mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-02 23:41:27 +00:00
4400cd9a8f
* 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 * example * add comments * example --------- 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>
67 lines
2.2 KiB
Markdown
Vendored
67 lines
2.2 KiB
Markdown
Vendored
---
|
|
title: Weekly aggregate trade data for Over The Counter deals
|
|
description: OpenBB Platform Data Model
|
|
---
|
|
|
|
<!-- markdownlint-disable MD012 MD031 MD033 -->
|
|
|
|
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
|
|
|
|
```python
|
|
from openbb_core.provider.standard_models.otc_aggregate import (
|
|
OTCAggregateData,
|
|
OTCAggregateQueryParams,
|
|
)
|
|
```
|
|
|
|
## Parameters
|
|
|
|
<Tabs>
|
|
<TabItem value="standard" label="Standard">
|
|
|
|
| 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 |
|
|
</TabItem>
|
|
|
|
<TabItem value='finra' label='finra'>
|
|
|
|
| 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 |
|
|
</TabItem>
|
|
|
|
</Tabs>
|
|
|
|
## Data
|
|
|
|
<Tabs>
|
|
<TabItem value="standard" label="Standard">
|
|
|
|
| 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 |
|
|
</TabItem>
|
|
|
|
</Tabs>
|