANGE_INDICATION", } OPTIONS_EXCHANGE_MAP = { 300: "XNYS", 301: "XBOX", 302: "XCBO", 303: "MIHI", 304: "XCBO", 307: "GEMX", 308: "XISX", 309: "XISX", 310: "XISX", 312: "MIHI", 313: "XNYS", 314: "OPRA", 315: "MIHI", 316: "XNAS", 318: "MIHI", 319: "XNAS", 320: "MEMX", 322: "XCBO", 323: "XNAS", 325: "XCBO", } OPTIONS_TRADE_CONDITIONS = { 201: "Canceled", 202: "Late and Out Of Sequence", 203: "Last and Canceled", 204: "Late", 205: "Opening Trade and Canceled", 206: "Opening Trade, Late, and Out Of Sequence", 207: "Only Trade and Canceled", 208: "Opening Trade and Late", 209: "Automatic Execution", 210: "Reopening Trade", 219: "Intermarket Sweep Order", 227: "Single Leg Auction Non ISO", 228: "Single Leg Auction ISO", 229: "Single Leg Cross Non ISO", 230: "Single Leg Cross ISO", 231: "Single Leg Floor Trade", 232: "Multi Leg auto-electronic trade", 233: "Multi Leg Auction", 234: "Multi Leg Cross", 235: "Multi Leg floor trade", 236: "Multi Leg auto-electronic trade against single leg(s)", 237: "Stock Options Auction", 238: "Multi Leg Auction against single leg(s)", 239: "Multi Leg floor trade against single leg(s)", 240: "Stock Options auto-electronic trade", 241: "Stock Options Cross", 242: "Stock Options floor trade", 243: "Stock Options auto-electronic trade against single leg(s)", 244: "Stock Options Auction against single leg(s)", 245: "Stock Options floor trade against single leg(s)", 246: "Multi Leg Floor Trade of Proprietary Products", 247: "Multilateral Compression Trade of Proprietary Products", 248: "Extended Hours Trade", }