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OpenBB/website/content/platform/data_models/FuturesHistorical.md
Henrique Joaquim 4400cd9a8f Merge provider and core into core (#5774)
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Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>

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Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: Pratyush Shukla <ps4534@nyu.edu>
2023-11-22 13:48:01 +00:00

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title, description
title description
Futures Historical Price OpenBB Platform Data Model

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';


Implementation details

Class names

Model name Parameters class Data class
FuturesHistorical FuturesHistoricalQueryParams FuturesHistoricalData

Import Statement

from openbb_core.provider.standard_models.futures_historical import (
FuturesHistoricalData,
FuturesHistoricalQueryParams,
)

Parameters

Name Type Description Default Optional
symbol Union[str, List[str]] Symbol to get data for. False
start_date Union[date, str] Start date of the data, in YYYY-MM-DD format. None True
end_date Union[date, str] End date of the data, in YYYY-MM-DD format. None True
expiration str Future expiry date with format YYYY-MM None True
provider Literal['yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'yfinance' if there is no default. yfinance True
Name Type Description Default Optional
symbol Union[str, List[str]] Symbol to get data for. False
start_date Union[date, str] Start date of the data, in YYYY-MM-DD format. None True
end_date Union[date, str] End date of the data, in YYYY-MM-DD format. None True
expiration str Future expiry date with format YYYY-MM None True
provider Literal['yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'yfinance' if there is no default. yfinance True
interval Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'] Data granularity. 1d True
period Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'] Time period of the data to return. None True
prepost bool Include Pre and Post market data. False True
adjust bool Adjust all the data automatically. True True
back_adjust bool Back-adjusted data to mimic true historical prices. False True

Data

Name Type Description
date datetime The date of the data.
open float The open price.
high float The high price.
low float The low price.
close float The close price.
volume float The trading volume.