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morningveramorningvera
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add fmv to snapshot and ws models and add new feeds (#539)
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11 files changed

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-724
lines changed

11 files changed

+2096
-724
lines changed

‎.polygon/rest.json

Lines changed: 1714 additions & 724 deletions
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‎.polygon/websocket.json

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@@ -48,6 +48,11 @@
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"/stocks/LULD"
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]
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},
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{
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"paths": [
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"/business/stocks/FMV"
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]
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},
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{
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"paths": [
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"/launchpad/stocks/AM"
@@ -84,6 +89,11 @@
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"/options/Q"
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]
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},
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{
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"paths": [
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"/business/options/FMV"
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]
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},
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{
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"paths": [
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"/launchpad/options/AM"
@@ -110,6 +120,11 @@
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"/forex/C"
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]
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},
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{
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"paths": [
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"/business/forex/FMV"
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]
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},
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{
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"paths": [
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"/launchpad/forex/AM"
@@ -146,6 +161,11 @@
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"/crypto/XL2"
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]
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},
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{
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"paths": [
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"/business/crypto/FMV"
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]
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},
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{
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"paths": [
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"/launchpad/crypto/AM"
@@ -915,6 +935,79 @@
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]
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}
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},
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"/business/stocks/FMV": {
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"get": {
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"summary": "Fair Market Value",
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"description": "Real-time fair market value for a given stock ticker symbol.\n",
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"parameters": [
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{
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"name": "ticker",
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"in": "query",
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"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",
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"required": true,
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"schema": {
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"type": "string",
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"pattern": "/^([a-zA-Z]+)$/"
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},
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"example": "*"
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}
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],
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"responses": {
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"200": {
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"description": "The WebSocket message for a fair market value event.",
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"content": {
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"application/json": {
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"schema": {
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"type": "object",
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"properties": {
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"ev": {
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"type": "string",
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"enum": [
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"FMV"
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],
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"description": "The event type."
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},
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"fmv": {
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"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"
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},
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"sym": {
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"description": "The ticker symbol for the given security."
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},
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"t": {
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"description": "The nanosecond timestamp."
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}
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}
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},
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"example": {
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"ev": "FMV",
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"val": 189.22,
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"sym": "AAPL",
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"t": 1678220098130
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}
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}
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}
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}
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},
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"name": "indicative-price",
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"description": "Indicative Price"
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},
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"x-polygon-entitlement-market-type": {
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"name": "stocks",
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"description": "Stocks data"
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},
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{
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"name": "delayed",
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"description": "15 minute delayed data"
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},
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{
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"name": "realtime",
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"description": "Real Time Data"
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}
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]
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}
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},
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"/launchpad/stocks/AM": {
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"get": {
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"summary": "Aggregates (Per Minute)",
@@ -1608,6 +1701,79 @@
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]
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}
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},
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"/business/options/FMV": {
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"get": {
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"summary": "Fair Market Value",
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"description": "Real-time fair market value for a given options ticker symbol.\n",
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"parameters": [
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{
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"name": "ticker",
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"in": "query",
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"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",
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"required": true,
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"type": "string",
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}
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],
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"200": {
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"description": "The WebSocket message for a fair market value event.",
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"content": {
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"application/json": {
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"schema": {
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"type": "object",
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"properties": {
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"ev": {
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"type": "string",
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"enum": [
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"FMV"
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],
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"description": "The event type."
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},
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"fmv": {
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"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"
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},
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"sym": {
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"description": "The ticker symbol for the given security."
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"description": "The nanosecond timestamp."
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}
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}
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},
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"example": {
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"ev": "FMV",
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"val": 7.2,
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"sym": "O:TSLA210903C00700000",
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"t": 1401715883806000000
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}
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}
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}
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}
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},
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"x-polygon-entitlement-data-type": {
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"name": "indicative-price",
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"description": "Indicative Price"
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"x-polygon-entitlement-market-type": {
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"name": "options",
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"description": "Options data"
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{
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"name": "delayed",
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"description": "15 minute delayed data"
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},
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{
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"name": "realtime",
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"description": "Real Time Data"
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}
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]
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}
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},
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"/launchpad/options/AM": {
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"get": {
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"summary": "Aggregates (Per Minute)",
@@ -2005,6 +2171,79 @@
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]
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}
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},
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"/business/forex/FMV": {
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"get": {
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"summary": "Fair Market Value",
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"description": "Real-time fair market value for a given forex ticker symbol.\n",
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"parameters": [
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{
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"name": "ticker",
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"in": "query",
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"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",
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"required": true,
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"schema": {
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"type": "string",
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"pattern": "/^(?<from>([A-Z]{3})\\/?<to>([A-Z]{3}))$/"
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},
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"example": "*"
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}
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],
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"200": {
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"description": "The WebSocket message for a fair market value event.",
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"content": {
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"application/json": {
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"schema": {
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"type": "object",
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"properties": {
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"ev": {
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"type": "string",
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"enum": [
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"FMV"
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],
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"description": "The event type."
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},
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"fmv": {
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"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"
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},
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"sym": {
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"description": "The ticker symbol for the given security."
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},
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"t": {
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"description": "The nanosecond timestamp."
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}
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}
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},
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"example": {
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"ev": "FMV",
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"val": 1.0631,
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"sym": "C:EURUSD",
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"t": 1678220098130
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}
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}
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}
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}
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},
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"name": "indicative-price",
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"description": "Indicative Price"
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"name": "fx",
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{
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"name": "delayed",
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"description": "15 minute delayed data"
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{
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"name": "realtime",
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"description": "Real Time Data"
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}
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]
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}
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},
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"/launchpad/forex/AM": {
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"get": {
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"summary": "Aggregates (Per Minute)",
@@ -2646,6 +2885,79 @@
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]
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}
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},
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"/business/crypto/FMV": {
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"get": {
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"summary": "Fair Market Value",
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"description": "Real-time fair market value for a given crypto ticker symbol.\n",
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"parameters": [
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{
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"name": "ticker",
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"in": "query",
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"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",
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"required": true,
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"schema": {
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"type": "string",
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"pattern": "/^(?<from>([A-Z]*)-(?<to>[A-Z]{3}))$/"
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},
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"example": "*"
2903+
}
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],
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2906+
"200": {
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"description": "The WebSocket message for a fair market value event.",
2908+
"content": {
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"application/json": {
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"schema": {
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"type": "object",
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"properties": {
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"ev": {
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"type": "string",
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"enum": [
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"FMV"
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],
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"description": "The event type."
2919+
},
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"fmv": {
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"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"
2922+
},
2923+
"sym": {
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"description": "The ticker symbol for the given security."
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},
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"t": {
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"description": "The nanosecond timestamp."
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}
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}
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},
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"example": {
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"ev": "FMV",
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"val": 33021.9,
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"sym": "X:BTC-USD",
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"t": 1610462007425
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}
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}
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}
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}
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},
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"name": "indicative-price",
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"description": "Indicative Price"
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},
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"x-polygon-entitlement-market-type": {
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"name": "crypto",
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"description": "Crypto data"
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},
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{
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"name": "delayed",
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"description": "15 minute delayed data"
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},
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{
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"name": "realtime",
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"description": "Real Time Data"
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}
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]
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}
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},
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"/launchpad/crypto/AM": {
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"get": {
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"summary": "Aggregates (Per Minute)",
@@ -4621,6 +4933,27 @@
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"description": "The nanosecond timestamp."
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}
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}
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},
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"BusinessWebsocketFairMarketValue": {
4938+
"type": "object",
4939+
"properties": {
4940+
"ev": {
4941+
"type": "string",
4942+
"enum": [
4943+
"FMV"
4944+
],
4945+
"description": "The event type."
4946+
},
4947+
"fmv": {
4948+
"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"
4949+
},
4950+
"sym": {
4951+
"description": "The ticker symbol for the given security."
4952+
},
4953+
"t": {
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"description": "The nanosecond timestamp."
4955+
}
4956+
}
46244957
}
46254958
},
46264959
"parameters": {

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