diff --git a/FinancialModelingPrepApi/Abstractions/AdvancedData/IAdvancedDataProvider.cs b/FinancialModelingPrepApi/Abstractions/AdvancedData/IAdvancedDataProvider.cs
index abe0bb1..26ab0df 100644
--- a/FinancialModelingPrepApi/Abstractions/AdvancedData/IAdvancedDataProvider.cs
+++ b/FinancialModelingPrepApi/Abstractions/AdvancedData/IAdvancedDataProvider.cs
@@ -21,9 +21,9 @@ public interface IAdvancedDataProvider
Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string symbol);
Task<ApiResponse<List<SectorPEResponse>>> GetSectorsPriceEarningsRatioAsync(string date, string exchange);
Task<ApiResponse<List<IndustryPEResponse>>> GetIndustriesPriceEarningsRatioAsync(string date, string exchange);
-
+ Task<ApiResponse<List<CommitmentOfTradersResponse>>> GetCommitmentOfTradersReportAsync(string symbol);
Task<ApiResponse<SharesFloatResponse>> GetSharesFloatAsync(string symbol);
-
Task<ApiResponse<List<ESGScoreResponse>>> GetESGScoreAsync(string symbol);
+ Task<ApiResponse<List<FinancialScoreResponse>>> GetFinancialScoreAsync(string symbol);
}
}
diff --git a/FinancialModelingPrepApi/Abstractions/Crypto/ICryptoMarketProvider.cs b/FinancialModelingPrepApi/Abstractions/Crypto/ICryptoMarketProvider.cs
index 9b7dbda..a7bffb1 100644
--- a/FinancialModelingPrepApi/Abstractions/Crypto/ICryptoMarketProvider.cs
+++ b/FinancialModelingPrepApi/Abstractions/Crypto/ICryptoMarketProvider.cs
@@ -1,17 +1,21 @@
using MatthiWare.FinancialModelingPrep.Model;
using MatthiWare.FinancialModelingPrep.Model.Crypto;
-using MatthiWare.FinancialModelingPrep.Model.StockMarket;
using System.Collections.Generic;
using System.Threading.Tasks;
-namespace MatthiWare.FinancialModelingPrep.Abstractions.StockMarket
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Crypto
{
public interface ICryptoMarketProvider
{
- public Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrencies();
+ Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrenciesAsync();
+ Task<ApiResponse<List<CryptoQuoteResponse>>> GetDailyQuotes();
- public Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalPrices(string symbol, HistoricalPricingPeriod period);
+ Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol);
- public Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetDailyPrices(string symbol);
+ Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol, string from, string to);
+
+ Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+
+ Task<ApiResponse<List<CryptoQuoteResponse>>> GetQuoteAsync(string symbol);
}
}
diff --git a/FinancialModelingPrepApi/Abstractions/Forex/IForexMarketProvider.cs b/FinancialModelingPrepApi/Abstractions/Forex/IForexMarketProvider.cs
new file mode 100644
index 0000000..99ca6ac
--- /dev/null
+++ b/FinancialModelingPrepApi/Abstractions/Forex/IForexMarketProvider.cs
@@ -0,0 +1,16 @@
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Forex;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Forex
+{
+ public interface IForexMarketProvider
+ {
+ Task<ApiResponse<List<ForexBookResponse>>> GetBookAsync(string symbol);
+
+ Task<ApiResponse<List<ForexQuoteResponse>>> GetQuoteAsync(string symbol);
+
+ Task<ApiResponse<List<ForexHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+ }
+}
diff --git a/FinancialModelingPrepApi/Abstractions/Futures/IFuturesMarketProvider.cs b/FinancialModelingPrepApi/Abstractions/Futures/IFuturesMarketProvider.cs
new file mode 100644
index 0000000..74b7f88
--- /dev/null
+++ b/FinancialModelingPrepApi/Abstractions/Futures/IFuturesMarketProvider.cs
@@ -0,0 +1,14 @@
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Futures;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Futures
+{
+ public interface IFuturesMarketProvider
+ {
+ Task<ApiResponse<List<FuturesQuoteResponse>>> GetQuoteAsync(string symbol);
+
+ Task<ApiResponse<List<FuturesHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period);
+ }
+}
diff --git a/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs b/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs
index 6db3f66..f0111e0 100644
--- a/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs
+++ b/FinancialModelingPrepApi/Abstractions/IFinancialModelingPrepApiClient.cs
@@ -1,7 +1,10 @@
using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
using MatthiWare.FinancialModelingPrep.Abstractions.Statistics;
@@ -61,6 +64,16 @@ public interface IFinancialModelingPrepApiClient
/// </summary>
ICryptoMarketProvider Crypto { get; }
+ /// <summary>
+ /// Forex related enpoints
+ /// </summary>
+ IForexMarketProvider Forex { get; }
+
+ /// <summary>
+ /// Futures related enpoints
+ /// </summary>
+ IFuturesMarketProvider Futures { get; }
+
/// <summary>
/// ETF/Mutual Fund related enpoints
/// </summary>
diff --git a/FinancialModelingPrepApi/Abstractions/Model/ICurrentQuote.cs b/FinancialModelingPrepApi/Abstractions/Model/ICurrentQuote.cs
new file mode 100644
index 0000000..75d1ca5
--- /dev/null
+++ b/FinancialModelingPrepApi/Abstractions/Model/ICurrentQuote.cs
@@ -0,0 +1,74 @@
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Model
+{
+ public interface ICurrentQuote
+ {
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+
+ [JsonPropertyName("exchange")]
+ public string Exchange { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("price")]
+ public double? Price { get; set; }
+
+ [JsonPropertyName("previousclose")]
+ public double? PreviousClose { get; set; }
+
+ [JsonPropertyName("daylow")]
+ public double? DayLow { get; set; }
+
+ [JsonPropertyName("dayhigh")]
+ public double? DayHigh { get; set; }
+
+ [JsonPropertyName("yearlow")]
+ public double? YearlyLow { get; set; }
+
+ [JsonPropertyName("yearhigh")]
+ public double? YearlyHigh { get; set; }
+
+ [JsonPropertyName("priceavg50")]
+ public double? PriceAvg50 { get; set; }
+
+ [JsonPropertyName("priceavg200")]
+ public double? PriceAvg200 { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changespercentage")]
+ public double? ChangesPercentage { get; set; }
+
+ [JsonPropertyName("timestamp")]
+ public long? Timestamp { get; set; }
+ [JsonPropertyName("volume")]
+ public double? Volume { get; set; }
+ [JsonPropertyName("avgVolume")]
+ public double? AvgVolume { get; set; }
+
+ // Not used by Forex or Futures.
+
+ [JsonPropertyName("eps")]
+ public double? Eps { get; set; }
+
+ [JsonPropertyName("pe")]
+ public double? Pe { get; set; }
+
+ [JsonPropertyName("earningsAnnouncement")]
+ public string? EarningsAnnouncement { get; set; }
+
+ [JsonPropertyName("sharesOutstanding")]
+ public double? SharesOutstanding { get; set; }
+
+ [JsonPropertyName("marketCap")]
+ public double? MarketCap { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Abstractions/Model/IHistoricalQuote.cs b/FinancialModelingPrepApi/Abstractions/Model/IHistoricalQuote.cs
new file mode 100644
index 0000000..b1a15ab
--- /dev/null
+++ b/FinancialModelingPrepApi/Abstractions/Model/IHistoricalQuote.cs
@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Abstractions.Model
+{
+ public interface IHistoricalQuote
+ {
+ [JsonPropertyName("date")]
+ public string Date { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("high")]
+ public double? High { get; set; }
+
+ [JsonPropertyName("low")]
+ public double? Low { get; set; }
+
+ [JsonPropertyName("close")]
+ public double Close { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+ [JsonPropertyName("volume")]
+ public double Volume { get; set; }
+
+ [JsonPropertyName("changePercent")]
+ public double? ChangePercent { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Abstractions/StockMarket/IStockMarketProvider.cs b/FinancialModelingPrepApi/Abstractions/StockMarket/IStockMarketProvider.cs
index 9a8a620..9f52a3a 100644
--- a/FinancialModelingPrepApi/Abstractions/StockMarket/IStockMarketProvider.cs
+++ b/FinancialModelingPrepApi/Abstractions/StockMarket/IStockMarketProvider.cs
@@ -7,9 +7,12 @@ namespace MatthiWare.FinancialModelingPrep.Abstractions.StockMarket
{
public interface IStockMarketProvider
{
+ public Task<ApiResponse<List<IndexConstituentResponse>>> GetNasdaqConstituents();
+ public Task<ApiResponse<List<IndexConstituentResponse>>> GetSP500Constituents();
public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetMostActiveStocksAsync();
public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetBiggestGainerStocksAsync();
public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetBiggestLoserStocksAsync();
+ public Task<ApiResponse<StockDividendResponse>> GetStockHistoricalDividends(string symbol);
public Task<ApiResponse<List<StockScreenerItem>>> StockScreener(int? marketCapMoreThan = null, int? marketCapLowerThan = null, decimal? priceMoreThan = null, decimal? priceLowerThan = null,
decimal? betaMoreThan = null, decimal? betaLowerThan = null, int? volumeMoreThan = null, int? volumeLowerThan = null, bool? isEtf = null, bool? isActivelyTraded = null,
Sector? sector = null, Industry? industry = null, Country? country = null, Exchange? exchange = null, int? limit = 30);
diff --git a/FinancialModelingPrepApi/Abstractions/StockTimeSeries/HistoricalChartSeries.cs b/FinancialModelingPrepApi/Abstractions/StockTimeSeries/HistoricalChartSeries.cs
deleted file mode 100644
index a3b38f9..0000000
--- a/FinancialModelingPrepApi/Abstractions/StockTimeSeries/HistoricalChartSeries.cs
+++ /dev/null
@@ -1,12 +0,0 @@
-namespace MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries
-{
- public enum HistoricalChartSeries
- {
- OneMinute,
- FiveMinutes,
- FifteenMinutes,
- ThirtyMinutes,
- Hourly,
- FourHours
- }
-}
diff --git a/FinancialModelingPrepApi/Abstractions/StockTimeSeries/IStockTimeSeriesProvider.cs b/FinancialModelingPrepApi/Abstractions/StockTimeSeries/IStockTimeSeriesProvider.cs
index 09cdffc..5c27a12 100644
--- a/FinancialModelingPrepApi/Abstractions/StockTimeSeries/IStockTimeSeriesProvider.cs
+++ b/FinancialModelingPrepApi/Abstractions/StockTimeSeries/IStockTimeSeriesProvider.cs
@@ -1,4 +1,5 @@
using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.StockMarket;
using MatthiWare.FinancialModelingPrep.Model.StockTimeSeries;
using System.Collections.Generic;
using System.Threading.Tasks;
@@ -7,6 +8,12 @@ namespace MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries
{
public interface IStockTimeSeriesProvider
{
+ /// <summary>
+ /// Get the latest quote for given stock.
+ /// </summary>
+ /// <param name="symbol"></param>
+ /// <returns></returns>
+ public Task<ApiResponse<List<StockQuoteResponse>>> GetQuoteAsync(string symbol);
/// <summary>
/// Get Daily Historical Dividends
/// </summary>
@@ -61,6 +68,6 @@ public interface IStockTimeSeriesProvider
/// <param name="symbol">Ticker symbol</param>
/// <param name="series">Time series</param>
/// <returns><see cref="HistoricalPriceForLineChartResponse"/></returns>
- Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalChartSeries series);
+ Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalPricingPeriod series);
}
}
diff --git a/FinancialModelingPrepApi/Core/AdvancedData/AdvancedDataProvider.cs b/FinancialModelingPrepApi/Core/AdvancedData/AdvancedDataProvider.cs
index 6ed3729..77b606e 100644
--- a/FinancialModelingPrepApi/Core/AdvancedData/AdvancedDataProvider.cs
+++ b/FinancialModelingPrepApi/Core/AdvancedData/AdvancedDataProvider.cs
@@ -77,7 +77,51 @@ private async Task<ApiResponse<StandardIndustrialClassificationResponse>> GetSta
return ApiResponse.FromError<StandardIndustrialClassificationResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
+ }
+
+ public async Task<ApiResponse<List<CommitmentOfTradersResponse>>> GetCommitmentOfTradersReportAsync(string symbol)
+ {
+ const string url = "[version]/commitment_of_traders_report";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v4.ToString() }
+ };
+
+ var queryString = new QueryStringBuilder();
+ queryString.Add("symbol", symbol);
+
+ var result = await client.GetJsonAsync<List<CommitmentOfTradersResponse>>(url, pathParams, queryString);
+
+ if (result.HasError)
+ {
+ return ApiResponse.FromError<List<CommitmentOfTradersResponse>>(result.Error);
+ }
+
+ return ApiResponse.FromSuccess(result.Data);
+ }
+
+ public async Task<ApiResponse<List<FinancialScoreResponse>>> GetFinancialScoreAsync(string symbol)
+ {
+ const string url = "[version]/score";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v4.ToString() }
+ };
+
+ var queryString = new QueryStringBuilder();
+ queryString.Add("symbol", symbol);
+
+ var result = await client.GetJsonAsync<List<FinancialScoreResponse>>(url, pathParams, queryString);
+
+ if (result.HasError)
+ {
+ return ApiResponse.FromError<List<FinancialScoreResponse>>(result.Error);
+ }
+
+ return ApiResponse.FromSuccess(result.Data);
}
public async Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string symbol)
@@ -99,7 +143,7 @@ public async Task<ApiResponse<CompanyPeersResponse>> GetStockPeersAsync(string s
return ApiResponse.FromError<CompanyPeersResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<SectorPEResponse>>> GetSectorsPriceEarningsRatioAsync(string date, string exchange)
@@ -156,7 +200,7 @@ public async Task<ApiResponse<SharesFloatResponse>> GetSharesFloatAsync(string s
return ApiResponse.FromError<SharesFloatResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<ESGScoreResponse>>> GetESGScoreAsync(string symbol)
diff --git a/FinancialModelingPrepApi/Core/CompanyValuation/CompanyValuationProvider.cs b/FinancialModelingPrepApi/Core/CompanyValuation/CompanyValuationProvider.cs
index 44d67df..f7701cb 100644
--- a/FinancialModelingPrepApi/Core/CompanyValuation/CompanyValuationProvider.cs
+++ b/FinancialModelingPrepApi/Core/CompanyValuation/CompanyValuationProvider.cs
@@ -36,7 +36,7 @@ public async Task<ApiResponse<CompanyProfileResponse>> GetCompanyProfileAsync(st
return ApiResponse.FromError<CompanyProfileResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<SymbolResponse>>> GetETFListAsync()
@@ -264,7 +264,7 @@ public async Task<ApiResponse<CompanyRatingResponse>> GetCompanyRatingAsync(stri
return ApiResponse.FromError<CompanyRatingResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<CompanyRatingResponse>>> GetHistoricalCompanyRatingAsync(string symbol, int? limit = 140)
@@ -304,7 +304,7 @@ public async Task<ApiResponse<DCFResponse>> GetDiscountedCashFlowAsync(string sy
return ApiResponse.FromError<DCFResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<HistoricalDCFResponse>>> GetHistoricalDiscountedCashFlowAsync(string symbol, Period period = Period.Annual)
@@ -364,7 +364,7 @@ public async Task<ApiResponse<RatiosTTMResponse>> GetRatiosTTMAsync(string symbo
return ApiResponse.FromError<RatiosTTMResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public async Task<ApiResponse<KeyMetricsTTMResponse>> GetCompanyKeyMetricsTTMAsync(string symbol)
@@ -384,7 +384,7 @@ public async Task<ApiResponse<KeyMetricsTTMResponse>> GetCompanyKeyMetricsTTMAsy
return ApiResponse.FromError<KeyMetricsTTMResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<KeyMetricsResponse>>> GetCompanyKeyMetricsAsync(string symbol, Period period = Period.Annual, int? limit = 130)
@@ -429,7 +429,7 @@ public async Task<ApiResponse<QuoteResponse>> GetQuoteAsync(string symbol)
return ApiResponse.FromError<QuoteResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<QuoteResponse>>> GetQuotesAsync(IEnumerable<string> symbols)
@@ -482,7 +482,7 @@ public async Task<ApiResponse<MarketCapResponse>> GetMarketCapitalizationAsync(s
return ApiResponse.FromError<MarketCapResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
public Task<ApiResponse<List<MarketCapResponse>>> GetHistoricalMarketCapitalizationAsync(string symbol, int? limit = 100)
diff --git a/FinancialModelingPrepApi/Core/Crypto/CryptoMarketProvider.cs b/FinancialModelingPrepApi/Core/Crypto/CryptoMarketProvider.cs
index 0990a98..829a7b4 100644
--- a/FinancialModelingPrepApi/Core/Crypto/CryptoMarketProvider.cs
+++ b/FinancialModelingPrepApi/Core/Crypto/CryptoMarketProvider.cs
@@ -1,8 +1,8 @@
-using MatthiWare.FinancialModelingPrep.Abstractions.StockMarket;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
+using MatthiWare.FinancialModelingPrep.Abstractions.StockMarket;
using MatthiWare.FinancialModelingPrep.Core.Http;
using MatthiWare.FinancialModelingPrep.Model;
using MatthiWare.FinancialModelingPrep.Model.Crypto;
-using MatthiWare.FinancialModelingPrep.Model.StockMarket;
using System.Collections.Generic;
using System.Collections.Specialized;
using System.Threading.Tasks;
@@ -18,9 +18,8 @@ public CryptoMarketProvider(FinancialModelingPrepHttpClient client)
this.client = client ?? throw new System.ArgumentNullException(nameof(client));
}
- public Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrencies()
+ public async Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrenciesAsync()
{
-
const string url = "[version]/symbol/available-cryptocurrencies";
var pathParams = new NameValueCollection()
@@ -28,10 +27,35 @@ public Task<ApiResponse<List<CryptoItem>>> GetAvilableCryptocurrencies()
{ "version", ApiVersion.v3.ToString() }
};
- return client.GetJsonAsync<List<CryptoItem>>(url, pathParams, null);
+ return await client.GetJsonAsync<List<CryptoItem>>(url, pathParams, null);
+ }
+
+ public async Task<ApiResponse<List<CryptoQuoteResponse>>> GetDailyQuotes()
+ {
+ const string url = "[version]/quotes/crypto";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() }
+ };
+
+ return await client.GetJsonAsync<List<CryptoQuoteResponse>>(url, pathParams, null);
}
- public Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetDailyPrices(string symbol)
+ public async Task<ApiResponse<List<CryptoQuoteResponse>>> GetQuoteAsync(string symbol)
+ {
+ const string url = "[version]/quote/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return await client.GetJsonAsync<List<CryptoQuoteResponse>>(url, pathParams, null);
+ }
+
+ public async Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol)
{
const string url = "[version]/historical-price-full/[symbol]";
@@ -41,10 +65,29 @@ public Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetDailyPrices(string s
{ "symbol", symbol }
};
- return client.GetJsonAsync<CryptoHistoricalPriceDailyItem>(url, pathParams, null);
+ return await client.GetJsonAsync<CryptoHistoricalPriceDailyItem>(url, pathParams, null);
}
- public Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalPrices(string symbol, HistoricalPricingPeriod period)
+
+ public async Task<ApiResponse<CryptoHistoricalPriceDailyItem>> GetHistoricalQuoteAsync(string symbol, string from, string to)
+ {
+ const string url = "[version]/historical-price-full/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol }
+ };
+
+ QueryStringBuilder queryString = new QueryStringBuilder();
+
+ queryString.Add("from", from);
+ queryString.Add("to", to);
+
+ return await client.GetJsonAsync<CryptoHistoricalPriceDailyItem>(url, pathParams, queryString);
+ }
+
+ public async Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period)
{
const string url = "[version]/historical-chart/[pricePeriod]/[symbol]";
@@ -57,9 +100,7 @@ public Task<ApiResponse<List<CryptoHistoricalPricePeriodListing>>> GetHistorical
{ "pricePeriod", pricePeriod }
};
- var queryString = new QueryStringBuilder();
-
- return client.GetJsonAsync<List<CryptoHistoricalPricePeriodListing>>(url, pathParams, queryString);
+ return await client.GetJsonAsync<List<CryptoHistoricalPricePeriodListing>>(url, pathParams, null);
}
}
}
diff --git a/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs b/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs
index aa9ce52..0566ae7 100644
--- a/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs
+++ b/FinancialModelingPrepApi/Core/FinancialModelingPrepApiClient.cs
@@ -1,7 +1,10 @@
using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
using MatthiWare.FinancialModelingPrep.Abstractions.Statistics;
@@ -40,6 +43,12 @@ public class FinancialModelingPrepApiClient : IFinancialModelingPrepApiClient
/// <inheritdoc/>
public ICryptoMarketProvider Crypto { get; }
+ /// <inheritdoc/>
+ public IForexMarketProvider Forex { get; }
+
+ /// <inheritdoc/>
+ public IFuturesMarketProvider Futures { get; }
+
/// <inheritdoc/>
public IFundProvider Fund { get; }
@@ -53,6 +62,8 @@ public FinancialModelingPrepApiClient(ICompanyValuationProvider companyValuation
IStockMarketProvider stockMarket,
IStockStatisticsProvider stockStatistics,
ICryptoMarketProvider cryptoMarket,
+ IForexMarketProvider forexMarket,
+ IFuturesMarketProvider futuresMarket,
IFundProvider fund)
{
CompanyValuation = companyValuation;
@@ -64,6 +75,8 @@ public FinancialModelingPrepApiClient(ICompanyValuationProvider companyValuation
StockMarket = stockMarket;
StockStatistics = stockStatistics;
Crypto = cryptoMarket;
+ Forex = forexMarket;
+ Futures = futuresMarket;
Fund = fund;
}
}
diff --git a/FinancialModelingPrepApi/Core/Forex/ForexMarketProvider.cs b/FinancialModelingPrepApi/Core/Forex/ForexMarketProvider.cs
new file mode 100644
index 0000000..d82bddc
--- /dev/null
+++ b/FinancialModelingPrepApi/Core/Forex/ForexMarketProvider.cs
@@ -0,0 +1,64 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
+using MatthiWare.FinancialModelingPrep.Core.Http;
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Forex;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Core.Forex
+{
+ public class ForexMarketProvider : IForexMarketProvider
+ {
+ private readonly FinancialModelingPrepHttpClient client;
+
+ public ForexMarketProvider(FinancialModelingPrepHttpClient client)
+ {
+ this.client = client ?? throw new System.ArgumentNullException(nameof(client));
+ }
+
+
+ public async Task<ApiResponse<List<ForexBookResponse>>> GetBookAsync(string symbol)
+ {
+ const string url = "[version]/fx/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return await client.GetJsonAsync<List<ForexBookResponse>>(url, pathParams, null);
+ }
+
+
+ public async Task<ApiResponse<List<ForexQuoteResponse>>> GetQuoteAsync(string symbol)
+ {
+ const string url = "[version]/quote/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return await client.GetJsonAsync<List<ForexQuoteResponse>>(url, pathParams, null);
+ }
+
+ public async Task<ApiResponse<List<ForexHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period)
+ {
+ const string url = "[version]/historical-chart/[pricePeriod]/[symbol]";
+
+ string pricePeriod = EnumMappings.HistoricalPrices[period];
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ { "pricePeriod", pricePeriod }
+ };
+
+ return await client.GetJsonAsync<List<ForexHistoricalQuoteResponse>>(url, pathParams, null);
+ }
+ }
+}
diff --git a/FinancialModelingPrepApi/Core/Futures/FuturesMarketProvider.cs b/FinancialModelingPrepApi/Core/Futures/FuturesMarketProvider.cs
new file mode 100644
index 0000000..a365544
--- /dev/null
+++ b/FinancialModelingPrepApi/Core/Futures/FuturesMarketProvider.cs
@@ -0,0 +1,49 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
+using MatthiWare.FinancialModelingPrep.Core.Http;
+using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.Futures;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Core.Futures
+{
+ public class FuturesMarketProvider : IFuturesMarketProvider
+ {
+ private readonly FinancialModelingPrepHttpClient client;
+
+ public FuturesMarketProvider(FinancialModelingPrepHttpClient client)
+ {
+ this.client = client ?? throw new System.ArgumentNullException(nameof(client));
+ }
+
+ public async Task<ApiResponse<List<FuturesQuoteResponse>>> GetQuoteAsync(string symbol)
+ {
+ const string url = "[version]/quote/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return await client.GetJsonAsync<List<FuturesQuoteResponse>>(url, pathParams, null);
+ }
+
+ public async Task<ApiResponse<List<FuturesHistoricalQuoteResponse>>> GetHistoricalQuoteAsync(string symbol, HistoricalPricingPeriod period)
+ {
+ const string url = "[version]/historical-chart/[pricePeriod]/[symbol]";
+
+ string pricePeriod = EnumMappings.HistoricalPrices[period];
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ { "pricePeriod", pricePeriod }
+ };
+
+ return await client.GetJsonAsync<List<FuturesHistoricalQuoteResponse>>(url, pathParams, null);
+ }
+ }
+}
diff --git a/FinancialModelingPrepApi/Core/Http/FinancialModelingPrepHttpClient.cs b/FinancialModelingPrepApi/Core/Http/FinancialModelingPrepHttpClient.cs
index 687663c..2d1c18f 100644
--- a/FinancialModelingPrepApi/Core/Http/FinancialModelingPrepHttpClient.cs
+++ b/FinancialModelingPrepApi/Core/Http/FinancialModelingPrepHttpClient.cs
@@ -66,7 +66,7 @@ public async Task<ApiResponse<string>> GetStringAsync(string urlPattern, NameVal
return ApiResponse.FromError<string>("Invalid parameters");
}
- return ApiResponse.FromSucces(response.Data);
+ return ApiResponse.FromSuccess(response.Data);
}
finally
{
@@ -88,7 +88,7 @@ public async Task<ApiResponse<T>> GetJsonAsync<T>(string urlPattern, NameValueCo
var data = JsonSerializer.Deserialize<T>(response.Data, jsonSerializerOptions);
- return ApiResponse.FromSucces(data);
+ return ApiResponse.FromSuccess(data);
}
catch (JsonException ex)
{
@@ -104,7 +104,7 @@ private async Task<ApiResponse<string>> CallApiAsync(string urlPattern, NameValu
var requestUrl = $"{urlPattern}{queryString}";
- using var response = await client.GetAsync(requestUrl);
+ using var response = await client.GetAsync(requestUrl).ConfigureAwait(false);
var content = await response.Content.ReadAsStringAsync();
if (!response.IsSuccessStatusCode)
@@ -112,7 +112,7 @@ private async Task<ApiResponse<string>> CallApiAsync(string urlPattern, NameValu
return ApiResponse.FromError<string>($"{response.StatusCode} - {content}");
}
- return ApiResponse.FromSucces(content);
+ return ApiResponse.FromSuccess(content);
}
private static void PreProcessUrl(ref string url, ref NameValueCollection pathParams, ref QueryStringBuilder qsb)
diff --git a/FinancialModelingPrepApi/Core/InstitutionalFund/InstitutionalFundProvider.cs b/FinancialModelingPrepApi/Core/InstitutionalFund/InstitutionalFundProvider.cs
index 9662595..5bfe390 100644
--- a/FinancialModelingPrepApi/Core/InstitutionalFund/InstitutionalFundProvider.cs
+++ b/FinancialModelingPrepApi/Core/InstitutionalFund/InstitutionalFundProvider.cs
@@ -81,7 +81,7 @@ public async Task<ApiResponse<CusipMapperResponse>> MapCusipAsync(string cusip)
return ApiResponse.FromError<CusipMapperResponse>(result.Error);
}
- return ApiResponse.FromSucces(result.Data.First());
+ return ApiResponse.FromSuccess(result.Data.First());
}
/// <inheritdoc/>
diff --git a/FinancialModelingPrepApi/Core/StockMarket/StockMarketProvider.cs b/FinancialModelingPrepApi/Core/StockMarket/StockMarketProvider.cs
index b8435dd..376a16c 100644
--- a/FinancialModelingPrepApi/Core/StockMarket/StockMarketProvider.cs
+++ b/FinancialModelingPrepApi/Core/StockMarket/StockMarketProvider.cs
@@ -4,6 +4,7 @@
using MatthiWare.FinancialModelingPrep.Model.StockMarket;
using System.Collections.Generic;
using System.Collections.Specialized;
+using System.Net;
using System.Threading.Tasks;
namespace MatthiWare.FinancialModelingPrep.Core.StockMarket
@@ -101,6 +102,43 @@ public Task<ApiResponse<List<StockScreenerItem>>> StockScreener(int? marketCapMo
return client.GetJsonAsync<List<StockScreenerItem>>(url, pathParams, queryString);
}
+ public Task<ApiResponse<List<IndexConstituentResponse>>> GetSP500Constituents()
+ {
+ const string url = "[version]/sp500_constituent";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() }
+ };
+
+ return client.GetJsonAsync<List<IndexConstituentResponse>>(url, pathParams, null);
+ }
+
+ public Task<ApiResponse<List<IndexConstituentResponse>>> GetNasdaqConstituents()
+ {
+ const string url = "[version]/nasdaq_constituent";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() }
+ };
+
+ return client.GetJsonAsync<List<IndexConstituentResponse>>(url, pathParams, null);
+ }
+
+ public Task<ApiResponse<StockDividendResponse>> GetStockHistoricalDividends(string symbol)
+ {
+ const string url = "[version]/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return client.GetJsonAsync<StockDividendResponse>(url, pathParams, null);
+ }
+
public Task<ApiResponse<List<StockMarketSymbolResponse>>> GetBiggestGainerStocksAsync()
=> GetStockMarketData(GainersEndpoint);
diff --git a/FinancialModelingPrepApi/Core/StockTimeSeries/StockTimeSeriesProvider.cs b/FinancialModelingPrepApi/Core/StockTimeSeries/StockTimeSeriesProvider.cs
index ebbda8d..ff199b4 100644
--- a/FinancialModelingPrepApi/Core/StockTimeSeries/StockTimeSeriesProvider.cs
+++ b/FinancialModelingPrepApi/Core/StockTimeSeries/StockTimeSeriesProvider.cs
@@ -1,10 +1,12 @@
using MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries;
using MatthiWare.FinancialModelingPrep.Core.Http;
using MatthiWare.FinancialModelingPrep.Model;
+using MatthiWare.FinancialModelingPrep.Model.StockMarket;
using MatthiWare.FinancialModelingPrep.Model.StockTimeSeries;
using System;
using System.Collections.Generic;
using System.Collections.Specialized;
+using System.Linq;
using System.Threading.Tasks;
namespace MatthiWare.FinancialModelingPrep.Core.StockTimeSeries
@@ -18,6 +20,19 @@ public StockTimeSeriesProvider(FinancialModelingPrepHttpClient client)
this.client = client ?? throw new ArgumentNullException(nameof(client));
}
+ public async Task<ApiResponse<List<StockQuoteResponse>>> GetQuoteAsync(string symbol)
+ {
+ const string url = "[version]/quote/[symbol]";
+
+ var pathParams = new NameValueCollection()
+ {
+ { "version", ApiVersion.v3.ToString() },
+ { "symbol", symbol },
+ };
+
+ return await client.GetJsonAsync<List<StockQuoteResponse>>(url, pathParams, null);
+ }
+
/// <inheritdoc/>
public Task<ApiResponse<HistoricalPriceResponse>> GetHistoricalDailyPricesAsync(string symbol)
{
@@ -33,7 +48,7 @@ public Task<ApiResponse<HistoricalPriceResponse>> GetHistoricalDailyPricesAsync(
}
/// <inheritdoc/>
- public Task<ApiResponse<HistoricalPriceResponse>> GetHistoricalDailyPricesAsync(string symbol, string from, string to)
+ public async Task<ApiResponse<HistoricalPriceResponse>> GetHistoricalDailyPricesAsync(string symbol, string from, string to)
{
const string url = "[version]/historical-price-full/[symbol]";
@@ -47,7 +62,7 @@ public Task<ApiResponse<HistoricalPriceResponse>> GetHistoricalDailyPricesAsync(
queryString.Add("from", from);
queryString.Add("to", to);
- return client.GetJsonAsync<HistoricalPriceResponse>(url, pathParams, queryString);
+ return await client.GetJsonAsync<HistoricalPriceResponse>(url, pathParams, queryString);
}
/// <inheritdoc/>
@@ -103,14 +118,16 @@ public Task<ApiResponse<HistoricalDividendsResponse>> GetHistoricalDividendsAsyn
}
/// <inheritdoc/>
- public Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalChartSeries series)
+ public Task<ApiResponse<List<HistoricalPriceForChartWithVolumeResponse>>> GetHistoricalPricesForChartWithVolume(string symbol, HistoricalPricingPeriod series)
{
const string url = "[version]/historical-chart/[series]/[symbol]";
+ string seriesPeriod = EnumMappings.HistoricalPrices[series];
+
var pathParams = new NameValueCollection()
{
{ "version", ApiVersion.v3.ToString() },
- { "series", HistoricalChartSeriesToString(series) },
+ { "series", seriesPeriod },
{ "symbol", symbol }
};
@@ -130,19 +147,5 @@ public Task<ApiResponse<HistoricalStockSplitResponse>> GetHistoricalStockSplitsA
return client.GetJsonAsync<HistoricalStockSplitResponse>(url, pathParams, null);
}
-
- private static string HistoricalChartSeriesToString(HistoricalChartSeries series)
- {
- return series switch
- {
- HistoricalChartSeries.OneMinute => "1min",
- HistoricalChartSeries.FiveMinutes => "5min",
- HistoricalChartSeries.FifteenMinutes => "15min",
- HistoricalChartSeries.ThirtyMinutes => "30min",
- HistoricalChartSeries.Hourly => "1hour",
- HistoricalChartSeries.FourHours => "4hour",
- _ => throw new NotImplementedException(),
- };
- }
}
}
diff --git a/FinancialModelingPrepApi/DependencyInjectionExtensions.cs b/FinancialModelingPrepApi/DependencyInjectionExtensions.cs
index 4311c27..58ab0e2 100644
--- a/FinancialModelingPrepApi/DependencyInjectionExtensions.cs
+++ b/FinancialModelingPrepApi/DependencyInjectionExtensions.cs
@@ -1,7 +1,10 @@
using MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData;
using MatthiWare.FinancialModelingPrep.Abstractions.Calendars;
using MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
using MatthiWare.FinancialModelingPrep.Abstractions.Fund;
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
using MatthiWare.FinancialModelingPrep.Abstractions.Http;
using MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund;
using MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes;
@@ -12,7 +15,9 @@
using MatthiWare.FinancialModelingPrep.Core.AdvancedData;
using MatthiWare.FinancialModelingPrep.Core.Calendars;
using MatthiWare.FinancialModelingPrep.Core.CompanyValuation;
+using MatthiWare.FinancialModelingPrep.Core.Forex;
using MatthiWare.FinancialModelingPrep.Core.Fund;
+using MatthiWare.FinancialModelingPrep.Core.Futures;
using MatthiWare.FinancialModelingPrep.Core.Http;
using MatthiWare.FinancialModelingPrep.Core.InstitutionalFund;
using MatthiWare.FinancialModelingPrep.Core.MarketIndexes;
@@ -52,6 +57,8 @@ public static void AddFinancialModelingPrepApiClient(this IServiceCollection ser
services.TryAddTransient<IStockTimeSeriesProvider, StockTimeSeriesProvider>();
services.TryAddTransient<IStockMarketProvider, StockMarketProvider>();
services.TryAddTransient<ICryptoMarketProvider, CryptoMarketProvider>();
+ services.TryAddTransient<IFuturesMarketProvider, FuturesMarketProvider>();
+ services.TryAddTransient<IForexMarketProvider, ForexMarketProvider>();
services.TryAddTransient<IStockStatisticsProvider, StockStatisticsProvider>();
services.TryAddTransient<IFundProvider, FundProvider>();
}
diff --git a/FinancialModelingPrepApi/FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml b/FinancialModelingPrepApi/FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml
new file mode 100644
index 0000000..d8142b8
--- /dev/null
+++ b/FinancialModelingPrepApi/FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml
@@ -0,0 +1,423 @@
+<?xml version="1.0"?>
+<doc>
+ <assembly>
+ <name>FinancialModelingPrepExtended</name>
+ </assembly>
+ <members>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetEarningsCalendarAsync(System.String,System.String)">
+ <summary>
+ Gets the Earnings Calendar
+ </summary>
+ <param name="from">Format YYYY-MM-DD</param>
+ <param name="to">Format YYYY-MM-DD</param>
+ <returns><see cref="T:System.Collections.Generic.List`1"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetEarningsCalendarAsync">
+ <summary>
+ Gets the Earnings Calendar
+ </summary>
+ <returns><see cref="T:System.Collections.Generic.List`1"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetHistoricalEarningsCalendarAsync(System.String,System.Nullable{System.Int32})">
+ <summary>
+ Gets the Historical Earnings
+ </summary>
+ <param name="symbol">Symbol to use</param>
+ <param name="limit">Limits the amount of items. Null acts as unlimited.</param>
+ <returns><see cref="T:System.Collections.Generic.List`1"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetIPOCalendarAsync(System.String,System.String)">
+ <summary>
+ Gets the IPO Calendar
+ The maximum time interval between from and to is 3 months.
+ </summary>
+ <param name="from">From date YYYY-MM-DD</param>
+ <param name="to">To date YYYY-MM-DD</param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetDividendCalendarAsync(System.String,System.String)">
+ <summary>
+ Gets the Dividend Calendar
+ The maximum time interval between from and to is 3 months.
+ </summary>
+ <param name="from">From date YYYY-MM-DD</param>
+ <param name="to">To date YYYY-MM-DD</param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetEconomicCalendarAsync(System.String,System.String)">
+ <summary>
+ Gets the Economic Calendar
+ The maximum time interval between from and to is 3 months.
+ </summary>
+ <param name="from">From date YYYY-MM-DD</param>
+ <param name="to">To date YYYY-MM-DD</param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider.GetStockSplitCalendarAsync(System.String,System.String)">
+ <summary>
+ Gets the Stock Split Calendar
+ The maximum time interval between from and to is 3 months.
+ </summary>
+ <param name="from">From date YYYY-MM-DD</param>
+ <param name="to">To date YYYY-MM-DD</param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation.ICompanyValuationProvider.GetSymbolChangesAsync">
+ <summary>
+ Public comapnies sometimes change their symbol and thanks to this endpoint you will be able to know if there is any symbol change happened.
+ Data for new symbol is getting transferred from the old symbol the same day
+ </summary>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider.Get13FListAsync">
+ <summary>
+ Complete list of all institutional investment managers by cik
+ </summary>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider.MapCusipAsync(System.String)">
+ <summary>
+ Cusip mapper
+ </summary>
+ <param name="cusip"></param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider.SearchCikByName(System.String)">
+ <summary>
+ FORM 13F cik search by name
+ </summary>
+ <param name="name"></param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider.GetCompanyNameByCik(System.String)">
+ <summary>
+ FORM 13F get company name by cik
+ </summary>
+ <param name="cik"></param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider.GetForm13FAsync(System.String,System.String)">
+ <summary>
+ FORM 13F statements provides position-level report of all institutional investment managers with more than $100m in assets under management (i.e. Berkshire hathaway cik).
+ </summary>
+ <param name="cik"></param>
+ <param name="date"></param>
+ <returns></returns>
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.Abstractions.Statistics.IStockStatisticsProvider">
+ <summary>
+ Stock related statistics
+ </summary>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.Statistics.IStockStatisticsProvider.GetAnalystEstimatesAsync(System.String,MatthiWare.FinancialModelingPrep.Model.Period,System.Nullable{System.Int32})">
+ <summary>
+ Get analyst estimates
+ </summary>
+ <param name="symbol">Stock symbol</param>
+ <param name="period">Period (Annual or Quarterly)</param>
+ <param name="limit">Limts the amount of results</param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetQuoteAsync(System.String)">
+ <summary>
+ Get the latest quote for given stock.
+ </summary>
+ <param name="symbol"></param>
+ <returns></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalDividendsAsync(System.String)">
+ <summary>
+ Get Daily Historical Dividends
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalDividendsResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalStockSplitsAsync(System.String)">
+ <summary>
+ Get Daily Historical Stock Splits
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalStockSplitResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalDailyPricesAsync(System.String)">
+ <summary>
+ Get Daily Historical Prices
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalPriceResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalDailyPricesAsync(System.String,System.String,System.String)">
+ <summary>
+ Get Daily Historical Prices
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <param name="from">From date (YYYY-MM-DD)</param>
+ <param name="to">To date (YYYY-MM-DD)</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalPriceResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalDailyPricesForLineChartAsync(System.String)">
+ <summary>
+ Get Daily Historical Prices
+ Should be used to display on a linechart
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalPriceForLineChartResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalDailyPricesForLineChartAsync(System.String,System.String,System.String)">
+ <summary>
+ Get Daily Historical Prices
+ Should be used to display on a linechart
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <param name="from">From date (YYYY-MM-DD)</param>
+ <param name="to">To date (YYYY-MM-DD)</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalPriceForLineChartResponse"/></returns>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider.GetHistoricalPricesForChartWithVolume(System.String,MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod)">
+ <summary>
+ Get Daily Historical Prices for charts with volume
+ </summary>
+ <param name="symbol">Ticker symbol</param>
+ <param name="series">Time series</param>
+ <returns><see cref="T:MatthiWare.FinancialModelingPrep.Model.StockTimeSeries.HistoricalPriceForLineChartResponse"/></returns>
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient">
+ <summary>
+ FMP Client that exposes different sections of Endpoints
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.AdvancedData">
+ <summary>
+ Advanced Data Endpoints are grouped here
+ Note: most of these endpoints require a premium API Key
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.CompanyValuation">
+ <summary>
+ All Company Valuation Endpoints are grouped here
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.MarketIndexes">
+ <summary>
+ All Market Index Endpoints are grouped here
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.Calendars">
+ <summary>
+ All Calendar related Endpoints are grouped here (Earnings, IPO, stock splits, Dividends, Economic)
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.InstitutionalFund">
+ <summary>
+ All Instituational Fund Endpoints are grouped here
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.StockTimeSeries">
+ <summary>
+ All Stock Time Series Endpoints are grouped here
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.StockMarket">
+ <summary>
+ All Stock Market Related Endpoints are grouped here (Most Active, Gainers, Losers)
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.StockStatistics">
+ <summary>
+ Statistic Related Endpoint are grouped here (Estimates)
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.Crypto">
+ <summary>
+ Cryptomarket related enpoints
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.Forex">
+ <summary>
+ Forex related enpoints
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.Futures">
+ <summary>
+ Futures related enpoints
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient.Fund">
+ <summary>
+ ETF/Mutual Fund related enpoints
+ </summary>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetEarningsCalendarAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetEarningsCalendarAsync">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetHistoricalEarningsCalendarAsync(System.String,System.Nullable{System.Int32})">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetIPOCalendarAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetDividendCalendarAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetEconomicCalendarAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Calendars.CalendarsProvider.GetStockSplitCalendarAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.CompanyValuation.CompanyValuationProvider.GetSymbolChangesAsync">
+ <inheritdoc />
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.CompanyValuation">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.MarketIndexes">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.AdvancedData">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.Calendars">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.InstitutionalFund">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.StockTimeSeries">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.StockMarket">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.StockStatistics">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.Crypto">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.Forex">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.Futures">
+ <inheritdoc/>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.Fund">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.FinancialModelingPrepApiClient.#ctor(MatthiWare.FinancialModelingPrep.Abstractions.CompanyValuation.ICompanyValuationProvider,MatthiWare.FinancialModelingPrep.Abstractions.MarketIndexes.IMarketIndexesProvider,MatthiWare.FinancialModelingPrep.Abstractions.AdvancedData.IAdvancedDataProvider,MatthiWare.FinancialModelingPrep.Abstractions.Calendars.ICalendarsProvider,MatthiWare.FinancialModelingPrep.Abstractions.InstitutionalFund.IInstitutionalFundProvider,MatthiWare.FinancialModelingPrep.Abstractions.StockTimeSeries.IStockTimeSeriesProvider,MatthiWare.FinancialModelingPrep.Abstractions.StockMarket.IStockMarketProvider,MatthiWare.FinancialModelingPrep.Abstractions.Statistics.IStockStatisticsProvider,MatthiWare.FinancialModelingPrep.Abstractions.Crypto.ICryptoMarketProvider,MatthiWare.FinancialModelingPrep.Abstractions.Forex.IForexMarketProvider,MatthiWare.FinancialModelingPrep.Abstractions.Futures.IFuturesMarketProvider,MatthiWare.FinancialModelingPrep.Abstractions.Fund.IFundProvider)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.InstitutionalFund.InstitutionalFundProvider.Get13FListAsync">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.InstitutionalFund.InstitutionalFundProvider.GetCompanyNameByCik(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.InstitutionalFund.InstitutionalFundProvider.GetForm13FAsync(System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.InstitutionalFund.InstitutionalFundProvider.MapCusipAsync(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.InstitutionalFund.InstitutionalFundProvider.SearchCikByName(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.Core.Statistics.StockStatisticsProvider">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.Statistics.StockStatisticsProvider.GetAnalystEstimatesAsync(System.String,MatthiWare.FinancialModelingPrep.Model.Period,System.Nullable{System.Int32})">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalDailyPricesAsync(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalDailyPricesAsync(System.String,System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalDailyPricesForLineChartAsync(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalDailyPricesForLineChartAsync(System.String,System.String,System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalDividendsAsync(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalPricesForChartWithVolume(System.String,MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.Core.StockTimeSeries.StockTimeSeriesProvider.GetHistoricalStockSplitsAsync(System.String)">
+ <inheritdoc/>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.DependencyInjectionExtensions.AddFinancialModelingPrepApiClient(Microsoft.Extensions.DependencyInjection.IServiceCollection,MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions)">
+ <summary>
+ Adds the <see cref="T:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient"/> to the services.
+ This package does not override any existing registrations.
+ </summary>
+ <param name="services">DI Service Collection</param>
+ <param name="options">FMP Options <see cref="T:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions"/> if left as null it will use the default options and default API Key</param>
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.FinancialModelingPrepApiClientFactory">
+ <summary>
+ Exposes factory methods to easily create clients without using dependency injection.
+ If you do want to use DI please see <see cref="M:MatthiWare.FinancialModelingPrep.DependencyInjectionExtensions.AddFinancialModelingPrepApiClient(Microsoft.Extensions.DependencyInjection.IServiceCollection,MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions)"/>
+ </summary>
+ </member>
+ <member name="M:MatthiWare.FinancialModelingPrep.FinancialModelingPrepApiClientFactory.CreateClient(MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions)">
+ <summary>
+ Creates an FMP API Client with all dependencies already wired up.
+ If you do want to use DI please see <see cref="M:MatthiWare.FinancialModelingPrep.DependencyInjectionExtensions.AddFinancialModelingPrepApiClient(Microsoft.Extensions.DependencyInjection.IServiceCollection,MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions)"/>
+ </summary>
+ <param name="options"><see cref="T:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions"/></param>
+ <returns>An instance of <see cref="T:MatthiWare.FinancialModelingPrep.IFinancialModelingPrepApiClient"/></returns>
+ </member>
+ <member name="T:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions">
+ <summary>
+ FMP Options
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions.ApiKey">
+ <summary>
+ Get or set the FMP API Key.
+ You can find your API Key in the dashboard (https://financialmodelingprep.com/developer/docs/dashboard)
+ By default it will use the 'demo' API Key that is limited and not all endpoints will work.
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions.MaxRequestPerSecond">
+ <summary>
+ Gets or sets the maximum allowed of requests per second.
+ By default the max allowed is 10. If you have a different rate limit you can configure it here.
+ See Rate Limitation #15 https://financialmodelingprep.com/developer/docs/terms-of-service
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.FinancialModelingPrepOptions.MaxAPICallsPerMinute">
+ <summary>
+ Gets or sets the maximum allowed API Calls per second.
+ You can find the defaults on the pricing documentation.
+ By default we use the 300 "starter" limit.
+ https://financialmodelingprep.com/developer/docs/pricing
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Model.ApiResponse`1.Error">
+ <summary>
+ Error message if any occured
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Model.ApiResponse`1.HasError">
+ <summary>
+ True if there was an error with the request otherwise false
+ </summary>
+ </member>
+ <member name="P:MatthiWare.FinancialModelingPrep.Model.ApiResponse`1.Data">
+ <summary>
+ The FMP API response object <see cref="!:T"/>
+ </summary>
+ </member>
+ </members>
+</doc>
diff --git a/FinancialModelingPrepApi/FinancialModelingPrepApi.csproj b/FinancialModelingPrepApi/FinancialModelingPrepApi.csproj
index bcea8f6..1da5de8 100644
--- a/FinancialModelingPrepApi/FinancialModelingPrepApi.csproj
+++ b/FinancialModelingPrepApi/FinancialModelingPrepApi.csproj
@@ -1,54 +1,56 @@
<Project Sdk="Microsoft.NET.Sdk">
- <PropertyGroup>
- <TargetFramework>net5.0</TargetFramework>
- <RootNamespace>MatthiWare.FinancialModelingPrep</RootNamespace>
- <PackageRequireLicenseAcceptance>False</PackageRequireLicenseAcceptance>
- <GeneratePackageOnBuild>True</GeneratePackageOnBuild>
- <Company>MatthiWare</Company>
- <PackageId>MatthiWare.FinancialModelingPrep</PackageId>
- <Description>FinancialModelingPrep API Client written in .NET 5</Description>
- <Copyright>Copyright Matthias Beerens 2021</Copyright>
- <Product>FinancialModelingPrep API Client</Product>
- <Authors>Matthias Beerens</Authors>
- <PackageLicenseFile>LICENSE</PackageLicenseFile>
- <RepositoryUrl>https://github.com/MatthiWare/FinancialModelingPrep.NET</RepositoryUrl>
- <RepositoryType>git</RepositoryType>
- <PackageTags>FinancialModelingPrep stock quote finance-api</PackageTags>
- <PackageProjectUrl>https://github.com/MatthiWare/FinancialModelingPrep.NET</PackageProjectUrl>
- <PackageReleaseNotes>
- - GetEnterpriseValueAsync Type fixed
- </PackageReleaseNotes>
- <AssemblyName>FinancialModelingPrep</AssemblyName>
- </PropertyGroup>
+ <PropertyGroup>
+ <TargetFramework>net8.0</TargetFramework>
+ <RootNamespace>MatthiWare.FinancialModelingPrep</RootNamespace>
+ <PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>
+ <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
+ <AssemblyVersion></AssemblyVersion>
+ <FileVersion></FileVersion>
+ <Company>MatthiWare, 1130 Labs</Company>
+ <PackageId>FinancialModelingPrepExtended</PackageId>
+ <Version>0.2.0</Version>
+ <Description>FinancialModelingPrep API Client.</Description>
+ <Copyright>MIT</Copyright>
+ <Product>FinancialModelingPrep API Client</Product>
+ <Authors>Matthias Beerens, 1130 Labs</Authors>
+ <PackageLicenseFile>LICENSE</PackageLicenseFile>
+ <RepositoryUrl>https://github.com/mccabe93/FinancialModelingPrepExtended</RepositoryUrl>
+ <RepositoryType>git</RepositoryType>
+ <PackageTags>FinancialModelingPrep stock quote finance-api</PackageTags>
+ <PackageProjectUrl>https://github.com/MatthiWare/FinancialModelingPrep.NET</PackageProjectUrl>
+ <PackageReleaseNotes>
+ - GetEnterpriseValueAsync Type fixed
+ </PackageReleaseNotes>
+ <AssemblyName>FinancialModelingPrepExtended</AssemblyName>
+ <Platforms>AnyCPU;x86;x64</Platforms>
+ <Configurations>Debug;Release;multi-launch</Configurations>
+ </PropertyGroup>
- <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
- <DocumentationFile>D:\Source\Repos\FinancialModelingPrep.NET\FinancialModelingPrepApi\FinancialModelingPrepApi.xml</DocumentationFile>
- </PropertyGroup>
+ <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
+ <DocumentationFile>./FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml</DocumentationFile>
+ </PropertyGroup>
- <ItemGroup>
- <PackageReference Include="Bert.RateLimiters" Version="1.0.15" />
- <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="6.0.0" />
- <PackageReference Include="Microsoft.Extensions.Http" Version="6.0.0" />
- <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="6.0.1" />
- <PackageReference Include="MinVer" Version="4.1.0">
- <PrivateAssets>all</PrivateAssets>
- <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
- </PackageReference>
- </ItemGroup>
+ <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+ <DocumentationFile>./FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml</DocumentationFile>
+ </PropertyGroup>
- <PropertyGroup>
- <MinVerSkip Condition="'$(Configuration)|$(Platform)'=='Debug'">true</MinVerSkip>
- <MinVerTagPrefix>v</MinVerTagPrefix>
- <MinVerIgnoreHeight>true</MinVerIgnoreHeight>
- <MinVerVerbosity>normal</MinVerVerbosity>
- </PropertyGroup>
+ <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x86'">
+ <DocumentationFile>./FinancialModelingPrep.NET/FinancialModelingPrepApi/FinancialModelingPrepApi.xml</DocumentationFile>
+ </PropertyGroup>
- <ItemGroup>
- <None Include="..\LICENSE">
- <Pack>True</Pack>
- <PackagePath></PackagePath>
- </None>
- </ItemGroup>
+ <ItemGroup>
+ <PackageReference Include="Bert.RateLimiters" Version="1.0.15" />
+ <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="6.0.0" />
+ <PackageReference Include="Microsoft.Extensions.Http" Version="6.0.0" />
+ <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="6.0.1" />
+ </ItemGroup>
+
+ <ItemGroup>
+ <None Include="..\LICENSE">
+ <Pack>True</Pack>
+ <PackagePath></PackagePath>
+ </None>
+ </ItemGroup>
</Project>
diff --git a/FinancialModelingPrepApi/Model/AdvancedData/CommitmentOfTradersResponse.cs b/FinancialModelingPrepApi/Model/AdvancedData/CommitmentOfTradersResponse.cs
new file mode 100644
index 0000000..02103d9
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/AdvancedData/CommitmentOfTradersResponse.cs
@@ -0,0 +1,399 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Model.AdvancedData
+{
+ public class CommitmentOfTradersResponse
+ {
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("date")]
+ public string Date { get; set; }
+
+ [JsonPropertyName("short_name")]
+ public string ShortName { get; set; }
+
+ [JsonPropertyName("sector")]
+ public string Sector { get; set; }
+
+ [JsonPropertyName("market_and_exchange_names")]
+ public string MarketAndExchangeNames { get; set; }
+
+ [JsonPropertyName("as_of_date_in_form_yymmdd")]
+ public string AsOfDateInFormYymmdd { get; set; }
+
+ [JsonPropertyName("cftc_contract_market_code")]
+ public string CftcContractMarketCode { get; set; }
+
+ [JsonPropertyName("cftc_market_code")]
+ public string CftcMarketCode { get; set; }
+
+ [JsonPropertyName("cftc_region_code")]
+ public string CftcRegionCode { get; set; }
+
+ [JsonPropertyName("cftc_commodity_code")]
+ public string CftcCommodityCode { get; set; }
+
+ [JsonPropertyName("open_interest_all")]
+ public int OpenInterestAll { get; set; }
+
+ [JsonPropertyName("noncomm_positions_long_all")]
+ public int NoncommPositionsLongAll { get; set; }
+
+ [JsonPropertyName("noncomm_positions_short_all")]
+ public int NoncommPositionsShortAll { get; set; }
+
+ [JsonPropertyName("noncomm_postions_spread_all")]
+ public int NoncommPostionsSpreadAll { get; set; }
+
+ [JsonPropertyName("comm_positions_long_all")]
+ public int CommPositionsLongAll { get; set; }
+
+ [JsonPropertyName("comm_positions_short_all")]
+ public int CommPositionsShortAll { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_long_all")]
+ public int TotReptPositionsLongAll { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_short_all")]
+ public int TotReptPositionsShortAll { get; set; }
+
+ [JsonPropertyName("nonrept_positions_long_all")]
+ public int NonreptPositionsLongAll { get; set; }
+
+ [JsonPropertyName("nonrept_positions_short_all")]
+ public int NonreptPositionsShortAll { get; set; }
+
+ [JsonPropertyName("open_interest_old")]
+ public int OpenInterestOld { get; set; }
+
+ [JsonPropertyName("noncomm_positions_long_old")]
+ public int NoncommPositionsLongOld { get; set; }
+
+ [JsonPropertyName("noncomm_positions_short_old")]
+ public int NoncommPositionsShortOld { get; set; }
+
+ [JsonPropertyName("noncomm_positions_spread_old")]
+ public int NoncommPositionsSpreadOld { get; set; }
+
+ [JsonPropertyName("comm_positions_long_old")]
+ public int CommPositionsLongOld { get; set; }
+
+ [JsonPropertyName("comm_positions_short_old")]
+ public int CommPositionsShortOld { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_long_old")]
+ public int TotReptPositionsLongOld { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_short_old")]
+ public int TotReptPositionsShortOld { get; set; }
+
+ [JsonPropertyName("nonrept_positions_long_old")]
+ public int NonreptPositionsLongOld { get; set; }
+
+ [JsonPropertyName("nonrept_positions_short_old")]
+ public int NonreptPositionsShortOld { get; set; }
+
+ [JsonPropertyName("open_interest_other")]
+ public int OpenInterestOther { get; set; }
+
+ [JsonPropertyName("noncomm_positions_long_other")]
+ public int NoncommPositionsLongOther { get; set; }
+
+ [JsonPropertyName("noncomm_positions_short_other")]
+ public int NoncommPositionsShortOther { get; set; }
+
+ [JsonPropertyName("noncomm_positions_spread_other")]
+ public int NoncommPositionsSpreadOther { get; set; }
+
+ [JsonPropertyName("comm_positions_long_other")]
+ public int CommPositionsLongOther { get; set; }
+
+ [JsonPropertyName("comm_positions_short_other")]
+ public int CommPositionsShortOther { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_long_other")]
+ public int TotReptPositionsLongOther { get; set; }
+
+ [JsonPropertyName("tot_rept_positions_short_other")]
+ public int TotReptPositionsShortOther { get; set; }
+
+ [JsonPropertyName("nonrept_positions_long_other")]
+ public int NonreptPositionsLongOther { get; set; }
+
+ [JsonPropertyName("nonrept_positions_short_other")]
+ public int NonreptPositionsShortOther { get; set; }
+
+ [JsonPropertyName("change_in_open_interest_all")]
+ public int ChangeInOpenInterestAll { get; set; }
+
+ [JsonPropertyName("change_in_noncomm_long_all")]
+ public int ChangeInNoncommLongAll { get; set; }
+
+ [JsonPropertyName("change_in_noncomm_short_all")]
+ public int ChangeInNoncommShortAll { get; set; }
+
+ [JsonPropertyName("change_in_noncomm_spead_all")]
+ public int ChangeInNoncommSpeadAll { get; set; }
+
+ [JsonPropertyName("change_in_comm_long_all")]
+ public int ChangeInCommLongAll { get; set; }
+
+ [JsonPropertyName("change_in_comm_short_all")]
+ public int ChangeInCommShortAll { get; set; }
+
+ [JsonPropertyName("change_in_tot_rept_long_all")]
+ public int ChangeInTotReptLongAll { get; set; }
+
+ [JsonPropertyName("change_in_tot_rept_short_all")]
+ public int ChangeInTotReptShortAll { get; set; }
+
+ [JsonPropertyName("change_in_nonrept_long_all")]
+ public int ChangeInNonreptLongAll { get; set; }
+
+ [JsonPropertyName("change_in_nonrept_short_all")]
+ public int ChangeInNonreptShortAll { get; set; }
+
+ [JsonPropertyName("pct_of_open_interest_all")]
+ public int PctOfOpenInterestAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_long_all")]
+ public double PctOfOiNoncommLongAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_short_all")]
+ public double PctOfOiNoncommShortAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_spread_all")]
+ public double PctOfOiNoncommSpreadAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_long_all")]
+ public double PctOfOiCommLongAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_short_all")]
+ public double PctOfOiCommShortAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_long_all")]
+ public double PctOfOiTotReptLongAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_short_all")]
+ public double PctOfOiTotReptShortAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_long_all")]
+ public double PctOfOiNonreptLongAll { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_short_all")]
+ public double PctOfOiNonreptShortAll { get; set; }
+
+ [JsonPropertyName("pct_of_open_interest_ol")]
+ public int PctOfOpenInterestOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_long_ol")]
+ public double PctOfOiNoncommLongOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_short_ol")]
+ public double PctOfOiNoncommShortOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_spread_ol")]
+ public double PctOfOiNoncommSpreadOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_long_ol")]
+ public double PctOfOiCommLongOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_short_ol")]
+ public double PctOfOiCommShortOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_long_ol")]
+ public double PctOfOiTotReptLongOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_short_ol")]
+ public double PctOfOiTotReptShortOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_long_ol")]
+ public double PctOfOiNonreptLongOl { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_short_ol")]
+ public double PctOfOiNonreptShortOl { get; set; }
+
+ [JsonPropertyName("pct_of_open_interest_other")]
+ public int PctOfOpenInterestOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_long_other")]
+ public int PctOfOiNoncommLongOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_short_other")]
+ public int PctOfOiNoncommShortOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_noncomm_spread_other")]
+ public int PctOfOiNoncommSpreadOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_long_other")]
+ public int PctOfOiCommLongOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_comm_short_other")]
+ public int PctOfOiCommShortOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_long_other")]
+ public int PctOfOiTotReptLongOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_tot_rept_short_other")]
+ public int PctOfOiTotReptShortOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_long_other")]
+ public int PctOfOiNonreptLongOther { get; set; }
+
+ [JsonPropertyName("pct_of_oi_nonrept_short_other")]
+ public int PctOfOiNonreptShortOther { get; set; }
+
+ [JsonPropertyName("traders_tot_all")]
+ public int TradersTotAll { get; set; }
+
+ [JsonPropertyName("traders_noncomm_long_all")]
+ public int TradersNoncommLongAll { get; set; }
+
+ [JsonPropertyName("traders_noncomm_short_all")]
+ public int TradersNoncommShortAll { get; set; }
+
+ [JsonPropertyName("traders_noncomm_spread_all")]
+ public int TradersNoncommSpreadAll { get; set; }
+
+ [JsonPropertyName("traders_comm_long_all")]
+ public int TradersCommLongAll { get; set; }
+
+ [JsonPropertyName("traders_comm_short_all")]
+ public int TradersCommShortAll { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_long_all")]
+ public int TradersTotReptLongAll { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_short_all")]
+ public int TradersTotReptShortAll { get; set; }
+
+ [JsonPropertyName("traders_tot_ol")]
+ public int TradersTotOl { get; set; }
+
+ [JsonPropertyName("traders_noncomm_long_ol")]
+ public int TradersNoncommLongOl { get; set; }
+
+ [JsonPropertyName("traders_noncomm_short_ol")]
+ public int TradersNoncommShortOl { get; set; }
+
+ [JsonPropertyName("traders_noncomm_spead_ol")]
+ public int TradersNoncommSpeadOl { get; set; }
+
+ [JsonPropertyName("traders_comm_long_ol")]
+ public int TradersCommLongOl { get; set; }
+
+ [JsonPropertyName("traders_comm_short_ol")]
+ public int TradersCommShortOl { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_long_ol")]
+ public int TradersTotReptLongOl { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_short_ol")]
+ public int TradersTotReptShortOl { get; set; }
+
+ [JsonPropertyName("traders_tot_other")]
+ public int TradersTotOther { get; set; }
+
+ [JsonPropertyName("traders_noncomm_long_other")]
+ public int TradersNoncommLongOther { get; set; }
+
+ [JsonPropertyName("traders_noncomm_short_other")]
+ public int TradersNoncommShortOther { get; set; }
+
+ [JsonPropertyName("traders_noncomm_spread_other")]
+ public int TradersNoncommSpreadOther { get; set; }
+
+ [JsonPropertyName("traders_comm_long_other")]
+ public int TradersCommLongOther { get; set; }
+
+ [JsonPropertyName("traders_comm_short_other")]
+ public int TradersCommShortOther { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_long_other")]
+ public int TradersTotReptLongOther { get; set; }
+
+ [JsonPropertyName("traders_tot_rept_short_other")]
+ public int TradersTotReptShortOther { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_long_all")]
+ public double ConcGrossLe4TdrLongAll { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_short_all")]
+ public double ConcGrossLe4TdrShortAll { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_long_all")]
+ public double ConcGrossLe8TdrLongAll { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_short_all")]
+ public double ConcGrossLe8TdrShortAll { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_long_all")]
+ public double ConcNetLe4TdrLongAll { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_short_all")]
+ public double ConcNetLe4TdrShortAll { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_long_all")]
+ public double ConcNetLe8TdrLongAll { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_short_all")]
+ public double ConcNetLe8TdrShortAll { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_long_ol")]
+ public double ConcGrossLe4TdrLongOl { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_short_ol")]
+ public double ConcGrossLe4TdrShortOl { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_long_ol")]
+ public double ConcGrossLe8TdrLongOl { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_short_ol")]
+ public double ConcGrossLe8TdrShortOl { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_long_ol")]
+ public double ConcNetLe4TdrLongOl { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_short_ol")]
+ public double ConcNetLe4TdrShortOl { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_long_ol")]
+ public double ConcNetLe8TdrLongOl { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_short_ol")]
+ public double ConcNetLe8TdrShortOl { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_long_other")]
+ public int ConcGrossLe4TdrLongOther { get; set; }
+
+ [JsonPropertyName("conc_gross_le_4_tdr_short_other")]
+ public int ConcGrossLe4TdrShortOther { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_long_other")]
+ public int ConcGrossLe8TdrLongOther { get; set; }
+
+ [JsonPropertyName("conc_gross_le_8_tdr_short_other")]
+ public int ConcGrossLe8TdrShortOther { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_long_other")]
+ public int ConcNetLe4TdrLongOther { get; set; }
+
+ [JsonPropertyName("conc_net_le_4_tdr_short_other")]
+ public int ConcNetLe4TdrShortOther { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_long_other")]
+ public int ConcNetLe8TdrLongOther { get; set; }
+
+ [JsonPropertyName("conc_net_le_8_tdr_short_other")]
+ public int ConcNetLe8TdrShortOther { get; set; }
+
+ [JsonPropertyName("contract_units")]
+ public string ContractUnits { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/AdvancedData/ESGScoreResponse.cs b/FinancialModelingPrepApi/Model/AdvancedData/ESGScoreResponse.cs
index ad919ad..304f2d7 100644
--- a/FinancialModelingPrepApi/Model/AdvancedData/ESGScoreResponse.cs
+++ b/FinancialModelingPrepApi/Model/AdvancedData/ESGScoreResponse.cs
@@ -23,16 +23,16 @@ public class ESGScoreResponse
public string Date { get; set; }
[JsonPropertyName("environmentalScore")]
- public double EnvironmentalScore { get; set; }
+ public decimal EnvironmentalScore { get; set; }
[JsonPropertyName("socialScore")]
- public double SocialScore { get; set; }
+ public decimal SocialScore { get; set; }
[JsonPropertyName("governanceScore")]
- public double GovernanceScore { get; set; }
+ public decimal GovernanceScore { get; set; }
[JsonPropertyName("ESGScore")]
- public double ESGScore { get; set; }
+ public decimal ESGScore { get; set; }
[JsonPropertyName("url")]
public string Url { get; set; }
diff --git a/FinancialModelingPrepApi/Model/AdvancedData/FinancialScoreResponse.cs b/FinancialModelingPrepApi/Model/AdvancedData/FinancialScoreResponse.cs
new file mode 100644
index 0000000..40d3702
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/AdvancedData/FinancialScoreResponse.cs
@@ -0,0 +1,39 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Model.AdvancedData
+{
+ public class FinancialScoreResponse
+ {
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("altmanZScore")]
+ public decimal AltmanZScore { get; set; }
+
+ [JsonPropertyName("piotroskiScore")]
+ public decimal PiotroskiScore { get; set; }
+
+ [JsonPropertyName("workingCapital")]
+ public decimal WorkingCapital { get; set; }
+
+ [JsonPropertyName("totalAssets")]
+ public decimal TotalAssets { get; set; }
+
+ [JsonPropertyName("retainedEarnings")]
+ public decimal RetainedEarnings { get; set; }
+
+ [JsonPropertyName("ebit")]
+ public decimal Ebit { get; set; }
+
+ [JsonPropertyName("totalLiabilities")]
+ public decimal TotalLiabilities { get; set; }
+
+ [JsonPropertyName("revenue")]
+ public decimal Revenue { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/AdvancedData/SharesFloatResponse.cs b/FinancialModelingPrepApi/Model/AdvancedData/SharesFloatResponse.cs
index f6be94b..b0a04ae 100644
--- a/FinancialModelingPrepApi/Model/AdvancedData/SharesFloatResponse.cs
+++ b/FinancialModelingPrepApi/Model/AdvancedData/SharesFloatResponse.cs
@@ -11,13 +11,13 @@ public class SharesFloatResponse
public string Date { get; set; }
[JsonPropertyName("freeFloat")]
- public double FreeFloat { get; set; }
+ public decimal FreeFloat { get; set; }
[JsonPropertyName("floatShares")]
- public double FloatShares { get; set; }
+ public decimal FloatShares { get; set; }
[JsonPropertyName("outstandingShares")]
- public double OutstandingShares { get; set; }
+ public decimal OutstandingShares { get; set; }
[JsonPropertyName("source")]
public string Source { get; set; }
diff --git a/FinancialModelingPrepApi/Model/ApiResponse.cs b/FinancialModelingPrepApi/Model/ApiResponse.cs
index be7e012..1e1aa59 100644
--- a/FinancialModelingPrepApi/Model/ApiResponse.cs
+++ b/FinancialModelingPrepApi/Model/ApiResponse.cs
@@ -8,7 +8,7 @@ public static ApiResponse<TReturn> FromError<TReturn>(string error) where TRetur
Error = error
};
- public static ApiResponse<TReturn> FromSucces<TReturn>(TReturn data) where TReturn : class
+ public static ApiResponse<TReturn> FromSuccess<TReturn>(TReturn data) where TReturn : class
=> new()
{
Data = data
diff --git a/FinancialModelingPrepApi/Model/Calendars/DividendCalendarResponse.cs b/FinancialModelingPrepApi/Model/Calendars/DividendCalendarResponse.cs
index fc71be2..ed7eab2 100644
--- a/FinancialModelingPrepApi/Model/Calendars/DividendCalendarResponse.cs
+++ b/FinancialModelingPrepApi/Model/Calendars/DividendCalendarResponse.cs
@@ -11,13 +11,13 @@ public class DividendCalendarResponse
public string Label { get; set; }
[JsonPropertyName("adjDividend")]
- public double AdjDividend { get; set; }
+ public decimal AdjDividend { get; set; }
[JsonPropertyName("symbol")]
public string Symbol { get; set; }
[JsonPropertyName("dividend")]
- public double? Dividend { get; set; }
+ public decimal? Dividend { get; set; }
[JsonPropertyName("recordDate")]
public string RecordDate { get; set; }
diff --git a/FinancialModelingPrepApi/Model/Calendars/EconomicCalendarResponse.cs b/FinancialModelingPrepApi/Model/Calendars/EconomicCalendarResponse.cs
index 45c3bfc..dac4afa 100644
--- a/FinancialModelingPrepApi/Model/Calendars/EconomicCalendarResponse.cs
+++ b/FinancialModelingPrepApi/Model/Calendars/EconomicCalendarResponse.cs
@@ -14,18 +14,20 @@ public class EconomicCalendarResponse
public string Country { get; set; }
[JsonPropertyName("actual")]
- public double? Actual { get; set; }
+ public decimal? Actual { get; set; }
[JsonPropertyName("previous")]
- public double? Previous { get; set; }
+ public decimal? Previous { get; set; }
[JsonPropertyName("change")]
- public double? Change { get; set; }
+ public decimal? Change { get; set; }
[JsonPropertyName("changePercentage")]
- public double? ChangePercentage { get; set; }
+ public decimal? ChangePercentage { get; set; }
[JsonPropertyName("estimate")]
- public double? Estimate { get; set; }
+ public decimal? Estimate { get; set; }
+ [JsonPropertyName("impact")]
+ public string? Impact { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/Calendars/IPOCalendarResponse.cs b/FinancialModelingPrepApi/Model/Calendars/IPOCalendarResponse.cs
index 6cfed4f..d51e571 100644
--- a/FinancialModelingPrepApi/Model/Calendars/IPOCalendarResponse.cs
+++ b/FinancialModelingPrepApi/Model/Calendars/IPOCalendarResponse.cs
@@ -26,6 +26,6 @@ public class IPOCalendarResponse
public string PriceRange { get; set; }
[JsonPropertyName("marketCap")]
- public double? MarketCap { get; set; }
+ public decimal? MarketCap { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/Calendars/StockSplitCalendarResponse.cs b/FinancialModelingPrepApi/Model/Calendars/StockSplitCalendarResponse.cs
index d5d7d59..f4551a9 100644
--- a/FinancialModelingPrepApi/Model/Calendars/StockSplitCalendarResponse.cs
+++ b/FinancialModelingPrepApi/Model/Calendars/StockSplitCalendarResponse.cs
@@ -14,9 +14,9 @@ public class StockSplitCalendarResponse
public string Symbol { get; set; }
[JsonPropertyName("numerator")]
- public double Numerator { get; set; }
+ public decimal Numerator { get; set; }
[JsonPropertyName("denominator")]
- public double Denominator { get; set; }
+ public decimal Denominator { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/BalanceSheetResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/BalanceSheetResponse.cs
index 7027fd7..aa1a3a6 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/BalanceSheetResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/BalanceSheetResponse.cs
@@ -29,136 +29,136 @@ public class BalanceSheetResponse
public string Period { get; set; }
[JsonPropertyName("cashAndCashEquivalents")]
- public double CashAndCashEquivalents { get; set; }
+ public decimal CashAndCashEquivalents { get; set; }
[JsonPropertyName("shortTermInvestments")]
- public double ShortTermInvestments { get; set; }
+ public decimal ShortTermInvestments { get; set; }
[JsonPropertyName("cashAndShortTermInvestments")]
- public double CashAndShortTermInvestments { get; set; }
+ public decimal CashAndShortTermInvestments { get; set; }
[JsonPropertyName("netReceivables")]
- public double NetReceivables { get; set; }
+ public decimal NetReceivables { get; set; }
[JsonPropertyName("inventory")]
- public double Inventory { get; set; }
+ public decimal Inventory { get; set; }
[JsonPropertyName("otherCurrentAssets")]
- public double OtherCurrentAssets { get; set; }
+ public decimal OtherCurrentAssets { get; set; }
[JsonPropertyName("totalCurrentAssets")]
- public double TotalCurrentAssets { get; set; }
+ public decimal TotalCurrentAssets { get; set; }
[JsonPropertyName("propertyPlantEquipmentNet")]
- public double PropertyPlantEquipmentNet { get; set; }
+ public decimal PropertyPlantEquipmentNet { get; set; }
[JsonPropertyName("goodwill")]
- public double Goodwill { get; set; }
+ public decimal Goodwill { get; set; }
[JsonPropertyName("intangibleAssets")]
- public double IntangibleAssets { get; set; }
+ public decimal IntangibleAssets { get; set; }
[JsonPropertyName("goodwillAndIntangibleAssets")]
- public double GoodwillAndIntangibleAssets { get; set; }
+ public decimal GoodwillAndIntangibleAssets { get; set; }
[JsonPropertyName("longTermInvestments")]
- public double LongTermInvestments { get; set; }
+ public decimal LongTermInvestments { get; set; }
[JsonPropertyName("taxAssets")]
- public double TaxAssets { get; set; }
+ public decimal TaxAssets { get; set; }
[JsonPropertyName("otherNonCurrentAssets")]
- public double OtherNonCurrentAssets { get; set; }
+ public decimal OtherNonCurrentAssets { get; set; }
[JsonPropertyName("totalNonCurrentAssets")]
- public double TotalNonCurrentAssets { get; set; }
+ public decimal TotalNonCurrentAssets { get; set; }
[JsonPropertyName("otherAssets")]
- public double OtherAssets { get; set; }
+ public decimal OtherAssets { get; set; }
[JsonPropertyName("totalAssets")]
- public double TotalAssets { get; set; }
+ public decimal TotalAssets { get; set; }
[JsonPropertyName("accountPayables")]
- public double AccountPayables { get; set; }
+ public decimal AccountPayables { get; set; }
[JsonPropertyName("shortTermDebt")]
- public double ShortTermDebt { get; set; }
+ public decimal ShortTermDebt { get; set; }
[JsonPropertyName("taxPayables")]
- public double TaxPayables { get; set; }
+ public decimal TaxPayables { get; set; }
[JsonPropertyName("deferredRevenue")]
- public double DeferredRevenue { get; set; }
+ public decimal DeferredRevenue { get; set; }
[JsonPropertyName("otherCurrentLiabilities")]
- public double OtherCurrentLiabilities { get; set; }
+ public decimal OtherCurrentLiabilities { get; set; }
[JsonPropertyName("totalCurrentLiabilities")]
- public double TotalCurrentLiabilities { get; set; }
+ public decimal TotalCurrentLiabilities { get; set; }
[JsonPropertyName("longTermDebt")]
- public double LongTermDebt { get; set; }
+ public decimal LongTermDebt { get; set; }
[JsonPropertyName("deferredRevenueNonCurrent")]
- public double DeferredRevenueNonCurrent { get; set; }
+ public decimal DeferredRevenueNonCurrent { get; set; }
[JsonPropertyName("deferredTaxLiabilitiesNonCurrent")]
- public double DeferredTaxLiabilitiesNonCurrent { get; set; }
+ public decimal DeferredTaxLiabilitiesNonCurrent { get; set; }
[JsonPropertyName("otherNonCurrentLiabilities")]
- public double OtherNonCurrentLiabilities { get; set; }
+ public decimal OtherNonCurrentLiabilities { get; set; }
[JsonPropertyName("totalNonCurrentLiabilities")]
- public double TotalNonCurrentLiabilities { get; set; }
+ public decimal TotalNonCurrentLiabilities { get; set; }
[JsonPropertyName("otherLiabilities")]
- public double OtherLiabilities { get; set; }
+ public decimal OtherLiabilities { get; set; }
[JsonPropertyName("capitalLeaseObligations")]
- public double CapitalLeaseObligations { get; set; }
+ public decimal CapitalLeaseObligations { get; set; }
[JsonPropertyName("totalLiabilities")]
- public double TotalLiabilities { get; set; }
+ public decimal TotalLiabilities { get; set; }
[JsonPropertyName("preferredStock")]
- public double PreferredStock { get; set; }
+ public decimal PreferredStock { get; set; }
[JsonPropertyName("commonStock")]
- public double CommonStock { get; set; }
+ public decimal CommonStock { get; set; }
[JsonPropertyName("retainedEarnings")]
- public double RetainedEarnings { get; set; }
+ public decimal RetainedEarnings { get; set; }
[JsonPropertyName("accumulatedOtherComprehensiveIncomeLoss")]
- public double AccumulatedOtherComprehensiveIncomeLoss { get; set; }
+ public decimal AccumulatedOtherComprehensiveIncomeLoss { get; set; }
[JsonPropertyName("othertotalStockholdersEquity")]
- public double OthertotalStockholdersEquity { get; set; }
+ public decimal OthertotalStockholdersEquity { get; set; }
[JsonPropertyName("totalStockholdersEquity")]
- public double TotalStockholdersEquity { get; set; }
+ public decimal TotalStockholdersEquity { get; set; }
[JsonPropertyName("totalLiabilitiesAndStockholdersEquity")]
- public double TotalLiabilitiesAndStockholdersEquity { get; set; }
+ public decimal TotalLiabilitiesAndStockholdersEquity { get; set; }
[JsonPropertyName("minorityInterest")]
- public double MinorityInterest { get; set; }
+ public decimal MinorityInterest { get; set; }
[JsonPropertyName("totalEquity")]
- public double TotalEquity { get; set; }
+ public decimal TotalEquity { get; set; }
[JsonPropertyName("totalLiabilitiesAndTotalEquity")]
- public double TotalLiabilitiesAndTotalEquity { get; set; }
+ public decimal TotalLiabilitiesAndTotalEquity { get; set; }
[JsonPropertyName("totalInvestments")]
- public double TotalInvestments { get; set; }
+ public decimal TotalInvestments { get; set; }
[JsonPropertyName("totalDebt")]
- public double TotalDebt { get; set; }
+ public decimal TotalDebt { get; set; }
[JsonPropertyName("netDebt")]
- public double NetDebt { get; set; }
+ public decimal NetDebt { get; set; }
[JsonPropertyName("link")]
public string Link { get; set; }
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/CashFlowResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/CashFlowResponse.cs
index 85cde0d..52ad41f 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/CashFlowResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/CashFlowResponse.cs
@@ -29,94 +29,94 @@ public class CashFlowResponse
public string Period { get; set; }
[JsonPropertyName("netIncome")]
- public double NetIncome { get; set; }
+ public decimal NetIncome { get; set; }
[JsonPropertyName("depreciationAndAmortization")]
- public double DepreciationAndAmortization { get; set; }
+ public decimal DepreciationAndAmortization { get; set; }
[JsonPropertyName("deferredIncomeTax")]
- public double DeferredIncomeTax { get; set; }
+ public decimal DeferredIncomeTax { get; set; }
[JsonPropertyName("stockBasedCompensation")]
- public double StockBasedCompensation { get; set; }
+ public decimal StockBasedCompensation { get; set; }
[JsonPropertyName("changeInWorkingCapital")]
- public double ChangeInWorkingCapital { get; set; }
+ public decimal ChangeInWorkingCapital { get; set; }
[JsonPropertyName("accountsReceivables")]
- public double AccountsReceivables { get; set; }
+ public decimal AccountsReceivables { get; set; }
[JsonPropertyName("inventory")]
- public double Inventory { get; set; }
+ public decimal Inventory { get; set; }
[JsonPropertyName("accountsPayables")]
- public double AccountsPayables { get; set; }
+ public decimal AccountsPayables { get; set; }
[JsonPropertyName("otherWorkingCapital")]
- public double OtherWorkingCapital { get; set; }
+ public decimal OtherWorkingCapital { get; set; }
[JsonPropertyName("otherNonCashItems")]
- public double OtherNonCashItems { get; set; }
+ public decimal OtherNonCashItems { get; set; }
[JsonPropertyName("netCashProvidedByOperatingActivities")]
- public double NetCashProvidedByOperatingActivities { get; set; }
+ public decimal NetCashProvidedByOperatingActivities { get; set; }
[JsonPropertyName("investmentsInPropertyPlantAndEquipment")]
- public double InvestmentsInPropertyPlantAndEquipment { get; set; }
+ public decimal InvestmentsInPropertyPlantAndEquipment { get; set; }
[JsonPropertyName("acquisitionsNet")]
- public double AcquisitionsNet { get; set; }
+ public decimal AcquisitionsNet { get; set; }
[JsonPropertyName("purchasesOfInvestments")]
- public double PurchasesOfInvestments { get; set; }
+ public decimal PurchasesOfInvestments { get; set; }
[JsonPropertyName("salesMaturitiesOfInvestments")]
- public double SalesMaturitiesOfInvestments { get; set; }
+ public decimal SalesMaturitiesOfInvestments { get; set; }
[JsonPropertyName("otherInvestingActivites")]
- public double OtherInvestingActivites { get; set; }
+ public decimal OtherInvestingActivites { get; set; }
[JsonPropertyName("netCashUsedForInvestingActivites")]
- public double NetCashUsedForInvestingActivites { get; set; }
+ public decimal NetCashUsedForInvestingActivites { get; set; }
[JsonPropertyName("debtRepayment")]
- public double DebtRepayment { get; set; }
+ public decimal DebtRepayment { get; set; }
[JsonPropertyName("commonStockIssued")]
- public double CommonStockIssued { get; set; }
+ public decimal CommonStockIssued { get; set; }
[JsonPropertyName("commonStockRepurchased")]
- public double CommonStockRepurchased { get; set; }
+ public decimal CommonStockRepurchased { get; set; }
[JsonPropertyName("dividendsPaid")]
- public double DividendsPaid { get; set; }
+ public decimal DividendsPaid { get; set; }
[JsonPropertyName("otherFinancingActivites")]
- public double OtherFinancingActivites { get; set; }
+ public decimal OtherFinancingActivites { get; set; }
[JsonPropertyName("netCashUsedProvidedByFinancingActivities")]
- public double NetCashUsedProvidedByFinancingActivities { get; set; }
+ public decimal NetCashUsedProvidedByFinancingActivities { get; set; }
[JsonPropertyName("effectOfForexChangesOnCash")]
- public double EffectOfForexChangesOnCash { get; set; }
+ public decimal EffectOfForexChangesOnCash { get; set; }
[JsonPropertyName("netChangeInCash")]
- public double NetChangeInCash { get; set; }
+ public decimal NetChangeInCash { get; set; }
[JsonPropertyName("cashAtEndOfPeriod")]
- public double CashAtEndOfPeriod { get; set; }
+ public decimal CashAtEndOfPeriod { get; set; }
[JsonPropertyName("cashAtBeginningOfPeriod")]
- public double CashAtBeginningOfPeriod { get; set; }
+ public decimal CashAtBeginningOfPeriod { get; set; }
[JsonPropertyName("operatingCashFlow")]
- public double OperatingCashFlow { get; set; }
+ public decimal OperatingCashFlow { get; set; }
[JsonPropertyName("capitalExpenditure")]
- public double CapitalExpenditure { get; set; }
+ public decimal CapitalExpenditure { get; set; }
[JsonPropertyName("freeCashFlow")]
- public double FreeCashFlow { get; set; }
+ public decimal FreeCashFlow { get; set; }
[JsonPropertyName("link")]
public string Link { get; set; }
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/CompanyProfileResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/CompanyProfileResponse.cs
index a175e4a..159ec3e 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/CompanyProfileResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/CompanyProfileResponse.cs
@@ -8,10 +8,10 @@ public class CompanyProfileResponse
public string Symbol { get; set; }
[JsonPropertyName("price")]
- public double Price { get; set; }
+ public decimal Price { get; set; }
[JsonPropertyName("beta")]
- public double Beta { get; set; }
+ public decimal Beta { get; set; }
[JsonPropertyName("volAvg")]
public int VolAvg { get; set; }
@@ -20,13 +20,13 @@ public class CompanyProfileResponse
public long MktCap { get; set; }
[JsonPropertyName("lastDiv")]
- public double LastDiv { get; set; }
+ public decimal LastDiv { get; set; }
[JsonPropertyName("range")]
public string Range { get; set; }
[JsonPropertyName("changes")]
- public double Changes { get; set; }
+ public decimal Changes { get; set; }
[JsonPropertyName("companyName")]
public string CompanyName { get; set; }
@@ -86,10 +86,10 @@ public class CompanyProfileResponse
public string Zip { get; set; }
[JsonPropertyName("dcfDiff")]
- public double? DcfDiff { get; set; }
+ public decimal? DcfDiff { get; set; }
[JsonPropertyName("dcf")]
- public double? Dcf { get; set; }
+ public decimal? Dcf { get; set; }
[JsonPropertyName("image")]
public string Image { get; set; }
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/DCFResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/DCFResponse.cs
index 3977a8e..179775b 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/DCFResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/DCFResponse.cs
@@ -11,9 +11,9 @@ public class DCFResponse
public string Date { get; set; }
[JsonPropertyName("dcf")]
- public double Dcf { get; set; }
+ public decimal Dcf { get; set; }
[JsonPropertyName("StockPrice")]
- public double StockPrice { get; set; }
+ public decimal StockPrice { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/EnterpriseValueResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/EnterpriseValueResponse.cs
index 38dc0b9..3862b40 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/EnterpriseValueResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/EnterpriseValueResponse.cs
@@ -11,21 +11,21 @@ public class EnterpriseValueResponse
public string Date { get; set; }
[JsonPropertyName("stockPrice")]
- public double StockPrice { get; set; }
+ public decimal StockPrice { get; set; }
[JsonPropertyName("numberOfShares")]
public long NumberOfShares { get; set; }
[JsonPropertyName("marketCapitalization")]
- public double MarketCapitalization { get; set; }
+ public decimal MarketCapitalization { get; set; }
[JsonPropertyName("minusCashAndCashEquivalents")]
- public double MinusCashAndCashEquivalents { get; set; }
+ public decimal MinusCashAndCashEquivalents { get; set; }
[JsonPropertyName("addTotalDebt")]
- public double AddTotalDebt { get; set; }
+ public decimal AddTotalDebt { get; set; }
[JsonPropertyName("enterpriseValue")]
- public double EnterpriseValue { get; set; }
+ public decimal EnterpriseValue { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDCFResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDCFResponse.cs
index 4220533..b3de217 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDCFResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDCFResponse.cs
@@ -12,9 +12,9 @@ public class HistoricalDCFResponse
public string Date { get; set; }
[JsonPropertyName("price")]
- public double Price { get; set; }
+ public decimal Price { get; set; }
[JsonPropertyName("dcf")]
- public double? Dcf { get; set; }
+ public decimal? Dcf { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDailyDCFResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDailyDCFResponse.cs
index f8c3e05..aab8ced 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDailyDCFResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/HistoricalDailyDCFResponse.cs
@@ -11,6 +11,6 @@ public class HistoricalDailyDCFResponse
public string Date { get; set; }
[JsonPropertyName("dcf")]
- public double Dcf { get; set; }
+ public decimal Dcf { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/IncomeStatementResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/IncomeStatementResponse.cs
index e14db52..e16529a 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/IncomeStatementResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/IncomeStatementResponse.cs
@@ -29,88 +29,88 @@ public class IncomeStatementResponse
public string Period { get; set; }
[JsonPropertyName("revenue")]
- public double Revenue { get; set; }
+ public decimal Revenue { get; set; }
[JsonPropertyName("costOfRevenue")]
- public double CostOfRevenue { get; set; }
+ public decimal CostOfRevenue { get; set; }
[JsonPropertyName("grossProfit")]
- public double GrossProfit { get; set; }
+ public decimal GrossProfit { get; set; }
[JsonPropertyName("grossProfitRatio")]
- public double GrossProfitRatio { get; set; }
+ public decimal GrossProfitRatio { get; set; }
[JsonPropertyName("researchAndDevelopmentExpenses")]
- public double ResearchAndDevelopmentExpenses { get; set; }
+ public decimal ResearchAndDevelopmentExpenses { get; set; }
[JsonPropertyName("generalAndAdministrativeExpenses")]
- public double GeneralAndAdministrativeExpenses { get; set; }
+ public decimal GeneralAndAdministrativeExpenses { get; set; }
[JsonPropertyName("sellingAndMarketingExpenses")]
- public double SellingAndMarketingExpenses { get; set; }
+ public decimal SellingAndMarketingExpenses { get; set; }
[JsonPropertyName("sellingGeneralAndAdministrativeExpenses")]
- public double SellingGeneralAndAdministrativeExpenses { get; set; }
+ public decimal SellingGeneralAndAdministrativeExpenses { get; set; }
[JsonPropertyName("otherExpenses")]
- public double OtherExpenses { get; set; }
+ public decimal OtherExpenses { get; set; }
[JsonPropertyName("operatingExpenses")]
- public double OperatingExpenses { get; set; }
+ public decimal OperatingExpenses { get; set; }
[JsonPropertyName("costAndExpenses")]
- public double CostAndExpenses { get; set; }
+ public decimal CostAndExpenses { get; set; }
[JsonPropertyName("interestIncome")]
- public double InterestIncome { get; set; }
+ public decimal InterestIncome { get; set; }
[JsonPropertyName("interestExpense")]
- public double InterestExpense { get; set; }
+ public decimal InterestExpense { get; set; }
[JsonPropertyName("depreciationAndAmortization")]
- public double DepreciationAndAmortization { get; set; }
+ public decimal DepreciationAndAmortization { get; set; }
[JsonPropertyName("ebitda")]
- public double Ebitda { get; set; }
+ public decimal Ebitda { get; set; }
[JsonPropertyName("ebitdaratio")]
- public double Ebitdaratio { get; set; }
+ public decimal Ebitdaratio { get; set; }
[JsonPropertyName("operatingIncome")]
- public double OperatingIncome { get; set; }
+ public decimal OperatingIncome { get; set; }
[JsonPropertyName("operatingIncomeRatio")]
- public double OperatingIncomeRatio { get; set; }
+ public decimal OperatingIncomeRatio { get; set; }
[JsonPropertyName("totalOtherIncomeExpensesNet")]
- public double TotalOtherIncomeExpensesNet { get; set; }
+ public decimal TotalOtherIncomeExpensesNet { get; set; }
[JsonPropertyName("incomeBeforeTax")]
- public double IncomeBeforeTax { get; set; }
+ public decimal IncomeBeforeTax { get; set; }
[JsonPropertyName("incomeBeforeTaxRatio")]
- public double IncomeBeforeTaxRatio { get; set; }
+ public decimal IncomeBeforeTaxRatio { get; set; }
[JsonPropertyName("incomeTaxExpense")]
- public double IncomeTaxExpense { get; set; }
+ public decimal IncomeTaxExpense { get; set; }
[JsonPropertyName("netIncome")]
- public double NetIncome { get; set; }
+ public decimal NetIncome { get; set; }
[JsonPropertyName("netIncomeRatio")]
- public double NetIncomeRatio { get; set; }
+ public decimal NetIncomeRatio { get; set; }
[JsonPropertyName("eps")]
- public double Eps { get; set; }
+ public decimal Eps { get; set; }
[JsonPropertyName("epsdiluted")]
- public double Epsdiluted { get; set; }
+ public decimal Epsdiluted { get; set; }
[JsonPropertyName("weightedAverageShsOut")]
- public double WeightedAverageShsOut { get; set; }
+ public decimal WeightedAverageShsOut { get; set; }
[JsonPropertyName("weightedAverageShsOutDil")]
- public double WeightedAverageShsOutDil { get; set; }
+ public decimal WeightedAverageShsOutDil { get; set; }
[JsonPropertyName("link")]
public string Link { get; set; }
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsResponse.cs
index 5d3e13b..befb579 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsResponse.cs
@@ -14,174 +14,174 @@ public class KeyMetricsResponse
public string Period { get; set; }
[JsonPropertyName("revenuePerShare")]
- public double? RevenuePerShare { get; set; }
+ public decimal? RevenuePerShare { get; set; }
[JsonPropertyName("netIncomePerShare")]
- public double? NetIncomePerShare { get; set; }
+ public decimal? NetIncomePerShare { get; set; }
[JsonPropertyName("operatingCashFlowPerShare")]
- public double? OperatingCashFlowPerShare { get; set; }
+ public decimal? OperatingCashFlowPerShare { get; set; }
[JsonPropertyName("freeCashFlowPerShare")]
- public double? FreeCashFlowPerShare { get; set; }
+ public decimal? FreeCashFlowPerShare { get; set; }
[JsonPropertyName("cashPerShare")]
- public double? CashPerShare { get; set; }
+ public decimal? CashPerShare { get; set; }
[JsonPropertyName("bookValuePerShare")]
- public double? BookValuePerShare { get; set; }
+ public decimal? BookValuePerShare { get; set; }
[JsonPropertyName("tangibleBookValuePerShare")]
- public double? TangibleBookValuePerShare { get; set; }
+ public decimal? TangibleBookValuePerShare { get; set; }
[JsonPropertyName("shareholdersEquityPerShare")]
- public double? ShareholdersEquityPerShare { get; set; }
+ public decimal? ShareholdersEquityPerShare { get; set; }
[JsonPropertyName("interestDebtPerShare")]
- public double? InterestDebtPerShare { get; set; }
+ public decimal? InterestDebtPerShare { get; set; }
[JsonPropertyName("marketCap")]
- public double? MarketCap { get; set; }
+ public decimal? MarketCap { get; set; }
[JsonPropertyName("enterpriseValue")]
- public double? EnterpriseValue { get; set; }
+ public decimal? EnterpriseValue { get; set; }
[JsonPropertyName("peRatio")]
- public double? PeRatio { get; set; }
+ public decimal? PeRatio { get; set; }
[JsonPropertyName("priceToSalesRatio")]
- public double? PriceToSalesRatio { get; set; }
+ public decimal? PriceToSalesRatio { get; set; }
[JsonPropertyName("pocfratio")]
- public double? Pocfratio { get; set; }
+ public decimal? Pocfratio { get; set; }
[JsonPropertyName("pfcfRatio")]
- public double? PfcfRatio { get; set; }
+ public decimal? PfcfRatio { get; set; }
[JsonPropertyName("pbRatio")]
- public double? PbRatio { get; set; }
+ public decimal? PbRatio { get; set; }
[JsonPropertyName("ptbRatio")]
- public double? PtbRatio { get; set; }
+ public decimal? PtbRatio { get; set; }
[JsonPropertyName("evToSales")]
- public double? EvToSales { get; set; }
+ public decimal? EvToSales { get; set; }
[JsonPropertyName("enterpriseValueOverEBITDA")]
- public double? EnterpriseValueOverEBITDA { get; set; }
+ public decimal? EnterpriseValueOverEBITDA { get; set; }
[JsonPropertyName("evToOperatingCashFlow")]
- public double? EvToOperatingCashFlow { get; set; }
+ public decimal? EvToOperatingCashFlow { get; set; }
[JsonPropertyName("evToFreeCashFlow")]
- public double? EvToFreeCashFlow { get; set; }
+ public decimal? EvToFreeCashFlow { get; set; }
[JsonPropertyName("earningsYield")]
- public double? EarningsYield { get; set; }
+ public decimal? EarningsYield { get; set; }
[JsonPropertyName("freeCashFlowYield")]
- public double? FreeCashFlowYield { get; set; }
+ public decimal? FreeCashFlowYield { get; set; }
[JsonPropertyName("debtToEquity")]
- public double? DebtToEquity { get; set; }
+ public decimal? DebtToEquity { get; set; }
[JsonPropertyName("debtToAssets")]
- public double? DebtToAssets { get; set; }
+ public decimal? DebtToAssets { get; set; }
[JsonPropertyName("netDebtToEBITDA")]
- public double? NetDebtToEBITDA { get; set; }
+ public decimal? NetDebtToEBITDA { get; set; }
[JsonPropertyName("currentRatio")]
- public double? CurrentRatio { get; set; }
+ public decimal? CurrentRatio { get; set; }
[JsonPropertyName("interestCoverage")]
- public double? InterestCoverage { get; set; }
+ public decimal? InterestCoverage { get; set; }
[JsonPropertyName("incomeQuality")]
- public double? IncomeQuality { get; set; }
+ public decimal? IncomeQuality { get; set; }
[JsonPropertyName("dividendYield")]
- public double? DividendYield { get; set; }
+ public decimal? DividendYield { get; set; }
[JsonPropertyName("payoutRatio")]
- public double? PayoutRatio { get; set; }
+ public decimal? PayoutRatio { get; set; }
[JsonPropertyName("salesGeneralAndAdministrativeToRevenue")]
- public double? SalesGeneralAndAdministrativeToRevenue { get; set; }
+ public decimal? SalesGeneralAndAdministrativeToRevenue { get; set; }
[JsonPropertyName("researchAndDdevelopementToRevenue")]
- public double? ResearchAndDdevelopementToRevenue { get; set; }
+ public decimal? ResearchAndDdevelopementToRevenue { get; set; }
[JsonPropertyName("intangiblesToTotalAssets")]
- public double? IntangiblesToTotalAssets { get; set; }
+ public decimal? IntangiblesToTotalAssets { get; set; }
[JsonPropertyName("capexToOperatingCashFlow")]
- public double? CapexToOperatingCashFlow { get; set; }
+ public decimal? CapexToOperatingCashFlow { get; set; }
[JsonPropertyName("capexToRevenue")]
- public double? CapexToRevenue { get; set; }
+ public decimal? CapexToRevenue { get; set; }
[JsonPropertyName("capexToDepreciation")]
- public double? CapexToDepreciation { get; set; }
+ public decimal? CapexToDepreciation { get; set; }
[JsonPropertyName("stockBasedCompensationToRevenue")]
- public double? StockBasedCompensationToRevenue { get; set; }
+ public decimal? StockBasedCompensationToRevenue { get; set; }
[JsonPropertyName("grahamNumber")]
- public double? GrahamNumber { get; set; }
+ public decimal? GrahamNumber { get; set; }
[JsonPropertyName("roic")]
- public double? Roic { get; set; }
+ public decimal? Roic { get; set; }
[JsonPropertyName("returnOnTangibleAssets")]
- public double? ReturnOnTangibleAssets { get; set; }
+ public decimal? ReturnOnTangibleAssets { get; set; }
[JsonPropertyName("grahamNetNet")]
- public double? GrahamNetNet { get; set; }
+ public decimal? GrahamNetNet { get; set; }
[JsonPropertyName("workingCapital")]
- public double? WorkingCapital { get; set; }
+ public decimal? WorkingCapital { get; set; }
[JsonPropertyName("tangibleAssetValue")]
- public double? TangibleAssetValue { get; set; }
+ public decimal? TangibleAssetValue { get; set; }
[JsonPropertyName("netCurrentAssetValue")]
- public double? NetCurrentAssetValue { get; set; }
+ public decimal? NetCurrentAssetValue { get; set; }
[JsonPropertyName("investedCapital")]
- public double? InvestedCapital { get; set; }
+ public decimal? InvestedCapital { get; set; }
[JsonPropertyName("averageReceivables")]
- public double? AverageReceivables { get; set; }
+ public decimal? AverageReceivables { get; set; }
[JsonPropertyName("averagePayables")]
- public double? AveragePayables { get; set; }
+ public decimal? AveragePayables { get; set; }
[JsonPropertyName("averageInventory")]
- public double? AverageInventory { get; set; }
+ public decimal? AverageInventory { get; set; }
[JsonPropertyName("daysSalesOutstanding")]
- public double? DaysSalesOutstanding { get; set; }
+ public decimal? DaysSalesOutstanding { get; set; }
[JsonPropertyName("daysPayablesOutstanding")]
- public double? DaysPayablesOutstanding { get; set; }
+ public decimal? DaysPayablesOutstanding { get; set; }
[JsonPropertyName("daysOfInventoryOnHand")]
- public double? DaysOfInventoryOnHand { get; set; }
+ public decimal? DaysOfInventoryOnHand { get; set; }
[JsonPropertyName("receivablesTurnover")]
- public double? ReceivablesTurnover { get; set; }
+ public decimal? ReceivablesTurnover { get; set; }
[JsonPropertyName("payablesTurnover")]
- public double? PayablesTurnover { get; set; }
+ public decimal? PayablesTurnover { get; set; }
[JsonPropertyName("inventoryTurnover")]
- public double? InventoryTurnover { get; set; }
+ public decimal? InventoryTurnover { get; set; }
[JsonPropertyName("roe")]
- public double? Roe { get; set; }
+ public decimal? Roe { get; set; }
[JsonPropertyName("capexPerShare")]
- public double? CapexPerShare { get; set; }
+ public decimal? CapexPerShare { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsTTMResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsTTMResponse.cs
index 7736503..a5c44f5 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsTTMResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/KeyMetricsTTMResponse.cs
@@ -5,136 +5,136 @@ namespace MatthiWare.FinancialModelingPrep.Model.CompanyValuation
public class KeyMetricsTTMResponse
{
[JsonPropertyName("revenuePerShareTTM")]
- public double? RevenuePerShareTTM { get; set; }
+ public decimal? RevenuePerShareTTM { get; set; }
[JsonPropertyName("netIncomePerShareTTM")]
- public double? NetIncomePerShareTTM { get; set; }
+ public decimal? NetIncomePerShareTTM { get; set; }
[JsonPropertyName("operatingCashFlowPerShareTTM")]
- public double? OperatingCashFlowPerShareTTM { get; set; }
+ public decimal? OperatingCashFlowPerShareTTM { get; set; }
[JsonPropertyName("freeCashFlowPerShareTTM")]
- public double? FreeCashFlowPerShareTTM { get; set; }
+ public decimal? FreeCashFlowPerShareTTM { get; set; }
[JsonPropertyName("cashPerShareTTM")]
- public double? CashPerShareTTM { get; set; }
+ public decimal? CashPerShareTTM { get; set; }
[JsonPropertyName("bookValuePerShareTTM")]
- public double? BookValuePerShareTTM { get; set; }
+ public decimal? BookValuePerShareTTM { get; set; }
[JsonPropertyName("tangibleBookValuePerShareTTM")]
- public double? TangibleBookValuePerShareTTM { get; set; }
+ public decimal? TangibleBookValuePerShareTTM { get; set; }
[JsonPropertyName("shareholdersEquityPerShareTTM")]
- public double? ShareholdersEquityPerShareTTM { get; set; }
+ public decimal? ShareholdersEquityPerShareTTM { get; set; }
[JsonPropertyName("interestDebtPerShareTTM")]
- public double? InterestDebtPerShareTTM { get; set; }
+ public decimal? InterestDebtPerShareTTM { get; set; }
[JsonPropertyName("marketCapTTM")]
- public double? MarketCapTTM { get; set; }
+ public decimal? MarketCapTTM { get; set; }
[JsonPropertyName("enterpriseValueTTM")]
- public double? EnterpriseValueTTM { get; set; }
+ public decimal? EnterpriseValueTTM { get; set; }
[JsonPropertyName("peRatioTTM")]
- public double? PeRatioTTM { get; set; }
+ public decimal? PeRatioTTM { get; set; }
[JsonPropertyName("priceToSalesRatioTTM")]
- public double? PriceToSalesRatioTTM { get; set; }
+ public decimal? PriceToSalesRatioTTM { get; set; }
[JsonPropertyName("pocfratioTTM")]
- public double? PocfratioTTM { get; set; }
+ public decimal? PocfratioTTM { get; set; }
[JsonPropertyName("pfcfRatioTTM")]
- public double? PfcfRatioTTM { get; set; }
+ public decimal? PfcfRatioTTM { get; set; }
[JsonPropertyName("pbRatioTTM")]
- public double? PbRatioTTM { get; set; }
+ public decimal? PbRatioTTM { get; set; }
[JsonPropertyName("ptbRatioTTM")]
- public double? PtbRatioTTM { get; set; }
+ public decimal? PtbRatioTTM { get; set; }
[JsonPropertyName("evToSalesTTM")]
- public double? EvToSalesTTM { get; set; }
+ public decimal? EvToSalesTTM { get; set; }
[JsonPropertyName("enterpriseValueOverEBITDATTM")]
- public double? EnterpriseValueOverEBITDATTM { get; set; }
+ public decimal? EnterpriseValueOverEBITDATTM { get; set; }
[JsonPropertyName("evToOperatingCashFlowTTM")]
- public double? EvToOperatingCashFlowTTM { get; set; }
+ public decimal? EvToOperatingCashFlowTTM { get; set; }
[JsonPropertyName("evToFreeCashFlowTTM")]
- public double? EvToFreeCashFlowTTM { get; set; }
+ public decimal? EvToFreeCashFlowTTM { get; set; }
[JsonPropertyName("earningsYieldTTM")]
- public double? EarningsYieldTTM { get; set; }
+ public decimal? EarningsYieldTTM { get; set; }
[JsonPropertyName("freeCashFlowYieldTTM")]
- public double? FreeCashFlowYieldTTM { get; set; }
+ public decimal? FreeCashFlowYieldTTM { get; set; }
[JsonPropertyName("debtToEquityTTM")]
- public double? DebtToEquityTTM { get; set; }
+ public decimal? DebtToEquityTTM { get; set; }
[JsonPropertyName("debtToAssetsTTM")]
- public double? DebtToAssetsTTM { get; set; }
+ public decimal? DebtToAssetsTTM { get; set; }
[JsonPropertyName("debtToMarketCapTTM")]
- public double? DebtToMarketCapTTM { get; set; }
+ public decimal? DebtToMarketCapTTM { get; set; }
[JsonPropertyName("netDebtToEBITDATTM")]
- public double? NetDebtToEBITDATTM { get; set; }
+ public decimal? NetDebtToEBITDATTM { get; set; }
[JsonPropertyName("currentRatioTTM")]
- public double? CurrentRatioTTM { get; set; }
+ public decimal? CurrentRatioTTM { get; set; }
[JsonPropertyName("interestCoverageTTM")]
- public double? InterestCoverageTTM { get; set; }
+ public decimal? InterestCoverageTTM { get; set; }
[JsonPropertyName("incomeQualityTTM")]
- public double? IncomeQualityTTM { get; set; }
+ public decimal? IncomeQualityTTM { get; set; }
[JsonPropertyName("dividendYieldTTM")]
- public double? DividendYieldTTM { get; set; }
+ public decimal? DividendYieldTTM { get; set; }
[JsonPropertyName("dividendYieldPercentageTTM")]
- public double? DividendYieldPercentageTTM { get; set; }
+ public decimal? DividendYieldPercentageTTM { get; set; }
[JsonPropertyName("payoutRatioTTM")]
- public double? PayoutRatioTTM { get; set; }
+ public decimal? PayoutRatioTTM { get; set; }
[JsonPropertyName("salesGeneralAndAdministrativeToRevenueTTM")]
- public double? SalesGeneralAndAdministrativeToRevenueTTM { get; set; }
+ public decimal? SalesGeneralAndAdministrativeToRevenueTTM { get; set; }
[JsonPropertyName("researchAndDevelopementToRevenueTTM")]
- public double? ResearchAndDevelopementToRevenueTTM { get; set; }
+ public decimal? ResearchAndDevelopementToRevenueTTM { get; set; }
[JsonPropertyName("intangiblesToTotalAssetsTTM")]
- public double? IntangiblesToTotalAssetsTTM { get; set; }
+ public decimal? IntangiblesToTotalAssetsTTM { get; set; }
[JsonPropertyName("capexToOperatingCashFlowTTM")]
- public double? CapexToOperatingCashFlowTTM { get; set; }
+ public decimal? CapexToOperatingCashFlowTTM { get; set; }
[JsonPropertyName("capexToRevenueTTM")]
- public double? CapexToRevenueTTM { get; set; }
+ public decimal? CapexToRevenueTTM { get; set; }
[JsonPropertyName("capexToDepreciationTTM")]
- public double? CapexToDepreciationTTM { get; set; }
+ public decimal? CapexToDepreciationTTM { get; set; }
[JsonPropertyName("stockBasedCompensationToRevenueTTM")]
- public double? StockBasedCompensationToRevenueTTM { get; set; }
+ public decimal? StockBasedCompensationToRevenueTTM { get; set; }
[JsonPropertyName("grahamNumberTTM")]
- public double? GrahamNumberTTM { get; set; }
+ public decimal? GrahamNumberTTM { get; set; }
[JsonPropertyName("roicTTM")]
- public double? RoicTTM { get; set; }
+ public decimal? RoicTTM { get; set; }
[JsonPropertyName("returnOnTangibleAssetsTTM")]
- public double? ReturnOnTangibleAssetsTTM { get; set; }
+ public decimal? ReturnOnTangibleAssetsTTM { get; set; }
[JsonPropertyName("grahamNetNetTTM")]
- public double? GrahamNetNetTTM { get; set; }
+ public decimal? GrahamNetNetTTM { get; set; }
[JsonPropertyName("workingCapitalTTM")]
public long? WorkingCapitalTTM { get; set; }
@@ -143,10 +143,10 @@ public class KeyMetricsTTMResponse
public object TangibleAssetValueTTM { get; set; }
[JsonPropertyName("netCurrentAssetValueTTM")]
- public double? NetCurrentAssetValueTTM { get; set; }
+ public decimal? NetCurrentAssetValueTTM { get; set; }
[JsonPropertyName("investedCapitalTTM")]
- public double? InvestedCapitalTTM { get; set; }
+ public decimal? InvestedCapitalTTM { get; set; }
[JsonPropertyName("averageReceivablesTTM")]
public long? AverageReceivablesTTM { get; set; }
@@ -158,30 +158,30 @@ public class KeyMetricsTTMResponse
public long? AverageInventoryTTM { get; set; }
[JsonPropertyName("daysSalesOutstandingTTM")]
- public double? DaysSalesOutstandingTTM { get; set; }
+ public decimal? DaysSalesOutstandingTTM { get; set; }
[JsonPropertyName("daysPayablesOutstandingTTM")]
- public double? DaysPayablesOutstandingTTM { get; set; }
+ public decimal? DaysPayablesOutstandingTTM { get; set; }
[JsonPropertyName("daysOfInventoryOnHandTTM")]
- public double? DaysOfInventoryOnHandTTM { get; set; }
+ public decimal? DaysOfInventoryOnHandTTM { get; set; }
[JsonPropertyName("receivablesTurnoverTTM")]
- public double? ReceivablesTurnoverTTM { get; set; }
+ public decimal? ReceivablesTurnoverTTM { get; set; }
[JsonPropertyName("payablesTurnoverTTM")]
- public double? PayablesTurnoverTTM { get; set; }
+ public decimal? PayablesTurnoverTTM { get; set; }
[JsonPropertyName("inventoryTurnoverTTM")]
- public double? InventoryTurnoverTTM { get; set; }
+ public decimal? InventoryTurnoverTTM { get; set; }
[JsonPropertyName("roeTTM")]
- public double? RoeTTM { get; set; }
+ public decimal? RoeTTM { get; set; }
[JsonPropertyName("capexPerShareTTM")]
- public double? CapexPerShareTTM { get; set; }
+ public decimal? CapexPerShareTTM { get; set; }
[JsonPropertyName("dividendPerShareTTM")]
- public double? DividendPerShareTTM { get; set; }
+ public decimal? DividendPerShareTTM { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/MarketCapResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/MarketCapResponse.cs
index b209dcd..d2bedd1 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/MarketCapResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/MarketCapResponse.cs
@@ -11,6 +11,6 @@ public class MarketCapResponse
public string Date { get; set; }
[JsonPropertyName("marketCap")]
- public double MarketCap { get; set; }
+ public decimal MarketCap { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/QuoteResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/QuoteResponse.cs
index cf9035a..8e38f6f 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/QuoteResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/QuoteResponse.cs
@@ -12,34 +12,34 @@ public class QuoteResponse
public string Name { get; set; }
[JsonPropertyName("price")]
- public double? Price { get; set; }
+ public decimal? Price { get; set; }
[JsonPropertyName("changesPercentage")]
- public double? ChangesPercentage { get; set; }
+ public decimal? ChangesPercentage { get; set; }
[JsonPropertyName("change")]
- public double? Change { get; set; }
+ public decimal? Change { get; set; }
[JsonPropertyName("dayLow")]
- public double? DayLow { get; set; }
+ public decimal? DayLow { get; set; }
[JsonPropertyName("dayHigh")]
- public double? DayHigh { get; set; }
+ public decimal? DayHigh { get; set; }
[JsonPropertyName("yearHigh")]
- public double? YearHigh { get; set; }
+ public decimal? YearHigh { get; set; }
[JsonPropertyName("yearLow")]
- public double? YearLow { get; set; }
+ public decimal? YearLow { get; set; }
[JsonPropertyName("marketCap")]
- public double? MarketCap { get; set; }
+ public decimal? MarketCap { get; set; }
[JsonPropertyName("priceAvg50")]
- public double? PriceAvg50 { get; set; }
+ public decimal? PriceAvg50 { get; set; }
[JsonPropertyName("priceAvg200")]
- public double? PriceAvg200 { get; set; }
+ public decimal? PriceAvg200 { get; set; }
[JsonPropertyName("volume")]
public long? Volume { get; set; }
@@ -51,16 +51,16 @@ public class QuoteResponse
public string Exchange { get; set; }
[JsonPropertyName("open")]
- public double? Open { get; set; }
+ public decimal? Open { get; set; }
[JsonPropertyName("previousClose")]
- public double? PreviousClose { get; set; }
+ public decimal? PreviousClose { get; set; }
[JsonPropertyName("eps")]
- public double? Eps { get; set; }
+ public decimal? Eps { get; set; }
[JsonPropertyName("pe")]
- public double? Pe { get; set; }
+ public decimal? Pe { get; set; }
[JsonPropertyName("earningsAnnouncement")]
public string EarningsAnnouncement { get; set; }
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/RatiosTTMResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/RatiosTTMResponse.cs
index cb92575..44ebb7e 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/RatiosTTMResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/RatiosTTMResponse.cs
@@ -5,177 +5,177 @@ namespace MatthiWare.FinancialModelingPrep.Model.CompanyValuation
public class RatiosTTMResponse
{
[JsonPropertyName("dividendYielTTM")]
- public double? DividendYielTTM { get; set; }
+ public decimal? DividendYielTTM { get; set; }
[JsonPropertyName("dividendYielPercentageTTM")]
- public double? DividendYielPercentageTTM { get; set; }
+ public decimal? DividendYielPercentageTTM { get; set; }
[JsonPropertyName("peRatioTTM")]
- public double? PeRatioTTM { get; set; }
+ public decimal? PeRatioTTM { get; set; }
[JsonPropertyName("pegRatioTTM")]
- public double? PegRatioTTM { get; set; }
+ public decimal? PegRatioTTM { get; set; }
[JsonPropertyName("payoutRatioTTM")]
- public double? PayoutRatioTTM { get; set; }
+ public decimal? PayoutRatioTTM { get; set; }
[JsonPropertyName("currentRatioTTM")]
- public double? CurrentRatioTTM { get; set; }
+ public decimal? CurrentRatioTTM { get; set; }
[JsonPropertyName("quickRatioTTM")]
- public double? QuickRatioTTM { get; set; }
+ public decimal? QuickRatioTTM { get; set; }
[JsonPropertyName("cashRatioTTM")]
- public double? CashRatioTTM { get; set; }
+ public decimal? CashRatioTTM { get; set; }
[JsonPropertyName("daysOfSalesOutstandingTTM")]
- public double? DaysOfSalesOutstandingTTM { get; set; }
+ public decimal? DaysOfSalesOutstandingTTM { get; set; }
[JsonPropertyName("daysOfInventoryOutstandingTTM")]
- public double? DaysOfInventoryOutstandingTTM { get; set; }
+ public decimal? DaysOfInventoryOutstandingTTM { get; set; }
[JsonPropertyName("operatingCycleTTM")]
- public double? OperatingCycleTTM { get; set; }
+ public decimal? OperatingCycleTTM { get; set; }
[JsonPropertyName("daysOfPayablesOutstandingTTM")]
- public double? DaysOfPayablesOutstandingTTM { get; set; }
+ public decimal? DaysOfPayablesOutstandingTTM { get; set; }
[JsonPropertyName("cashConversionCycleTTM")]
- public double? CashConversionCycleTTM { get; set; }
+ public decimal? CashConversionCycleTTM { get; set; }
[JsonPropertyName("grossProfitMarginTTM")]
- public double? GrossProfitMarginTTM { get; set; }
+ public decimal? GrossProfitMarginTTM { get; set; }
[JsonPropertyName("operatingProfitMarginTTM")]
- public double? OperatingProfitMarginTTM { get; set; }
+ public decimal? OperatingProfitMarginTTM { get; set; }
[JsonPropertyName("pretaxProfitMarginTTM")]
- public double? PretaxProfitMarginTTM { get; set; }
+ public decimal? PretaxProfitMarginTTM { get; set; }
[JsonPropertyName("netProfitMarginTTM")]
- public double? NetProfitMarginTTM { get; set; }
+ public decimal? NetProfitMarginTTM { get; set; }
[JsonPropertyName("effectiveTaxRateTTM")]
- public double? EffectiveTaxRateTTM { get; set; }
+ public decimal? EffectiveTaxRateTTM { get; set; }
[JsonPropertyName("returnOnAssetsTTM")]
- public double? ReturnOnAssetsTTM { get; set; }
+ public decimal? ReturnOnAssetsTTM { get; set; }
[JsonPropertyName("returnOnEquityTTM")]
- public double? ReturnOnEquityTTM { get; set; }
+ public decimal? ReturnOnEquityTTM { get; set; }
[JsonPropertyName("returnOnCapitalEmployedTTM")]
- public double? ReturnOnCapitalEmployedTTM { get; set; }
+ public decimal? ReturnOnCapitalEmployedTTM { get; set; }
[JsonPropertyName("netIncomePerEBTTTM")]
- public double? NetIncomePerEBTTTM { get; set; }
+ public decimal? NetIncomePerEBTTTM { get; set; }
[JsonPropertyName("ebtPerEbitTTM")]
- public double? EbtPerEbitTTM { get; set; }
+ public decimal? EbtPerEbitTTM { get; set; }
[JsonPropertyName("ebitPerRevenueTTM")]
- public double? EbitPerRevenueTTM { get; set; }
+ public decimal? EbitPerRevenueTTM { get; set; }
[JsonPropertyName("debtRatioTTM")]
- public double? DebtRatioTTM { get; set; }
+ public decimal? DebtRatioTTM { get; set; }
[JsonPropertyName("debtEquityRatioTTM")]
- public double? DebtEquityRatioTTM { get; set; }
+ public decimal? DebtEquityRatioTTM { get; set; }
[JsonPropertyName("longTermDebtToCapitalizationTTM")]
- public double? LongTermDebtToCapitalizationTTM { get; set; }
+ public decimal? LongTermDebtToCapitalizationTTM { get; set; }
[JsonPropertyName("totalDebtToCapitalizationTTM")]
- public double? TotalDebtToCapitalizationTTM { get; set; }
+ public decimal? TotalDebtToCapitalizationTTM { get; set; }
[JsonPropertyName("interestCoverageTTM")]
- public double? InterestCoverageTTM { get; set; }
+ public decimal? InterestCoverageTTM { get; set; }
[JsonPropertyName("cashFlowToDebtRatioTTM")]
- public double? CashFlowToDebtRatioTTM { get; set; }
+ public decimal? CashFlowToDebtRatioTTM { get; set; }
[JsonPropertyName("companyEquityMultiplierTTM")]
- public double? CompanyEquityMultiplierTTM { get; set; }
+ public decimal? CompanyEquityMultiplierTTM { get; set; }
[JsonPropertyName("receivablesTurnoverTTM")]
- public double? ReceivablesTurnoverTTM { get; set; }
+ public decimal? ReceivablesTurnoverTTM { get; set; }
[JsonPropertyName("payablesTurnoverTTM")]
- public double? PayablesTurnoverTTM { get; set; }
+ public decimal? PayablesTurnoverTTM { get; set; }
[JsonPropertyName("inventoryTurnoverTTM")]
- public double? InventoryTurnoverTTM { get; set; }
+ public decimal? InventoryTurnoverTTM { get; set; }
[JsonPropertyName("fixedAssetTurnoverTTM")]
- public double? FixedAssetTurnoverTTM { get; set; }
+ public decimal? FixedAssetTurnoverTTM { get; set; }
[JsonPropertyName("assetTurnoverTTM")]
- public double? AssetTurnoverTTM { get; set; }
+ public decimal? AssetTurnoverTTM { get; set; }
[JsonPropertyName("operatingCashFlowPerShareTTM")]
- public double? OperatingCashFlowPerShareTTM { get; set; }
+ public decimal? OperatingCashFlowPerShareTTM { get; set; }
[JsonPropertyName("freeCashFlowPerShareTTM")]
- public double? FreeCashFlowPerShareTTM { get; set; }
+ public decimal? FreeCashFlowPerShareTTM { get; set; }
[JsonPropertyName("cashPerShareTTM")]
- public double? CashPerShareTTM { get; set; }
+ public decimal? CashPerShareTTM { get; set; }
[JsonPropertyName("operatingCashFlowSalesRatioTTM")]
- public double? OperatingCashFlowSalesRatioTTM { get; set; }
+ public decimal? OperatingCashFlowSalesRatioTTM { get; set; }
[JsonPropertyName("freeCashFlowOperatingCashFlowRatioTTM")]
- public double? FreeCashFlowOperatingCashFlowRatioTTM { get; set; }
+ public decimal? FreeCashFlowOperatingCashFlowRatioTTM { get; set; }
[JsonPropertyName("cashFlowCoverageRatiosTTM")]
- public double? CashFlowCoverageRatiosTTM { get; set; }
+ public decimal? CashFlowCoverageRatiosTTM { get; set; }
[JsonPropertyName("shortTermCoverageRatiosTTM")]
- public double? ShortTermCoverageRatiosTTM { get; set; }
+ public decimal? ShortTermCoverageRatiosTTM { get; set; }
[JsonPropertyName("capitalExpenditureCoverageRatioTTM")]
- public double? CapitalExpenditureCoverageRatioTTM { get; set; }
+ public decimal? CapitalExpenditureCoverageRatioTTM { get; set; }
[JsonPropertyName("dividendPaidAndCapexCoverageRatioTTM")]
- public double? DividendPaidAndCapexCoverageRatioTTM { get; set; }
+ public decimal? DividendPaidAndCapexCoverageRatioTTM { get; set; }
[JsonPropertyName("priceBookValueRatioTTM")]
- public double? PriceBookValueRatioTTM { get; set; }
+ public decimal? PriceBookValueRatioTTM { get; set; }
[JsonPropertyName("priceToBookRatioTTM")]
- public double? PriceToBookRatioTTM { get; set; }
+ public decimal? PriceToBookRatioTTM { get; set; }
[JsonPropertyName("priceToSalesRatioTTM")]
- public double? PriceToSalesRatioTTM { get; set; }
+ public decimal? PriceToSalesRatioTTM { get; set; }
[JsonPropertyName("priceEarningsRatioTTM")]
- public double? PriceEarningsRatioTTM { get; set; }
+ public decimal? PriceEarningsRatioTTM { get; set; }
[JsonPropertyName("priceToFreeCashFlowsRatioTTM")]
- public double? PriceToFreeCashFlowsRatioTTM { get; set; }
+ public decimal? PriceToFreeCashFlowsRatioTTM { get; set; }
[JsonPropertyName("priceToOperatingCashFlowsRatioTTM")]
- public double? PriceToOperatingCashFlowsRatioTTM { get; set; }
+ public decimal? PriceToOperatingCashFlowsRatioTTM { get; set; }
[JsonPropertyName("priceCashFlowRatioTTM")]
- public double? PriceCashFlowRatioTTM { get; set; }
+ public decimal? PriceCashFlowRatioTTM { get; set; }
[JsonPropertyName("priceEarningsToGrowthRatioTTM")]
- public double? PriceEarningsToGrowthRatioTTM { get; set; }
+ public decimal? PriceEarningsToGrowthRatioTTM { get; set; }
[JsonPropertyName("priceSalesRatioTTM")]
- public double? PriceSalesRatioTTM { get; set; }
+ public decimal? PriceSalesRatioTTM { get; set; }
[JsonPropertyName("dividendYieldTTM")]
- public double? DividendYieldTTM { get; set; }
+ public decimal? DividendYieldTTM { get; set; }
[JsonPropertyName("enterpriseValueMultipleTTM")]
- public double? EnterpriseValueMultipleTTM { get; set; }
+ public decimal? EnterpriseValueMultipleTTM { get; set; }
[JsonPropertyName("priceFairValueTTM")]
- public double? PriceFairValueTTM { get; set; }
+ public decimal? PriceFairValueTTM { get; set; }
[JsonPropertyName("dividendPerShareTTM")]
- public double? DividendPerShareTTM { get; set; }
+ public decimal? DividendPerShareTTM { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/CompanyValuation/SymbolResponse.cs b/FinancialModelingPrepApi/Model/CompanyValuation/SymbolResponse.cs
index bc59b9b..95de3d1 100644
--- a/FinancialModelingPrepApi/Model/CompanyValuation/SymbolResponse.cs
+++ b/FinancialModelingPrepApi/Model/CompanyValuation/SymbolResponse.cs
@@ -11,7 +11,7 @@ public class SymbolResponse
public string Name { get; set; }
[JsonPropertyName("price")]
- public double Price { get; set; }
+ public decimal Price { get; set; }
[JsonPropertyName("exchange")]
public string Exchange { get; set; }
diff --git a/FinancialModelingPrepApi/Model/Crypto/CyptoHistoricalPriceListings.cs b/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPriceListings.cs
similarity index 72%
rename from FinancialModelingPrepApi/Model/Crypto/CyptoHistoricalPriceListings.cs
rename to FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPriceListings.cs
index 6c4fa56..0cc882f 100644
--- a/FinancialModelingPrepApi/Model/Crypto/CyptoHistoricalPriceListings.cs
+++ b/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPriceListings.cs
@@ -1,4 +1,5 @@
-using System;
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
@@ -28,40 +29,40 @@ public class CryptoHistoricalPricePeriodListing
public long Volume { get; set; }
}
- public class CyptoHistoricalPriceDailyListing
+ public class CyptoHistoricalPriceDailyListing : IHistoricalQuote
{
[JsonPropertyName("date")]
- public DateTime Date { get; set; }
+ public string Date { get; set; }
[JsonPropertyName("open")]
- public decimal Open { get; set; }
+ public double? Open { get; set; }
[JsonPropertyName("high")]
- public decimal High { get; set; }
+ public double? High { get; set; }
[JsonPropertyName("low")]
- public decimal Low { get; set; }
+ public double? Low { get; set; }
[JsonPropertyName("close")]
- public decimal Close { get; set; }
+ public double Close { get; set; }
- [JsonPropertyName("adjClose")]
- public decimal AdjClose { get; set; }
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changePercent")]
+ public double? ChangePercent { get; set; }
[JsonPropertyName("volume")]
public double Volume { get; set; }
+ [JsonPropertyName("adjClose")]
+ public double AdjClose { get; set; }
+
[JsonPropertyName("unadjustedVolume")]
public double UnadjustedVolume { get; set; }
- [JsonPropertyName("change")]
- public decimal Change { get; set; }
-
- [JsonPropertyName("changePercent")]
- public decimal ChangePercent { get; set; }
-
[JsonPropertyName("vwap")]
- public decimal VWAP { get; set; }
+ public double VWAP { get; set; }
[JsonPropertyName("label")]
public string Label { get; set; }
diff --git a/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPricePeriodItem.cs b/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPricePeriodItem.cs
index 2783856..fc83e0c 100644
--- a/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPricePeriodItem.cs
+++ b/FinancialModelingPrepApi/Model/Crypto/CryptoHistoricalPricePeriodItem.cs
@@ -13,6 +13,6 @@ public class CryptoHistoricalPriceDailyItem
public string Symbol { get; set; }
[JsonPropertyName("historical")]
- public List<CyptoHistoricalPriceDailyListing> HistoricalPrices { get; set; }
+ public List<CyptoHistoricalPriceDailyListing> Historical { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/Crypto/CryptoQuoteResponse.cs b/FinancialModelingPrepApi/Model/Crypto/CryptoQuoteResponse.cs
new file mode 100644
index 0000000..bf9be1a
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Crypto/CryptoQuoteResponse.cs
@@ -0,0 +1,76 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Crypto
+{
+ public class CryptoQuoteResponse : ICurrentQuote
+ {
+ // Crypto
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+
+ [JsonPropertyName("exchange")]
+ public string Exchange { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("price")]
+ public double? Price { get; set; }
+
+ [JsonPropertyName("previousclose")]
+ public double? PreviousClose { get; set; }
+
+ [JsonPropertyName("daylow")]
+ public double? DayLow { get; set; }
+
+ [JsonPropertyName("dayhigh")]
+ public double? DayHigh { get; set; }
+
+ [JsonPropertyName("yearlow")]
+ public double? YearlyLow { get; set; }
+
+ [JsonPropertyName("yearhigh")]
+ public double? YearlyHigh { get; set; }
+
+ [JsonPropertyName("priceavg50")]
+ public double? PriceAvg50 { get; set; }
+
+ [JsonPropertyName("priceavg200")]
+ public double? PriceAvg200 { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changespercentage")]
+ public double? ChangesPercentage { get; set; }
+
+ [JsonPropertyName("timestamp")]
+ public long? Timestamp { get; set; }
+ [JsonPropertyName("volume")]
+ public double? Volume { get; set; }
+ [JsonPropertyName("avgVolume")]
+ public double? AvgVolume { get; set; }
+
+ // Not used by Forex or Futures.
+
+ [JsonPropertyName("eps")]
+ public double? Eps { get; set; }
+
+ [JsonPropertyName("pe")]
+ public double? Pe { get; set; }
+
+ [JsonPropertyName("earningsAnnouncement")]
+ public string? EarningsAnnouncement { get; set; }
+
+ [JsonPropertyName("sharesOutstanding")]
+ public double? SharesOutstanding { get; set; }
+
+ [JsonPropertyName("marketCap")]
+ public double? MarketCap { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Forex/ForexBookResponse.cs b/FinancialModelingPrepApi/Model/Forex/ForexBookResponse.cs
new file mode 100644
index 0000000..fe63246
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Forex/ForexBookResponse.cs
@@ -0,0 +1,33 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Forex
+{
+ public class ForexBookResponse
+ {
+ [JsonPropertyName("ticker")]
+ public string Ticker { get; set; }
+
+ [JsonPropertyName("bid")]
+ public decimal Bid { get; set; }
+
+ [JsonPropertyName("open")]
+ public decimal Open { get; set; }
+
+ [JsonPropertyName("low")]
+ public decimal Low { get; set; }
+
+ [JsonPropertyName("high")]
+ public decimal High { get; set; }
+
+ [JsonPropertyName("changes")]
+ public decimal Changes { get; set; }
+
+ [JsonPropertyName("date")]
+ public DateTime Date { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Forex/ForexHistoricalQuoteResponse.cs b/FinancialModelingPrepApi/Model/Forex/ForexHistoricalQuoteResponse.cs
new file mode 100644
index 0000000..93410b4
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Forex/ForexHistoricalQuoteResponse.cs
@@ -0,0 +1,32 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Forex
+{
+ public class ForexHistoricalQuoteResponse : IHistoricalQuote
+ {
+ [JsonPropertyName("date")]
+ public string Date { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("high")]
+ public double? High { get; set; }
+
+ [JsonPropertyName("low")]
+ public double? Low { get; set; }
+
+ [JsonPropertyName("close")]
+ public double Close { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+ [JsonPropertyName("volume")]
+ public double Volume { get; set; }
+
+ [JsonPropertyName("changePercent")]
+ public double? ChangePercent { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Forex/ForexQuoteResponse.cs b/FinancialModelingPrepApi/Model/Forex/ForexQuoteResponse.cs
new file mode 100644
index 0000000..5347d7c
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Forex/ForexQuoteResponse.cs
@@ -0,0 +1,76 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Forex
+{
+ public class ForexQuoteResponse : ICurrentQuote
+ {
+ // FX
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+
+ [JsonPropertyName("exchange")]
+ public string Exchange { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("price")]
+ public double? Price { get; set; }
+
+ [JsonPropertyName("previousclose")]
+ public double? PreviousClose { get; set; }
+
+ [JsonPropertyName("daylow")]
+ public double? DayLow { get; set; }
+
+ [JsonPropertyName("dayhigh")]
+ public double? DayHigh { get; set; }
+
+ [JsonPropertyName("yearlow")]
+ public double? YearlyLow { get; set; }
+
+ [JsonPropertyName("yearhigh")]
+ public double? YearlyHigh { get; set; }
+
+ [JsonPropertyName("priceavg50")]
+ public double? PriceAvg50 { get; set; }
+
+ [JsonPropertyName("priceavg200")]
+ public double? PriceAvg200 { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changespercentage")]
+ public double? ChangesPercentage { get; set; }
+
+ [JsonPropertyName("timestamp")]
+ public long? Timestamp { get; set; }
+ [JsonPropertyName("volume")]
+ public double? Volume { get; set; }
+ [JsonPropertyName("avgVolume")]
+ public double? AvgVolume { get; set; }
+
+ // Not used by Forex or Futures.
+
+ [JsonPropertyName("eps")]
+ public double? Eps { get; set; }
+
+ [JsonPropertyName("pe")]
+ public double? Pe { get; set; }
+
+ [JsonPropertyName("earningsAnnouncement")]
+ public string? EarningsAnnouncement { get; set; }
+
+ [JsonPropertyName("sharesOutstanding")]
+ public double? SharesOutstanding { get; set; }
+
+ [JsonPropertyName("marketCap")]
+ public double? MarketCap { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs b/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs
index 2bb656e..a8b12f1 100644
--- a/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs
+++ b/FinancialModelingPrepApi/Model/Fund/ETFStockExposureResponse.cs
@@ -14,9 +14,9 @@ public class ETFStockExposureResponse
public int SharesNumber { get; set; }
[JsonPropertyName("weightPercentage")]
- public double WeightPercentage { get; set; }
+ public decimal WeightPercentage { get; set; }
[JsonPropertyName("marketValue")]
- public double MarketValue { get; set; }
+ public decimal MarketValue { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/Futures/FuturesHistoricalQuoteResponse.cs b/FinancialModelingPrepApi/Model/Futures/FuturesHistoricalQuoteResponse.cs
new file mode 100644
index 0000000..ef9554a
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Futures/FuturesHistoricalQuoteResponse.cs
@@ -0,0 +1,32 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Futures
+{
+ public class FuturesHistoricalQuoteResponse : IHistoricalQuote
+ {
+ [JsonPropertyName("date")]
+ public string Date { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("high")]
+ public double? High { get; set; }
+
+ [JsonPropertyName("low")]
+ public double? Low { get; set; }
+
+ [JsonPropertyName("close")]
+ public double Close { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changePercent")]
+ public double? ChangePercent { get; set; }
+ [JsonPropertyName("volume")]
+ public double Volume { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Futures/FuturesQuoteResponse.cs b/FinancialModelingPrepApi/Model/Futures/FuturesQuoteResponse.cs
new file mode 100644
index 0000000..d429148
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/Futures/FuturesQuoteResponse.cs
@@ -0,0 +1,76 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.Futures
+{
+ public class FuturesQuoteResponse : ICurrentQuote
+ {
+ // Futures
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+
+ [JsonPropertyName("exchange")]
+ public string Exchange { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("price")]
+ public double? Price { get; set; }
+
+ [JsonPropertyName("previousclose")]
+ public double? PreviousClose { get; set; }
+
+ [JsonPropertyName("daylow")]
+ public double? DayLow { get; set; }
+
+ [JsonPropertyName("dayhigh")]
+ public double? DayHigh { get; set; }
+
+ [JsonPropertyName("yearlow")]
+ public double? YearlyLow { get; set; }
+
+ [JsonPropertyName("yearhigh")]
+ public double? YearlyHigh { get; set; }
+
+ [JsonPropertyName("priceavg50")]
+ public double? PriceAvg50 { get; set; }
+
+ [JsonPropertyName("priceavg200")]
+ public double? PriceAvg200 { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changespercentage")]
+ public double? ChangesPercentage { get; set; }
+
+ [JsonPropertyName("timestamp")]
+ public long? Timestamp { get; set; }
+
+ [JsonPropertyName("volume")]
+ public double? Volume { get; set; }
+ [JsonPropertyName("avgVolume")]
+ public double? AvgVolume { get; set; }
+ // Not used by Forex or Futures.
+
+ [JsonPropertyName("eps")]
+ public double? Eps { get; set; }
+
+ [JsonPropertyName("pe")]
+ public double? Pe { get; set; }
+
+ [JsonPropertyName("earningsAnnouncement")]
+ public string? EarningsAnnouncement { get; set; }
+
+ [JsonPropertyName("sharesOutstanding")]
+ public double? SharesOutstanding { get; set; }
+
+ [JsonPropertyName("marketCap")]
+ public double? MarketCap { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/Period.cs b/FinancialModelingPrepApi/Model/Period.cs
index 8c2a1e2..d64bb13 100644
--- a/FinancialModelingPrepApi/Model/Period.cs
+++ b/FinancialModelingPrepApi/Model/Period.cs
@@ -13,6 +13,9 @@ public enum HistoricalPricingPeriod
FifteenMinute,
ThirtyMinute,
OneHour,
- FourHour
+ FourHour,
+ Day,
+ Week,
+ Month
}
}
diff --git a/FinancialModelingPrepApi/Model/Statistics/AnalystEstimateItem.cs b/FinancialModelingPrepApi/Model/Statistics/AnalystEstimateItem.cs
index 77b0ff5..3778ed8 100644
--- a/FinancialModelingPrepApi/Model/Statistics/AnalystEstimateItem.cs
+++ b/FinancialModelingPrepApi/Model/Statistics/AnalystEstimateItem.cs
@@ -11,58 +11,58 @@ public class AnalystEstimateItem
public string Date { get; set; }
[JsonPropertyName("estimatedRevenueLow")]
- public double EstimatedRevenueLow { get; set; }
+ public decimal EstimatedRevenueLow { get; set; }
[JsonPropertyName("estimatedRevenueHigh")]
- public double EstimatedRevenueHigh { get; set; }
+ public decimal EstimatedRevenueHigh { get; set; }
[JsonPropertyName("estimatedRevenueAvg")]
- public double EstimatedRevenueAvg { get; set; }
+ public decimal EstimatedRevenueAvg { get; set; }
[JsonPropertyName("estimatedEbitdaLow")]
- public double EstimatedEbitdaLow { get; set; }
+ public decimal EstimatedEbitdaLow { get; set; }
[JsonPropertyName("estimatedEbitdaHigh")]
- public double EstimatedEbitdaHigh { get; set; }
+ public decimal EstimatedEbitdaHigh { get; set; }
[JsonPropertyName("estimatedEbitdaAvg")]
- public double EstimatedEbitdaAvg { get; set; }
+ public decimal EstimatedEbitdaAvg { get; set; }
[JsonPropertyName("estimatedEbitLow")]
- public double EstimatedEbitLow { get; set; }
+ public decimal EstimatedEbitLow { get; set; }
[JsonPropertyName("estimatedEbitHigh")]
- public double EstimatedEbitHigh { get; set; }
+ public decimal EstimatedEbitHigh { get; set; }
[JsonPropertyName("estimatedEbitAvg")]
- public double EstimatedEbitAvg { get; set; }
+ public decimal EstimatedEbitAvg { get; set; }
[JsonPropertyName("estimatedNetIncomeLow")]
- public double EstimatedNetIncomeLow { get; set; }
+ public decimal EstimatedNetIncomeLow { get; set; }
[JsonPropertyName("estimatedNetIncomeHigh")]
- public double EstimatedNetIncomeHigh { get; set; }
+ public decimal EstimatedNetIncomeHigh { get; set; }
[JsonPropertyName("estimatedNetIncomeAvg")]
- public double EstimatedNetIncomeAvg { get; set; }
+ public decimal EstimatedNetIncomeAvg { get; set; }
[JsonPropertyName("estimatedSgaExpenseLow")]
- public double EstimatedSgaExpenseLow { get; set; }
+ public decimal EstimatedSgaExpenseLow { get; set; }
[JsonPropertyName("estimatedSgaExpenseHigh")]
- public double EstimatedSgaExpenseHigh { get; set; }
+ public decimal EstimatedSgaExpenseHigh { get; set; }
[JsonPropertyName("estimatedSgaExpenseAvg")]
- public double EstimatedSgaExpenseAvg { get; set; }
+ public decimal EstimatedSgaExpenseAvg { get; set; }
[JsonPropertyName("estimatedEpsAvg")]
- public double EstimatedEpsAvg { get; set; }
+ public decimal EstimatedEpsAvg { get; set; }
[JsonPropertyName("estimatedEpsHigh")]
- public double EstimatedEpsHigh { get; set; }
+ public decimal EstimatedEpsHigh { get; set; }
[JsonPropertyName("estimatedEpsLow")]
- public double EstimatedEpsLow { get; set; }
+ public decimal EstimatedEpsLow { get; set; }
[JsonPropertyName("numberAnalystEstimatedRevenue")]
public int NumberAnalystEstimatedRevenue { get; set; }
diff --git a/FinancialModelingPrepApi/Model/StockMarket/StockHistoricalDividendResponse.cs b/FinancialModelingPrepApi/Model/StockMarket/StockHistoricalDividendResponse.cs
new file mode 100644
index 0000000..d4888f5
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/StockMarket/StockHistoricalDividendResponse.cs
@@ -0,0 +1,36 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Model.StockMarket
+{
+ public class StockDividendResponse
+ {
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("historical")]
+ public List<StockHistoricalDividendResponse> HistoricalDividends { get; set; }
+ }
+
+ public class StockHistoricalDividendResponse
+ {
+ [JsonPropertyName("date")]
+ public string Date { get; set; }
+ [JsonPropertyName("label")]
+ public string Label { get; set; }
+ [JsonPropertyName("adjDividend")]
+ public string AdjDividend { get; set; }
+ [JsonPropertyName("dividend")]
+ public string Dividend { get; set; }
+ [JsonPropertyName("recordDate")]
+ public string RecordDate { get; set; }
+ [JsonPropertyName("paymentDate")]
+ public string PaymentDate { get; set; }
+ [JsonPropertyName("declarationDate")]
+ public string DeclarationDate { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/StockMarket/StockMarketSymbolResponse.cs b/FinancialModelingPrepApi/Model/StockMarket/StockMarketSymbolResponse.cs
index 58ce5cf..c9ffb04 100644
--- a/FinancialModelingPrepApi/Model/StockMarket/StockMarketSymbolResponse.cs
+++ b/FinancialModelingPrepApi/Model/StockMarket/StockMarketSymbolResponse.cs
@@ -8,7 +8,7 @@ public class StockMarketSymbolResponse
public string Ticker { get; set; }
[JsonPropertyName("changes")]
- public double Changes { get; set; }
+ public decimal Changes { get; set; }
[JsonPropertyName("price")]
public string Price { get; set; }
diff --git a/FinancialModelingPrepApi/Model/StockMarket/StockQuoteResponse.cs b/FinancialModelingPrepApi/Model/StockMarket/StockQuoteResponse.cs
new file mode 100644
index 0000000..bfd363f
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/StockMarket/StockQuoteResponse.cs
@@ -0,0 +1,75 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System.Text.Json.Serialization;
+
+namespace MatthiWare.FinancialModelingPrep.Model.StockMarket
+{
+ public class StockQuoteResponse : ICurrentQuote
+ {
+ // Stock
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+
+ [JsonPropertyName("exchange")]
+ public string Exchange { get; set; }
+
+ [JsonPropertyName("open")]
+ public double? Open { get; set; }
+
+ [JsonPropertyName("price")]
+ public double? Price { get; set; }
+
+ [JsonPropertyName("previousClose")]
+ public double? PreviousClose { get; set; }
+
+ [JsonPropertyName("dayLow")]
+ public double? DayLow { get; set; }
+
+ [JsonPropertyName("dayHigh")]
+ public double? DayHigh { get; set; }
+
+ [JsonPropertyName("yearLow")]
+ public double? YearlyLow { get; set; }
+
+ [JsonPropertyName("yearHigh")]
+ public double? YearlyHigh { get; set; }
+
+ [JsonPropertyName("priceAvg50")]
+ public double? PriceAvg50 { get; set; }
+
+ [JsonPropertyName("priceAvg200")]
+ public double? PriceAvg200 { get; set; }
+
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changesPercentage")]
+ public double? ChangesPercentage { get; set; }
+
+ [JsonPropertyName("timestamp")]
+ public long? Timestamp { get; set; }
+ [JsonPropertyName("volume")]
+ public double? Volume { get; set; }
+ [JsonPropertyName("avgVolume")]
+ public double? AvgVolume { get; set; }
+
+ // Not used by Forex or Futures.
+
+ [JsonPropertyName("eps")]
+ public double? Eps { get; set; }
+
+ [JsonPropertyName("pe")]
+ public double? Pe { get; set; }
+
+ [JsonPropertyName("earningsAnnouncement")]
+ public string? EarningsAnnouncement { get; set; }
+
+ [JsonPropertyName("sharesOutstanding")]
+ public double? SharesOutstanding { get; set; }
+
+ [JsonPropertyName("marketCap")]
+ public double? MarketCap { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/StockMarket/StockSP500ConstituentResponse.cs b/FinancialModelingPrepApi/Model/StockMarket/StockSP500ConstituentResponse.cs
new file mode 100644
index 0000000..f16a17e
--- /dev/null
+++ b/FinancialModelingPrepApi/Model/StockMarket/StockSP500ConstituentResponse.cs
@@ -0,0 +1,30 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Threading.Tasks;
+
+namespace MatthiWare.FinancialModelingPrep.Model.StockMarket
+{
+ public class IndexConstituentResponse
+ {
+ [JsonPropertyName("symbol")]
+ public string Symbol { get; set; }
+
+ [JsonPropertyName("name")]
+ public string Name { get; set; }
+ [JsonPropertyName("sector")]
+ public string Sector { get; set; }
+ [JsonPropertyName("subSector")]
+ public string Subsector { get; set; }
+ [JsonPropertyName("headQuarter")]
+ public string Headquarter { get; set; }
+ [JsonPropertyName("dateFirstAdded")]
+ public string DateFirstAdded { get; set; }
+ [JsonPropertyName("cik")]
+ public string Cik { get; set; }
+ [JsonPropertyName("founded")]
+ public string Founded { get; set; }
+ }
+}
diff --git a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalDividendItem.cs b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalDividendItem.cs
index b674522..97bff9f 100644
--- a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalDividendItem.cs
+++ b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalDividendItem.cs
@@ -11,10 +11,10 @@ public class HistoricalDividendItem
public string Label { get; set; }
[JsonPropertyName("adjDividend")]
- public double AdjDividend { get; set; }
+ public decimal AdjDividend { get; set; }
[JsonPropertyName("dividend")]
- public double Dividend { get; set; }
+ public decimal Dividend { get; set; }
[JsonPropertyName("recordDate")]
public string RecordDate { get; set; }
diff --git a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForChartWithVolumeResponse.cs b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForChartWithVolumeResponse.cs
index 1079851..67b213d 100644
--- a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForChartWithVolumeResponse.cs
+++ b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForChartWithVolumeResponse.cs
@@ -1,25 +1,47 @@
-using System.Text.Json.Serialization;
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System.Text.Json.Serialization;
namespace MatthiWare.FinancialModelingPrep.Model.StockTimeSeries
{
- public class HistoricalPriceForChartWithVolumeResponse
+ public class HistoricalPriceForChartWithVolumeResponse : IHistoricalQuote
{
[JsonPropertyName("date")]
public string Date { get; set; }
[JsonPropertyName("open")]
- public double Open { get; set; }
-
- [JsonPropertyName("low")]
- public double Low { get; set; }
+ public double? Open { get; set; }
[JsonPropertyName("high")]
- public double High { get; set; }
+ public double? High { get; set; }
+
+ [JsonPropertyName("low")]
+ public double? Low { get; set; }
[JsonPropertyName("close")]
public double Close { get; set; }
+ [JsonPropertyName("change")]
+ public double? Change { get; set; }
+
+ [JsonPropertyName("changePercent")]
+ public double? ChangePercent { get; set; }
+
[JsonPropertyName("volume")]
- public int Volume { get; set; }
+ public double Volume { get; set; }
+
+ [JsonPropertyName("adjClose")]
+ public double AdjClose { get; set; }
+
+ [JsonPropertyName("unadjustedVolume")]
+ public double UnadjustedVolume { get; set; }
+
+ [JsonPropertyName("vwap")]
+ public double VWAP { get; set; }
+
+ [JsonPropertyName("label")]
+ public string Label { get; set; }
+
+ [JsonPropertyName("changeOvertime")]
+ public double ChangeOvertime { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForLineChartResponse.cs b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForLineChartResponse.cs
index d3ffc26..083425a 100644
--- a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForLineChartResponse.cs
+++ b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceForLineChartResponse.cs
@@ -18,6 +18,6 @@ public class HistoricalPriceForLineChartItem
public string Date { get; set; }
[JsonPropertyName("close")]
- public double Close { get; set; }
+ public decimal Close { get; set; }
}
}
diff --git a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceResponse.cs b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceResponse.cs
index 21ee31f..b7060c1 100644
--- a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceResponse.cs
+++ b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalPriceResponse.cs
@@ -1,4 +1,6 @@
-using System.Collections.Generic;
+using MatthiWare.FinancialModelingPrep.Abstractions.Model;
+using System;
+using System.Collections.Generic;
using System.Text.Json.Serialization;
namespace MatthiWare.FinancialModelingPrep.Model.StockTimeSeries
@@ -12,19 +14,19 @@ public class HistoricalPriceResponse
public List<HistoricalPriceItem> Historical { get; set; }
}
- public class HistoricalPriceItem
+ public class HistoricalPriceItem : IHistoricalQuote
{
[JsonPropertyName("date")]
public string Date { get; set; }
[JsonPropertyName("open")]
- public double Open { get; set; }
+ public double? Open { get; set; }
[JsonPropertyName("high")]
- public double High { get; set; }
+ public double? High { get; set; }
[JsonPropertyName("low")]
- public double Low { get; set; }
+ public double? Low { get; set; }
[JsonPropertyName("close")]
public double Close { get; set; }
@@ -39,13 +41,13 @@ public class HistoricalPriceItem
public double UnadjustedVolume { get; set; }
[JsonPropertyName("change")]
- public double Change { get; set; }
+ public double? Change { get; set; }
[JsonPropertyName("changePercent")]
- public double ChangePercent { get; set; }
+ public double? ChangePercent { get; set; }
[JsonPropertyName("vwap")]
- public double Vwap { get; set; }
+ public double? Vwap { get; set; }
[JsonPropertyName("label")]
public string Label { get; set; }
diff --git a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalStockSplitItem.cs b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalStockSplitItem.cs
index 94eea24..21a56a6 100644
--- a/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalStockSplitItem.cs
+++ b/FinancialModelingPrepApi/Model/StockTimeSeries/HistoricalStockSplitItem.cs
@@ -11,9 +11,9 @@ public class HistoricalStockSplitItem
public string Label { get; set; }
[JsonPropertyName("numerator")]
- public double Numerator { get; set; }
+ public decimal Numerator { get; set; }
[JsonPropertyName("denominator")]
- public double Denominator { get; set; }
+ public decimal Denominator { get; set; }
}
}
diff --git a/README.md b/README.md
index c1df384..64ea65d 100644
--- a/README.md
+++ b/README.md
@@ -1,13 +1,11 @@
-# FinancialModelingPrep.NET
+# FinancialModelingPrep.NET Extended
+.NET 8 API Client For https://financialmodelingprep.com/ API written in C#. Extended edition based on MatthiWare's foundation -- see repo this is forked off of.
-[](https://github.com/MatthiWare/FinancialModelingPrep.NET/actions/workflows/dotnet.yml)
-[](https://www.nuget.org/packages/MatthiWare.FinancialModelingPrep/)
-
-.NET 5 API Client For https://financialmodelingprep.com/ API written in C#
+Actively maintained as part of a financial analysis project.
## Installation
```powershell
-PM> Install-Package MatthiWare.FinancialModelingPrep
+PM> Install-Package 1130Labs.FinancialModelingPrepExtended
```
# Quick Start
@@ -103,8 +101,8 @@ else
- Euronext
- TSX
- Stock Market (Partially covered)
-- Cryptocurrencies (Not yet covered)
-- Forex (Not yet covered)
+- Cryptocurrencies
+- Forex
### Contribute
Create a PR where you add or improve an Endpoint
diff --git a/Tests/AdvancedData/AdvancedDataTests.cs b/Tests/AdvancedData/AdvancedDataTests.cs
index 1bba551..1aa0ed0 100644
--- a/Tests/AdvancedData/AdvancedDataTests.cs
+++ b/Tests/AdvancedData/AdvancedDataTests.cs
@@ -3,6 +3,7 @@
using MatthiWare.FinancialModelingPrep.Model;
using MatthiWare.FinancialModelingPrep.Model.AdvancedData;
using Microsoft.Extensions.DependencyInjection;
+using System.Linq;
using System.Threading.Tasks;
using Xunit;
using Xunit.Abstractions;
@@ -17,6 +18,7 @@ public CompanyValuationTests(ITestOutputHelper testOutput) : base(testOutput)
{
api = ServiceProvider.GetRequiredService<IAdvancedDataProvider>();
}
+
[Fact]
public async Task GetFinancialReportAnnualAsync()
@@ -28,6 +30,15 @@ public async Task GetFinancialReportAnnualAsync()
Assert.Contains("AAPL", result.Data);
}
+ [Fact]
+ public async Task GetFinancialScoreAsync()
+ {
+ var result = await api.GetFinancialScoreAsync("AAPL");
+
+ result.AssertNoErrors();
+ Assert.Equal("AAPL", result.Data[0].Symbol);
+ }
+
[Fact]
public async Task GetFinancialReportQuarterAsync()
{
@@ -111,5 +122,15 @@ private Task<ApiResponse<StandardIndustrialClassificationResponse>> GetStandardI
_ => null,
};
}
+
+ [Fact]
+ public async Task CommitmentOfTradersReportTest()
+ {
+ var result = await api.GetCommitmentOfTradersReportAsync("ES");
+
+ result.AssertNoErrors();
+ Assert.NotEmpty(result.Data);
+ Assert.Equal("AAPL", result.Data.First().Symbol);
+ }
}
}
diff --git a/Tests/Calendars/CalendarsTests.cs b/Tests/Calendars/CalendarsTests.cs
index 075a3b3..330cc03 100644
--- a/Tests/Calendars/CalendarsTests.cs
+++ b/Tests/Calendars/CalendarsTests.cs
@@ -102,8 +102,8 @@ public async Task GetDividendCalendarAsync()
var firstResult = result.Data.First(_ => _.Symbol == "BRO");
Assert.Equal("BRO", firstResult.Symbol);
- Assert.Equal(0.0925, firstResult.Dividend.Value, 4);
- Assert.Equal(0.0925, firstResult.AdjDividend, 4);
+ Assert.Equal(0.0925m, firstResult.Dividend.Value, 4);
+ Assert.Equal(0.0925m, firstResult.AdjDividend, 4);
Assert.Equal("2020-11-04", firstResult.RecordDate);
Assert.Equal("2020-11-18", firstResult.PaymentDate);
Assert.Equal("2020-10-20", firstResult.DeclarationDate);
@@ -131,7 +131,7 @@ public async Task GetEconomicCalendarAsync()
Assert.Equal(85, firstResult.Actual);
Assert.Equal(83, firstResult.Previous);
Assert.Equal(2, firstResult.Change);
- Assert.Equal(0.0241, firstResult.ChangePercentage);
+ Assert.Equal(0.0241m, firstResult.ChangePercentage);
Assert.Equal(83, firstResult.Estimate);
}
diff --git a/Tests/Crypto/CryptoMarketTests.cs b/Tests/Crypto/CryptoMarketTests.cs
index 070cec8..1cbb3d9 100644
--- a/Tests/Crypto/CryptoMarketTests.cs
+++ b/Tests/Crypto/CryptoMarketTests.cs
@@ -1,4 +1,4 @@
-using MatthiWare.FinancialModelingPrep.Abstractions.StockMarket;
+using MatthiWare.FinancialModelingPrep.Abstractions.Crypto;
using Microsoft.Extensions.DependencyInjection;
using System.Threading.Tasks;
using Xunit;
@@ -15,10 +15,20 @@ public CryptoMarketTests(ITestOutputHelper testOutput) : base(testOutput)
api = ServiceProvider.GetRequiredService<ICryptoMarketProvider>();
}
+ [Fact]
+ public async Task GetCryptocurrencyRealtime()
+ {
+ var result = await api.GetQuoteAsync("BTCUSD");
+
+ result.AssertNoErrors();
+ Assert.NotNull(result.Data);
+ Assert.Equal("BTCUSD", result.Data[0].Symbol);
+ }
+
[Fact]
public async Task GetAvailableCryptocurrencies()
{
- var result = await api.GetAvilableCryptocurrencies();
+ var result = await api.GetAvilableCryptocurrenciesAsync();
result.AssertNoErrors();
Assert.NotEmpty(result.Data);
@@ -27,16 +37,16 @@ public async Task GetAvailableCryptocurrencies()
[Fact]
public async Task GetDailyPrice()
{
- var result = await api.GetDailyPrices("BTCUSD");
+ var result = await api.GetHistoricalQuoteAsync("BTCUSD");
result.AssertNoErrors();
- Assert.NotEmpty(result.Data.HistoricalPrices);
+ Assert.NotEmpty(result.Data.Historical);
}
[Fact]
public async Task GetPeriodPriceData()
{
- var result = await api.GetHistoricalPrices("BTCUSD", MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod.OneHour);
+ var result = await api.GetHistoricalQuoteAsync("BTCUSD", MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod.OneHour);
result.AssertNoErrors();
Assert.NotEmpty(result.Data);
diff --git a/Tests/Forex/ForexMarketTests.cs b/Tests/Forex/ForexMarketTests.cs
new file mode 100644
index 0000000..5e7abc8
--- /dev/null
+++ b/Tests/Forex/ForexMarketTests.cs
@@ -0,0 +1,39 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Forex;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Threading.Tasks;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace Tests.Forex
+{
+ public class ForexMarketTests : TestingBase
+ {
+ private readonly IForexMarketProvider api;
+
+ public ForexMarketTests(ITestOutputHelper testOutput) : base(testOutput)
+ {
+ api = ServiceProvider.GetRequiredService<IForexMarketProvider>();
+ }
+
+ [Fact]
+ public async Task GetCurrencyPairRealtime()
+ {
+ var result = await api.GetQuoteAsync("USDJPY");
+
+ result.AssertNoErrors();
+ Assert.NotNull(result.Data);
+ Assert.Equal("USDJPY", result.Data[0].Symbol);
+ }
+
+ [Fact]
+ public async Task GetCurrencyPairHistorical()
+ {
+ var result = await api.GetHistoricalQuoteAsync("USDJPY", MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod.OneMinute);
+
+ result.AssertNoErrors();
+ Assert.NotNull(result.Data);
+ Assert.NotNull(result.Data[0].Date);
+ }
+ }
+}
diff --git a/Tests/Futures/FuturesMarketTests.cs b/Tests/Futures/FuturesMarketTests.cs
new file mode 100644
index 0000000..81bb735
--- /dev/null
+++ b/Tests/Futures/FuturesMarketTests.cs
@@ -0,0 +1,40 @@
+using MatthiWare.FinancialModelingPrep.Abstractions.Futures;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Threading.Tasks;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace Tests.Futures
+{
+ public class FuturesMarketTests : TestingBase
+ {
+ private readonly IFuturesMarketProvider api;
+
+ public FuturesMarketTests(ITestOutputHelper testOutput) : base(testOutput)
+ {
+ api = ServiceProvider.GetRequiredService<IFuturesMarketProvider>();
+ }
+
+ [Fact]
+ public async Task GetCommodityRealtime()
+ {
+ var result = await api.GetQuoteAsync("LC=F");
+
+ result.AssertNoErrors();
+ Assert.NotNull(result.Data);
+ // Commodity tickers are painful.
+ Assert.Equal("LCUSX", result.Data[0].Symbol);
+ }
+
+ [Fact]
+ public async Task GetCurrencyPairHistorical()
+ {
+ var result = await api.GetHistoricalQuoteAsync("LC=F", MatthiWare.FinancialModelingPrep.Model.HistoricalPricingPeriod.OneMinute);
+
+ result.AssertNoErrors();
+ Assert.NotNull(result.Data);
+ Assert.NotNull(result.Data[0].Date);
+ }
+ }
+}
diff --git a/Tests/StockTimeSeries/StockTimeSeriesTests.cs b/Tests/StockTimeSeries/StockTimeSeriesTests.cs
index 36a582e..718fc09 100644
--- a/Tests/StockTimeSeries/StockTimeSeriesTests.cs
+++ b/Tests/StockTimeSeries/StockTimeSeriesTests.cs
@@ -18,6 +18,15 @@ public StockTimeSeriesTests(ITestOutputHelper testOutput) : base(testOutput)
api = ServiceProvider.GetRequiredService<IStockTimeSeriesProvider>();
}
+ [Fact]
+ public async Task GetStockQuote()
+ {
+ var result = await api.GetQuoteAsync("AAPL");
+
+ result.AssertNoErrors();
+ Assert.Equal("AAPL", result.Data[0].Symbol);
+ }
+
[Fact]
public async Task GetHistoricalDividendsAsync()
{
@@ -27,7 +36,7 @@ public async Task GetHistoricalDividendsAsync()
var dividend = result.Data.Historical.First(data => data.Date == "2021-05-07");
- Assert.Equal(0.22, dividend.Dividend);
+ Assert.Equal(0.22m, dividend.Dividend);
Assert.Equal("2021-05-10", dividend.RecordDate);
Assert.Equal("2021-05-13", dividend.PaymentDate);
Assert.Equal("2021-04-28", dividend.DeclarationDate);
@@ -42,8 +51,8 @@ public async Task GetHistoricalStockSplitsAsync()
var split = result.Data.Historical.First(data => data.Date == "2020-08-31");
- Assert.Equal(4.0, split.Numerator);
- Assert.Equal(1.0, split.Denominator);
+ Assert.Equal(4.0m, split.Numerator);
+ Assert.Equal(1.0m, split.Denominator);
}
[Fact]
@@ -55,10 +64,10 @@ public async Task GetHistoricalDailyPricesAsync()
var split = result.Data.Historical.First(data => data.Date == "2021-06-04");
- Assert.Equal(125.89, split.Close, 2);
- Assert.Equal(124.07, split.Open, 2);
- Assert.Equal(126.16, split.High, 2);
- Assert.Equal(123.85, split.Low, 2);
+ Assert.Equal(125.89d, split.Close, 2);
+ Assert.Equal(124.07d, split.Open.Value, 2);
+ Assert.Equal(126.16d, split.High.Value, 2);
+ Assert.Equal(123.85d, split.Low.Value, 2);
}
[Fact]
@@ -72,10 +81,10 @@ public async Task GetHistoricalDailyPricesUsingFromToAsync()
var split = result.Data.Historical.First(data => data.Date == "2021-06-04");
- Assert.Equal(125.89, split.Close, 2);
- Assert.Equal(124.07, split.Open, 2);
- Assert.Equal(126.16, split.High, 2);
- Assert.Equal(123.85, split.Low, 2);
+ Assert.Equal(125.89d, split.Close, 2);
+ Assert.Equal(124.07d, split.Open.Value, 2);
+ Assert.Equal(126.16d, split.High.Value, 2);
+ Assert.Equal(123.85d, split.Low.Value, 2);
}
[Fact]
@@ -87,29 +96,7 @@ public async Task GetHistoricalDailyPricesForLineChartAsync()
var split = result.Data.Historical.First(data => data.Date == "2021-06-04");
- Assert.Equal(125.89, split.Close, 2);
- }
-
- [Theory]
- [MemberData(nameof(AvailableHistoricalChartSeries))]
- public async Task GetHistoricalPricesForChartWithVolume(HistoricalChartSeries series)
- {
- var result = await api.GetHistoricalPricesForChartWithVolume("AAPL", series);
-
- result.AssertNoErrors();
-
- Assert.True(result.Data.Count > 0);
- }
-
- [Theory]
- [MemberData(nameof(AvailableHistoricalChartSeries))]
- public async Task GetHistoricalPricesForChartWithVolume2(HistoricalChartSeries series)
- {
- var result = await api.GetHistoricalPricesForChartWithVolume("AGS.BR", series);
-
- result.AssertNoErrors();
-
- Assert.True(result.Data.Count > 0);
+ Assert.Equal(125.89m, split.Close, 2);
}
[Fact]
@@ -123,18 +110,7 @@ public async Task GetHistoricalDailyPricesForLineChartUsingFromToAsync()
var split = result.Data.Historical.First(data => data.Date == "2021-06-04");
- Assert.Equal(125.89, split.Close, 2);
- }
-
- public static IEnumerable<object[]> AvailableHistoricalChartSeries
- {
- get
- {
- foreach (var enumValue in Enum.GetValues<HistoricalChartSeries>())
- {
- yield return new object[] { enumValue };
- }
- }
+ Assert.Equal(125.89m, split.Close, 2);
}
}
}
diff --git a/Tests/Tests.csproj b/Tests/Tests.csproj
index 996df16..96febfa 100644
--- a/Tests/Tests.csproj
+++ b/Tests/Tests.csproj
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
- <TargetFramework>net5.0</TargetFramework>
+ <TargetFramework>net8.0</TargetFramework>
<IsPackable>false</IsPackable>
</PropertyGroup>