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add fmv to snapshot and ws models and add new feeds #539

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Merged
morningvera merged 3 commits into from
Oct 25, 2023
Merged

add fmv to snapshot and ws models and add new feeds #539

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eb29b12
add fmv to snapshot and ws models and add new feeds
morningvera Oct 19, 2023
7e15fc7
update specs
morningvera Oct 25, 2023
14a77f7
fix ws feed names
morningvera Oct 25, 2023
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2,438 changes: 1,714 additions & 724 deletions .polygon/rest.json
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333 changes: 333 additions & 0 deletions .polygon/websocket.json
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Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,11 @@
"/stocks/LULD"
]
},
{
"paths": [
"/business/stocks/FMV"
]
},
{
"paths": [
"/launchpad/stocks/AM"
Expand Down Expand Up @@ -84,6 +89,11 @@
"/options/Q"
]
},
{
"paths": [
"/business/options/FMV"
]
},
{
"paths": [
"/launchpad/options/AM"
Expand All @@ -110,6 +120,11 @@
"/forex/C"
]
},
{
"paths": [
"/business/forex/FMV"
]
},
{
"paths": [
"/launchpad/forex/AM"
Expand Down Expand Up @@ -146,6 +161,11 @@
"/crypto/XL2"
]
},
{
"paths": [
"/business/crypto/FMV"
]
},
{
"paths": [
"/launchpad/crypto/AM"
Expand Down Expand Up @@ -915,6 +935,79 @@
]
}
},
"/business/stocks/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given stock ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^([a-zA-Z]+)$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 189.22,
"sym": "AAPL",
"t": 1678220098130
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "stocks",
"description": "Stocks data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/stocks/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -1608,6 +1701,79 @@
]
}
},
"/business/options/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given options ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(([a-zA-Z]+|[0-9])+)$/"
},
"example": "O:SPY241220P00720000"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 7.2,
"sym": "O:TSLA210903C00700000",
"t": 1401715883806000000
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "options",
"description": "Options data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/options/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -2005,6 +2171,79 @@
]
}
},
"/business/forex/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given forex ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(?<from>([A-Z]{3})\\/?<to>([A-Z]{3}))$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 1.0631,
"sym": "C:EURUSD",
"t": 1678220098130
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "fx",
"description": "Forex data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/forex/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -2646,6 +2885,79 @@
]
}
},
"/business/crypto/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given crypto ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(?<from>([A-Z]*)-(?<to>[A-Z]{3}))$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 33021.9,
"sym": "X:BTC-USD",
"t": 1610462007425
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "crypto",
"description": "Crypto data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/crypto/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -4621,6 +4933,27 @@
"description": "The nanosecond timestamp."
}
}
},
"BusinessWebsocketFairMarketValue": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
}
},
"parameters": {
Expand Down
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