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add fmv to snapshot and ws models and add new feeds (#539)
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@morningvera
morningvera authored Oct 25, 2023
1 parent f5c4fc5 commit d971fd5
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2,438 changes: 1,714 additions & 724 deletions .polygon/rest.json
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333 changes: 333 additions & 0 deletions .polygon/websocket.json
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Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,11 @@
"/stocks/LULD"
]
},
{
"paths": [
"/business/stocks/FMV"
]
},
{
"paths": [
"/launchpad/stocks/AM"
Expand Down Expand Up @@ -84,6 +89,11 @@
"/options/Q"
]
},
{
"paths": [
"/business/options/FMV"
]
},
{
"paths": [
"/launchpad/options/AM"
Expand All @@ -110,6 +120,11 @@
"/forex/C"
]
},
{
"paths": [
"/business/forex/FMV"
]
},
{
"paths": [
"/launchpad/forex/AM"
Expand Down Expand Up @@ -146,6 +161,11 @@
"/crypto/XL2"
]
},
{
"paths": [
"/business/crypto/FMV"
]
},
{
"paths": [
"/launchpad/crypto/AM"
Expand Down Expand Up @@ -915,6 +935,79 @@
]
}
},
"/business/stocks/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given stock ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a stock ticker or use * to subscribe to all stock tickers.\nYou can also use a comma separated list to subscribe to multiple stock tickers.\nYou can retrieve available stock tickers from our [Stock Tickers API](https://polygon.io/docs/stocks/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^([a-zA-Z]+)$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 189.22,
"sym": "AAPL",
"t": 1678220098130
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "stocks",
"description": "Stocks data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/stocks/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -1608,6 +1701,79 @@
]
}
},
"/business/options/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given options ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify an option contract. You're only allowed to subscribe to 1,000 option contracts per connection.\nYou can also use a comma separated list to subscribe to multiple option contracts.\nYou can retrieve active options contracts from our [Options Contracts API](https://polygon.io/docs/options/get_v3_reference_options_contracts).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(([a-zA-Z]+|[0-9])+)$/"
},
"example": "O:SPY241220P00720000"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 7.2,
"sym": "O:TSLA210903C00700000",
"t": 1401715883806000000
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "options",
"description": "Options data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/options/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -2005,6 +2171,79 @@
]
}
},
"/business/forex/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given forex ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(?<from>([A-Z]{3})\\/?<to>([A-Z]{3}))$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 1.0631,
"sym": "C:EURUSD",
"t": 1678220098130
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "fx",
"description": "Forex data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/forex/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -2646,6 +2885,79 @@
]
}
},
"/business/crypto/FMV": {
"get": {
"summary": "Fair Market Value",
"description": "Real-time fair market value for a given crypto ticker symbol.\n",
"parameters": [
{
"name": "ticker",
"in": "query",
"description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n",
"required": true,
"schema": {
"type": "string",
"pattern": "/^(?<from>([A-Z]*)-(?<to>[A-Z]{3}))$/"
},
"example": "*"
}
],
"responses": {
"200": {
"description": "The WebSocket message for a fair market value event.",
"content": {
"application/json": {
"schema": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
},
"example": {
"ev": "FMV",
"val": 33021.9,
"sym": "X:BTC-USD",
"t": 1610462007425
}
}
}
}
},
"x-polygon-entitlement-data-type": {
"name": "indicative-price",
"description": "Indicative Price"
},
"x-polygon-entitlement-market-type": {
"name": "crypto",
"description": "Crypto data"
},
"x-polygon-entitlement-allowed-timeframes": [
{
"name": "delayed",
"description": "15 minute delayed data"
},
{
"name": "realtime",
"description": "Real Time Data"
}
]
}
},
"/launchpad/crypto/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
Expand Down Expand Up @@ -4621,6 +4933,27 @@
"description": "The nanosecond timestamp."
}
}
},
"BusinessWebsocketFairMarketValue": {
"type": "object",
"properties": {
"ev": {
"type": "string",
"enum": [
"FMV"
],
"description": "The event type."
},
"fmv": {
"description": "Fair market value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel=\"nofollow\" target=\"_blank\" href=\"https://polygon.io/contact\">contact us</a>.\n"
},
"sym": {
"description": "The ticker symbol for the given security."
},
"t": {
"description": "The nanosecond timestamp."
}
}
}
},
"parameters": {
Expand Down
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