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OpenBB/website/content/platform/data_models/OTCAggregate.md
Henrique Joaquim 4400cd9a8f Merge provider and core into core (#5774) 
* small changes - moving provider inside the core

* uptade readme

* lint

* remove old provider readme

* leftovers

* refactor website examples

* ruff

* fix nox

* relock

* fix fails_to_deliver headers

* fix for tests that have renamed endpoints

* fix discovery

* removed test for renamed endpoint

* fix broken syntax - test_search_financial_attributes

* fix cash/income/balance

* fix derivatives tests

* fix etf tests

* fix news tests

* fix regulators

* black

* wrong test param

* sort equity gainers/losers by percent

* platform markdown generation import

* Hotfix/fix int tests core merge (#5779)

* removing tests on old endpoint

* removing visualization on old endpoint

* fixing equity tests

* fixing examples

* fix news tests

* fix index test

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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
Weekly aggregate trade data for Over The Counter deals OpenBB Platform Data Model

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

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

Name Type Description Default Optional
symbol Union[str, List[str]] Symbol to get data for. None True
provider Literal['finra'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'finra' if there is no default. finra True
Name Type Description Default Optional
symbol Union[str, List[str]] Symbol to get data for. None True
provider Literal['finra'] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'finra' if there is no default. finra 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

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