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

---------

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
Historical Market Indices OpenBB Platform Data Model

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


Implementation details

Class names

Model name Parameters class Data class
MarketIndices MarketIndicesQueryParams MarketIndicesData

Import Statement

from openbb_core.provider.standard_models.market_indices import (
MarketIndicesData,
MarketIndicesQueryParams,
)

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
provider Literal['cboe', 'fmp', 'polygon', 'yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. cboe 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
provider Literal['cboe', 'fmp', 'polygon', 'yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. cboe True
interval Literal['1m', '1d'] Use interval, 1m, for intraday prices during the most recent trading period. 1d 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
provider Literal['cboe', 'fmp', 'polygon', 'yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. cboe True
timeseries int Number of days to look back. None True
interval Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'] Data granularity. 1day 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
provider Literal['cboe', 'fmp', 'polygon', 'yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. cboe True
timespan Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year'] Timespan of the data. day True
sort Literal['asc', 'desc'] Sort order of the data. desc True
limit int The number of data entries to return. 49999 True
adjusted bool Whether the data is adjusted. True True
multiplier int Multiplier of the timespan. 1 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
provider Literal['cboe', 'fmp', 'polygon', 'yfinance'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. cboe 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. max True
prepost bool Include Pre and Post market data. True True
rounding bool Round prices to two decimals? True 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 int The trading volume.
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 int The trading volume.
calls_volume float Number of calls traded during the most recent trading period. Only valid if interval is 1m.
puts_volume float Number of puts traded during the most recent trading period. Only valid if interval is 1m.
total_options_volume float Total number of options traded during the most recent trading period. Only valid if interval is 1m.
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 int The trading volume.
adj_close float Adjusted Close Price of the symbol.
unadjusted_volume float Unadjusted volume of the symbol.
change float Change in the price of the symbol from the previous day.
change_percent float Change % in the price of the symbol.
label str Human readable format of the date.
change_over_time float Change % in the price of the symbol over a period of time.
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 int The trading volume.
transactions int Number of transactions for the symbol in the time period.